# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-000076
**Filing Date:** 2025-8
**Character Count:** 1510704
**Document Hash:** b1214ef1ae4cf2c308a8ecd35b3464bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-000076.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001410368-25-000076

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251191889

**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):** 2025-07-31

**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:** 46 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $120841425869.25

- **Amortized Cost of Portfolio Securities:** $120845896378.86

- **Cash:** $5980263195.99

- **Total Other Assets:** $219604715.16

- **Total Liabilities:** $1416544294.74

- **Net Assets of Series:** $125629219995.27

- **Number of Shares Outstanding (Series):** 125632486055.5990

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $90483162285.97           | $102207092194.85           | 69.4200%                  | 78.4200%                   |
| 2025-07-02 | $94154843139.45           | $105304022695.15           | 70.5700%                  | 78.9300%                   |
| 2025-07-03 | $90653067339.81           | $100852474212.68           | 69.9800%                  | 77.8500%                   |
| 2025-07-07 | $90162822919.90           | $99917560180.99            | 69.4900%                  | 77.0000%                   |
| 2025-07-08 | $88416551982.43           | $97319654560.01            | 69.2000%                  | 76.1700%                   |
| 2025-07-09 | $87841572221.20           | $96744840221.71            | 69.2400%                  | 76.2600%                   |
| 2025-07-10 | $84826606207.74           | $93730056862.41            | 68.4900%                  | 75.6800%                   |
| 2025-07-11 | $84659261118.01           | $93585310474.47            | 68.4300%                  | 75.6500%                   |
| 2025-07-14 | $85338715991.77           | $93930242090.53            | 68.8400%                  | 75.7700%                   |
| 2025-07-15 | $87126718957.82           | $96068290005.89            | 69.1900%                  | 76.2900%                   |
| 2025-07-16 | $91217044565.30           | $100030889693.03           | 70.1600%                  | 76.9400%                   |
| 2025-07-17 | $94323216843.44           | $104009160546.61           | 70.6600%                  | 77.9100%                   |
| 2025-07-18 | $84701269646.58           | $93765330643.55            | 68.6800%                  | 76.0300%                   |
| 2025-07-21 | $82887607395.01           | $92111972666.75            | 68.1400%                  | 75.7200%                   |
| 2025-07-22 | $86862310229.90           | $96427589338.04            | 68.6800%                  | 76.2500%                   |
| 2025-07-23 | $87098300176.85           | $95446765616.00            | 69.5000%                  | 76.1600%                   |
| 2025-07-24 | $86578070785.06           | $96976251119.20            | 69.0700%                  | 77.3600%                   |
| 2025-07-25 | $85247797082.77           | $95685832761.53            | 68.6400%                  | 77.0400%                   |
| 2025-07-28 | $85425263212.33           | $95968640965.59            | 68.6000%                  | 77.0700%                   |
| 2025-07-29 | $84246311632.97           | $94789815846.15            | 68.2900%                  | 76.8300%                   |
| 2025-07-30 | $91293274946.74           | $100586899941.03           | 71.2200%                  | 78.4600%                   |
| 2025-07-31 | $87927553036.22           | $98020300521.05            | 69.2100%                  | 77.1500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4100%             |
| 2025-07-02 | 4.4100%             |
| 2025-07-03 | 4.4000%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3800%             |
| 2025-07-09 | 4.3700%             |
| 2025-07-10 | 4.3700%             |
| 2025-07-11 | 4.3600%             |
| 2025-07-14 | 4.3600%             |
| 2025-07-15 | 4.3600%             |
| 2025-07-16 | 4.3700%             |
| 2025-07-17 | 4.3700%             |
| 2025-07-18 | 4.3700%             |
| 2025-07-21 | 4.3700%             |
| 2025-07-22 | 4.3600%             |
| 2025-07-23 | 4.3500%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3700%             |
| 2025-07-29 | 4.3700%             |
| 2025-07-30 | 4.3800%             |
| 2025-07-31 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 0.9999                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $838202259.63

- **Number of Shares Outstanding:** 838224385.6310

- **Expense Reimbursement/Waiver:** 44.97

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $4425953.76               | $434665.50              |
| 2025-07-02 | $101843.95                | $534327.69              |
| 2025-07-03 | $141943.52                | $860667.25              |
| 2025-07-07 | $753607.75                | $2416813.90             |
| 2025-07-08 | $2016540.39               | $441343.05              |
| 2025-07-09 | $67198.15                 | $932345.51              |
| 2025-07-10 | $17944.35                 | $568929.25              |
| 2025-07-11 | $6058.44                  | $506101.35              |
| 2025-07-14 | $203462.52                | $540711.74              |
| 2025-07-15 | $1310907.72               | $291275.73              |
| 2025-07-16 | $114572.31                | $532859.50              |
| 2025-07-17 | $49377.42                 | $631152.94              |
| 2025-07-18 | $26295.56                 | $328036.91              |
| 2025-07-21 | $65372.14                 | $73479.04               |
| 2025-07-22 | $698383.50                | $454014.82              |
| 2025-07-23 | $100359.26                | $257322.53              |
| 2025-07-24 | $85615.93                 | $827025.13              |
| 2025-07-25 | $72111.06                 | $309772.56              |
| 2025-07-28 | $10084766.46              | $207934.32              |
| 2025-07-29 | $1355594.70               | $546540.42              |
| 2025-07-30 | $71069.70                 | $195422.00              |
| 2025-07-31 | $0.00                     | $951500.87              |

**Total Gross Subscriptions (Month):** $21768978.59

**Total Gross Redemptions (Month):** $12842242.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.8500%           |
| 2025-07-02 | 3.8600%           |
| 2025-07-03 | 3.8600%           |
| 2025-07-07 | 3.8300%           |
| 2025-07-08 | 3.8300%           |
| 2025-07-09 | 3.8200%           |
| 2025-07-10 | 3.8200%           |
| 2025-07-11 | 3.8100%           |
| 2025-07-14 | 3.8100%           |
| 2025-07-15 | 3.8100%           |
| 2025-07-16 | 3.8100%           |
| 2025-07-17 | 3.8100%           |
| 2025-07-18 | 3.8100%           |
| 2025-07-21 | 3.8100%           |
| 2025-07-22 | 3.8000%           |
| 2025-07-23 | 3.7900%           |
| 2025-07-24 | 3.7900%           |
| 2025-07-25 | 3.7900%           |
| 2025-07-28 | 3.8000%           |
| 2025-07-29 | 3.8100%           |
| 2025-07-30 | 3.8100%           |
| 2025-07-31 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 54.8300%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4654409182.13

- **Number of Shares Outstanding:** 4654535302.1020

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $22416711.62              | $153589174.41           |
| 2025-07-02 | $4650246.67               | $5321410.17             |
| 2025-07-03 | $5043271.02               | $22820538.37            |
| 2025-07-07 | $298232390.93             | $265599.11              |
| 2025-07-08 | $100849428.69             | $7809468.50             |
| 2025-07-09 | $107816269.85             | $103685607.16           |
| 2025-07-10 | $24970935.70              | $74478112.14            |
| 2025-07-11 | $292069360.47             | $1187538.04             |
| 2025-07-14 | $118670505.26             | $197655964.05           |
| 2025-07-15 | $3540333.80               | $20236026.62            |
| 2025-07-16 | $19669940.33              | $51292152.13            |
| 2025-07-17 | $1844224.23               | $139638808.57           |
| 2025-07-18 | $237383590.06             | $18721461.24            |
| 2025-07-21 | $15179099.76              | $238491005.54           |
| 2025-07-22 | $7418214.29               | $6038020.03             |
| 2025-07-23 | $47465137.72              | $15579553.80            |
| 2025-07-24 | $8161399.99               | $6182262.48             |
| 2025-07-25 | $87412912.11              | $11659171.42            |
| 2025-07-28 | $94585686.19              | $4472571.67             |
| 2025-07-29 | $222138094.93             | $510898.33              |
| 2025-07-30 | $73640065.79              | $18101670.49            |
| 2025-07-31 | $203614645.20             | $72203447.58            |

**Total Gross Subscriptions (Month):** $1996772464.61

**Total Gross Redemptions (Month):** $1169940461.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0800%           |
| 2025-07-02 | 4.0800%           |
| 2025-07-03 | 4.0800%           |
| 2025-07-07 | 4.0600%           |
| 2025-07-08 | 4.0500%           |
| 2025-07-09 | 4.0500%           |
| 2025-07-10 | 4.0400%           |
| 2025-07-11 | 4.0400%           |
| 2025-07-14 | 4.0300%           |
| 2025-07-15 | 4.0300%           |
| 2025-07-16 | 4.0400%           |
| 2025-07-17 | 4.0400%           |
| 2025-07-18 | 4.0400%           |
| 2025-07-21 | 4.0400%           |
| 2025-07-22 | 4.0300%           |
| 2025-07-23 | 4.0200%           |
| 2025-07-24 | 4.0200%           |
| 2025-07-25 | 4.0200%           |
| 2025-07-28 | 4.0400%           |
| 2025-07-29 | 4.0400%           |
| 2025-07-30 | 4.0500%           |
| 2025-07-31 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 90.7200%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $32150137794.39

- **Number of Shares Outstanding:** 32150975435.2120

- **Expense Reimbursement/Waiver:** 272171.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $668076750.82             | $518522415.38           |
| 2025-07-02 | $489071145.32             | $303728707.63           |
| 2025-07-03 | $184728251.80             | $605834612.16           |
| 2025-07-07 | $410400891.83             | $222553862.09           |
| 2025-07-08 | $163086141.54             | $732614652.02           |
| 2025-07-09 | $581674836.43             | $150518717.44           |
| 2025-07-10 | $350188556.30             | $159284631.06           |
| 2025-07-11 | $313138394.62             | $725014457.89           |
| 2025-07-14 | $127696508.54             | $860013297.40           |
| 2025-07-15 | $2422759333.12            | $60873841.32            |
| 2025-07-16 | $6635929205.79            | $388064670.89           |
| 2025-07-17 | $404695175.88             | $147884132.52           |
| 2025-07-18 | $455614150.35             | $8266826845.20          |
| 2025-07-21 | $218577813.03             | $482098069.91           |
| 2025-07-22 | $243848149.04             | $131340624.01           |
| 2025-07-23 | $226649628.47             | $220620172.58           |
| 2025-07-24 | $84367098.13              | $360592959.94           |
| 2025-07-25 | $687985648.54             | $153125529.24           |
| 2025-07-28 | $243565805.96             | $466145295.07           |
| 2025-07-29 | $213971662.32             | $177562345.61           |
| 2025-07-30 | $914208997.44             | $179889847.05           |
| 2025-07-31 | $240805292.29             | $499698360.08           |

**Total Gross Subscriptions (Month):** $16281039437.56

**Total Gross Redemptions (Month):** $15812808046.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2100%           |
| 2025-07-03 | 4.2100%           |
| 2025-07-07 | 4.1900%           |
| 2025-07-08 | 4.1800%           |
| 2025-07-09 | 4.1700%           |
| 2025-07-10 | 4.1700%           |
| 2025-07-11 | 4.1700%           |
| 2025-07-14 | 4.1600%           |
| 2025-07-15 | 4.1600%           |
| 2025-07-16 | 4.1700%           |
| 2025-07-17 | 4.1700%           |
| 2025-07-18 | 4.1700%           |
| 2025-07-21 | 4.1700%           |
| 2025-07-22 | 4.1600%           |
| 2025-07-23 | 4.1500%           |
| 2025-07-24 | 4.1500%           |
| 2025-07-25 | 4.1500%           |
| 2025-07-28 | 4.1700%           |
| 2025-07-29 | 4.1700%           |
| 2025-07-30 | 4.1800%           |
| 2025-07-31 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 67.5200%         | 0.0000%              |
| Non-financial corporation |  | 18.1900%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1304446843.48

- **Number of Shares Outstanding:** 1304482196.3960

- **Expense Reimbursement/Waiver:** 70.40

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $128036599.90             | $64617513.50            |
| 2025-07-02 | $5466654.05               | $35313.56               |
| 2025-07-03 | $7995426.74               | $36065.29               |
| 2025-07-07 | $3651016.47               | $351976181.36           |
| 2025-07-08 | $295596.13                | $47795661.28            |
| 2025-07-09 | $3130549.75               | $1031787.09             |
| 2025-07-10 | $7844902.51               | $2164621.88             |
| 2025-07-11 | $5461741.07               | $388423.28              |
| 2025-07-14 | $3563343.19               | $2398529.79             |
| 2025-07-15 | $21751253.37              | $1243858.96             |
| 2025-07-16 | $47357530.14              | $18760.48               |
| 2025-07-17 | $2483732.85               | $3726263.03             |
| 2025-07-18 | $59134357.60              | $2019607.87             |
| 2025-07-21 | $15045453.41              | $23074828.00            |
| 2025-07-22 | $1861615.96               | $2552852.73             |
| 2025-07-23 | $10426799.01              | $9820390.94             |
| 2025-07-24 | $1087100.37               | $5158098.71             |
| 2025-07-25 | $4357051.58               | $26605731.05            |
| 2025-07-28 | $11818072.16              | $4295434.87             |
| 2025-07-29 | $2680002.68               | $1076113.03             |
| 2025-07-30 | $4710749.63               | $1254590.98             |
| 2025-07-31 | $6621692.22               | $27576970.59            |

**Total Gross Subscriptions (Month):** $354781240.79

**Total Gross Redemptions (Month):** $578867598.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9100%           |
| 2025-07-02 | 3.9100%           |
| 2025-07-03 | 3.9100%           |
| 2025-07-07 | 3.8900%           |
| 2025-07-08 | 3.8800%           |
| 2025-07-09 | 3.8800%           |
| 2025-07-10 | 3.8700%           |
| 2025-07-11 | 3.8700%           |
| 2025-07-14 | 3.8600%           |
| 2025-07-15 | 3.8600%           |
| 2025-07-16 | 3.8700%           |
| 2025-07-17 | 3.8700%           |
| 2025-07-18 | 3.8700%           |
| 2025-07-21 | 3.8700%           |
| 2025-07-22 | 3.8600%           |
| 2025-07-23 | 3.8500%           |
| 2025-07-24 | 3.8500%           |
| 2025-07-25 | 3.8500%           |
| 2025-07-28 | 3.8700%           |
| 2025-07-29 | 3.8700%           |
| 2025-07-30 | 3.8800%           |
| 2025-07-31 | 3.8800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 90.9300%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $85612780677.47

- **Number of Shares Outstanding:** 85614997260.9680

- **Expense Reimbursement/Waiver:** 2176064.48

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $5361302136.44            | $3262411957.73          |
| 2025-07-02 | $8196189430.29            | $5789836394.43          |
| 2025-07-03 | $4675088097.07            | $7530952788.77          |
| 2025-07-07 | $3104761436.27            | $3510875444.15          |
| 2025-07-08 | $2038139562.99            | $3582156904.78          |
| 2025-07-09 | $1705024708.58            | $1878200762.70          |
| 2025-07-10 | $3933160665.73            | $5970746764.42          |
| 2025-07-11 | $2720397071.72            | $2782711058.85          |
| 2025-07-14 | $4045196128.32            | $3742893158.60          |
| 2025-07-15 | $4167582135.01            | $4564667998.04          |
| 2025-07-16 | $1578533194.77            | $3078947598.78          |
| 2025-07-17 | $5508786133.43            | $2361366695.71          |
| 2025-07-18 | $1345470591.21            | $4296823246.44          |
| 2025-07-21 | $3539189953.66            | $4398407430.40          |
| 2025-07-22 | $5798489901.13            | $1574842579.20          |
| 2025-07-23 | $2210137297.15            | $3288875051.23          |
| 2025-07-24 | $3795945480.33            | $3767244176.84          |
| 2025-07-25 | $2314658196.76            | $4078982584.22          |
| 2025-07-28 | $3854902455.61            | $2902401006.76          |
| 2025-07-29 | $1726931258.02            | $3136470120.90          |
| 2025-07-30 | $5725181379.54            | $2717653608.10          |
| 2025-07-31 | $3428042986.57            | $3966277488.18          |

**Total Gross Subscriptions (Month):** $80773110200.60

**Total Gross Redemptions (Month):** $82183744819.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2700%           |
| 2025-07-02 | 4.2700%           |
| 2025-07-03 | 4.2700%           |
| 2025-07-07 | 4.2500%           |
| 2025-07-08 | 4.2400%           |
| 2025-07-09 | 4.2300%           |
| 2025-07-10 | 4.2300%           |
| 2025-07-11 | 4.2300%           |
| 2025-07-14 | 4.2200%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2300%           |
| 2025-07-17 | 4.2300%           |
| 2025-07-18 | 4.2300%           |
| 2025-07-21 | 4.2300%           |
| 2025-07-22 | 4.2200%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2100%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2300%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 57.5200%         | 0.0000%              |
| Non-financial corporation |  | 15.7800%         | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $828048730.69

- **Number of Shares Outstanding:** 828070594.4700

- **Expense Reimbursement/Waiver:** 7922.53

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $61582484.86              | $35831401.97            |
| 2025-07-02 | $35059197.06              | $56719323.85            |
| 2025-07-03 | $27876424.77              | $21309620.91            |
| 2025-07-07 | $25870729.53              | $18867018.39            |
| 2025-07-08 | $28369243.52              | $36015140.99            |
| 2025-07-09 | $30826010.26              | $19794958.29            |
| 2025-07-10 | $44146136.29              | $33013586.37            |
| 2025-07-11 | $25011711.49              | $28992050.88            |
| 2025-07-14 | $34008192.18              | $30097196.05            |
| 2025-07-15 | $159373228.11             | $38596021.17            |
| 2025-07-16 | $45122322.43              | $101513284.86           |
| 2025-07-17 | $121102590.19             | $38157665.86            |
| 2025-07-18 | $60242495.58              | $33249418.08            |
| 2025-07-21 | $28244378.81              | $29404018.44            |
| 2025-07-22 | $29318010.88              | $34479962.50            |
| 2025-07-23 | $43959534.10              | $131735362.13           |
| 2025-07-24 | $45063769.19              | $83062715.83            |
| 2025-07-25 | $35711828.75              | $87387161.69            |
| 2025-07-28 | $25701039.65              | $71863924.48            |
| 2025-07-29 | $33849145.36              | $34259955.95            |
| 2025-07-30 | $27738879.15              | $51781740.22            |
| 2025-07-31 | $43608428.52              | $44298610.51            |

**Total Gross Subscriptions (Month):** $1011785780.68

**Total Gross Redemptions (Month):** $1060430139.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9100%           |
| 2025-07-02 | 3.9100%           |
| 2025-07-03 | 3.9100%           |
| 2025-07-07 | 3.8900%           |
| 2025-07-08 | 3.8800%           |
| 2025-07-09 | 3.8700%           |
| 2025-07-10 | 3.8700%           |
| 2025-07-11 | 3.8700%           |
| 2025-07-14 | 3.8600%           |
| 2025-07-15 | 3.8600%           |
| 2025-07-16 | 3.8700%           |
| 2025-07-17 | 3.8700%           |
| 2025-07-18 | 3.8700%           |
| 2025-07-21 | 3.8700%           |
| 2025-07-22 | 3.8600%           |
| 2025-07-23 | 3.8500%           |
| 2025-07-24 | 3.8500%           |
| 2025-07-25 | 3.8500%           |
| 2025-07-28 | 3.8700%           |
| 2025-07-29 | 3.8700%           |
| 2025-07-30 | 3.8800%           |
| 2025-07-31 | 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:** $141088716.59

- **Number of Shares Outstanding:** 141092444.7200

- **Expense Reimbursement/Waiver:** 3590.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $485671.40                | $0.00                   |

**Total Gross Subscriptions (Month):** $485671.40

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2500%           |
| 2025-07-02 | 4.2500%           |
| 2025-07-03 | 4.2500%           |
| 2025-07-07 | 4.2300%           |
| 2025-07-08 | 4.2200%           |
| 2025-07-09 | 4.2100%           |
| 2025-07-10 | 4.2100%           |
| 2025-07-11 | 4.2100%           |
| 2025-07-14 | 4.2000%           |
| 2025-07-15 | 4.2000%           |
| 2025-07-16 | 4.2100%           |
| 2025-07-17 | 4.2100%           |
| 2025-07-18 | 4.2100%           |
| 2025-07-21 | 4.2100%           |
| 2025-07-22 | 4.2000%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1900%           |
| 2025-07-25 | 4.1900%           |
| 2025-07-28 | 4.2100%           |
| 2025-07-29 | 4.2100%           |
| 2025-07-30 | 4.2200%           |
| 2025-07-31 | 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:** $100105790.89

- **Number of Shares Outstanding:** 100108436.1000

- **Expense Reimbursement/Waiver:** 846.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $100000369.76             | $0.00                   |

**Total Gross Subscriptions (Month):** $100000369.76

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2100%           |
| 2025-07-02 | 4.2100%           |
| 2025-07-03 | 4.2100%           |
| 2025-07-07 | 4.1900%           |
| 2025-07-08 | 4.1800%           |
| 2025-07-09 | 4.1700%           |
| 2025-07-10 | 4.1700%           |
| 2025-07-11 | 4.1700%           |
| 2025-07-14 | 4.1600%           |
| 2025-07-15 | 4.1600%           |
| 2025-07-16 | 4.1700%           |
| 2025-07-17 | 4.1700%           |
| 2025-07-18 | 4.1700%           |
| 2025-07-21 | 4.1700%           |
| 2025-07-22 | 4.1600%           |
| 2025-07-23 | 4.1500%           |
| 2025-07-24 | 4.1500%           |
| 2025-07-25 | 4.1500%           |
| 2025-07-28 | 4.1700%           |
| 2025-07-29 | 4.1700%           |
| 2025-07-30 | 4.1800%           |
| 2025-07-31 | 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 4.350000%
- **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: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_4.35_0807
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQY3774 | 2055-05-01      | 6.0000%  | 0.0000% | $164547245.97      | $167704249.40      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0513 | 2054-11-01      | 7.0000%  | 0.0000% | $8651144.12        | $9203384.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM3066 | 2038-11-01      | 4.5000%  | 0.0000% | $63121.63          | $63158.87          | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $122524.56         | $110297.83         | Agency Mortgage-Backed Securities |
| GNII SF CS3934 C     | 2053-01-20      | 5.0000%  | 0.0000% | $456172.06         | $450328.80         | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $84848.59          | $87990.28          | Agency Mortgage-Backed Securities |
| GNII SF CY0324 C     | 2053-10-20      | 7.5000%  | 0.0000% | $2061406.25        | $2185630.72        | Agency Mortgage-Backed Securities |
| GNII SF CZ5310 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1566320.62        | $1628495.72        | Agency Mortgage-Backed Securities |
| GNII BD CZ6895 C     | 2054-01-20      | 7.0000%  | 0.0000% | $971033.29         | $989927.98         | Agency Mortgage-Backed Securities |
| GNII ET DI7156 C     | 2065-04-20      | 6.5000%  | 0.0000% | $7138176.34        | $7339520.51        | Agency Mortgage-Backed Securities |
| GNII SF DI6404 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3498376.42        | $3654913.61        | Agency Mortgage-Backed Securities |
| GNII BD DI7590 C     | 2055-04-20      | 4.5000%  | 0.0000% | $14973092.91       | $13828310.12       | Agency Mortgage-Backed Securities |
| GNII SF DI7927 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1066117.48        | $1103218.36        | Agency Mortgage-Backed Securities |
| GNII SF DI8206 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1479329.68        | $1536753.31        | Agency Mortgage-Backed Securities |
| GNII SF DI8255 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1245813.45        | $1223105.59        | Agency Mortgage-Backed Securities |
| GNII SF DI8242 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1222181.47        | $1269614.74        | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1016982.16        | $1076336.63        | Agency Mortgage-Backed Securities |
| GNII SF DI8375 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1253573.52        | $1290655.48        | Agency Mortgage-Backed Securities |
| GNII ET DI9969 C     | 2064-11-20      | 6.0000%  | 0.0000% | $168397.66         | $170484.95         | Agency Mortgage-Backed Securities |
| GNII SF AS4324 C     | 2046-06-20      | 4.0000%  | 0.0000% | $111536.58         | $103228.03         | Agency Mortgage-Backed Securities |
| GNII SF DA9707 C     | 2054-05-20      | 6.5000%  | 0.0000% | $467162.08         | $488061.36         | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $920776.66         | $952622.95         | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $1392665.28        | $1411343.71        | Agency Mortgage-Backed Securities |
| GNII SF DC7569 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1131596.99        | $1228107.88        | Agency Mortgage-Backed Securities |
| GNII ET DD1435 C     | 2064-05-20      | 6.5000%  | 0.0000% | $59207.52          | $60785.03          | Agency Mortgage-Backed Securities |
| GNII ET DD4536 C     | 2064-06-20      | 6.5000%  | 0.0000% | $61059.51          | $62781.74          | Agency Mortgage-Backed Securities |
| GNII ET DD6673 C     | 2064-10-20      | 6.0000%  | 0.0000% | $78754.44          | $79730.37          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6542 | 2055-08-01      | 6.5000%  | 0.0000% | $1033500.00        | $1080301.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | 0.0000% | $38022697.51       | $36232817.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  | 0.0000% | $60898.80          | $62060.14          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  | 0.0000% | $31813.65          | $31592.76          | Agency Mortgage-Backed Securities |
| GNII SF AC0107 C     | 2042-11-20      | 3.5000%  | 0.0000% | $276767.06         | $248212.08         | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $9997.36           | $10242.08          | Agency Mortgage-Backed Securities |
| GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $220690.04         | $208338.75         | Agency Mortgage-Backed Securities |
| GNII SF DD8659 C     | 2054-09-20      | 6.5000%  | 0.0000% | $460341.63         | $467412.32         | Agency Mortgage-Backed Securities |
| GNII ET DD9614 C     | 2064-08-20      | 6.5000%  | 0.0000% | $118795.92         | $122146.63         | Agency Mortgage-Backed Securities |
| GNII SF DE0184 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1285284.67        | $1269980.36        | Agency Mortgage-Backed Securities |
| GNII SF DE1581 C     | 2054-09-20      | 6.5000%  | 0.0000% | $153560.80         | $160807.90         | Agency Mortgage-Backed Securities |
| GNII SF DE2635 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1079817.01        | $1114993.13        | Agency Mortgage-Backed Securities |
| GNII SF DE2519 C     | 2054-09-20      | 6.5000%  | 0.0000% | $28722.17          | $30006.62          | Agency Mortgage-Backed Securities |
| GNII ET DE3057 C     | 2064-09-20      | 6.5000%  | 0.0000% | $19295.71          | $19839.94          | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92160.44          | $95572.86          | Agency Mortgage-Backed Securities |
| GNII ET DE7649 C     | 2064-10-20      | 6.5000%  | 0.0000% | $66247.87          | $68116.44          | Agency Mortgage-Backed Securities |
| GNII SF DE8974 C     | 2054-10-20      | 6.5000%  | 0.0000% | $2140739.32        | $2236472.47        | Agency Mortgage-Backed Securities |
| GNII SF DE8981 C     | 2054-10-20      | 6.5000%  | 0.0000% | $472198.08         | $493315.09         | Agency Mortgage-Backed Securities |
| GNII SF DE8992 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1480841.00        | $1562304.54        | Agency Mortgage-Backed Securities |
| GNII SF DF1323 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1097940.22        | $1178761.79        | Agency Mortgage-Backed Securities |
| GNII SF DF1376 C     | 2054-11-20      | 6.5000%  | 0.0000% | $348582.55         | $370161.43         | Agency Mortgage-Backed Securities |
| GNII SF DF1377 C     | 2054-11-20      | 6.5000%  | 0.0000% | $540507.59         | $573966.46         | Agency Mortgage-Backed Securities |
| GNII SF DF1378 C     | 2054-11-20      | 6.5000%  | 0.0000% | $601470.91         | $638704.17         | Agency Mortgage-Backed Securities |
| GNII SF DF1353 C     | 2054-10-20      | 6.5000%  | 0.0000% | $448186.67         | $475931.51         | Agency Mortgage-Backed Securities |
| GNII SF DF1362 C     | 2054-10-20      | 7.5000%  | 0.0000% | $1653686.44        | $1775419.26        | Agency Mortgage-Backed Securities |
| GNII ET DF1660 C     | 2064-09-20      | 6.5000%  | 0.0000% | $39076.05          | $40178.17          | Agency Mortgage-Backed Securities |
| GNII SF DF2846 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1538633.49        | $1607480.67        | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $104777.56         | $103557.32         | Agency Mortgage-Backed Securities |
| GNPL PN DF3884       | 2059-11-15      | 4.9800%  | 0.0000% | $616781.98         | $610991.63         | Agency Mortgage-Backed Securities |
| GNII ET DF5682 C     | 2062-09-20      | 4.5000%  | 0.0000% | $302421.18         | $285389.73         | Agency Mortgage-Backed Securities |
| GNMI SF AA0566 X     | 2042-05-15      | 3.0000%  | 0.0000% | $56966.61          | $51265.16          | Agency Mortgage-Backed Securities |
| GNII ET DG0027 C     | 2064-12-20      | 6.5000%  | 0.0000% | $34739.11          | $35718.95          | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $689023.33         | $608054.82         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2010 | 2055-08-01      | 6.0000%  | 0.0000% | $71623936.00       | $73656981.42       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2618 | 2050-05-01      | 2.5000%  | 0.0000% | $1203574.61        | $1006044.34        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ8691 | 2054-11-01      | 4.5000%  | 0.0000% | $3450177.23        | $3293501.23        | Agency Mortgage-Backed Securities |
| GNII ET DD5645 C     | 2064-08-20      | 6.5000%  | 0.0000% | $63986.40          | $65791.18          | Agency Mortgage-Backed Securities |
| GNII ET DD1402 C     | 2064-06-20      | 4.5000%  | 0.0000% | $222181.63         | $209670.14         | Agency Mortgage-Backed Securities |
| GNII ET DD1391 C     | 2064-06-20      | 4.5000%  | 0.0000% | $315929.08         | $298137.22         | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $601209.83         | $617671.75         | Agency Mortgage-Backed Securities |
| GNII JM MA5584 M     | 2048-10-20      | 3.5000%  | 0.0000% | $20110.76          | $17996.69          | Agency Mortgage-Backed Securities |
| GNII SF MA5686 M     | 2034-04-20      | 5.0000%  | 0.0000% | $131053.68         | $132709.77         | Agency Mortgage-Backed Securities |
| GNII SF DG4326 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1936570.01        | $1903361.06        | Agency Mortgage-Backed Securities |
| GNII SF DG4533 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1456410.44        | $1430986.86        | Agency Mortgage-Backed Securities |
| GNII ET DG4627 C     | 2064-12-20      | 6.5000%  | 0.0000% | $178037.34         | $183059.00         | Agency Mortgage-Backed Securities |
| GNII ET DG4784 C     | 2065-01-20      | 6.5000%  | 0.0000% | $312137.60         | $320941.64         | Agency Mortgage-Backed Securities |
| GNII ET DG4778 C     | 2065-01-20      | 6.5000%  | 0.0000% | $17749.70          | $18250.35          | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C     | 2054-12-20      | 5.5000%  | 0.0000% | $36250.55          | $35952.33          | Agency Mortgage-Backed Securities |
| GNII ET DG6140 C     | 2065-01-20      | 6.0000%  | 0.0000% | $311982.77         | $315850.11         | Agency Mortgage-Backed Securities |
| GNII ET DG6773 C     | 2064-10-20      | 4.5000%  | 0.0000% | $313913.77         | $296232.89         | Agency Mortgage-Backed Securities |
| GNII ET DG6880 C     | 2064-11-20      | 6.5000%  | 0.0000% | $283431.04         | $291425.40         | Agency Mortgage-Backed Securities |
| GNII SF DG7475 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1364941.34        | $1412439.93        | Agency Mortgage-Backed Securities |
| GNII ET DH1820 C     | 2064-11-20      | 4.5000%  | 0.0000% | $187829.68         | $177250.36         | Agency Mortgage-Backed Securities |
| GNII SF DH3034 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2503912.02        | $2502157.61        | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1080053.79        | $1142431.58        | Agency Mortgage-Backed Securities |
| GNII ET DH5110 C     | 2065-02-20      | 6.0000%  | 0.0000% | $553509.36         | $560370.66         | Agency Mortgage-Backed Securities |
| GNII ET DH6135 C     | 2065-03-20      | 6.5000%  | 0.0000% | $140917.42         | $144892.09         | Agency Mortgage-Backed Securities |
| GNII ET DH6683 C     | 2064-11-20      | 6.0000%  | 0.0000% | $223562.05         | $226333.10         | Agency Mortgage-Backed Securities |
| GNII ET DH7637 C     | 2065-01-20      | 2.5000%  | 0.0000% | $79998.98          | $64135.61          | Agency Mortgage-Backed Securities |
| GNII ET DH7710 C     | 2065-01-20      | 2.0000%  | 0.0000% | $243305.35         | $185945.55         | Agency Mortgage-Backed Securities |
| GNII ET DH7794 C     | 2065-01-20      | 4.5000%  | 0.0000% | $581504.55         | $548753.05         | Agency Mortgage-Backed Securities |
| GNII SF DH7868 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1733242.36        | $1818258.47        | Agency Mortgage-Backed Securities |
| GNII ET DH7906 C     | 2065-02-20      | 6.0000%  | 0.0000% | $464304.52         | $470059.57         | Agency Mortgage-Backed Securities |
| GNII ET DD1389 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1116937.19        | $1158292.90        | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M     | 2032-11-20      | 7.5000%  | 0.0000% | $11049.52          | $11234.54          | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $482903.19         | $425708.14         | Agency Mortgage-Backed Securities |
| GNII ET DD0881 C     | 2064-06-20      | 4.5000%  | 0.0000% | $238909.53         | $225455.34         | Agency Mortgage-Backed Securities |
| GNPL PN DC7223       | 2060-02-15      | 5.2500%  | 0.0000% | $786802.66         | $795064.09         | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $133851.21         | $133311.08         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $2202859.89        | $2063247.77        | Agency Mortgage-Backed Securities |
| GNII SF MA7969 M     | 2035-04-20      | 6.0000%  | 0.0000% | $64246.55          | $66667.55          | Agency Mortgage-Backed Securities |
| GNII ET DC6981 C     | 2064-04-20      | 6.5000%  | 0.0000% | $6070.36           | $6241.57           | Agency Mortgage-Backed Securities |
| GNII SF DC0579 C     | 2054-04-20      | 6.5000%  | 0.0000% | $50998.16          | $54091.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7752 | 2055-04-01      | 5.0000%  | 0.0000% | $1059441.09        | $1043536.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ0062 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4585592.00        | $4624635.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ2691 C     | 2055-05-20      | 6.0000%  | 0.0000% | $7312208.01        | $7618289.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ1821 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3460978.30        | $3615824.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ2258 C     | 2055-06-20      | 5.5000%  | 0.0000% | $10101857.77       | $10187868.35       | Agency Mortgage-Backed Securities |
| GNII SF DJ2840 C     | 2055-07-20      | 6.5000%  | 0.0000% | $8101520.00        | $8464011.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ2850 C     | 2055-07-20      | 6.5000%  | 0.0000% | $14179840.00       | $14814312.22       | Agency Mortgage-Backed Securities |
| GNII SF DJ4194 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1842699.54        | $1871407.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ4815 C     | 2055-04-20      | 6.5000%  | 0.0000% | $703064.70         | $746589.80         | Agency Mortgage-Backed Securities |
| GNII SF DJ5245 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1353579.93        | $1407327.88        | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $607411.22         | $464211.39         | Agency Mortgage-Backed Securities |
| GNII ET DJ7156 C     | 2065-05-20      | 5.5000%  | 0.0000% | $1393974.07        | $1384215.32        | Agency Mortgage-Backed Securities |
| GNII ET DJ7382 C     | 2065-04-20      | 4.5000%  | 0.0000% | $771877.63         | $728402.40         | Agency Mortgage-Backed Securities |
| GNII ET DJ7902 C     | 2065-04-20      | 4.5000%  | 0.0000% | $535641.66         | $505471.11         | Agency Mortgage-Backed Securities |
| GNII ET DJ8944 C     | 2055-05-20      | 5.5000%  | 0.0000% | $333374.74         | $331041.89         | Agency Mortgage-Backed Securities |
| GNII SF 733994 C     | 2040-10-20      | 4.0000%  | 0.0000% | $453767.33         | $429511.80         | Agency Mortgage-Backed Securities |
| GNMI SF 736519 X     | 2040-04-15      | 4.5000%  | 0.0000% | $28003.15          | $27310.08          | Agency Mortgage-Backed Securities |
| GNII SF 518955 C     | 2029-09-20      | 3.5000%  | 0.0000% | $45459.90          | $44706.44          | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $26114.56          | $25947.65          | Agency Mortgage-Backed Securities |
| GNMI SF AT2379 X     | 2046-05-15      | 4.5000%  | 0.0000% | $93114.89          | $89802.33          | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $280313.98         | $289385.32         | Agency Mortgage-Backed Securities |
| GNII SF MA7963 M     | 2037-04-20      | 3.0000%  | 0.0000% | $113083.37         | $106812.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $158102.63         | $147385.38         | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $26766560.00       | $26969834.17       | Agency Mortgage-Backed Securities |
| GNII JM MA8190 M     | 2052-06-20      | 3.0000%  | 0.0000% | $16584991.50       | $14194878.62       | Agency Mortgage-Backed Securities |
| GNII SF MA8350 M     | 2052-09-20      | 6.0000%  | 0.0000% | $328739.73         | $337753.12         | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1654873.39        | $1720756.66        | Agency Mortgage-Backed Securities |
| GNII SF CS5376 C     | 2053-01-20      | 5.0000%  | 0.0000% | $1124459.15        | $1116617.92        | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $166898.65         | $129850.15         | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $787961.97         | $773609.77         | Agency Mortgage-Backed Securities |
| GNMI SF AD1012 X     | 2043-06-15      | 2.5000%  | 0.0000% | $6015.11           | $5155.84           | Agency Mortgage-Backed Securities |
| GNII JM MA8633 M     | 2052-01-20      | 3.0000%  | 0.0000% | $879101.44         | $752411.50         | Agency Mortgage-Backed Securities |
| GNII SF MA8766 M     | 2032-12-20      | 3.0000%  | 0.0000% | $175953.51         | $164549.26         | Agency Mortgage-Backed Securities |
| GNII SF DJ8858 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6158309.83        | $6254252.19        | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1002078.00        | $1054287.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ9729 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2687559.99        | $2807813.97        | Agency Mortgage-Backed Securities |
| GNII SF DK0017 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2744684.02        | $2840196.28        | Agency Mortgage-Backed Securities |
| GNII SF DK0142 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1157454.73        | $1167309.69        | Agency Mortgage-Backed Securities |
| GNII SF DK0234 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1953003.78        | $2060502.32        | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1280947.29        | $1330671.53        | Agency Mortgage-Backed Securities |
| GNII SF DK0387 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1683787.55        | $1742381.67        | Agency Mortgage-Backed Securities |
| GNII SF DK0404 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1109045.13        | $1118487.91        | Agency Mortgage-Backed Securities |
| GNII SF DK0537 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1592559.16        | $1606118.74        | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2115442.32        | $2211131.54        | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3109303.42        | $3246043.33        | Agency Mortgage-Backed Securities |
| GNII SF DK3517 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1222012.00        | $1279688.12        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1265127.84        | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2757680.00        | $2897965.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5620 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1240924.00        | $1251489.64        | Agency Mortgage-Backed Securities |
| GNII SF DK6156 C     | 2055-07-20      | 6.0000%  | 0.0000% | $10885936.00       | $11249700.44       | Agency Mortgage-Backed Securities |
| GNII SF MA9938 M     | 2039-10-20      | 5.0000%  | 0.0000% | $312594.30         | $314356.29         | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $349148.34         | $318642.08         | Agency Mortgage-Backed Securities |
| GNII JP 784498 M     | 2033-05-20      | 2.5000%  | 0.0000% | $72482.33          | $69843.56          | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $395478.03         | $416270.94         | Agency Mortgage-Backed Securities |
| GNII ET DF3382 C     | 2064-09-20      | 6.5000%  | 0.0000% | $115056.88         | $118302.02         | Agency Mortgage-Backed Securities |
| GNII SP 784156 M     | 2045-08-20      | 4.0000%  | 0.0000% | $512465.89         | $480027.48         | Agency Mortgage-Backed Securities |
| GNMI SP 784182 X     | 2046-08-15      | 4.5000%  | 0.0000% | $81398.90          | $79012.28          | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $2242161.14        | $2104953.59        | Agency Mortgage-Backed Securities |
| GNII ET DF2390 C     | 2064-09-20      | 6.5000%  | 0.0000% | $84078.11          | $86449.59          | Agency Mortgage-Backed Securities |
| GNII SF DF0756 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1702362.21        | $1753218.58        | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $68027.21          | $56990.70          | Agency Mortgage-Backed Securities |
| GNII ET DD8578 C     | 2064-08-20      | 6.5000%  | 0.0000% | $32516.90          | $33434.06          | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1153266.79        | $1198027.77        | Agency Mortgage-Backed Securities |
| GNII SP 787999 C     | 2053-04-20      | 3.0000%  | 0.0000% | $98913350.67       | $85522461.26       | Agency Mortgage-Backed Securities |
| GNII SP 788040 C     | 2055-06-20      | 6.0000%  | 0.0000% | $393108509.26      | $403288840.30      | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $2305740.26        | $2075419.86        | Agency Mortgage-Backed Securities |
| GNMI SP 782723 X     | 2039-08-15      | 5.5000%  | 0.0000% | $2236933.00        | $2327894.15        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB4053 | 2054-06-01      | 6.3600%  | 0.0000% | $7447306.53        | $7627679.05        | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $335214.29         | $307025.01         | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $22827062.58       | $22429909.75       | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $584748.47         | $569223.40         | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M     | 2032-05-20      | 3.5000%  | 0.0000% | $22757.98          | $22368.74          | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $698321.66         | $622196.92         | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $761264.95         | $713939.65         | Agency Mortgage-Backed Securities |
| GNII SF MA9514 M     | 2031-06-20      | 7.0000%  | 0.0000% | $82312.36          | $87178.28          | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $268760.67         | $238761.60         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $13701370.20       | $12608078.50       | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $686895.26         | $524478.19         | Agency Mortgage-Backed Securities |
| GNII SF MA9642 M     | 2039-09-20      | 7.5000%  | 0.0000% | $86550.05          | $90917.88          | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $526315.62         | $532994.56         | Agency Mortgage-Backed Securities |
| GNII SF MA6343 M     | 2044-11-20      | 5.5000%  | 0.0000% | $584762.26         | $598768.09         | Agency Mortgage-Backed Securities |
| GNII SF AO3450 C     | 2047-06-20      | 3.5000%  | 0.0000% | $1372606.98        | $1238512.43        | Agency Mortgage-Backed Securities |
| GNMI SF BB4370 X     | 2047-07-15      | 4.0000%  | 0.0000% | $71027.05          | $66572.47          | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $1022216.36        | $933709.46         | Agency Mortgage-Backed Securities |
| GNII SF MA7292 M     | 2032-09-20      | 6.5000%  | 0.0000% | $302740.83         | $313396.29         | Agency Mortgage-Backed Securities |
| GNII SF BD4279 C     | 2047-11-20      | 4.0000%  | 0.0000% | $740364.48         | $688665.81         | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $34588.46          | $32390.48          | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1057456.77        | $884180.14         | Agency Mortgage-Backed Securities |
| GNMI SF CO1918 X     | 2052-09-15      | 5.5000%  | 0.0000% | $1064181.03        | $1099685.66        | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $236445.71         | $212795.62         | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $40324.40          | $40431.13          | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1111354.81        | $1173343.58        | Agency Mortgage-Backed Securities |
| GNII SF DK6702 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1541628.65        | $1540548.48        | Agency Mortgage-Backed Securities |
| GNII SF DK6970 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1168626.07        | $1154527.37        | Agency Mortgage-Backed Securities |
| GNII SF DK7589 C     | 2055-06-20      | 7.0000%  | 0.0000% | $17285118.62       | $18462880.50       | Agency Mortgage-Backed Securities |
| GNII SF DK9787 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1008960.00        | $1054105.58        | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1354102.00        | $1425478.97        | Agency Mortgage-Backed Securities |
| GNII ET DL2451 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2059449.71        | $2117539.92        | Agency Mortgage-Backed Securities |
| GNII SF DL2492 C     | 2055-07-20      | 5.5000%  | 0.0000% | $65028864.00       | $65582541.40       | Agency Mortgage-Backed Securities |
| GNII SF DL2512 C     | 2055-07-20      | 5.5000%  | 0.0000% | $6661072.00        | $6717786.59        | Agency Mortgage-Backed Securities |
| GNII SF DL3649 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1089936.00        | $1132245.50        | Agency Mortgage-Backed Securities |
| GNII SF DL4017 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9061088.00        | $9138237.12        | Agency Mortgage-Backed Securities |
| GNII SF DL4019 C     | 2055-07-20      | 5.5000%  | 0.0000% | $80087040.00       | $80768927.73       | Agency Mortgage-Backed Securities |
| GNII SF DL4039 C     | 2055-07-20      | 5.5000%  | 0.0000% | $8703424.00        | $8777527.85        | Agency Mortgage-Backed Securities |
| GNII SF DL4748 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1226428.00        | $1242143.86        | Agency Mortgage-Backed Securities |
| GNII SF DL4793 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2732804.00        | $2813645.81        | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1378546.00        | $1457322.09        | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $261462.84         | $220751.33         | Agency Mortgage-Backed Securities |
| GNII SF MB0173 M     | 2034-01-20      | 1.5000%  | 0.0000% | $44708.75          | $40180.60          | Agency Mortgage-Backed Securities |
| GNII SF MB0197 M     | 2043-11-20      | 1.5000%  | 0.0000% | $100351.40         | $78763.61          | Agency Mortgage-Backed Securities |
| GNII SF MB0228 M     | 2037-06-20      | 2.5000%  | 0.0000% | $324578.79         | $292641.32         | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $1412843.91        | $1353049.06        | Agency Mortgage-Backed Securities |
| GNII SF BF9990 C     | 2048-05-20      | 4.0000%  | 0.0000% | $383346.78         | $351468.94         | Agency Mortgage-Backed Securities |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $1234060.83        | $1117974.78        | Agency Mortgage-Backed Securities |
| GNII SF BL9547 C     | 2049-02-20      | 3.0000%  | 0.0000% | $146856.95         | $127790.21         | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $57400076.36       | $50426541.08       | Agency Mortgage-Backed Securities |
| GNII SF BR0796 C     | 2050-01-20      | 4.0000%  | 0.0000% | $1616300.52        | $1502891.72        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $10095976.62       | $8884661.34        | Agency Mortgage-Backed Securities |
| GNMI SF BS5817 X     | 2050-02-15      | 3.5000%  | 0.0000% | $45924.11          | $41607.78          | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $241935.75         | $212467.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $538966.33         | $490994.91         | Agency Mortgage-Backed Securities |
| GNPL PN BV7052       | 2062-05-15      | 3.1700%  | 0.0000% | $90258.45          | $81012.08          | Agency Mortgage-Backed Securities |
| GNII SF BW4513 C     | 2033-01-20      | 6.5000%  | 0.0000% | $1158947.65        | $1197224.98        | Agency Mortgage-Backed Securities |
| GNII SF BW4928 C     | 2050-10-20      | 2.0000%  | 0.0000% | $182474.34         | $146060.43         | Agency Mortgage-Backed Securities |
| GNII SF BW8882 C     | 2034-01-20      | 7.0000%  | 0.0000% | $1124735.47        | $1150705.99        | Agency Mortgage-Backed Securities |
| GNII SF BX2403 C     | 2050-10-20      | 3.0000%  | 0.0000% | $572773.20         | $504049.58         | Agency Mortgage-Backed Securities |
| GNII SF BY6424 C     | 2045-10-20      | 3.0000%  | 0.0000% | $133742.59         | $117465.72         | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $12924219.95       | $10458959.47       | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $787444.18         | $825593.22         | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $59793.77          | $50379.44          | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C     | 2051-09-20      | 3.0000%  | 0.0000% | $772164.39         | $678118.63         | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M     | 2053-05-20      | 4.0000%  | 0.0000% | $60239524.04       | $56154581.49       | Agency Mortgage-Backed Securities |
| GNPL PN CB6590       | 2063-02-15      | 2.8500%  | 0.0000% | $96287.78          | $83438.46          | Agency Mortgage-Backed Securities |
| GNII SF CC9815 C     | 2051-05-20      | 3.0000%  | 0.0000% | $75242.07          | $66079.09          | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $1011680.39        | $871727.56         | Agency Mortgage-Backed Securities |
| GNII RG CF1405 C     | 2050-08-20      | 3.0000%  | 0.0000% | $85047.83          | $74343.46          | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $494981.28         | $434695.04         | Agency Mortgage-Backed Securities |
| GNII SF CH3068 C     | 2051-11-20      | 5.0000%  | 0.0000% | $688476.02         | $682532.17         | Agency Mortgage-Backed Securities |
| GNII RG CH7664 C     | 2050-10-20      | 3.0000%  | 0.0000% | $359468.69         | $313995.90         | Agency Mortgage-Backed Securities |
| GNII RG CI7922 C     | 2051-04-20      | 3.0000%  | 0.0000% | $514686.97         | $449584.22         | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $1493447.86        | $1505966.43        | Agency Mortgage-Backed Securities |
| GNCL CL CJ1373       | 2065-03-15      | 5.3900%  | 0.0000% | $16689504.00       | $16605583.62       | Agency Mortgage-Backed Securities |
| GNII RG CJ5833 C     | 2050-06-20      | 3.0000%  | 0.0000% | $473036.28         | $413206.65         | Agency Mortgage-Backed Securities |
| GNII RG CK2396 C     | 2050-06-20      | 3.0000%  | 0.0000% | $206163.73         | $180130.61         | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1279337.62        | $1190424.08        | Agency Mortgage-Backed Securities |
| GNPL PN CL5340       | 2057-06-15      | 3.2700%  | 0.0000% | $46017.22          | $41932.55          | Agency Mortgage-Backed Securities |
| GNII RG CM0740 C     | 2047-10-20      | 3.0000%  | 0.0000% | $514146.17         | $449142.67         | Agency Mortgage-Backed Securities |
| GNII RG CM1934 C     | 2047-12-20      | 3.0000%  | 0.0000% | $364601.94         | $318956.33         | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1874788.47        | $1687355.87        | Agency Mortgage-Backed Securities |
| GNMI SF CN1525 X     | 2052-05-15      | 5.0000%  | 0.0000% | $58430.40          | $57347.38          | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $183696.27         | $190571.77         | Agency Mortgage-Backed Securities |
| GNII JM MB0413 M     | 2053-08-20      | 6.5000%  | 0.0000% | $997967.21         | $1017843.39        | Agency Mortgage-Backed Securities |
| GNII SF DI0822 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3937575.65        | $4070732.65        | Agency Mortgage-Backed Securities |
| GNII SF DI0177 C     | 2055-04-20      | 5.5000%  | 0.0000% | $117335.64         | $119163.65         | Agency Mortgage-Backed Securities |
| GNII ET DI0700 C     | 2065-02-20      | 6.5000%  | 0.0000% | $192048.88         | $197465.94         | Agency Mortgage-Backed Securities |
| GNII SF DI1675 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1344090.05        | $1407525.28        | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1133200.73        | $1177188.56        | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2368507.60        | $2460444.38        | Agency Mortgage-Backed Securities |
| GNII ET DI2621 C     | 2062-09-20      | 4.5000%  | 0.0000% | $236445.62         | $223129.48         | Agency Mortgage-Backed Securities |
| GNII SF DI2007 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1789533.29        | $1865766.81        | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $1036832.55        | $1037126.32        | Agency Mortgage-Backed Securities |
| GNII SF DI2467 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5057231.76        | $5136020.06        | Agency Mortgage-Backed Securities |
| GNII ET DI3231 C     | 2064-12-20      | 6.0000%  | 0.0000% | $420340.41         | $425550.95         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1462355.02        | $1553406.12        | Agency Mortgage-Backed Securities |
| GNII SF MA8341 M     | 2052-08-20      | 1.5000%  | 0.0000% | $133497.06         | $103411.90         | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $7996205.67        | $6470263.09        | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $337912.27         | $332667.87         | Agency Mortgage-Backed Securities |
| GNII SF MA8619 M     | 2036-06-20      | 6.5000%  | 0.0000% | $36823.21          | $38768.46          | Agency Mortgage-Backed Securities |
| GNII SP 785558 C     | 2051-07-20      | 2.5000%  | 0.0000% | $274250.10         | $231389.83         | Agency Mortgage-Backed Securities |
| GNII SP 785575 C     | 2051-08-20      | 2.5000%  | 0.0000% | $229010.39         | $191077.87         | Agency Mortgage-Backed Securities |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $876433.64         | $915642.36         | Agency Mortgage-Backed Securities |
| GNII AP 786793 M     | 2052-12-20      | 2.0000%  | 0.0000% | $243620191.14      | $191072452.90      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $1510823.71        | $1248867.02        | Agency Mortgage-Backed Securities |
| GNII SF MA9073 M     | 2038-07-20      | 6.5000%  | 0.0000% | $151861.50         | $158615.79         | Agency Mortgage-Backed Securities |
| GNII JM MA9410 M     | 2053-11-20      | 5.5000%  | 0.0000% | $509426.35         | $508365.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $61233657.66       | $63928755.02       | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1458905.17        | $1392116.49        | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $111497030.80      | $116266130.40      | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $28535159.18       | $26405932.17       | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $20139151.98       | $20221930.61       | Agency Mortgage-Backed Securities |
| GNII SF 005016 M     | 2041-04-20      | 4.0000%  | 0.0000% | $285237.16         | $271392.70         | Agency Mortgage-Backed Securities |
| GNMI SF AO0095 X     | 2045-07-15      | 3.0000%  | 0.0000% | $58412.88          | $51698.32          | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $40719.23          | $37067.40          | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $166056534.91      | $162850924.30      | Agency Mortgage-Backed Securities |
| GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  | 0.0000% | $251134.53         | $240167.48         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $46758.64          | $40541.99          | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C     | 2033-05-20      | 6.0000%  | 0.0000% | $487620.97         | $509962.30         | Agency Mortgage-Backed Securities |
| GNPL PN CB0950       | 2063-04-15      | 2.8000%  | 0.0000% | $76150.16          | $65369.30          | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $7013.44           | $7184.28           | Agency Mortgage-Backed Securities |
| GNMI SP 784135 X     | 2029-10-15      | 7.0000%  | 0.0000% | $635757.36         | $654425.32         | Agency Mortgage-Backed Securities |
| GNMI SF AK6853 X     | 2045-01-15      | 3.0000%  | 0.0000% | $31505.32          | $28218.85          | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $904472.52         | $819772.89         | Agency Mortgage-Backed Securities |
| GNII SF AQ0053 C     | 2045-10-20      | 4.0000%  | 0.0000% | $207209.43         | $194099.98         | Agency Mortgage-Backed Securities |
| GNII SF DI6974 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1511027.83        | $1524728.82        | Agency Mortgage-Backed Securities |
| GNII ET DI7313 C     | 2065-03-20      | 6.5000%  | 0.0000% | $1109008.91        | $1140290.36        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America Securities 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: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 1/4 BOND 29                             | 2029-02-15      | 5.2500%  | 0.0000% | $2200.00           | $2357.21           | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39                             | 2039-02-15      | 3.5000%  | 0.0000% | $12172000.00       | $11093752.19       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                             | 2040-11-15      | 4.2500%  | 0.0000% | $1200.00           | $1151.94           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41                             | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                             | 2043-02-15      | 3.1250%  | 0.0000% | $26494100.00       | $21492917.63       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                             | 2044-02-15      | 3.6250%  | 0.0000% | $2665000.00        | $2303769.72        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                             | 2044-05-15      | 3.3750%  | 0.0000% | $48008300.00       | $39451772.10       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                             | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.55             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                             | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.87             | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-02-15      | 3.0000%  | 0.0000% | $34830000.00       | $26394902.16       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                          | 2027-07-31      | 3.8750%  | 0.0000% | $240188900.00      | $239963843.00      | U.S. Treasuries (including strips) |
| 4 NOTE N 32                               | 2032-07-31      | 4.0000%  | 0.0000% | $6086000.00        | $6042692.02        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                           | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                              | 2027-01-15      | 4.0000%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $3799900.00        | $3764853.52        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $1598500.00        | $1362468.72        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                           | 2027-07-31      | 0.3750%  | 0.0000% | $999900.00         | $932306.76         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                             | 2055-05-15      | 4.7500%  | 0.0000% | $43000800.00       | $42632105.08       | U.S. Treasuries (including strips) |
| 5 BOND 45                                 | 2045-05-15      | 5.0000%  | 0.0000% | $22641800.00       | $23268478.77       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                          | 2026-11-30      | 4.2500%  | 0.0000% | $34865600.00       | $35193348.25       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                          | 2026-12-31      | 4.2500%  | 0.0000% | $2527000.00        | $2542940.73        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 4.4459%  | 0.0000% | $613800.00         | $614005.62         | U.S. Treasuries (including strips) |
| T 4 04/30/32                              | 2032-04-30      | 4.0000%  | 0.0000% | $1485000.00        | $1491072.17        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                             | 2049-11-15      | 2.3750%  | 0.0000% | $313730000.00      | $201417618.20      | U.S. Treasuries (including strips) |
| 2 BOND 51                                 | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.93             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                             | 2042-05-15      | 3.2500%  | 0.0000% | $74205400.00       | $61356161.53       | U.S. Treasuries (including strips) |
| 4 BOND 42                                 | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.30             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-05-15      | 3.8750%  | 0.0000% | $18999800.00       | $16972274.65       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-08-15      | 4.2500%  | 0.0000% | $13825600.00       | $12746718.61       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-02-15      | 1.8750%  | 0.0000% | $366943200.00      | $207150835.90      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.76             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| T 0 3/4 08/31/26                          | 2026-08-31      | 0.7500%  | 0.0000% | $17911800.00       | $17327431.23       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                           | 2027-12-31      | 0.6250%  | 0.0000% | $36117100.00       | $33442393.80       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $10020500.00       | $10079814.68       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                          | 2029-08-31      | 3.6250%  | 0.0000% | $952300.00         | $956668.52         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.85             | U.S. Treasuries (including strips) |

### Security 3: Fixed Income Clearing Corp. - Barclays

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.320000%
- **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_4.32_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 2 3/4 07/31/27 | 2027-07-31      | 2.7500%  | 0.0000% | $213364400.00      | $208549405.60      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $296405500.00      | $301450680.90      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: N/A, C.5 - Other ID: 06799C006_4.39_0801
- **C.18 - Value (incl. sponsor support):** $24000000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000000.00
- **C.19 - Percentage of Net Assets:** 19.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill                             | 2025-11-12      | 0.0000%  | 0.0000% | $7185100.00        | $7098117.18        | U.S. Treasuries (including strips) |
| BILL 11/12/25                                           | 2025-11-12      | 0.0000%  | 0.0000% | $403400.00         | $398516.44         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-18      | 0.0000%  | 0.0000% | $4999900.00        | $4935861.28        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-25      | 0.0000%  | 0.0000% | $1900.00           | $1874.11           | U.S. Treasuries (including strips) |
| BILL 11/25/25                                           | 2025-11-25      | 0.0000%  | 0.0000% | $233383000.00      | $230202456.50      | U.S. Treasuries (including strips) |
| T 6 02/15/26                                            | 2026-02-15      | 6.0000%  | 0.0000% | $9216900.00        | $9555794.46        | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26                                           | 2026-08-15      | 6.7500%  | 0.0000% | $13300.00          | $14081.61          | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                                           | 2026-11-15      | 6.5000%  | 0.0000% | $2956100.00        | $3098334.36        | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                                           | 2026-11-15      | 6.5000%  | 0.0000% | $43100.00          | $45173.78          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $6500.00           | $6901.30           | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                                           | 2031-02-15      | 5.3750%  | 0.0000% | $44434000.00       | $48532582.83       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                                        | 2028-06-15      | 3.8750%  | 0.0000% | $526782500.00      | $529569294.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                                        | 2028-06-15      | 3.8750%  | 0.0000% | $7470500.00        | $7510020.58        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                                        | 2028-06-15      | 3.8750%  | 0.0000% | $542718500.00      | $545589599.70      | U.S. Treasuries (including strips) |
| 4 NOTE M 32                                             | 2032-06-30      | 4.0000%  | 0.0000% | $91365400.00       | $91061387.57       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                                             | 2032-06-30      | 4.0000%  | 0.0000% | $8500400.00        | $8472115.47        | U.S. Treasuries (including strips) |
| 4 NOTE M 32                                             | 2032-06-30      | 4.0000%  | 0.0000% | $45234100.00       | $45083586.47       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                                        | 2030-06-30      | 3.8750%  | 0.0000% | $1400.00           | $1401.05           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                                        | 2027-06-30      | 3.7500%  | 0.0000% | $411400.00         | $411312.77         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $329027400.00      | $329671235.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $156507300.00      | $156813550.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $9713000.00        | $9732006.23        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                                        | 2030-07-31      | 3.8750%  | 0.0000% | $18437000.00       | $18387515.09       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                                        | 2027-07-31      | 3.8750%  | 0.0000% | $50369400.00       | $50322203.87       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                                        | 2027-07-31      | 3.8750%  | 0.0000% | $7196800.00        | $7190056.60        | U.S. Treasuries (including strips) |
| 4 NOTE N 32                                             | 2032-07-31      | 4.0000%  | 0.0000% | $600.00            | $595.73            | U.S. Treasuries (including strips) |
| 4 NOTE N 32                                             | 2032-07-31      | 4.0000%  | 0.0000% | $59483200.00       | $59059917.55       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                                         | 2029-02-28      | 4.2500%  | 0.0000% | $103398200.00      | $106470453.90      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 4.5000%  | 0.0000% | $14047300.00       | $14275976.00       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                                        | 2026-03-31      | 4.5000%  | 0.0000% | $50000000.00       | $50813950.00       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                                        | 2026-03-31      | 4.5000%  | 0.0000% | $635400.00         | $645743.68         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-04-30      | 4.8750%  | 0.0000% | $457400.00         | $465011.36         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $23256600.00       | $23734517.22       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $763800.00         | $779495.90         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $134840000.00      | $134942821.00      | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $223740000.00      | $223910610.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $189718800.00      | $196711360.70      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                                         | 2029-04-30      | 4.6250%  | 0.0000% | $148714200.00      | $154195433.60      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $52624000.00       | $53519724.26       | U.S. Treasuries (including strips) |
| T 4 3/8 05/15/34                                        | 2034-05-15      | 4.3750%  | 0.0000% | $357020200.00      | $363097116.50      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                                         | 2034-05-15      | 4.3750%  | 0.0000% | $20366000.00       | $20712654.00       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $1510000.00        | $1537931.62        | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31                                        | 2031-02-15      | 5.3750%  | 0.0000% | $3973000.00        | $4339468.69        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                                           | 2028-11-15      | 5.2500%  | 0.0000% | $16064000.00       | $16905593.83       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $172307200.00      | $178978475.20      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                                        | 2027-06-15      | 4.6250%  | 0.0000% | $165321300.00      | $168278541.30      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                                        | 2027-06-15      | 4.6250%  | 0.0000% | $25000000.00       | $25447196.05       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                                         | 2031-06-30      | 4.2500%  | 0.0000% | $33342500.00       | $33841942.74       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $74107300.00       | $75306516.41       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $123612800.00      | $125613122.50      | U.S. Treasuries (including strips) |
| T 4 07/31/29                                            | 2029-07-31      | 4.0000%  | 0.0000% | $79427600.00       | $79711950.81       | U.S. Treasuries (including strips) |
| T 4 07/31/29                                            | 2029-07-31      | 4.0000%  | 0.0000% | $38200000.00       | $38336756.00       | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                                           | 2027-08-15      | 6.3750%  | 0.0000% | $33500.00          | $36072.31          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $3175800.00        | $3190669.10        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                                         | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34                                        | 2034-08-15      | 3.8750%  | 0.0000% | $92000.00          | $90791.15          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $10746600.00       | $10743440.85       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $108637400.00      | $108605464.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $100000000.00      | $99970603.30       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                                        | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                                        | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $400.83            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                                         | 2031-09-30      | 3.6250%  | 0.0000% | $6434800.00        | $6363819.86        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                                         | 2031-09-30      | 3.6250%  | 0.0000% | $210249600.00      | $207930406.70      | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/31                                        | 2031-09-30      | 3.6250%  | 0.0000% | $100000000.00      | $98896933.30       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                                        | 2029-09-30      | 3.5000%  | 0.0000% | $10873700.00       | $10831767.39       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                                        | 2029-09-30      | 3.5000%  | 0.0000% | $83069300.00       | $82748957.12       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $4272600.00        | $4292453.35        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $400000.00         | $401858.67         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26                                        | 2026-09-30      | 3.5000%  | 0.0000% | $100350000.00      | $100816293.00      | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27                                           | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $536.34            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                                        | 2029-10-31      | 4.1250%  | 0.0000% | $151736300.00      | $154548808.20      | U.S. Treasuries (including strips) |
| 6 BOND 26                                               | 2026-02-15      | 6.0000%  | 0.0000% | $9516800.00        | $9866721.43        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2026-10-31      | 4.4909%  | 0.0000% | $17144700.00       | $17161638.96       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                                        | 2026-10-31      | 4.4909%  | 0.0000% | $12293000.00       | $12305145.48       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                                         | 2031-10-31      | 4.1250%  | 0.0000% | $8945400.00        | $9068591.58        | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/31                                        | 2031-10-31      | 4.1250%  | 0.0000% | $4000.00           | $4055.09           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                                         | 2028-03-31      | 3.6250%  | 0.0000% | $49999700.00       | $50295664.87       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                                         | 2030-04-30      | 3.5000%  | 0.0000% | $26939300.00       | $26674136.47       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                                         | 2030-04-30      | 3.5000%  | 0.0000% | $150000000.00      | $148523550.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                                         | 2028-04-30      | 3.5000%  | 0.0000% | $111413000.00      | $111298913.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-05-15      | 3.6250%  | 0.0000% | $810300.00         | $812781.88         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                                        | 2026-05-15      | 3.6250%  | 0.0000% | $1100000.00        | $1103369.21        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                                         | 2033-05-15      | 3.3750%  | 0.0000% | $1440000.00        | $1373111.74        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $12440400.00       | $12413192.85       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $1199800.00        | $1197176.04        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                                         | 2030-06-30      | 3.7500%  | 0.0000% | $2524200.00        | $2510299.15        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                                         | 2030-06-30      | 3.7500%  | 0.0000% | $38251400.00       | $38040748.28       | U.S. Treasuries (including strips) |
| T 4 06/30/28                                            | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $201.43            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-07-15      | 4.5000%  | 0.0000% | $994800.00         | $999653.15         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $630568500.00      | $627579187.20      | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/26                                        | 2026-08-15      | 4.3750%  | 0.0000% | $800.00            | $817.71            | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/26                                        | 2026-08-15      | 4.3750%  | 0.0000% | $7393200.00        | $7556834.84        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                                        | 2028-08-31      | 4.3750%  | 0.0000% | $6760100.00        | $6980347.69        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                                        | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.26            | U.S. Treasuries (including strips) |
| T 4 5/8 09/15/26                                        | 2026-09-15      | 4.6250%  | 0.0000% | $3740300.00        | $3824900.91        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-10-31      | 5.0000%  | 0.0000% | $400.00            | $405.52            | U.S. Treasuries (including strips) |
| 5 NOTE BJ 25                                            | 2025-10-31      | 5.0000%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                                        | 2026-04-30      | 4.8750%  | 0.0000% | $300000.00         | $304992.15         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                                        | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                                        | 2026-11-15      | 4.6250%  | 0.0000% | $1067800.00        | $1085146.74        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-11-30      | 4.8750%  | 0.0000% | $138284000.00      | $139583454.80      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25                                        | 2025-11-30      | 4.8750%  | 0.0000% | $200.00            | $201.88            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $65143900.00       | $66560437.04       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $49999700.00       | $51086930.38       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                                        | 2028-11-30      | 4.3750%  | 0.0000% | $113092200.00      | $115653135.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $25000000.00       | $24802049.18       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $12405500.00       | $12307272.84       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $8640800.00        | $8572381.86        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $150000000.00      | $149814895.10      | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $33400100.00       | $33358883.17       | U.S. Treasuries (including strips) |
| T 3 3/4 12/31/28                                        | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $124999800.00      | $125390069.80      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $126640800.00      | $126801017.10      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $7947000.00        | $7957053.99        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.5309%  | 0.0000% | $300.00            | $300.29            | U.S. Treasuries (including strips) |
| T 4 1/4 01/31/26                                        | 2026-01-31      | 4.2500%  | 0.0000% | $100000300.00      | $99937899.81       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                                             | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| 4 NOTE U 29                                             | 2029-01-31      | 4.0000%  | 0.0000% | $55500000.00       | $55710456.00       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                                             | 2031-01-31      | 4.0000%  | 0.0000% | $2080400.00        | $2081384.03        | U.S. Treasuries (including strips) |
| 4 NOTE G 31                                             | 2031-01-31      | 4.0000%  | 0.0000% | $9474300.00        | $9478781.34        | U.S. Treasuries (including strips) |
| 4 NOTE G 31                                             | 2031-01-31      | 4.0000%  | 0.0000% | $3799800.00        | $3801597.31        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                                        | 2027-04-15      | 4.5000%  | 0.0000% | $15230700.00       | $15561887.58       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $62100000.00       | $59797579.72       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $1151000.00        | $1015310.99        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $19273300.00       | $17001210.48       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $207457800.00      | $183001028.60      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                                         | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47069475.80       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                                         | 2027-02-28      | 1.8750%  | 0.0000% | $55924000.00       | $54555288.96       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                                         | 2029-04-30      | 2.8750%  | 0.0000% | $79299200.00       | $77076007.28       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                                         | 2029-04-30      | 2.8750%  | 0.0000% | $26400000.00       | $25659862.80       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102163700.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $95621600.00       | $97690564.56       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                                         | 2029-05-31      | 2.7500%  | 0.0000% | $59811900.00       | $57669038.98       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                                         | 2029-05-31      | 2.7500%  | 0.0000% | $21591200.00       | $20817659.27       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $58217500.00       | $57110086.72       | U.S. Treasuries (including strips) |
| T 2 3/4 07/31/27                                        | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $97.74             | U.S. Treasuries (including strips) |
| T 2 5/8 07/31/29                                        | 2029-07-31      | 2.6250%  | 0.0000% | $145986900.00      | $139194421.50      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $65765800.00       | $61102511.34       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $649600.00         | $603538.49         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $32869800.00       | $30539084.56       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                                         | 2029-08-31      | 3.1250%  | 0.0000% | $30827100.00       | $30328827.00       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-09-15      | 3.5000%  | 0.0000% | $1033800.00        | $1046426.83        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AS 25                                        | 2025-09-15      | 3.5000%  | 0.0000% | $24941400.00       | $25246034.26       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AS 25                                        | 2025-09-15      | 3.5000%  | 0.0000% | $74999800.00       | $75915847.56       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $54469200.00       | $55647750.08       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                                        | 2027-09-30      | 4.1250%  | 0.0000% | $393800.00         | $400988.82         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AT 25                                        | 2025-10-15      | 4.2500%  | 0.0000% | $800000.00         | $809780.69         | U.S. Treasuries (including strips) |
| 4  NOTE R 29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $25000000.00       | $25334000.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $194037000.00      | $202325387.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $383500.00         | $389214.73         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $15562100.00       | $15793998.63       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $61058000.00       | $61527359.81       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $15826300.00       | $15947958.57       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $132579800.00      | $138243012.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                                         | 2029-11-30      | 3.8750%  | 0.0000% | $25239300.00       | $25363081.93       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                                         | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $260000.00         | $261554.37         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                                         | 2029-12-31      | 3.8750%  | 0.0000% | $1400.00           | $1402.38           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                                        | 2027-12-31      | 3.8750%  | 0.0000% | $763500.00         | $765789.94         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                                        | 2027-12-31      | 3.8750%  | 0.0000% | $9499700.00        | $9528192.13        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-01-15      | 3.8750%  | 0.0000% | $85000000.00       | $84974821.56       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                                         | 2028-01-31      | 3.5000%  | 0.0000% | $159978900.00      | $158503414.60      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                                         | 2028-01-31      | 3.5000%  | 0.0000% | $41456200.00       | $41073849.47       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                                         | 2030-01-31      | 3.5000%  | 0.0000% | $499046100.00      | $490431566.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                                         | 2030-01-31      | 3.5000%  | 0.0000% | $30641900.00       | $30112959.52       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                                         | 2031-04-30      | 4.6250%  | 0.0000% | $368871000.00      | $384627509.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $38692600.00       | $37655550.26       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $14627500.00       | $14235449.71       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                                         | 2033-02-15      | 3.5000%  | 0.0000% | $450230000.00      | $438162811.30      | U.S. Treasuries (including strips) |
| T 4 1/2 05/31/29                                        | 2029-05-31      | 4.5000%  | 0.0000% | $58149700.00       | $59823888.01       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $7600.00           | $6477.80           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $700.00            | $596.64            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                                         | 2027-09-30      | 0.3750%  | 0.0000% | $6029600.00        | $5599556.87        | U.S. Treasuries (including strips) |
| T 4 1/2 05/31/29                                        | 2029-05-31      | 4.5000%  | 0.0000% | $103791500.00      | $106779761.10      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                                            | 2029-07-31      | 4.0000%  | 0.0000% | $191300000.00      | $191984854.00      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                                         | 2027-11-30      | 0.6250%  | 0.0000% | $7281400.00        | $6764046.82        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                                         | 2027-11-30      | 0.6250%  | 0.0000% | $93325300.00       | $86694413.03       | U.S. Treasuries (including strips) |
| T 0 3/8 11/30/25                                        | 2025-11-30      | 0.3750%  | 0.0000% | $38200.00          | $37716.62          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $16565200.00       | $15338439.18       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $65043100.00       | $60226235.34       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                                         | 2027-12-31      | 0.6250%  | 0.0000% | $277287000.00      | $256752093.90      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-12-31      | 0.3750%  | 0.0000% | $430600.00         | $423718.11         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                                         | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.04             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                                         | 2028-01-31      | 0.7500%  | 0.0000% | $6660600.00        | $6166656.56        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                                        | 2027-10-15      | 3.8750%  | 0.0000% | $20842900.00       | $21068119.04       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $77663900.00       | $78482516.34       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $123000000.00      | $124296481.50      | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31                                        | 2031-02-15      | 1.1250%  | 0.0000% | $2100.00           | $1818.63           | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31                                        | 2031-02-15      | 1.1250%  | 0.0000% | $500.00            | $433.01            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                                         | 2028-02-29      | 1.1250%  | 0.0000% | $6594000.00        | $6182397.97        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                                         | 2028-02-29      | 1.1250%  | 0.0000% | $9184900.00        | $8611572.20        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                                         | 2030-04-30      | 3.5000%  | 0.0000% | $5932600.00        | $5874205.42        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                                         | 2028-03-31      | 1.2500%  | 0.0000% | $124787300.00      | $117068165.60      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                                         | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $46907083.35       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                                         | 2026-04-30      | 0.7500%  | 0.0000% | $700.00            | $683.27            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                                         | 2026-04-30      | 0.7500%  | 0.0000% | $4598800.00        | $4488916.27        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $41037400.00       | $38380556.65       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $188752900.00      | $176532659.80      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                                         | 2028-04-30      | 1.2500%  | 0.0000% | $95882100.00       | $89674501.08       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $50000000.00       | $44033006.80       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $100000400.00      | $88066365.86       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                                         | 2026-05-31      | 0.7500%  | 0.0000% | $400.00            | $389.16            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                                         | 2026-05-31      | 0.7500%  | 0.0000% | $27897500.00       | $27141254.57       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                                         | 2028-06-30      | 1.2500%  | 0.0000% | $166487100.00      | $154768737.20      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                                         | 2028-06-30      | 1.2500%  | 0.0000% | $153790800.00      | $142966079.10      | U.S. Treasuries (including strips) |
| T 3 5/8 05/31/28                                        | 2028-05-31      | 3.6250%  | 0.0000% | $45589900.00       | $45562439.70       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                                            | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| T 1 1/4 08/15/31                                        | 2031-08-15      | 1.2500%  | 0.0000% | $267160100.00      | $228951408.60      | U.S. Treasuries (including strips) |
| T 1 1/4 08/15/31                                        | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.70             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $36704100.00       | $33973473.15       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                                        | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                                        | 2026-08-31      | 0.7500%  | 0.0000% | $189500.00         | $183317.60         | U.S. Treasuries (including strips) |
| T 1 1/4 09/30/28                                        | 2028-09-30      | 1.2500%  | 0.0000% | $65604700.00       | $60799330.69       | U.S. Treasuries (including strips) |
| T 1 1/4 09/30/28                                        | 2028-09-30      | 1.2500%  | 0.0000% | $47200000.00       | $43742725.88       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                                        | 2026-09-30      | 0.8750%  | 0.0000% | $18465400.00       | $17841392.59       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                                        | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $92.79             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $452927500.00      | $420267124.40      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                                        | 2026-10-31      | 1.1250%  | 0.0000% | $100000000.00      | $96686150.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                                        | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.69             | U.S. Treasuries (including strips) |
| 5 NOTE BG 25                                            | 2025-08-31      | 5.0000%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                                         | 2028-11-30      | 1.5000%  | 0.0000% | $135858800.00      | $126188778.20      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $300.00            | $294.00            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $22800100.00       | $22344176.73       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $500000.00         | $488863.84         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $2046100.00        | $2000528.61        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $769900.00         | $752752.54         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                                        | 2028-09-30      | 4.6250%  | 0.0000% | $15610400.00       | $16194504.75       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                                         | 2028-02-15      | 2.7500%  | 0.0000% | $350600.00         | $345400.43         | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28                                        | 2028-05-15      | 2.8750%  | 0.0000% | $11634600.00       | $11399402.20       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $22662700.00       | $22312191.93       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $50000000.00       | $49226685.10       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE P 25                                         | 2025-08-31      | 2.7500%  | 0.0000% | $300.00            | $302.95            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE P 25                                         | 2025-08-31      | 2.7500%  | 0.0000% | $2642900.00        | $2668907.26        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                                         | 2028-11-15      | 3.1250%  | 0.0000% | $300.00            | $295.02            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                                         | 2028-11-15      | 3.1250%  | 0.0000% | $599000.00         | $589055.24         | U.S. Treasuries (including strips) |
| T 2 7/8 11/30/25                                        | 2025-11-30      | 2.8750%  | 0.0000% | $458200.00         | $458075.22         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                                         | 2026-01-31      | 2.6250%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $28429300.00       | $27600082.51       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $4999900.00        | $4854064.38        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                                         | 2026-02-28      | 2.5000%  | 0.0000% | $300.00            | $299.98            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                                         | 2026-02-28      | 2.5000%  | 0.0000% | $680000.00         | $679957.17         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                                         | 2026-03-31      | 2.2500%  | 0.0000% | $319800.00         | $317942.60         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                                         | 2026-04-30      | 2.3750%  | 0.0000% | $25000000.00       | $24801012.50       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $77121200.00       | $73427821.70       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $885000.00         | $842616.84         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-08-15      | 2.0000%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| 2 NOTE E 25                                             | 2025-08-15      | 2.0000%  | 0.0000% | $75000100.00       | $75601171.13       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26                                         | 2026-02-15      | 1.6250%  | 0.0000% | $400.00            | $397.31            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $126886100.00      | $124876564.20      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $4681700.00        | $4607554.42        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                                         | 2027-05-15      | 2.3750%  | 0.0000% | $5420400.00        | $5299624.97        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $184.96            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.48             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $17335800.00       | $16032540.62       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                                         | 2026-08-31      | 1.3750%  | 0.0000% | $8484700.00        | $8285570.13        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                                         | 2026-09-30      | 1.6250%  | 0.0000% | $22000000.00       | $21498942.67       | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26                                        | 2026-10-31      | 1.6250%  | 0.0000% | $1024300.00        | $997768.07         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                                         | 2029-11-15      | 1.7500%  | 0.0000% | $21923800.00       | $20182780.29       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $6019800.00        | $6136946.36        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $27731000.00       | $28270650.11       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $67417500.00       | $70267069.18       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $253842300.00      | $264571579.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $500.00            | $513.25            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                                         | 2030-11-30      | 4.3750%  | 0.0000% | $3783400.00        | $3883647.49        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $25000100.00       | $24073196.02       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $156815700.00      | $146324827.70      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                                         | 2032-05-15      | 2.8750%  | 0.0000% | $376599200.00      | $351404948.90      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                                         | 2029-09-30      | 3.8750%  | 0.0000% | $11520400.00       | $11655161.80       | U.S. Treasuries (including strips) |
| T 4 10/31/29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $65037400.00       | $65906299.66       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25                                        | 2025-11-15      | 4.5000%  | 0.0000% | $200.00            | $201.86            | U.S. Treasuries (including strips) |
| 4  NOTE AK 26                                           | 2026-02-15      | 4.0000%  | 0.0000% | $1467000.00        | $1491504.09        | U.S. Treasuries (including strips) |
| T 0 3/8 07/31/27                                        | 2027-07-31      | 0.3750%  | 0.0000% | $5098600.00        | $4753934.64        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $171.14            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $8918200.00        | $7631427.19        | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28                                        | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28                                        | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $185.17            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                                         | 2031-02-15      | 1.1250%  | 0.0000% | $4100.00           | $3550.66           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                                         | 2026-02-28      | 0.5000%  | 0.0000% | $10109400.00       | $9909565.51        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $275.86            | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $1300.00           | $1195.39           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                                        | 2026-11-30      | 1.2500%  | 0.0000% | $1681800.00        | $1624585.72        | U.S. Treasuries (including strips) |
| T 2 1/4 11/15/27                                        | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                                         | 2033-11-15      | 4.5000%  | 0.0000% | $69280600.00       | $71265819.03       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                                         | 2033-11-15      | 4.5000%  | 0.0000% | $33649900.00       | $34614129.84       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                                         | 2026-12-31      | 1.7500%  | 0.0000% | $1000.00           | $970.12            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                                         | 2027-01-31      | 1.5000%  | 0.0000% | $800.00            | $770.87            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $600.00            | $544.56            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $800.00            | $726.08            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                                         | 2027-02-28      | 1.1250%  | 0.0000% | $7236100.00        | $6955587.59        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                                         | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.12             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                                         | 2027-03-31      | 0.6250%  | 0.0000% | $1830300.00        | $1736331.18        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                                         | 2027-04-30      | 0.5000%  | 0.0000% | $41993100.00       | $39617340.37       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                                         | 2030-05-15      | 0.6250%  | 0.0000% | $24782900.00       | $21265977.12       | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30                                        | 2030-05-15      | 0.6250%  | 0.0000% | $9690900.00        | $8315671.60        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                                         | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $2021000.00        | $1895077.95        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $500.00            | $468.85            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-04      | 0.0000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-02      | 0.0000%  | 0.0000% | $1099600.00        | $1091560.82        | U.S. Treasuries (including strips) |
| BILL 10/02/25                                           | 2025-10-02      | 0.0000%  | 0.0000% | $542800.00         | $538831.59         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-30      | 0.0000%  | 0.0000% | $300.00            | $296.82            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-28      | 0.0000%  | 0.0000% | $20700000.00       | $20411856.00       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-26      | 0.0000%  | 0.0000% | $30000000.00       | $29489490.00       | U.S. Treasuries (including strips) |
| BILL 12/26/25                                           | 2025-12-26      | 0.0000%  | 0.0000% | $15485300.00       | $15221786.65       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-01-22      | 0.0000%  | 0.0000% | $23841000.00       | $23364537.61       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-21      | 0.0000%  | 0.0000% | $451100.00         | $450028.19         | U.S. Treasuries (including strips) |
| BILL 08/21/25                                           | 2025-08-21      | 0.0000%  | 0.0000% | $200600.00         | $200123.37         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-28      | 0.0000%  | 0.0000% | $300.00            | $299.04            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-11      | 0.0000%  | 0.0000% | $10500.00          | $10448.85          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-18      | 0.0000%  | 0.0000% | $18900.00          | $18792.78          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-25      | 0.0000%  | 0.0000% | $464200.00         | $461178.99         | U.S. Treasuries (including strips) |
| BILL 09/25/25                                           | 2025-09-25      | 0.0000%  | 0.0000% | $258800.00         | $257115.73         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-09      | 0.0000%  | 0.0000% | $82000.00          | $81332.85          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-16      | 0.0000%  | 0.0000% | $3751600.00        | $3718060.70        | U.S. Treasuries (including strips) |
| BILL 10/16/25                                           | 2025-10-16      | 0.0000%  | 0.0000% | $300.00            | $297.32            | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-05      | 0.0000%  | 0.0000% | $44700.00          | $44678.95          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-19      | 0.0000%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-08-26      | 0.0000%  | 0.0000% | $193500.00         | $192924.92         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-02      | 0.0000%  | 0.0000% | $85900.00          | $85574.87          | U.S. Treasuries (including strips) |
| BILL 09/02/25                                           | 2025-09-02      | 0.0000%  | 0.0000% | $400000.00         | $398486.00         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-05-14      | 0.0000%  | 0.0000% | $4799900.00        | $4646850.39        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-04      | 0.0000%  | 0.0000% | $300000.00         | $295640.70         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-09      | 0.0000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-09-16      | 0.0000%  | 0.0000% | $289800.00         | $288221.17         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-07      | 0.0000%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-14      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| BILL 10/14/25                                           | 2025-10-14      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-10-21      | 0.0000%  | 0.0000% | $4196200.00        | $4156122.09        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-11-04      | 0.0000%  | 0.0000% | $500.00            | $494.44            | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/31                                        | 2031-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1013.77           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $700.00            | $703.23            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $159193500.00      | $159927965.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $178577700.00      | $180996019.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $12001700.00       | $12164228.39       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                                        | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                                        | 2026-11-30      | 4.2500%  | 0.0000% | $295812000.00      | $298592731.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                                         | 2031-11-30      | 4.1250%  | 0.0000% | $7972300.00        | $8051512.77        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                                         | 2031-11-30      | 4.1250%  | 0.0000% | $85830100.00       | $86682907.87       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                                            | 2027-12-15      | 4.0000%  | 0.0000% | $7900100.00        | $7961280.92        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                                            | 2027-12-15      | 4.0000%  | 0.0000% | $271752000.00      | $273856535.00      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                                         | 2031-12-31      | 4.5000%  | 0.0000% | $182862900.00      | $187899449.20      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                                         | 2031-12-31      | 4.5000%  | 0.0000% | $24825300.00       | $25509057.30       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                                        | 2029-12-31      | 4.3750%  | 0.0000% | $220698000.00      | $225575307.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $162799900.00      | $163826868.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $153583700.00      | $154552531.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $218408000.00      | $219785753.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $25145900.00       | $25484162.65       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $10106600.00       | $10121325.32       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $20819900.00       | $20850234.59       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                                        | 2027-01-31      | 4.1250%  | 0.0000% | $149628400.00      | $149846408.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                                        | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1014.83           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                                        | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $405.93            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                                         | 2032-03-31      | 4.1250%  | 0.0000% | $229762700.00      | $233329076.60      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $1179000.00        | $1198455.07        | U.S. Treasuries (including strips) |
| 4 NOTE W 30                                             | 2030-03-31      | 4.0000%  | 0.0000% | $327198000.00      | $332597203.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                                        | 2027-03-31      | 3.8750%  | 0.0000% | $19118900.00       | $19334057.73       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                                        | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                                        | 2027-04-30      | 4.4459%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27                                        | 2027-04-30      | 4.4459%  | 0.0000% | $2562000.00        | $2562858.27        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                                        | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50290700.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $2450700.00        | $2469309.39        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                                         | 2030-04-30      | 3.8750%  | 0.0000% | $53614000.00       | $54021117.91       | U.S. Treasuries (including strips) |
| T 4 04/30/32                                            | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| T 4 04/30/32                                            | 2032-04-30      | 4.0000%  | 0.0000% | $10000.00          | $10040.89          | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $105775100.00      | $106207614.40      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $389491200.00      | $390215911.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $1842743200.00     | $1846171924.00     | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                         | 2035-05-15      | 4.2500%  | 0.0000% | $17672100.00       | $17704981.82       | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                                        | 2028-05-15      | 3.7500%  | 0.0000% | $12638100.00       | $12698945.72       | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                                        | 2028-05-15      | 3.7500%  | 0.0000% | $316059700.00      | $317581359.00      | U.S. Treasuries (including strips) |
| T 3 7/8 05/31/27                                        | 2027-05-31      | 3.8750%  | 0.0000% | $543756800.00      | $546511653.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                                        | 2027-05-31      | 3.8750%  | 0.0000% | $133704000.00      | $134381389.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $713280000.00      | $718789374.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $177669000.00      | $179041315.40      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                                             | 2030-05-31      | 4.0000%  | 0.0000% | $334297000.00      | $337603086.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $402346400.00      | $410108521.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $80757500.00       | $82315484.67       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                                        | 2027-02-28      | 4.1250%  | 0.0000% | $134361600.00      | $136924968.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                                        | 2028-02-15      | 4.2500%  | 0.0000% | $7412000.00        | $7621803.70        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $7631600.00        | $7972317.09        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                                         | 2035-02-15      | 4.6250%  | 0.0000% | $101066800.00      | $105578984.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                                         | 2032-01-31      | 4.3750%  | 0.0000% | $85702000.00       | $87115997.30       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                                         | 2032-01-31      | 4.3750%  | 0.0000% | $516023200.00      | $524537066.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                                        | 2028-01-15      | 4.2500%  | 0.0000% | $16830700.00       | $17001696.98       | U.S. Treasuries (including strips) |
| BILL 10/23/25                                           | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| BILL 10/23/25                                           | 2025-10-23      | 0.0000%  | 0.0000% | $32727100.00       | $32407192.60       | U.S. Treasuries (including strips) |

### Security 5: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: 136998002, C.3 - LEI: N/A, C.5 - Other ID: 136998002_4.37_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLFA1989        | 2055-06-01      | 6.0000%  | 0.0000% | $1058.91           | $1095.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1991        | 2055-04-01      | 6.0000%  | 0.0000% | $7642.07           | $7883.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992        | 2054-10-01      | 6.0000%  | 0.0000% | $1011.00           | $1041.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4655        | 2055-06-01      | 6.0000%  | 0.0000% | $7211602.11        | $7388574.83        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7206        | 2055-07-01      | 7.0000%  | 0.0000% | $998.90            | $1061.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7216        | 2055-07-01      | 6.5000%  | 0.0000% | $3386430.33        | $3530298.31        | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C            | 2053-06-20      | 6.0000%  | 0.0000% | $1949.93           | $2103.90           | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C            | 2053-06-20      | 6.5000%  | 0.0000% | $911.03            | $954.42            | Agency Mortgage-Backed Securities  |
| GNHA ML CX2308 H            | 2073-08-20      | 6.5170%  | 0.0000% | $398.75            | $409.67            | Agency Mortgage-Backed Securities  |
| GNHA ML CX2463 H            | 2073-08-20      | 6.5510%  | 0.0000% | $449.71            | $461.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6995        | 2053-02-01      | 5.5000%  | 0.0000% | $607.18            | $619.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7419        | 2053-02-01      | 5.5000%  | 0.0000% | $557.62            | $565.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3656        | 2053-06-01      | 5.5000%  | 0.0000% | $1509.44           | $1524.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG5414        | 2053-06-01      | 4.5000%  | 0.0000% | $787.44            | $760.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7339        | 2053-07-01      | 6.0000%  | 0.0000% | $853564.55         | $874424.82         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4199        | 2053-11-01      | 7.0000%  | 0.0000% | $963.25            | $1035.34           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5001        | 2053-11-01      | 7.0000%  | 0.0000% | $595.33            | $639.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928        | 2053-11-01      | 6.5000%  | 0.0000% | $887582.27         | $933511.69         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH7238        | 2053-12-01      | 7.0000%  | 0.0000% | $2432.81           | $2592.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH7539        | 2053-12-01      | 5.5000%  | 0.0000% | $3347.32           | $3372.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7861        | 2054-01-01      | 6.0000%  | 0.0000% | $885.87            | $921.22            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8759        | 2054-01-01      | 7.0000%  | 0.0000% | $1364.73           | $1457.20           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9877        | 2054-02-01      | 7.0000%  | 0.0000% | $2690.79           | $2870.88           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9226        | 2054-02-01      | 7.0000%  | 0.0000% | $15872.60          | $16926.42          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0905        | 2054-07-01      | 5.5000%  | 0.0000% | $1933.24           | $1957.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281        | 2054-08-01      | 6.0000%  | 0.0000% | $2680.69           | $2783.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407        | 2054-08-01      | 6.0000%  | 0.0000% | $1858.55           | $1927.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1394        | 2054-08-01      | 5.5000%  | 0.0000% | $1494946.83        | $1511224.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1493        | 2054-08-01      | 5.5000%  | 0.0000% | $1061.04           | $1071.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1585        | 2054-08-01      | 6.0000%  | 0.0000% | $1852.76           | $1923.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586        | 2054-08-01      | 6.0000%  | 0.0000% | $1070575.72        | $1107822.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1587        | 2054-08-01      | 6.0000%  | 0.0000% | $813.83            | $846.99            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912        | 2054-08-01      | 7.0000%  | 0.0000% | $1967.84           | $2098.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2462        | 2054-08-01      | 6.0000%  | 0.0000% | $983.59            | $1019.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3177        | 2054-09-01      | 5.5000%  | 0.0000% | $1129314.78        | $1140452.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4179        | 2055-04-01      | 6.0000%  | 0.0000% | $2532862.09        | $2619503.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4682        | 2055-03-01      | 6.5000%  | 0.0000% | $1993.13           | $2086.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4944        | 2055-04-01      | 6.0000%  | 0.0000% | $722982.32         | $747711.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6284        | 2055-04-01      | 5.5000%  | 0.0000% | $996.60            | $1001.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6293        | 2055-04-01      | 6.0000%  | 0.0000% | $996.29            | $1025.52           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9963        | 2053-04-01      | 6.0000%  | 0.0000% | $792.62            | $818.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5457        | 2055-04-01      | 5.5000%  | 0.0000% | $1992.86           | $2003.74           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD6440        | 2055-03-01      | 7.0000%  | 0.0000% | $2200909.46        | $2340221.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7759        | 2055-05-01      | 5.5000%  | 0.0000% | $997.19            | $1002.34           | Agency Mortgage-Backed Securities  |
| GNHA AL DC8273 H            | 2074-07-20      | 6.8340%  | 0.0000% | $2767515.95        | $2937464.49        | Agency Mortgage-Backed Securities  |
| GNHA AL DC8276 H            | 2074-08-20      | 6.7540%  | 0.0000% | $3330575.23        | $3537810.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5399        | 2054-09-01      | 6.0000%  | 0.0000% | $926.44            | $954.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4948        | 2054-09-01      | 6.5000%  | 0.0000% | $782.04            | $820.87            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ7454        | 2054-10-01      | 7.0000%  | 0.0000% | $940.28            | $1001.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8448        | 2054-11-01      | 4.5000%  | 0.0000% | $1525890.06        | $1471594.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8750        | 2054-11-01      | 6.0000%  | 0.0000% | $850.78            | $883.40            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2707        | 2055-06-01      | 7.0000%  | 0.0000% | $998.85            | $1064.55           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2711        | 2055-05-01      | 7.0000%  | 0.0000% | $1997.71           | $2124.95           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3425        | 2055-07-01      | 7.0000%  | 0.0000% | $1007.24           | $1067.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867        | 2049-06-01      | 3.5000%  | 0.0000% | $29886437.89       | $27399726.88       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6489        | 2051-03-01      | 2.0000%  | 0.0000% | $816.08            | $640.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9835        | 2048-11-01      | 3.5000%  | 0.0000% | $9904390.25        | $9174799.85        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8426        | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.51           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY8427        | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9167        | 2055-07-01      | 5.5000%  | 0.0000% | $1100904.00        | $1110816.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0023        | 2054-10-01      | 6.0000%  | 0.0000% | $6206752.60        | $6419042.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1191        | 2055-05-01      | 6.0000%  | 0.0000% | $10970342.40       | $11251797.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1605        | 2055-01-01      | 5.5000%  | 0.0000% | $46626.38          | $47009.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512        | 2053-12-01      | 6.5000%  | 0.0000% | $1617.62           | $1689.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI1542        | 2054-03-01      | 6.0000%  | 0.0000% | $857.88            | $890.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4437        | 2054-05-01      | 6.0000%  | 0.0000% | $905.28            | $937.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5337        | 2054-05-01      | 6.0000%  | 0.0000% | $982.08            | $1010.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6201        | 2054-05-01      | 6.0000%  | 0.0000% | $981.63            | $1009.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7076        | 2054-06-01      | 5.5000%  | 0.0000% | $982.92            | $993.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7575        | 2054-06-01      | 6.5000%  | 0.0000% | $939.14            | $994.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI7632        | 2054-06-01      | 6.0000%  | 0.0000% | $978.37            | $1013.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7859        | 2054-06-01      | 6.5000%  | 0.0000% | $1976.08           | $2065.22           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4217        | 2029-10-01      | 2.4300%  | 0.0000% | $9512.09           | $8866.15           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8750        | 2030-10-01      | 1.3300%  | 0.0000% | $1154.11           | $1001.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226        | 2032-10-01      | 3.4500%  | 0.0000% | $9445.12           | $8963.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048        | 2052-10-01      | 5.0000%  | 0.0000% | $17008938.55       | $16756809.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5585        | 2053-08-01      | 6.5000%  | 0.0000% | $8084953.91        | $8452307.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942        | 2053-12-01      | 6.5000%  | 0.0000% | $10064183.82       | $10463175.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1341        | 2054-04-01      | 6.0000%  | 0.0000% | $10431405.31       | $10760599.60       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688        | 2054-10-01      | 6.5000%  | 0.0000% | $2166779.47        | $2254927.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBO9467        | 2053-08-01      | 6.5000%  | 0.0000% | $1465.72           | $1549.03           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1011        | 2031-02-01      | 1.2900%  | 0.0000% | $906.61            | $778.42            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BS7571        | 2030-12-01      | 4.5900%  | 0.0000% | $4019037.89        | $4040326.74        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729        | 2030-06-01      | 4.3800%  | 0.0000% | $10987.94          | $11001.96          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS9061        | 2030-07-01      | 5.2100%  | 0.0000% | $11000.00          | $11250.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4449        | 2054-04-01      | 6.5000%  | 0.0000% | $686.35            | $721.13            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4773        | 2054-06-01      | 7.0000%  | 0.0000% | $940.85            | $1004.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277        | 2055-04-01      | 6.5000%  | 0.0000% | $16234945.26       | $17106107.01       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528        | 2055-06-01      | 6.5000%  | 0.0000% | $1078.74           | $1125.18           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1978        | 2052-03-01      | 2.5000%  | 0.0000% | $8900488.40        | $7321393.41        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855        | 2051-09-01      | 2.5000%  | 0.0000% | $6162246.33        | $5082567.37        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790        | 2050-06-01      | 2.5000%  | 0.0000% | $5707.35           | $4746.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6810        | 2054-10-01      | 5.5000%  | 0.0000% | $462036.03         | $466093.33         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9996        | 2054-02-01      | 7.0000%  | 0.0000% | $2775.21           | $2962.67           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9431        | 2054-02-01      | 7.0000%  | 0.0000% | $3354.07           | $3588.90           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9193        | 2054-01-01      | 7.0000%  | 0.0000% | $848.53            | $905.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6443        | 2053-07-01      | 6.5000%  | 0.0000% | $842.52            | $887.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9737        | 2053-04-01      | 5.0000%  | 0.0000% | $1841606.39        | $1823709.05        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF2395        | 2052-10-01      | 4.5000%  | 0.0000% | $2328.06           | $2245.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0846        | 2052-10-01      | 4.5000%  | 0.0000% | $2395.10           | $2328.95           | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C            | 2053-06-20      | 6.5000%  | 0.0000% | $1590.14           | $1671.54           | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X            | 2053-04-15      | 6.5000%  | 0.0000% | $972.40            | $1062.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452        | 2054-11-01      | 4.5000%  | 0.0000% | $9870885.91        | $9446576.01        | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C            | 2055-01-20      | 7.5000%  | 0.0000% | $1003.40           | $1088.21           | Agency Mortgage-Backed Securities  |
| GNII SF 004923 M            | 2041-01-20      | 4.5000%  | 0.0000% | $6045585.77        | $5974483.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688        | 2054-02-01      | 6.5000%  | 0.0000% | $264038.81         | $279201.42         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5125        | 2054-04-01      | 7.0000%  | 0.0000% | $764.04            | $813.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV6784        | 2052-08-01      | 5.0000%  | 0.0000% | $883.83            | $874.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5865        | 2052-08-01      | 4.5000%  | 0.0000% | $1641478.70        | $1580184.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW7098        | 2052-11-01      | 6.0000%  | 0.0000% | $764.28            | $795.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7257        | 2052-11-01      | 5.0000%  | 0.0000% | $888.60            | $882.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW8964        | 2052-09-01      | 6.0000%  | 0.0000% | $637.25            | $666.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW8765        | 2052-10-01      | 5.5000%  | 0.0000% | $732.62            | $747.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740        | 2052-10-01      | 4.5000%  | 0.0000% | $1716.07           | $1664.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW9439        | 2052-10-01      | 6.0000%  | 0.0000% | $820.32            | $858.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116        | 2052-12-01      | 6.0000%  | 0.0000% | $2465.75           | $2566.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3928        | 2053-01-01      | 5.5000%  | 0.0000% | $887.41            | $900.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5310        | 2053-02-01      | 5.5000%  | 0.0000% | $1134556.70        | $1153414.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX6417        | 2053-02-01      | 4.5000%  | 0.0000% | $1537.28           | $1494.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6880        | 2053-02-01      | 5.5000%  | 0.0000% | $847471.63         | $867715.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9312        | 2053-03-01      | 6.5000%  | 0.0000% | $889.47            | $939.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9507        | 2053-03-01      | 5.5000%  | 0.0000% | $1296213.65        | $1308661.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9551        | 2053-03-01      | 6.5000%  | 0.0000% | $950739.20         | $1007568.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9555        | 2053-03-01      | 6.5000%  | 0.0000% | $549.32            | $577.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0869        | 2053-05-01      | 5.0000%  | 0.0000% | $1416.62           | $1396.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0448        | 2053-05-01      | 6.5000%  | 0.0000% | $872.65            | $914.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1050        | 2053-04-01      | 5.0000%  | 0.0000% | $886835.79         | $873707.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1814        | 2053-05-01      | 5.5000%  | 0.0000% | $2659.20           | $2675.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3527        | 2053-06-01      | 5.0000%  | 0.0000% | $533.42            | $527.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2837        | 2053-06-01      | 5.5000%  | 0.0000% | $1449724.53        | $1476568.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840        | 2053-06-01      | 5.5000%  | 0.0000% | $840.24            | $852.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3299        | 2053-06-01      | 5.5000%  | 0.0000% | $620.13            | $622.94            | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M            | 2050-01-20      | 3.5000%  | 0.0000% | $36135122.44       | $32854655.59       | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M            | 2050-10-20      | 2.0000%  | 0.0000% | $16585599.96       | $13421924.42       | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M            | 2052-04-20      | 3.5000%  | 0.0000% | $20831547.23       | $18853105.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA8099 M            | 2052-06-20      | 3.5000%  | 0.0000% | $32372741.91       | $29298194.72       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1934        | 2029-10-01      | 3.9100%  | 0.0000% | $76308.00          | $75230.63          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4355        | 2030-07-01      | 4.4600%  | 0.0000% | $108263.00         | $108755.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208        | 2050-12-01      | 2.0000%  | 0.0000% | $668.88            | $528.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5340        | 2044-04-01      | 6.0000%  | 0.0000% | $2424405.53        | $2488206.19        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M            | 2052-03-20      | 3.5000%  | 0.0000% | $6789096.07        | $6145385.67        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9854 C            | 2055-07-20      | 6.5000%  | 0.0000% | $13701388.00       | $14516026.86       | Agency Mortgage-Backed Securities  |
| GNII SF DJ9056 C            | 2055-04-20      | 4.5000%  | 0.0000% | $998.46            | $952.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1268        | 2053-10-01      | 6.5000%  | 0.0000% | $753.99            | $797.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378        | 2054-03-01      | 6.0000%  | 0.0000% | $971.62            | $1011.20           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4358        | 2054-01-01      | 7.0000%  | 0.0000% | $747.48            | $797.53            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4647        | 2053-12-01      | 7.0000%  | 0.0000% | $756.38            | $808.00            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA5879        | 2053-12-01      | 7.0000%  | 0.0000% | $902.36            | $957.33            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7399        | 2054-01-01      | 7.0000%  | 0.0000% | $1557.04           | $1662.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0766        | 2054-03-01      | 6.0000%  | 0.0000% | $1690.65           | $1735.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3132        | 2054-06-01      | 5.5000%  | 0.0000% | $903.54            | $915.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4694        | 2054-05-01      | 6.0000%  | 0.0000% | $2920.37           | $3015.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5004        | 2054-06-01      | 6.0000%  | 0.0000% | $2026479.63        | $2080254.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5551        | 2054-06-01      | 6.5000%  | 0.0000% | $768.97            | $811.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5584        | 2054-06-01      | 5.5000%  | 0.0000% | $1878.86           | $1904.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5819        | 2054-07-01      | 6.5000%  | 0.0000% | $1974.33           | $2080.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117        | 2054-07-01      | 5.5000%  | 0.0000% | $1967.26           | $1993.34           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670        | 2054-06-01      | 7.0000%  | 0.0000% | $1354.27           | $1431.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7971        | 2054-10-01      | 5.5000%  | 0.0000% | $985.28            | $993.87            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7569        | 2054-07-01      | 7.0000%  | 0.0000% | $961687.40         | $1030033.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7776        | 2054-07-01      | 6.0000%  | 0.0000% | $1980.80           | $2049.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781        | 2054-08-01      | 6.5000%  | 0.0000% | $988.77            | $1042.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7835        | 2054-08-01      | 6.5000%  | 0.0000% | $988.15            | $1045.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7947        | 2054-09-01      | 6.0000%  | 0.0000% | $989.99            | $1023.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8432        | 2054-09-01      | 6.0000%  | 0.0000% | $919.21            | $952.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8834        | 2054-07-01      | 6.0000%  | 0.0000% | $15574.65          | $16026.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8859        | 2054-07-01      | 6.5000%  | 0.0000% | $1611.74           | $1688.10           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793        | 2054-08-01      | 7.0000%  | 0.0000% | $983.59            | $1055.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9881        | 2054-08-01      | 6.5000%  | 0.0000% | $984.27            | $1038.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9892        | 2054-08-01      | 6.5000%  | 0.0000% | $1981.53           | $2091.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9562        | 2054-08-01      | 6.5000%  | 0.0000% | $1978.92           | $2086.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0797        | 2054-08-01      | 6.5000%  | 0.0000% | $989.18            | $1039.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877        | 2055-03-01      | 6.5000%  | 0.0000% | $169756.44         | $178198.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282        | 2051-12-01      | 2.0000%  | 0.0000% | $863.42            | $685.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2400        | 2051-12-01      | 2.5000%  | 0.0000% | $128240.85         | $105652.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4894        | 2053-01-01      | 6.0000%  | 0.0000% | $1427.81           | $1458.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166        | 2053-10-01      | 6.0000%  | 0.0000% | $6704357.19        | $6840455.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0055        | 2054-09-01      | 6.0000%  | 0.0000% | $905.40            | $933.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0411        | 2054-09-01      | 5.5000%  | 0.0000% | $805.22            | $818.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0987        | 2054-08-01      | 6.0000%  | 0.0000% | $876954.03         | $902682.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1381        | 2054-08-01      | 6.0000%  | 0.0000% | $880.33            | $905.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2240        | 2054-09-01      | 6.5000%  | 0.0000% | $1301487.68        | $1367008.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2241        | 2054-09-01      | 6.5000%  | 0.0000% | $949.70            | $996.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2900        | 2054-09-01      | 6.0000%  | 0.0000% | $900.31            | $937.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3790        | 2054-10-01      | 5.5000%  | 0.0000% | $930.74            | $946.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5298        | 2054-11-01      | 5.0000%  | 0.0000% | $975.19            | $966.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5102        | 2054-10-01      | 5.5000%  | 0.0000% | $988.63            | $995.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5123        | 2054-10-01      | 5.5000%  | 0.0000% | $842.20            | $853.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5687        | 2054-11-01      | 6.5000%  | 0.0000% | $914.26            | $960.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7117        | 2054-10-01      | 6.5000%  | 0.0000% | $991.36            | $1042.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7129        | 2054-12-01      | 5.0000%  | 0.0000% | $989.47            | $977.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6320        | 2054-12-01      | 6.0000%  | 0.0000% | $1082996.36        | $1120037.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7393        | 2054-12-01      | 5.5000%  | 0.0000% | $899.93            | $915.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7869        | 2055-01-01      | 6.0000%  | 0.0000% | $1984.23           | $2052.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8476        | 2054-12-01      | 5.0000%  | 0.0000% | $991.83            | $982.10            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0180        | 2055-04-01      | 7.0000%  | 0.0000% | $1245194.34        | $1325664.20        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115        | 2055-01-01      | 7.0000%  | 0.0000% | $993.65            | $1064.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4170        | 2055-04-01      | 5.5000%  | 0.0000% | $709669.14         | $714008.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5298        | 2052-12-01      | 5.5000%  | 0.0000% | $2945201.04        | $2977428.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5090        | 2052-11-01      | 6.0000%  | 0.0000% | $8520580.04        | $8790852.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8543        | 2054-05-01      | 6.0000%  | 0.0000% | $4480875.15        | $4622282.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0055        | 2054-11-01      | 6.0000%  | 0.0000% | $872.46            | $903.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0499        | 2054-12-01      | 6.0000%  | 0.0000% | $1909.76           | $1963.47           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0564        | 2054-12-01      | 4.5000%  | 0.0000% | $989.16            | $947.96            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX2578        | 2054-12-01      | 4.5000%  | 0.0000% | $990.24            | $953.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2583        | 2055-01-01      | 5.5000%  | 0.0000% | $8220887.42        | $8312594.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2653        | 2054-12-01      | 6.0000%  | 0.0000% | $649.53            | $670.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572        | 2055-02-01      | 6.5000%  | 0.0000% | $813505.71         | $852468.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8577        | 2055-02-01      | 5.5000%  | 0.0000% | $1990.63           | $2011.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8570        | 2055-02-01      | 6.0000%  | 0.0000% | $1993.03           | $2068.84           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8670        | 2055-03-01      | 6.5000%  | 0.0000% | $987.29            | $1044.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9048        | 2055-04-01      | 5.5000%  | 0.0000% | $3195352.34        | $3197340.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9259        | 2055-03-01      | 6.5000%  | 0.0000% | $3987.40           | $4171.53           | Agency Mortgage-Backed Securities  |
| GNHA AL CP3116 H            | 2072-10-20      | 7.2020%  | 0.0000% | $117986.58         | $126936.12         | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C            | 2050-07-20      | 3.0000%  | 0.0000% | $1716971.05        | $1507783.88        | Agency Mortgage-Backed Securities  |
| GNII SF BX2263 C            | 2050-08-20      | 4.5000%  | 0.0000% | $387830.13         | $371965.94         | Agency Mortgage-Backed Securities  |
| GNII SF BX5468 C            | 2050-09-20      | 3.0000%  | 0.0000% | $93.34             | $82.12             | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X            | 2051-01-15      | 2.5000%  | 0.0000% | $787.96            | $669.31            | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C            | 2051-02-20      | 3.5000%  | 0.0000% | $1140.17           | $1033.11           | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C            | 2051-09-20      | 4.0000%  | 0.0000% | $840.01            | $803.37            | Agency Mortgage-Backed Securities  |
| GNHA RM CL0587 H            | 2072-01-20      | 5.7150%  | 0.0000% | $977.82            | $1025.47           | Agency Mortgage-Backed Securities  |
| GNII SF DI4922 C            | 2055-07-20      | 6.0000%  | 0.0000% | $9936922.00        | $10319334.51       | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C            | 2065-03-20      | 7.0000%  | 0.0000% | $4062.72           | $4210.54           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257        | 2050-09-01      | 2.5000%  | 0.0000% | $1312698.18        | $1094648.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0282        | 2055-04-01      | 6.0000%  | 0.0000% | $2198200.08        | $2256535.92        | Agency Mortgage-Backed Securities  |
| 6 1/2 TPRN 26               | 2026-11-15      | 0.0000%  | 0.0000% | $41353800.00       | $39436596.48       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41               | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| 3 BOND 44                   | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.93             | U.S. Treasuries (including strips) |
| 3 BOND 45                   | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.50             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.96             | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.84             | U.S. Treasuries (including strips) |
| 4 NOTE N 32                 | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| 4 NOTE B 34                 | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34            | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $197.37            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28             | 2028-04-30      | 3.5000%  | 0.0000% | $1000.00           | $998.98            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30             | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33             | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34             | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1004.61           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $200.00            | $202.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28            | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| 4 NOTE K 32                 | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.66             | U.S. Treasuries (including strips) |
| 2 BOND 50                   | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $118.18            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $2000.00           | $989.07            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40               | 2040-11-15      | 1.3750%  | 0.0000% | $600.00            | $382.47            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.40             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.39             | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53            | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $180.40            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43               | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $192.98            | U.S. Treasuries (including strips) |
| T 4.75 11/15/53             | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $197.92            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-02-15      | 4.2500%  | 0.0000% | $300.00            | $276.45            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $185.34            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $278.02            | U.S. Treasuries (including strips) |

### Security 6: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 4.450000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 23346PAA7, C.4 - ISIN: US23346PAA75, C.3 - LEI: 2549005Z5PNNRPOHZP76
- **C.18 - Value (incl. sponsor support):** $9280000.00
- **C.18.a - Value (excl. sponsor support):** $9280000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Daiwa Capital Markets, Inc. 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: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDE5196 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5207 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6203 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6204 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5554 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5556 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5716 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  | 0.0000% | $13581.66          | $13649.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4240 | 2055-05-01      | 5.5000%  | 0.0000% | $15431160.93       | $15424715.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5720 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5723 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5724 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5727 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE5781 | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5815 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $983.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5793 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $61487.19          | $58604.48          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $815.93            | $768.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $940226.99         | $862222.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7972 | 2055-06-01      | 6.0000%  | 0.0000% | $3251836.00        | $3315220.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7658 | 2055-07-01      | 6.5000%  | 0.0000% | $7766138.00        | $8088336.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8163 | 2055-07-01      | 6.5000%  | 0.0000% | $1262139.00        | $1317644.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8339 | 2055-07-01      | 6.5000%  | 0.0000% | $5412648.00        | $5623739.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4916 | 2052-12-01      | 5.0000%  | 0.0000% | $12417118.76       | $12176346.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  | 0.0000% | $749.02            | $736.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $640685.28         | $630170.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6312 | 2053-07-01      | 5.5000%  | 0.0000% | $22769.87          | $22796.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $7552824.00        | $7782611.11        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  | 0.0000% | $1129204.59        | $1154811.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $996.73            | $1034.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6621 | 2055-06-01      | 6.0000%  | 0.0000% | $998.55            | $1034.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6639 | 2055-06-01      | 6.5000%  | 0.0000% | $999.24            | $1044.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6657 | 2055-07-01      | 6.0000%  | 0.0000% | $9562343.00        | $9749325.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7253 | 2055-05-01      | 6.5000%  | 0.0000% | $963.59            | $1006.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7303 | 2055-06-01      | 5.5000%  | 0.0000% | $107801.55         | $107809.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7437 | 2055-04-01      | 6.5000%  | 0.0000% | $1017962.77        | $1060117.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521 | 2055-04-01      | 5.0000%  | 0.0000% | $997.97            | $978.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $171222.58         | $174902.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7878 | 2055-05-01      | 6.5000%  | 0.0000% | $996.78            | $1052.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8305 | 2055-04-01      | 6.5000%  | 0.0000% | $996.81            | $1054.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9348 | 2055-06-01      | 6.5000%  | 0.0000% | $5793375.07        | $6041242.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9395 | 2055-05-01      | 6.0000%  | 0.0000% | $998.27            | $1026.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9489 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9490 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0211 | 2055-06-01      | 5.5000%  | 0.0000% | $997.64            | $1006.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1708 | 2055-06-01      | 6.0000%  | 0.0000% | $4337641.67        | $4451153.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1731 | 2055-06-01      | 6.0000%  | 0.0000% | $999.14            | $1029.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1751 | 2055-06-01      | 6.5000%  | 0.0000% | $999.26            | $1044.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1763 | 2055-06-01      | 5.0000%  | 0.0000% | $998.96            | $983.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1501 | 2055-06-01      | 6.0000%  | 0.0000% | $9346364.46        | $9529693.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2572 | 2055-07-01      | 6.0000%  | 0.0000% | $999.83            | $1028.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2582 | 2055-07-01      | 6.5000%  | 0.0000% | $999.79            | $1043.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2597 | 2055-07-01      | 6.0000%  | 0.0000% | $999.89            | $1024.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2620 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2624 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1830 | 2055-05-01      | 6.5000%  | 0.0000% | $1258377.62        | $1314232.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1849 | 2055-06-01      | 6.5000%  | 0.0000% | $999.13            | $1048.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $1206462.52        | $1253824.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1915 | 2055-06-01      | 6.0000%  | 0.0000% | $11802446.03       | $12033183.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2157 | 2055-06-01      | 6.0000%  | 0.0000% | $998.73            | $1034.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2200 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2201 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2236 | 2055-07-01      | 6.5000%  | 0.0000% | $1387276.00        | $1453720.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2261 | 2055-07-01      | 6.5000%  | 0.0000% | $999.34            | $1046.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2497 | 2055-06-01      | 6.0000%  | 0.0000% | $999.08            | $1018.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2500 | 2055-06-01      | 6.5000%  | 0.0000% | $999.23            | $1047.09           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  | 0.0000% | $153443.89         | $154149.58         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $47771.52          | $49163.27          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $30374555.16       | $27886777.85       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $660.46            | $603.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4561 | 2054-09-01      | 5.5000%  | 0.0000% | $6426.66           | $6437.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $3466202.46        | $3466896.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $1937862.49        | $1974817.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  | 0.0000% | $316522.90         | $277568.43         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3523 | 2050-09-01      | 2.0000%  | 0.0000% | $54333.51          | $42694.88          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3952 | 2050-11-01      | 2.0000%  | 0.0000% | $1409030.74        | $1106331.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $17795.70          | $15287.93          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4539 | 2051-02-01      | 1.5000%  | 0.0000% | $33112477.30       | $24714391.47       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5715 | 2051-10-01      | 2.0000%  | 0.0000% | $128587.61         | $101038.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $1528536.94        | $1416711.22        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $776.50            | $671.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA6686 | 2052-01-01      | 4.0000%  | 0.0000% | $7228024.08        | $6708555.62        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $845.56            | $759.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8550 | 2053-02-01      | 5.5000%  | 0.0000% | $269797.68         | $270785.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $13950.63          | $14035.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2485 | 2055-06-01      | 5.5000%  | 0.0000% | $999.11            | $1009.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2555 | 2055-07-01      | 6.0000%  | 0.0000% | $999.65            | $1029.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3506 | 2055-07-01      | 6.0000%  | 0.0000% | $999.72            | $1023.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2914 | 2055-07-01      | 6.0000%  | 0.0000% | $999.74            | $1026.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3091 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3305 | 2055-07-01      | 6.5000%  | 0.0000% | $999.46            | $1044.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3312 | 2055-07-01      | 5.5000%  | 0.0000% | $999.55            | $1011.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3314 | 2055-07-01      | 5.5000%  | 0.0000% | $998.49            | $1015.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3315 | 2055-07-01      | 6.0000%  | 0.0000% | $999.73            | $1032.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3318 | 2055-07-01      | 6.5000%  | 0.0000% | $999.61            | $1045.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3358 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3928 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3962 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4032 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4171 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4144 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4202 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4203 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4205 | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4182 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4183 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4184 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4189 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4194 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4219 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4220 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4225 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $1139250.00        | $1183645.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4252 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4253 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4257 | 2055-07-01      | 6.5000%  | 0.0000% | $1750000.00        | $1818195.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4296 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4276 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4280 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4284 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4285 | 2055-07-01      | 6.5000%  | 0.0000% | $1014000.00        | $1063756.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4286 | 2055-07-01      | 6.5000%  | 0.0000% | $1069500.00        | $1120118.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4319 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.31           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4326 | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.51           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4327 | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4977 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4983 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5109 | 2055-07-01      | 6.5000%  | 0.0000% | $5747019.00        | $5990455.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5170 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5171 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5848 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5953 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6067 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $4557998.81        | $4220946.96        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $1793253.56        | $1408071.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $1237.90           | $1122.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  | 0.0000% | $461.26            | $431.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6498 | 2051-03-01      | 2.0000%  | 0.0000% | $656.68            | $524.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965 | 2051-04-01      | 2.5000%  | 0.0000% | $750.30            | $617.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7035 | 2051-05-01      | 2.0000%  | 0.0000% | $132052.43         | $103681.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $14115.65          | $12808.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  | 0.0000% | $1512787.04        | $1310814.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | 0.0000% | $676.67            | $591.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1681 | 2047-03-01      | 2.0000%  | 0.0000% | $837.61            | $674.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $735.35            | $644.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $18079972.27       | $15792241.06       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $15371.08          | $13426.14          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $15494.27          | $14903.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  | 0.0000% | $792.34            | $760.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8581 | 2055-07-01      | 6.5000%  | 0.0000% | $1010000.00        | $1050086.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8590 | 2055-07-01      | 6.5000%  | 0.0000% | $1000350.00        | $1041621.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8827 | 2055-07-01      | 6.5000%  | 0.0000% | $1231656.00        | $1282774.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9861 | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1026 | 2055-04-01      | 4.5000%  | 0.0000% | $13081828.77       | $12466001.68       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $40376523.16       | $41146503.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $4580268.34        | $4581882.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1221 | 2055-04-01      | 6.5000%  | 0.0000% | $530721.11         | $550594.32         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $1228.20           | $1178.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $5587628.93        | $5031911.30        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $7607069.85        | $7055965.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1741889.60        | $1615697.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0949 | 2048-10-01      | 4.0000%  | 0.0000% | $6987848.10        | $6537979.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | 0.0000% | $2085.90           | $2099.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820 | 2054-05-01      | 6.0000%  | 0.0000% | $16117141.49       | $16449412.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $846.06            | $881.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $687856.36         | $644317.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $7713740.25        | $7297972.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $257620.66         | $243503.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $204621.62         | $192903.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $375891.65         | $364637.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $302368.59         | $293354.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $488182.25         | $459956.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $1420764.98        | $1380898.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $906740.25         | $884697.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $679358.67         | $643549.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $1874.46           | $1766.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $4375036.14        | $4119325.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $22889.34          | $20609.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $24606.29          | $21138.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3691 | 2053-01-01      | 6.0000%  | 0.0000% | $21865463.65       | $22355140.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  | 0.0000% | $799.23            | $771.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  | 0.0000% | $802.83            | $808.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $2911.95           | $2999.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $7578468.93        | $7864306.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6214 | 2053-11-01      | 5.5000%  | 0.0000% | $842.53            | $853.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $9322.25           | $8428.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  | 0.0000% | $17965.59          | $14803.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $3121.71           | $3150.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $3422.92           | $3292.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $900594.17         | $904496.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $12025.34          | $10802.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $118646.04         | $93156.91          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ2231 | 2054-08-01      | 7.0000%  | 0.0000% | $11106163.51       | $11809020.77       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2305 | 2054-09-01      | 6.0000%  | 0.0000% | $2063531.44        | $2124921.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $77586520.12       | $76239825.05       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ3133 | 2054-10-01      | 7.5000%  | 0.0000% | $1777121.43        | $1917044.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $15719285.85       | $16078754.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3897 | 2055-04-01      | 6.0000%  | 0.0000% | $987.49            | $1014.00           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $9228988.13        | $9040233.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $1019615.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $381307.64         | $381148.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $2136866.03        | $2177616.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-07-01      | 5.5000%  | 0.0000% | $60456899.00       | $60431648.15       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $330086.58         | $340672.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $3782682.93        | $3578014.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $444.78            | $434.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $5696534.38        | $5418938.46        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $6597231.50        | $6308538.85        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $677.17            | $600.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $21.44             | $21.02             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $73.04             | $70.20             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $1062.52           | $994.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $138786.67         | $136831.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $247507.38         | $244910.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $43.32             | $42.86             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $5299154.42        | $4915308.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $10876863.84       | $10360357.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $305413.48         | $298443.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN7466 | 2050-10-01      | 2.0000%  | 0.0000% | $285861.22         | $225963.77         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $1274024.31        | $1372114.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8075 | 2050-08-01      | 2.0000%  | 0.0000% | $5693657.36        | $4504073.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104 | 2050-04-01      | 4.5000%  | 0.0000% | $323.87            | $303.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6865 | 2051-12-01      | 2.0000%  | 0.0000% | $15339826.11       | $12223826.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7006 | 2052-01-01      | 2.0000%  | 0.0000% | $840427.02         | $661207.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7559 | 2050-11-01      | 2.0000%  | 0.0000% | $1053156.29        | $826911.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ8497 | 2050-12-01      | 2.0000%  | 0.0000% | $29751.44          | $23360.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ9291 | 2050-12-01      | 2.0000%  | 0.0000% | $154538.63         | $121435.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3319 | 2051-03-01      | 2.0000%  | 0.0000% | $954354.40         | $749327.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT4771 | 2051-08-01      | 2.0000%  | 0.0000% | $129370.80         | $101576.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1302 | 2052-02-01      | 2.0000%  | 0.0000% | $81358.33          | $63877.25          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $59706.84          | $46932.66          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4801 | 2054-06-01      | 6.5000%  | 0.0000% | $851.22            | $892.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $10225.55          | $8411.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $60728275.99       | $60859226.38       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS8233 | 2054-05-01      | 7.0000%  | 0.0000% | $11691214.44       | $12452374.85       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $119696.11         | $94089.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $7484.01           | $6196.53           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $78533.93          | $61661.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $2140.09           | $2149.53           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA9074 | 2054-02-01      | 7.5000%  | 0.0000% | $795.94            | $859.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA9122 | 2054-04-01      | 6.5000%  | 0.0000% | $963.32            | $1010.23           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA9326 | 2054-01-01      | 7.5000%  | 0.0000% | $938.87            | $1014.49           | Agency Mortgage-Backed Securities  |
| GNII JM MA5388 M     | 2048-07-20      | 4.0000%  | 0.0000% | $50.69             | $46.29             | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8144 | 2037-03-01      | 1.5000%  | 0.0000% | $230470.20         | $204094.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $602.47            | $597.93            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $14079704.86       | $12289751.98       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0537 | 2051-03-01      | 2.0000%  | 0.0000% | $707041.70         | $555145.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $784.45            | $773.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0934 | 2051-04-01      | 2.0000%  | 0.0000% | $781274.63         | $613443.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0972 | 2052-04-01      | 4.0000%  | 0.0000% | $626453.82         | $585856.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $1029.03           | $990.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $13856.52          | $12540.24          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $11875.08          | $11422.05          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $29401.70          | $25332.21          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $869.90            | $718.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $909.89            | $922.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4762 | 2054-02-01      | 6.0000%  | 0.0000% | $65836.56          | $67552.78          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4808 | 2054-01-01      | 7.0000%  | 0.0000% | $5368804.36        | $5736343.76        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4921 | 2054-01-01      | 7.0000%  | 0.0000% | $11512824.05       | $12364166.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5061 | 2054-03-01      | 5.5000%  | 0.0000% | $886.06            | $896.69            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $64037.57          | $50324.35          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $5426171.60        | $5213847.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $89192.83          | $85517.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $242664.09         | $226579.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $673199.44         | $625210.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $291593.55         | $283977.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $334638.59         | $311768.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $373932.51         | $349229.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $11591848.79       | $11008330.57       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7817 | 2051-12-01      | 2.0000%  | 0.0000% | $797949.39         | $626499.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1609 | 2055-04-01      | 6.5000%  | 0.0000% | $988.61            | $1035.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV1823 | 2040-06-01      | 5.5000%  | 0.0000% | $996.48            | $1023.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV7517 | 2052-05-01      | 2.0000%  | 0.0000% | $29221.92          | $22943.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8670 | 2052-04-01      | 2.0000%  | 0.0000% | $273064.95         | $214453.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $151619.22         | $143934.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1591 | 2043-08-01      | 4.5000%  | 0.0000% | $50608.00          | $49484.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1629 | 2043-09-01      | 4.5000%  | 0.0000% | $45408.26          | $44399.70          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1664 | 2043-10-01      | 4.5000%  | 0.0000% | $28842.43          | $28201.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $2577.36           | $2355.54           | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $31212.36          | $28248.02          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1305 C     | 2055-04-20      | 7.5000%  | 0.0000% | $625654.58         | $678535.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $15616394.43       | $15767613.18       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $13422.27          | $14129.71          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6398 | 2054-09-01      | 6.0000%  | 0.0000% | $69579.08          | $71643.84          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6898 | 2054-06-01      | 6.0000%  | 0.0000% | $5431492.79        | $5570729.11        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $316.61            | $273.04            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $426.01            | $354.75            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8098 | 2050-10-01      | 2.0000%  | 0.0000% | $638.94            | $505.45            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520 | 2050-05-01      | 4.0000%  | 0.0000% | $155554.46         | $147050.82         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $736.37            | $618.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $7999.70           | $6891.87           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $1307.94           | $1128.83           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $1067.86           | $878.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $9146.00           | $7556.43           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $33647.74          | $30244.50          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $4843.82           | $4162.73           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY8675 | 2053-11-01      | 7.0000%  | 0.0000% | $862.17            | $927.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $12717981.54       | $12047531.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $978.54            | $942.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5424 | 2050-03-01      | 3.0000%  | 0.0000% | $247.61            | $215.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  | 0.0000% | $186.58            | $174.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $599.49            | $558.55            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $685.45            | $607.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $1263.44           | $1182.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $494.12            | $410.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $410.51            | $356.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $1576.95           | $1365.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $24971.78          | $24976.81          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $437820.20         | $344155.87         | Agency Mortgage-Backed Securities  |
| GNII SF MA8881 M     | 2053-05-20      | 6.5000%  | 0.0000% | $32318766.90       | $33423928.69       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $4197444.67        | $4006288.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $13399.72          | $13143.86          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $789.64            | $790.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $902.63            | $861.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $2560899.78        | $2561415.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $17176126.24       | $17179584.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $414138148.92      | $414221528.60      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $920.75            | $920.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $1140072.75        | $1139596.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $815.62            | $816.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $210461315.25      | $210373412.50      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $8496613.49        | $8493064.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  | 0.0000% | $19665.70          | $18739.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $12614698.59       | $12723151.36       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $378081.40         | $363476.99         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  | 0.0000% | $23991.85          | $22966.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $21280745.55       | $21433101.50       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7081 | 2054-01-01      | 7.0000%  | 0.0000% | $761.63            | $817.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6327 | 2054-04-01      | 6.5000%  | 0.0000% | $941.77            | $998.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2766 | 2054-04-01      | 6.0000%  | 0.0000% | $933.18            | $959.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4335 | 2054-05-01      | 4.5000%  | 0.0000% | $934.07            | $900.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6457 | 2054-06-01      | 6.0000%  | 0.0000% | $845.53            | $873.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB7471 | 2055-02-01      | 5.0000%  | 0.0000% | $991.31            | $979.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9250 | 2054-08-01      | 6.5000%  | 0.0000% | $793.26            | $831.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8517 | 2051-01-01      | 2.0000%  | 0.0000% | $2392875.68        | $1880306.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8587 | 2051-01-01      | 2.0000%  | 0.0000% | $158341.70         | $124327.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8852 | 2051-02-01      | 2.0000%  | 0.0000% | $679.65            | $540.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $1604179.48        | $1460648.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  | 0.0000% | $573899.52         | $450615.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0288 | 2046-04-01      | 2.0000%  | 0.0000% | $774.63            | $628.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $834.92            | $718.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB2760 | 2052-02-01      | 3.5000%  | 0.0000% | $737.62            | $666.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2772 | 2052-02-01      | 2.0000%  | 0.0000% | $793.44            | $628.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $15784.43          | $12988.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3343 | 2052-04-01      | 2.0000%  | 0.0000% | $66177.57          | $52070.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $6690.82           | $6207.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $1617.99           | $1462.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $815.23            | $735.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $19163.42          | $17225.26          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  | 0.0000% | $733.09            | $663.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $15000.81          | $13483.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $10432.32          | $8973.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $709042.08         | $559318.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $28308.60          | $25441.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $109473.79         | $86320.81          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $611.46            | $512.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $13366.91          | $13423.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $852.48            | $813.72            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  | 0.0000% | $28721.05          | $27392.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $13729.51          | $13461.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $8684.33           | $8508.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $10730567.07       | $10740153.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA5051 | 2038-04-01      | 2.5000%  | 0.0000% | $859.95            | $800.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $767.89            | $784.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $771.64            | $787.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $8457947.58        | $8769890.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $347306.90         | $347161.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $958.68            | $936.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $86772680.14       | $87183404.13       | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $145840.06         | $146504.84         | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $5561615.14        | $5581488.64        | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $52092061.22       | $49674781.21       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $6940680.94        | $6961387.31        | Agency Mortgage-Backed Securities  |
| GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $437241.38         | $446198.27         | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $42794302.97       | $42921972.63       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1711182.50        | $1582393.20        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $6419630.91        | $5910211.80        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44981 G | 2046-12-01      | 3.5000%  | 0.0000% | $5439152.48        | $4960951.26        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2946 | 2049-01-01      | 4.0000%  | 0.0000% | $9031629.98        | $8458332.21        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6890 | 2050-12-01      | 2.0000%  | 0.0000% | $1068113.43        | $838653.47         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $997579.69         | $783266.32         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7858 | 2051-01-01      | 2.0000%  | 0.0000% | $99728.31          | $78303.35          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  | 0.0000% | $87551.51          | $68799.09          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC4418 | 2051-07-01      | 2.0000%  | 0.0000% | $84024.43          | $65972.93          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC8921 | 2051-10-01      | 2.5000%  | 0.0000% | $669.33            | $557.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2433 | 2051-12-01      | 2.0000%  | 0.0000% | $1125118.61        | $883371.88         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2437 | 2051-12-01      | 2.0000%  | 0.0000% | $826224.11         | $649719.23         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2900 | 2051-12-01      | 2.0000%  | 0.0000% | $142117.61         | $111581.75         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4224 | 2052-01-01      | 2.0000%  | 0.0000% | $845.31            | $665.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $848.77            | $762.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $32914062.27       | $32914501.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC0389 | 2054-09-01      | 5.0000%  | 0.0000% | $1972690.84        | $1927724.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0607 | 2054-09-01      | 5.5000%  | 0.0000% | $815.03            | $831.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1817 | 2054-11-01      | 5.5000%  | 0.0000% | $992.35            | $993.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1885 | 2054-07-01      | 6.5000%  | 0.0000% | $918.08            | $968.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2551 | 2054-09-01      | 5.5000%  | 0.0000% | $1102879.77        | $1104889.58        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC3926 | 2054-08-01      | 7.0000%  | 0.0000% | $990.57            | $1055.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5723 | 2054-11-01      | 5.0000%  | 0.0000% | $195666.13         | $191414.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7973 | 2055-01-01      | 6.5000%  | 0.0000% | $994.49            | $1037.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7258 | 2054-12-01      | 6.5000%  | 0.0000% | $993.39            | $1046.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7513 | 2054-12-01      | 6.5000%  | 0.0000% | $788.81            | $821.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7833 | 2054-12-01      | 6.5000%  | 0.0000% | $945.88            | $994.16            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC7828 | 2054-12-01      | 7.0000%  | 0.0000% | $992.47            | $1054.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $29217631.71       | $28579041.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8821 | 2054-12-01      | 5.0000%  | 0.0000% | $114575.18         | $112085.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9134 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9140 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.77           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9914 | 2055-01-01      | 7.0000%  | 0.0000% | $910.01            | $977.27            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9915 | 2055-01-01      | 7.0000%  | 0.0000% | $993.64            | $1061.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0593 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.73           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1105 | 2055-01-01      | 7.0000%  | 0.0000% | $993.70            | $1058.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2592 | 2055-02-01      | 6.5000%  | 0.0000% | $996.16            | $1045.70           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2693 | 2055-05-01      | 7.0000%  | 0.0000% | $998.08            | $1058.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1859 | 2055-01-01      | 6.5000%  | 0.0000% | $882.77            | $926.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2296 | 2055-01-01      | 6.5000%  | 0.0000% | $996.11            | $1037.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $27020.77          | $25823.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $836.14            | $847.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $10668327.18       | $10504212.75       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  | 0.0000% | $6759.33           | $6272.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $1277.88           | $1150.95           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $903.99            | $868.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $20853483.05       | $20509331.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $137277.35         | $143852.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8102 | 2054-02-01      | 5.5000%  | 0.0000% | $975.79            | $976.59            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8193 | 2054-03-01      | 7.0000%  | 0.0000% | $11077721.00       | $11826024.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $18849451.50       | $18841578.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $973.96            | $902.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $2414.77           | $2085.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $111315.47         | $111268.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $23704.46          | $24158.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $949.62            | $971.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKMA5694 | 2055-03-01      | 6.5000%  | 0.0000% | $996.90            | $1020.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5725 | 2055-05-01      | 3.5000%  | 0.0000% | $608370.32         | $546490.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | 0.0000% | $990.15            | $1026.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5791 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $977.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769 | 2055-01-01      | 5.0000%  | 0.0000% | $17027594.34       | $16656319.00       | Agency Mortgage-Backed Securities  |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $496426.75         | $473390.57         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $31168334.90       | $31260665.89       | Agency Mortgage-Backed Securities  |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $67288971.00       | $67488303.34       | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $699930.00         | $725080.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $5056307.99        | $5054196.14        | Agency Mortgage-Backed Securities  |
| BILL 08/21/25        | 2025-08-21      | 0.0000%  | 0.0000% | $700.00            | $698.34            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $5303300.00        | $4495355.60        | U.S. Treasuries (including strips) |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $54139.88          | $52396.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $17458.25          | $16466.82          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $6471082.91        | $6002211.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $14689496.39       | $14001019.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $46369.28          | $44339.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  | 0.0000% | $150.47            | $149.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $18435044.96       | $19136129.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $762.60            | $778.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $18115097.36       | $17407503.54       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $72700.28          | $57305.46          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $603.25            | $599.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $14389706.33       | $14383696.22       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6943400.22        | $6944798.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1374309.68        | $1376575.00        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $897.59            | $855.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL835760 | 2035-09-01      | 4.5000%  | 0.0000% | $7.38              | $7.32              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $2006097.58        | $1764723.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $9238.04           | $8572.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $606.42            | $591.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $837.78            | $776.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $695307.95         | $682641.99         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $81.13             | $85.82             | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $731490.47         | $545457.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $22084.39          | $20468.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $272734.50         | $261383.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $9385006.64        | $9381086.83        | Agency Mortgage-Backed Securities  |

### Security 11: 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: 3130AWXD7, C.4 - ISIN: US3130AWXD70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450036873.00
- **C.18.a - Value (excl. sponsor support):** $450036873.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXJ33, C.4 - ISIN: US3130AXJ331, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150050628.00
- **C.18.a - Value (excl. sponsor support):** $150050628.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: 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: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244150426.00
- **C.18.a - Value (excl. sponsor support):** $244150426.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100063077.00
- **C.18.a - Value (excl. sponsor support):** $100063077.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225146270.25
- **C.18.a - Value (excl. sponsor support):** $225146270.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **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):** $396235469.52
- **C.18.a - Value (excl. sponsor support):** $396235469.52
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100060507.00
- **C.18.a - Value (excl. sponsor support):** $100060507.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200119724.00
- **C.18.a - Value (excl. sponsor support):** $200119724.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170110131.10
- **C.18.a - Value (excl. sponsor support):** $170110131.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100056257.00
- **C.18.a - Value (excl. sponsor support):** $100056257.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50025214.00
- **C.18.a - Value (excl. sponsor support):** $50025214.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **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):** $145060907.25
- **C.18.a - Value (excl. sponsor support):** $145060907.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200108198.00
- **C.18.a - Value (excl. sponsor support):** $200108198.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.455000%
- **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):** $50041049.00
- **C.18.a - Value (excl. sponsor support):** $50041049.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150081148.50
- **C.18.a - Value (excl. sponsor support):** $150081148.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150135028.50
- **C.18.a - Value (excl. sponsor support):** $150135028.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300203016.00
- **C.18.a - Value (excl. sponsor support):** $300203016.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **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):** $100018630.00
- **C.18.a - Value (excl. sponsor support):** $100018630.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.510000%
- **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):** $100032845.00
- **C.18.a - Value (excl. sponsor support):** $100032845.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **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):** $248097920.32
- **C.18.a - Value (excl. sponsor support):** $248097920.32
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TW3, C.4 - ISIN: US3130B3TW37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19988281.60
- **C.18.a - Value (excl. sponsor support):** $19988281.60
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150056727.00
- **C.18.a - Value (excl. sponsor support):** $150056727.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4N31, C.4 - ISIN: US3130B4N315, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172740102.10
- **C.18.a - Value (excl. sponsor support):** $172740102.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4P47, C.4 - ISIN: US3130B4P476, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106366804.36
- **C.18.a - Value (excl. sponsor support):** $106366804.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QU8, C.4 - ISIN: US3130B4QU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68929539.96
- **C.18.a - Value (excl. sponsor support):** $68929539.96
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **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):** $150025293.00
- **C.18.a - Value (excl. sponsor support):** $150025293.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **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):** $144843128.85
- **C.18.a - Value (excl. sponsor support):** $144843128.85
- **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 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: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199996364.00
- **C.18.a - Value (excl. sponsor support):** $199996364.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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):** $99820480.00
- **C.18.a - Value (excl. sponsor support):** $99820480.00
- **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 40: 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):** $499495265.00
- **C.18.a - Value (excl. sponsor support):** $499495265.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **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):** $499967940.00
- **C.18.a - Value (excl. sponsor support):** $499967940.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150060778.50
- **C.18.a - Value (excl. sponsor support):** $150060778.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $370176060.80
- **C.18.a - Value (excl. sponsor support):** $370176060.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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):** $199598112.00
- **C.18.a - Value (excl. sponsor support):** $199598112.00
- **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 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: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249745337.50
- **C.18.a - Value (excl. sponsor support):** $249745337.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **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):** $249996835.00
- **C.18.a - Value (excl. sponsor support):** $249996835.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: 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):** $299879079.00
- **C.18.a - Value (excl. sponsor support):** $299879079.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299965785.00
- **C.18.a - Value (excl. sponsor support):** $299965785.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998986.00
- **C.18.a - Value (excl. sponsor support):** $99998986.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249996510.00
- **C.18.a - Value (excl. sponsor support):** $249996510.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249991815.00
- **C.18.a - Value (excl. sponsor support):** $249991815.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XL5, C.4 - ISIN: US3130B6XL56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299499597.00
- **C.18.a - Value (excl. sponsor support):** $299499597.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Q2, C.4 - ISIN: US3130B76Q21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249700202.50
- **C.18.a - Value (excl. sponsor support):** $249700202.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $24944055.50
- **C.18.a - Value (excl. sponsor support):** $24944055.50
- **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? Yes, C.23 Categorized at Level 3? No

### Security 55: 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):** $49876333.50
- **C.18.a - Value (excl. sponsor support):** $49876333.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313KW7, C.4 - ISIN: US313313KW74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59823333.60
- **C.18.a - Value (excl. sponsor support):** $59823333.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313LA4, C.4 - ISIN: US313313LA46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24914611.00
- **C.18.a - Value (excl. sponsor support):** $24914611.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313LE6, C.4 - ISIN: US313313LE67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54786737.50
- **C.18.a - Value (excl. sponsor support):** $54786737.50
- **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? 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: 313313LH9, C.4 - ISIN: US313313LH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24894250.00
- **C.18.a - Value (excl. sponsor support):** $24894250.00
- **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? 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: 313313LM8, C.4 - ISIN: US313313LM83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24882500.00
- **C.18.a - Value (excl. sponsor support):** $24882500.00
- **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? 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: 313313LV8, C.4 - ISIN: US313313LV82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9943600.00
- **C.18.a - Value (excl. sponsor support):** $9943600.00
- **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? Yes, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39746200.00
- **C.18.a - Value (excl. sponsor support):** $39746200.00
- **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? Yes, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MH8, C.4 - ISIN: US313313MH89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39718000.00
- **C.18.a - Value (excl. sponsor support):** $39718000.00
- **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? Yes, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MU9, C.4 - ISIN: US313313MU90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24790698.00
- **C.18.a - Value (excl. sponsor support):** $24790698.00
- **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 65: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MY1, C.4 - ISIN: US313313MY13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24778906.25
- **C.18.a - Value (excl. sponsor support):** $24778906.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313NN4, C.4 - ISIN: US313313NN49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69265379.40
- **C.18.a - Value (excl. sponsor support):** $69265379.40
- **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 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: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24731739.50
- **C.18.a - Value (excl. sponsor support):** $24731739.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313NW4, C.4 - ISIN: US313313NW48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24717420.25
- **C.18.a - Value (excl. sponsor support):** $24717420.25
- **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 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: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19694933.40
- **C.18.a - Value (excl. sponsor support):** $19694933.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24598444.50
- **C.18.a - Value (excl. sponsor support):** $24598444.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34067964.70
- **C.18.a - Value (excl. sponsor support):** $34067964.70
- **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 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: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63254469.85
- **C.18.a - Value (excl. sponsor support):** $63254469.85
- **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 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14528562.45
- **C.18.a - Value (excl. sponsor support):** $14528562.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19199783.40
- **C.18.a - Value (excl. sponsor support):** $19199783.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250173085.17
- **C.18.a - Value (excl. sponsor support):** $250173085.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KG0, C.4 - ISIN: US313385KG02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249676110.00
- **C.18.a - Value (excl. sponsor support):** $249676110.00
- **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? Yes, C.23 Categorized at Level 3? No

### Security 77: 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):** $184673166.05
- **C.18.a - Value (excl. sponsor support):** $184673166.05
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KY1, C.4 - ISIN: US313385KY18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24920500.00
- **C.18.a - Value (excl. sponsor support):** $24920500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247346875.00
- **C.18.a - Value (excl. sponsor support):** $247346875.00
- **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 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: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $346003098.00
- **C.18.a - Value (excl. sponsor support):** $346003098.00
- **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 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: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177483000.60
- **C.18.a - Value (excl. sponsor support):** $177483000.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196356250.00
- **C.18.a - Value (excl. sponsor support):** $196356250.00
- **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 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: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $342904865.94
- **C.18.a - Value (excl. sponsor support):** $342904865.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: 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):** $41792243.68
- **C.18.a - Value (excl. sponsor support):** $41792243.68
- **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 85: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.650000%
- **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):** $102140137.80
- **C.18.a - Value (excl. sponsor support):** $102140137.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: 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):** $29946444.30
- **C.18.a - Value (excl. sponsor support):** $29946444.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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):** $29986243.80
- **C.18.a - Value (excl. sponsor support):** $29986243.80
- **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 88: 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: 3133EP2K0, C.4 - ISIN: US3133EP2K06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $420013263.60
- **C.18.a - Value (excl. sponsor support):** $420013263.60
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: 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: 3133EP4W2, C.4 - ISIN: US3133EP4W26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30009267.60
- **C.18.a - Value (excl. sponsor support):** $30009267.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: 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):** $10013119.70
- **C.18.a - Value (excl. sponsor support):** $10013119.70
- **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 91: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50030685.50
- **C.18.a - Value (excl. sponsor support):** $50030685.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: 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: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $105001064.70
- **C.18.a - Value (excl. sponsor support):** $105001064.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.475000%
- **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):** $93009951.93
- **C.18.a - Value (excl. sponsor support):** $93009951.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10044556.60
- **C.18.a - Value (excl. sponsor support):** $10044556.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: 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: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160038712.00
- **C.18.a - Value (excl. sponsor support):** $160038712.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: 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):** $39999889.20
- **C.18.a - Value (excl. sponsor support):** $39999889.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: 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):** $23975790.00
- **C.18.a - Value (excl. sponsor support):** $23975790.00
- **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 98: 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: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139999153.00
- **C.18.a - Value (excl. sponsor support):** $139999153.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: 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):** $62459133.75
- **C.18.a - Value (excl. sponsor support):** $62459133.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: 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: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124998265.00
- **C.18.a - Value (excl. sponsor support):** $124998265.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.405000%
- **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):** $99982501.00
- **C.18.a - Value (excl. sponsor support):** $99982501.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.390000%
- **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):** $130020333.30
- **C.18.a - Value (excl. sponsor support):** $130020333.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144996840.45
- **C.18.a - Value (excl. sponsor support):** $144996840.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: 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: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39986264.00
- **C.18.a - Value (excl. sponsor support):** $39986264.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **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):** $250110772.50
- **C.18.a - Value (excl. sponsor support):** $250110772.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: 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: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100013028.00
- **C.18.a - Value (excl. sponsor support):** $100013028.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **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):** $66386834.01
- **C.18.a - Value (excl. sponsor support):** $66386834.01
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.425000%
- **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):** $60037269.60
- **C.18.a - Value (excl. sponsor support):** $60037269.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **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):** $100035985.00
- **C.18.a - Value (excl. sponsor support):** $100035985.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.455900%
- **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):** $150139821.00
- **C.18.a - Value (excl. sponsor support):** $150139821.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.410000%
- **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):** $40016921.20
- **C.18.a - Value (excl. sponsor support):** $40016921.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.425000%
- **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):** $210043866.90
- **C.18.a - Value (excl. sponsor support):** $210043866.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDZ1, C.4 - ISIN: US3133ERDZ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24986241.05
- **C.18.a - Value (excl. sponsor support):** $24986241.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **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):** $200067998.00
- **C.18.a - Value (excl. sponsor support):** $200067998.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **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):** $100021700.00
- **C.18.a - Value (excl. sponsor support):** $100021700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **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):** $200068164.00
- **C.18.a - Value (excl. sponsor support):** $200068164.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.420000%
- **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):** $450062320.50
- **C.18.a - Value (excl. sponsor support):** $450062320.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.400000%
- **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):** $90029809.80
- **C.18.a - Value (excl. sponsor support):** $90029809.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: 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: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65017332.90
- **C.18.a - Value (excl. sponsor support):** $65017332.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90056972.70
- **C.18.a - Value (excl. sponsor support):** $90056972.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: 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: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60027675.60
- **C.18.a - Value (excl. sponsor support):** $60027675.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: 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):** $150054334.50
- **C.18.a - Value (excl. sponsor support):** $150054334.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: 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: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155072947.65
- **C.18.a - Value (excl. sponsor support):** $155072947.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: 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: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280213046.40
- **C.18.a - Value (excl. sponsor support):** $280213046.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: 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: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185074728.90
- **C.18.a - Value (excl. sponsor support):** $185074728.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: 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):** $50425608.17
- **C.18.a - Value (excl. sponsor support):** $50425608.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60020538.60
- **C.18.a - Value (excl. sponsor support):** $60020538.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175067074.00
- **C.18.a - Value (excl. sponsor support):** $175067074.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: 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: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62050662.06
- **C.18.a - Value (excl. sponsor support):** $62050662.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: 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: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $375178698.75
- **C.18.a - Value (excl. sponsor support):** $375178698.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150119563.50
- **C.18.a - Value (excl. sponsor support):** $150119563.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110083404.20
- **C.18.a - Value (excl. sponsor support):** $110083404.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50046505.00
- **C.18.a - Value (excl. sponsor support):** $50046505.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: 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: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45065439.45
- **C.18.a - Value (excl. sponsor support):** $45065439.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70058767.80
- **C.18.a - Value (excl. sponsor support):** $70058767.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70062850.20
- **C.18.a - Value (excl. sponsor support):** $70062850.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: 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: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $224998170.75
- **C.18.a - Value (excl. sponsor support):** $224998170.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: 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):** $173851536.93
- **C.18.a - Value (excl. sponsor support):** $173851536.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: 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: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150093262.50
- **C.18.a - Value (excl. sponsor support):** $150093262.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25022708.75
- **C.18.a - Value (excl. sponsor support):** $25022708.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125071670.00
- **C.18.a - Value (excl. sponsor support):** $125071670.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.405000%
- **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):** $250058802.50
- **C.18.a - Value (excl. sponsor support):** $250058802.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: 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):** $39948552.13
- **C.18.a - Value (excl. sponsor support):** $39948552.13
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: 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: 3133ERVS7, C.4 - ISIN: US3133ERVS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100046154.00
- **C.18.a - Value (excl. sponsor support):** $100046154.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: 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):** $38946944.79
- **C.18.a - Value (excl. sponsor support):** $38946944.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: 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: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165067862.85
- **C.18.a - Value (excl. sponsor support):** $165067862.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: 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):** $175194097.75
- **C.18.a - Value (excl. sponsor support):** $175194097.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.390000%
- **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):** $125097262.50
- **C.18.a - Value (excl. sponsor support):** $125097262.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.390000%
- **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):** $399988308.00
- **C.18.a - Value (excl. sponsor support):** $399988308.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: 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: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149997670.50
- **C.18.a - Value (excl. sponsor support):** $149997670.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: 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: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60020724.00
- **C.18.a - Value (excl. sponsor support):** $60020724.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.460800%
- **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):** $95080210.40
- **C.18.a - Value (excl. sponsor support):** $95080210.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **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 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150008425.50
- **C.18.a - Value (excl. sponsor support):** $150008425.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: 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: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114999609.00
- **C.18.a - Value (excl. sponsor support):** $114999609.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJW8, C.4 - ISIN: US3133ETJW81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107870549.74
- **C.18.a - Value (excl. sponsor support):** $107870549.74
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: 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: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229996566.10
- **C.18.a - Value (excl. sponsor support):** $229996566.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124996071.25
- **C.18.a - Value (excl. sponsor support):** $124996071.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139970145.00
- **C.18.a - Value (excl. sponsor support):** $139970145.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: 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: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279995480.80
- **C.18.a - Value (excl. sponsor support):** $279995480.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $209993410.20
- **C.18.a - Value (excl. sponsor support):** $209993410.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64992300.10
- **C.18.a - Value (excl. sponsor support):** $64992300.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: 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: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997724.00
- **C.18.a - Value (excl. sponsor support):** $99997724.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: 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: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $319995040.00
- **C.18.a - Value (excl. sponsor support):** $319995040.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: 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: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124997635.00
- **C.18.a - Value (excl. sponsor support):** $124997635.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84999300.45
- **C.18.a - Value (excl. sponsor support):** $84999300.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 0.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199945154.00
- **C.18.a - Value (excl. sponsor support):** $199945154.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149999146.50
- **C.18.a - Value (excl. sponsor support):** $149999146.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64999933.05
- **C.18.a - Value (excl. sponsor support):** $64999933.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.445800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49999930.00
- **C.18.a - Value (excl. sponsor support):** $49999930.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $129999590.50
- **C.18.a - Value (excl. sponsor support):** $129999590.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: 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):** $19689480.40
- **C.18.a - Value (excl. sponsor support):** $19689480.40
- **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 172: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **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):** $100027263.00
- **C.18.a - Value (excl. sponsor support):** $100027263.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: 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: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $255154407.60
- **C.18.a - Value (excl. sponsor support):** $255154407.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.435000%
- **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):** $1128809373.84
- **C.18.a - Value (excl. sponsor support):** $1128809373.84
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $141106218.12
- **C.18.a - Value (excl. sponsor support):** $141106218.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300192009.00
- **C.18.a - Value (excl. sponsor support):** $300192009.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249961162.50
- **C.18.a - Value (excl. sponsor support):** $249961162.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: 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):** $24932428.75
- **C.18.a - Value (excl. sponsor support):** $24932428.75
- **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 179: 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):** $24742404.25
- **C.18.a - Value (excl. sponsor support):** $24742404.25
- **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 180: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.420000%
- **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):** $50031651.50
- **C.18.a - Value (excl. sponsor support):** $50031651.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.440000%
- **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):** $149094366.17
- **C.18.a - Value (excl. sponsor support):** $149094366.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.455000%
- **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):** $329281094.31
- **C.18.a - Value (excl. sponsor support):** $329281094.31
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: 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):** $226880358.60
- **C.18.a - Value (excl. sponsor support):** $226880358.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $183175575.43
- **C.18.a - Value (excl. sponsor support):** $183175575.43
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $478516388.18
- **C.18.a - Value (excl. sponsor support):** $478516388.18
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: Fortis Family Insurance LLC

- **C.1 - Title:** Fortis Family Insurance LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 349575AA8, C.4 - ISIN: US349575AA87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10345000.00
- **C.18.a - Value (excl. sponsor support):** $10345000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2070-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 375702AA5, C.4 - ISIN: US375702AA54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6140000.00
- **C.18.a - Value (excl. sponsor support):** $6140000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2039-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20575000.00
- **C.18.a - Value (excl. sponsor support):** $20575000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 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: 45699W001, C.3 - LEI: N/A, C.5 - Other ID: 45699W001_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $113000000.00      | $115444981.00      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $112000000.00      | $112232764.00      | U.S. Treasuries (including strips) |
| T 4 02/28/30     | 2030-02-28      | 4.0000%  | 0.0000% | $125000000.00      | $127537179.40      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $118000000.00      | $117350170.10      | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/26 | 2026-08-15      | 4.3750%  | 0.0000% | $42146400.00       | $43079232.80       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $116000000.00      | $119779342.40      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $125000000.00      | $115730125.00      | U.S. Treasuries (including strips) |
| BILL 10/02/25    | 2025-10-02      | 0.0000%  | 0.0000% | $125000000.00      | $124086125.00      | U.S. Treasuries (including strips) |
| BILL 11/28/25    | 2025-11-28      | 0.0000%  | 0.0000% | $146803600.00      | $144760093.90      | U.S. Treasuries (including strips) |

### Security 190: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets 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: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.35_0801
- **C.18 - Value (incl. sponsor support):** $182000000.00
- **C.18.a - Value (excl. sponsor support):** $182000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSD4511 | 2053-12-01      | 6.0000%  | 0.0000% | $42172650.86       | $43789592.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $32101876.35       | $32296841.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6462 | 2053-06-01      | 5.5000%  | 0.0000% | $55120771.81       | $55455538.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9422 | 2053-07-01      | 5.0000%  | 0.0000% | $56964541.94       | $55918027.37       | Agency Mortgage-Backed Securities |

### Security 191: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_4.38_0918
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQY4887 | 2055-05-01      | 6.5000%  | 0.0000% | $1079689.01        | $1131955.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5610 | 2055-06-01      | 6.5000%  | 0.0000% | $1072839.64        | $1124773.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5612 | 2055-06-01      | 6.5000%  | 0.0000% | $1165568.67        | $1218347.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5613 | 2055-06-01      | 6.5000%  | 0.0000% | $1242512.20        | $1297153.74        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5770 | 2055-06-01      | 6.5000%  | 0.0000% | $1573202.14        | $1641643.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5772 | 2055-06-01      | 6.5000%  | 0.0000% | $1678835.28        | $1747128.06        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6720 | 2055-06-01      | 6.5000%  | 0.0000% | $1162719.54        | $1216499.59        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7420 | 2055-06-01      | 6.5000%  | 0.0000% | $1018155.16        | $1064259.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7426 | 2055-06-01      | 6.5000%  | 0.0000% | $1134540.26        | $1197774.62        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7595 | 2055-07-01      | 6.5000%  | 0.0000% | $1055595.00        | $1104355.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7605 | 2055-07-01      | 6.5000%  | 0.0000% | $1204090.28        | $1261261.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7606 | 2055-07-01      | 6.5000%  | 0.0000% | $1073969.51        | $1124186.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7607 | 2055-07-01      | 6.5000%  | 0.0000% | $1448081.24        | $1513652.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0865 | 2052-10-01      | 5.0000%  | 0.0000% | $2080444.47        | $2037151.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2683 | 2052-11-01      | 5.5000%  | 0.0000% | $917643.92         | $929362.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2261 | 2052-10-01      | 5.5000%  | 0.0000% | $1908660.31        | $1923243.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5654 | 2053-01-01      | 5.5000%  | 0.0000% | $992167.82         | $1004839.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8977 | 2053-03-01      | 6.0000%  | 0.0000% | $1274773.49        | $1308868.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8506 | 2053-03-01      | 5.5000%  | 0.0000% | $1073595.14        | $1093475.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0644 | 2053-04-01      | 6.0000%  | 0.0000% | $953312.80         | $992161.24         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG1843 | 2053-05-01      | 4.5000%  | 0.0000% | $1551905.13        | $1483357.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG5033 | 2053-06-01      | 5.5000%  | 0.0000% | $1056796.18        | $1067789.32        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7983 | 2053-08-01      | 6.5000%  | 0.0000% | $1485144.51        | $1573324.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7234 | 2053-07-01      | 6.5000%  | 0.0000% | $795588.31         | $842470.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8636 | 2053-08-01      | 6.0000%  | 0.0000% | $832965.62         | $866910.63         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH0207 | 2053-09-01      | 6.0000%  | 0.0000% | $865947.67         | $900291.15         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5395 | 2053-12-01      | 6.5000%  | 0.0000% | $1746092.35        | $1850457.45        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  | 0.0000% | $1433083.48        | $1531490.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5868 | 2053-11-01      | 6.5000%  | 0.0000% | $1945609.24        | $2060926.80        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5998 | 2053-11-01      | 7.0000%  | 0.0000% | $736647.76         | $786717.95         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH6399 | 2053-12-01      | 6.5000%  | 0.0000% | $822039.13         | $871802.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2272 | 2054-08-01      | 6.0000%  | 0.0000% | $952640.27         | $986297.05         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ2289 | 2054-08-01      | 6.5000%  | 0.0000% | $1126853.58        | $1189426.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3516 | 2054-09-01      | 6.0000%  | 0.0000% | $921325.86         | $953879.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3410 | 2054-09-01      | 6.0000%  | 0.0000% | $976532.59         | $1016321.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8664 | 2055-04-01      | 6.5000%  | 0.0000% | $1265404.91        | $1315067.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9330 | 2055-05-01      | 6.5000%  | 0.0000% | $1080251.77        | $1123746.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0519 | 2055-06-01      | 6.5000%  | 0.0000% | $1148511.54        | $1193266.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1183 | 2055-06-01      | 6.5000%  | 0.0000% | $1095873.44        | $1136049.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1214 | 2055-06-01      | 6.5000%  | 0.0000% | $1490327.40        | $1548448.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2177 | 2055-06-01      | 6.5000%  | 0.0000% | $1865766.29        | $1949357.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2173 | 2055-06-01      | 6.5000%  | 0.0000% | $1504924.79        | $1579761.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2270 | 2055-06-01      | 6.5000%  | 0.0000% | $1826673.71        | $1902987.88        | Agency Mortgage-Backed Securities |
| 05.500 FGPC N70070 G | 2035-06-01      | 5.5000%  | 0.0000% | $796282.12         | $803114.49         | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70076 G | 2035-08-01      | 5.0000%  | 0.0000% | $106858.62         | $106837.54         | Agency Mortgage-Backed Securities |
| 08.000 FGPC G20025 G | 2037-06-01      | 8.0000%  | 0.0000% | $1444530.87        | $1505153.02        | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75105 G | 2032-12-01      | 6.0000%  | 0.0000% | $497765.06         | $518452.18         | Agency Mortgage-Backed Securities |
| 07.500 FGPC A64445 G | 2037-08-01      | 7.5000%  | 0.0000% | $237493.14         | $244307.53         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79257 G | 2035-05-01      | 5.5000%  | 0.0000% | $99890.44          | $102825.66         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05825 G | 2040-03-01      | 5.5000%  | 0.0000% | $1419916.00        | $1456094.51        | Agency Mortgage-Backed Securities |
| 06.000 FGPC H01453 G | 2036-04-01      | 6.0000%  | 0.0000% | $172290.32         | $172964.15         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6219 | 2054-10-01      | 5.5000%  | 0.0000% | $2017300.97        | $2042832.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $930611.01         | $941012.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6491 | 2054-10-01      | 5.5000%  | 0.0000% | $1298387.52        | $1312901.33        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE2549 | 2055-07-01      | 7.0000%  | 0.0000% | $1632500.00        | $1729058.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2860 | 2055-06-01      | 6.5000%  | 0.0000% | $1086307.77        | $1128440.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2861 | 2055-06-01      | 6.5000%  | 0.0000% | $1050869.32        | $1095425.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3005 | 2055-05-01      | 6.5000%  | 0.0000% | $1062716.84        | $1109452.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3145 | 2055-06-01      | 6.5000%  | 0.0000% | $1165038.27        | $1217793.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3291 | 2055-07-01      | 6.5000%  | 0.0000% | $1456672.88        | $1513371.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ8292 | 2045-08-01      | 3.5000%  | 0.0000% | $1729586.69        | $1603122.19        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3120 | 2046-02-01      | 4.0000%  | 0.0000% | $538425.91         | $511910.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7765 | 2046-08-01      | 4.0000%  | 0.0000% | $881470.10         | $832335.49         | Agency Mortgage-Backed Securities |
| FKAR 04.500 WRWR1004 | 2034-04-01      | 4.5000%  | 0.0000% | $60000000.00       | $59212800.00       | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80301 G | 2035-11-01      | 5.5000%  | 0.0000% | $1067285.07        | $1097429.82        | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $595934.24         | $630404.47         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88905 G | 2039-09-01      | 6.0000%  | 0.0000% | $192156.91         | $199238.86         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  | 0.0000% | $836163.59         | $857469.32         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $330041.12         | $336908.73         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90816 G | 2040-01-01      | 5.5000%  | 0.0000% | $199387.59         | $203095.07         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90948 G | 2040-02-01      | 5.5000%  | 0.0000% | $142963.86         | $146567.46         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91145 G | 2040-02-01      | 5.5000%  | 0.0000% | $115118.60         | $117110.88         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91595 G | 2040-03-01      | 5.5000%  | 0.0000% | $103551.21         | $104788.99         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92668 G | 2040-06-01      | 5.5000%  | 0.0000% | $193847.24         | $197631.40         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92680 G | 2040-06-01      | 5.5000%  | 0.0000% | $226067.80         | $230272.51         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91994 G | 2040-04-01      | 5.5000%  | 0.0000% | $68086.61          | $68197.96          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92364 G | 2040-05-01      | 5.5000%  | 0.0000% | $165565.96         | $169375.19         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92716 G | 2040-06-01      | 5.5000%  | 0.0000% | $110454.69         | $111286.00         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93075 G | 2040-07-01      | 5.5000%  | 0.0000% | $121574.80         | $123834.67         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $693414.29         | $700782.97         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93619 G | 2040-08-01      | 5.5000%  | 0.0000% | $185667.04         | $188914.79         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A94013 G | 2040-09-01      | 5.0000%  | 0.0000% | $283978.48         | $289900.19         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A97628 G | 2041-03-01      | 5.5000%  | 0.0000% | $191605.84         | $195769.30         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $346122.70         | $348948.67         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A10254 G | 2033-06-01      | 5.5000%  | 0.0000% | $134591.74         | $135273.49         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A36965 G | 2035-08-01      | 5.5000%  | 0.0000% | $75210.54          | $77128.96          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A37403 G | 2035-09-01      | 5.5000%  | 0.0000% | $90723.42          | $93407.77          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL7512 | 2043-12-01      | 4.0000%  | 0.0000% | $1856674.11        | $1779303.41        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  | 0.0000% | $2143753.20        | $2033528.55        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6130 | 2048-04-01      | 4.5000%  | 0.0000% | $1335820.06        | $1294031.60        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7842 | 2048-08-01      | 4.0000%  | 0.0000% | $1683357.68        | $1582658.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI4294 | 2054-04-01      | 6.0000%  | 0.0000% | $951043.67         | $977744.22         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5185 | 2054-05-01      | 7.0000%  | 0.0000% | $897114.54         | $958741.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $1137242.31        | $1145909.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7785 | 2046-09-01      | 4.0000%  | 0.0000% | $170452.48         | $160824.19         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4663 | 2047-06-01      | 4.0000%  | 0.0000% | $1001048.57        | $945683.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6231 | 2047-07-01      | 4.0000%  | 0.0000% | $1440225.41        | $1360571.35        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6911 | 2047-10-01      | 4.0000%  | 0.0000% | $1215106.52        | $1142505.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ5160 | 2048-04-01      | 4.5000%  | 0.0000% | $2029039.00        | $1974250.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5974 | 2048-07-01      | 4.0000%  | 0.0000% | $546862.31         | $515665.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $467701.83         | $440659.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK3815 | 2048-05-01      | 4.0000%  | 0.0000% | $844049.14         | $799275.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $870378.55         | $845955.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4285 | 2048-09-01      | 4.5000%  | 0.0000% | $1221244.27        | $1190493.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5367 | 2048-05-01      | 4.0000%  | 0.0000% | $284013.35         | $267120.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5172 | 2048-07-01      | 4.0000%  | 0.0000% | $1928794.55        | $1818566.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5489 | 2048-05-01      | 4.0000%  | 0.0000% | $795776.98         | $751049.01         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6101 | 2048-06-01      | 4.0000%  | 0.0000% | $1006781.65        | $953385.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7194 | 2048-08-01      | 4.5000%  | 0.0000% | $506099.83         | $494543.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $836070.96         | $811505.53         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0575 | 2048-11-01      | 4.0000%  | 0.0000% | $787536.11         | $746023.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0559 | 2048-09-01      | 4.5000%  | 0.0000% | $1932301.44        | $1877694.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1938 | 2048-11-01      | 4.0000%  | 0.0000% | $631210.97         | $593832.76         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA1206 | 2042-06-01      | 4.0000%  | 0.0000% | $1455183.14        | $1399148.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH0567 | 2040-12-01      | 5.5000%  | 0.0000% | $96282.53          | $97842.72          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAH2330 | 2041-02-01      | 6.0000%  | 0.0000% | $89440.76          | $91863.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH3741 | 2033-05-01      | 5.5000%  | 0.0000% | $191759.65         | $192594.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH5088 | 2041-03-01      | 5.5000%  | 0.0000% | $74871.48          | $76607.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6111 | 2041-03-01      | 5.5000%  | 0.0000% | $94778.34          | $95369.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6418 | 2041-02-01      | 5.5000%  | 0.0000% | $81265.57          | $82655.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6800 | 2041-03-01      | 5.5000%  | 0.0000% | $777416.78         | $796224.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6834 | 2041-02-01      | 5.5000%  | 0.0000% | $86533.28          | $88414.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH7237 | 2041-03-01      | 5.5000%  | 0.0000% | $83326.98          | $85138.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI0584 | 2041-05-01      | 5.5000%  | 0.0000% | $493209.57         | $503934.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ0275 | 2036-08-01      | 4.5000%  | 0.0000% | $422341.37         | $421174.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 BLAL0283 | 2032-02-01      | 6.0000%  | 0.0000% | $376818.02         | $380753.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2155 | 2042-03-01      | 3.5000%  | 0.0000% | $398451.45         | $372875.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $853453.04         | $812925.40         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN8089 | 2049-03-01      | 4.0000%  | 0.0000% | $503924.46         | $475509.84         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS5553 | 2034-05-01      | 3.5400%  | 0.0000% | $13482927.05       | $12443932.69       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6984 | 2032-10-01      | 4.2900%  | 0.0000% | $1317810.00        | $1296645.97        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8403 | 2034-01-01      | 4.5400%  | 0.0000% | $8068000.00        | $8012406.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $16222767.61       | $15933326.39       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8472 | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $12731876.52       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8720 | 2033-06-01      | 4.4000%  | 0.0000% | $14791125.57       | $14614869.60       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8760 | 2033-07-01      | 4.3400%  | 0.0000% | $48480000.00       | $47740276.02       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9298 | 2033-09-01      | 4.5800%  | 0.0000% | $6156413.24        | $6156084.90        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9299 | 2033-09-01      | 4.5800%  | 0.0000% | $8627752.34        | $8627292.20        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA8921 | 2054-02-01      | 7.0000%  | 0.0000% | $961898.60         | $1024649.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $346726.63         | $341860.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0026 | 2042-10-01      | 3.5000%  | 0.0000% | $552384.14         | $516930.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ1923 | 2042-10-01      | 3.5000%  | 0.0000% | $353698.67         | $330511.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1368 | 2043-12-01      | 4.0000%  | 0.0000% | $544028.87         | $520043.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1821 | 2044-02-01      | 4.5000%  | 0.0000% | $1630443.42        | $1593562.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $831099.70         | $797979.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT4902 | 2043-05-01      | 3.5000%  | 0.0000% | $2106901.64        | $1968365.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9567 | 2045-03-01      | 3.5000%  | 0.0000% | $2062911.56        | $1898503.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1696 | 2055-06-01      | 6.0000%  | 0.0000% | $1010268.60        | $1041111.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1697 | 2055-05-01      | 6.0000%  | 0.0000% | $1240414.50        | $1275432.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7828 | 2052-08-01      | 5.0000%  | 0.0000% | $1926938.60        | $1890545.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1508 | 2052-10-01      | 5.0000%  | 0.0000% | $1128423.88        | $1111810.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6427 | 2053-02-01      | 5.0000%  | 0.0000% | $2047621.63        | $2014320.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6764 | 2053-03-01      | 5.0000%  | 0.0000% | $1329404.11        | $1322696.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7623 | 2053-06-01      | 6.0000%  | 0.0000% | $1597515.55        | $1656749.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7742 | 2053-02-01      | 6.5000%  | 0.0000% | $1528479.90        | $1592366.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0181 | 2053-05-01      | 5.0000%  | 0.0000% | $1984965.31        | $1964781.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0962 | 2053-06-01      | 5.5000%  | 0.0000% | $1757228.78        | $1777627.28        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBY6603 | 2053-07-01      | 4.0000%  | 0.0000% | $1683248.63        | $1566101.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP923295 | 2037-03-01      | 6.5000%  | 0.0000% | $219139.02         | $223613.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL992137 | 2038-10-01      | 6.5000%  | 0.0000% | $690292.44         | $734065.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4358 | 2042-01-01      | 4.0000%  | 0.0000% | $847998.12         | $816494.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $1639603.03        | $1534021.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC1320 | 2034-07-01      | 5.0000%  | 0.0000% | $886139.89         | $891777.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA1943 | 2029-05-01      | 3.5000%  | 0.0000% | $434096.02         | $428872.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 K2796487 | 2034-06-01      | 4.5000%  | 0.0000% | $152280.42         | $150449.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY8486 | 2053-08-01      | 5.0000%  | 0.0000% | $1881501.04        | $1842079.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8659 | 2053-11-01      | 6.5000%  | 0.0000% | $1881624.23        | $1986085.74        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0446 | 2034-02-01      | 4.4050%  | 0.0000% | $9920000.00        | $9757280.58        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1735 | 2034-09-01      | 4.4000%  | 0.0000% | $7653000.00        | $7486567.66        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1736 | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $13660320.24       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1751 | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $29628105.52       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1450 | 2034-07-01      | 4.6800%  | 0.0000% | $11711000.00       | $11691911.07       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1567 | 2034-09-01      | 4.4000%  | 0.0000% | $9736000.00        | $9524267.97        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3612 | 2035-04-01      | 4.6950%  | 0.0000% | $18643000.00       | $18581300.99       | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q00320 G | 2041-04-01      | 5.0000%  | 0.0000% | $309553.81         | $310859.72         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q00637 G | 2041-05-01      | 5.5000%  | 0.0000% | $101040.40         | $103144.00         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01222 G | 2041-06-01      | 5.0000%  | 0.0000% | $218367.84         | $220688.14         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01452 G | 2041-06-01      | 5.5000%  | 0.0000% | $86549.09          | $88351.07          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01540 G | 2041-06-01      | 5.5000%  | 0.0000% | $416272.46         | $425857.28         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $512069.31         | $517509.36         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01932 G | 2041-07-01      | 5.0000%  | 0.0000% | $121886.13         | $122119.99         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01952 G | 2041-07-01      | 5.0000%  | 0.0000% | $452517.61         | $457326.37         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02084 G | 2041-07-01      | 5.0000%  | 0.0000% | $505503.09         | $510875.91         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q02127 G | 2041-07-01      | 5.5000%  | 0.0000% | $258889.46         | $264851.51         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02132 G | 2041-07-01      | 5.0000%  | 0.0000% | $465170.33         | $470539.64         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02187 G | 2041-07-01      | 5.0000%  | 0.0000% | $552683.57         | $553465.98         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $874537.85         | $883832.15         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02246 G | 2041-07-01      | 5.0000%  | 0.0000% | $232847.29         | $235500.97         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02322 G | 2041-07-01      | 5.0000%  | 0.0000% | $184806.10         | $184917.48         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03465 G | 2041-09-01      | 4.0000%  | 0.0000% | $80098.33          | $76970.92          | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40663 G | 2028-03-01      | 3.0000%  | 0.0000% | $26189.96          | $25763.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL838756 | 2035-09-01      | 6.0000%  | 0.0000% | $291506.63         | $304409.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4914 | 2053-11-01      | 6.5000%  | 0.0000% | $1678024.73        | $1751266.59        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7333 | 2054-01-01      | 7.0000%  | 0.0000% | $1197898.74        | $1279040.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3026 | 2054-05-01      | 6.0000%  | 0.0000% | $1982506.46        | $2035108.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9536 | 2040-01-01      | 5.5000%  | 0.0000% | $415137.75         | $422322.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9080 | 2038-01-01      | 5.5000%  | 0.0000% | $826967.22         | $853005.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5073 | 2037-05-01      | 3.5000%  | 0.0000% | $2076133.43        | $1971551.67        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $1891045.51        | $1818242.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $1001354.73        | $936874.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4709 | 2042-08-01      | 4.0000%  | 0.0000% | $1130284.76        | $1084998.02        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  | 0.0000% | $1769376.10        | $1869751.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7973 | 2054-10-01      | 6.0000%  | 0.0000% | $1344712.01        | $1390705.20        | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  | 0.0000% | $1493921.32        | $1450627.48        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42756 G | 2046-09-01      | 3.5000%  | 0.0000% | $419434.67         | $387551.20         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q43886 G | 2046-10-01      | 4.0000%  | 0.0000% | $2056048.96        | $1953438.41        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46373 G | 2047-02-01      | 4.0000%  | 0.0000% | $1876651.46        | $1772383.45        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q47358 G | 2047-04-01      | 3.5000%  | 0.0000% | $844056.01         | $777995.69         | Agency Mortgage-Backed Securities |
| FKAR 04.590 WNWN2495 | 2032-11-01      | 4.5900%  | 0.0000% | $9425000.00        | $9464914.88        | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $19978125.90       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59265 G | 2048-10-01      | 4.5000%  | 0.0000% | $1093907.97        | $1065597.63        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59594 G | 2048-11-01      | 5.0000%  | 0.0000% | $1491844.73        | $1503662.63        | Agency Mortgage-Backed Securities |
| 07.000 FRPC G80366 G | 2031-03-15      | 7.0000%  | 0.0000% | $131993.65         | $133770.33         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE1307 | 2052-04-01      | 4.5000%  | 0.0000% | $1561770.55        | $1512256.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0101 | 2054-09-01      | 6.5000%  | 0.0000% | $1034069.96        | $1083091.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0365 | 2054-08-01      | 6.0000%  | 0.0000% | $1840969.06        | $1904495.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1396 | 2054-08-01      | 5.5000%  | 0.0000% | $1272174.54        | $1277764.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3679 | 2054-10-01      | 5.5000%  | 0.0000% | $1141982.67        | $1157124.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7858 | 2055-01-01      | 5.5000%  | 0.0000% | $1687969.57        | $1703509.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1059 | 2055-02-01      | 5.5000%  | 0.0000% | $1886821.98        | $1895113.31        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD1913 | 2055-01-01      | 7.0000%  | 0.0000% | $1878359.68        | $1995789.71        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD1915 | 2055-01-01      | 7.0000%  | 0.0000% | $1565113.05        | $1661228.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD1601 | 2040-02-01      | 5.5000%  | 0.0000% | $734015.84         | $751768.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3562 | 2035-11-01      | 5.5000%  | 0.0000% | $1086473.22        | $1120677.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8463 | 2040-06-01      | 5.5000%  | 0.0000% | $232691.43         | $237231.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4826 | 2040-10-01      | 4.5000%  | 0.0000% | $281319.34         | $275245.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  | 0.0000% | $154978.19         | $153175.80         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1955 | 2054-12-01      | 5.5000%  | 0.0000% | $1015368.62        | $1032991.69        | Agency Mortgage-Backed Securities |

### Security 192: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2075-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2071-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2057-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52473EAA6, C.4 - ISIN: US52473EAA64, C.3 - LEI: 549300TDU6EBKEPEUV84
- **C.18 - Value (incl. sponsor support):** $19500000.00
- **C.18.a - Value (excl. sponsor support):** $19500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2059-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2044-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60669LAA7, C.4 - ISIN: US60669LAA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25905000.00
- **C.18.a - Value (excl. sponsor support):** $25905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 4.330000%
- **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_4.33_0806
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CU2153 C                          | 2053-05-20      | 5.5000%  | 0.0000% | $14217468.42       | $14336373.85       | Agency Mortgage-Backed Securities  |
| GNII SF CU6728 C                          | 2053-07-20      | 6.0000%  | 0.0000% | $9318416.85        | $9593953.12        | Agency Mortgage-Backed Securities  |
| GNII SF CV6261 C                          | 2053-09-20      | 6.5000%  | 0.0000% | $13801041.71       | $14654893.76       | Agency Mortgage-Backed Securities  |
| 4.44 FCOR 26-28 KX                        | 2028-07-14      | 4.4400%  | 0.0000% | $38440000.00       | $38450673.51       | Agency Mortgage-Backed Securities  |
| 4.23 FCOR 26-28 LD                        | 2028-07-28      | 4.2300%  | 0.0000% | $26064000.00       | $25994213.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7151                      | 2051-05-01      | 2.0000%  | 0.0000% | $34125074.10       | $27057589.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6928                      | 2051-04-01      | 2.0000%  | 0.0000% | $29568662.64       | $23447525.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA4720 M                          | 2047-09-20      | 4.0000%  | 0.0000% | $15818615.94       | $14835225.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5242                      | 2054-12-01      | 5.0000%  | 0.0000% | $13520249.02       | $13232763.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                          | 2050-10-20      | 2.0000%  | 0.0000% | $3011152.30        | $2436780.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M                          | 2050-12-20      | 2.0000%  | 0.0000% | $20946462.39       | $16948320.35       | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M                          | 2052-05-20      | 4.5000%  | 0.0000% | $16075721.59       | $15414655.77       | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                          | 2052-09-20      | 4.0000%  | 0.0000% | $14019572.57       | $13082130.48       | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M                          | 2052-10-20      | 4.5000%  | 0.0000% | $27894023.97       | $26764009.17       | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M                          | 2054-11-20      | 4.5000%  | 0.0000% | $97978572.00       | $93432366.26       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                          | 2055-05-20      | 5.5000%  | 0.0000% | $39798067.20       | $39915962.33       | Agency Mortgage-Backed Securities  |
| GNII SF MB0368 M                          | 2055-05-20      | 6.5000%  | 0.0000% | $250173270.88      | $258420649.80      | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $22861600.00       | $22695975.41       | U.S. Treasuries (including strips) |
| 2 NOTE F 26                               | 2026-11-15      | 2.0000%  | 0.0000% | $22076000.00       | $21590168.68       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-11-13      | 0.0000%  | 0.0000% | $17431300.00       | $17217766.57       | U.S. Treasuries (including strips) |
| BILL 11/04/25                             | 2025-11-04      | 0.0000%  | 0.0000% | $39604600.00       | $39157464.07       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 4.3839%  | 0.0000% | $21999800.00       | $21986380.12       | U.S. Treasuries (including strips) |

### Security 199: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 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: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.36_0801
- **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:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1163.21           | $1202.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA7194 | 2045-12-01      | 3.5000%  | 0.0000% | $54369.91          | $50719.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8440 | 2051-08-01      | 2.5000%  | 0.0000% | $54179.15          | $44991.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM9940 | 2040-03-01      | 3.0000%  | 0.0000% | $21032.49          | $19796.95          | Agency Mortgage-Backed Securities |
| 4.25 FHOR 26-28 SF   | 2028-04-21      | 4.2500%  | 0.0000% | $3880000.00        | $3876866.90        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3882 | 2027-02-01      | 3.5000%  | 0.0000% | $121.20            | $120.32            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255661 | 2035-02-01      | 6.5000%  | 0.0000% | $10358.59          | $10991.55          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL256851 | 2037-07-01      | 7.0000%  | 0.0000% | $13378.82          | $14205.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  | 0.0000% | $452.33            | $450.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 R3BM7783 | 2052-12-01      | 4.0000%  | 0.0000% | $4269624.00        | $3999832.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $13429.65          | $13376.67          | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $188175.56         | $174682.75         | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $775975.59         | $715268.44         | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $443240.01         | $409756.18         | Agency Mortgage-Backed Securities |
| GNII SF 003160 M     | 2031-11-20      | 6.0000%  | 0.0000% | $326.63            | $339.25            | Agency Mortgage-Backed Securities |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $546.60            | $567.09            | Agency Mortgage-Backed Securities |
| GNII SF 003285 M     | 2032-09-20      | 6.0000%  | 0.0000% | $617.71            | $635.66            | Agency Mortgage-Backed Securities |
| GNII SF 003460 M     | 2033-10-20      | 6.0000%  | 0.0000% | $738.51            | $761.94            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA1065 | 2040-09-01      | 4.5000%  | 0.0000% | $31487.87          | $31166.00          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2181 | 2030-10-01      | 4.0000%  | 0.0000% | $2122.12           | $2105.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  | 0.0000% | $10543.56          | $9705.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0095 | 2038-07-01      | 6.0000%  | 0.0000% | $3617.60           | $3800.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  | 0.0000% | $1736.51           | $1738.50           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5956 | 2027-05-01      | 4.0000%  | 0.0000% | $48.72             | $48.67             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9012 | 2054-09-01      | 6.0000%  | 0.0000% | $1241609.58        | $1275679.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888832 | 2037-11-01      | 6.5000%  | 0.0000% | $5923.08           | $6298.53           | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $30595.74          | $28094.13          | Agency Mortgage-Backed Securities |
| GNII SF MA4510 M     | 2047-03-20      | 3.5000%  | 0.0000% | $22630.01          | $20752.10          | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M     | 2048-02-20      | 6.0000%  | 0.0000% | $56794.05          | $59738.08          | Agency Mortgage-Backed Securities |
| GNII SF MA6193 M     | 2034-10-20      | 4.0000%  | 0.0000% | $172336.18         | $169218.50         | Agency Mortgage-Backed Securities |
| GNII SF 003831 M     | 2036-03-20      | 6.0000%  | 0.0000% | $560.41            | $587.68            | Agency Mortgage-Backed Securities |
| GNII SF 003879 M     | 2036-07-20      | 6.0000%  | 0.0000% | $21435.04          | $22660.63          | Agency Mortgage-Backed Securities |
| GNII SF 003899 M     | 2036-09-20      | 6.0000%  | 0.0000% | $3431.63           | $3599.54           | Agency Mortgage-Backed Securities |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $511.97            | $522.68            | Agency Mortgage-Backed Securities |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $717.10            | $738.46            | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $48.16             | $48.26             | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $1135.37           | $1190.63           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2374 | 2053-01-01      | 5.0000%  | 0.0000% | $664625.26         | $652354.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7660 | 2045-11-01      | 4.5000%  | 0.0000% | $20416.12          | $19985.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $3278.31           | $3205.52           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8226 | 2052-02-01      | 2.5000%  | 0.0000% | $168512.65         | $138990.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL939444 | 2037-06-01      | 5.5000%  | 0.0000% | $751.40            | $761.40            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB3416 | 2041-08-01      | 4.0000%  | 0.0000% | $1349.05           | $1297.81           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  | 0.0000% | $2301.41           | $2173.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $7445414.76        | $6786813.23        | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $49812.37          | $52394.39          | Agency Mortgage-Backed Securities |
| GNII SF MA6685 M     | 2035-06-20      | 3.5000%  | 0.0000% | $38889.73          | $37409.73          | Agency Mortgage-Backed Securities |
| GNII SF MA7026 M     | 2035-12-20      | 3.5000%  | 0.0000% | $135839.43         | $130667.43         | Agency Mortgage-Backed Securities |
| GNII SF MA7256 M     | 2051-03-20      | 3.0000%  | 0.0000% | $6590419.05        | $5801183.41        | Agency Mortgage-Backed Securities |
| GNII SF MA7342 M     | 2036-05-20      | 3.5000%  | 0.0000% | $133157.69         | $130236.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL730911 | 2033-08-01      | 5.0000%  | 0.0000% | $158.46            | $160.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL766715 | 2034-03-01      | 5.5000%  | 0.0000% | $7551.40           | $7620.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL781721 | 2035-06-01      | 5.5000%  | 0.0000% | $29062.22          | $29977.43          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $27124689.66       | $22379586.86       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA4240 | 2030-12-01      | 3.0000%  | 0.0000% | $106198.33         | $103466.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $3288128.80        | $2710777.23        | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $12739030.14       | $11190728.42       | Agency Mortgage-Backed Securities |
| GNMI SP 784713 X     | 2047-02-15      | 3.0000%  | 0.0000% | $393011.59         | $349131.85         | Agency Mortgage-Backed Securities |
| GNII SF 698489 C     | 2036-01-20      | 6.0000%  | 0.0000% | $1468.07           | $1521.48           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $38224.48          | $38974.06          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $1929.05           | $1928.25           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4365 | 2053-09-01      | 5.5000%  | 0.0000% | $347822.15         | $349412.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $3883.76           | $3734.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $24808.27          | $24343.77          | Agency Mortgage-Backed Securities |
| GNII SF CO9081 C     | 2053-04-20      | 5.5000%  | 0.0000% | $9785750.67        | $9867592.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7745 | 2053-12-01      | 6.0000%  | 0.0000% | $8041.16           | $8229.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $1041706.35        | $1053845.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD6432 | 2040-06-01      | 4.5000%  | 0.0000% | $2883.92           | $2859.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD6946 | 2040-06-01      | 5.5000%  | 0.0000% | $26004.17          | $26593.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0103 | 2039-05-01      | 6.0000%  | 0.0000% | $247.81            | $260.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0981 | 2041-03-01      | 3.5000%  | 0.0000% | $6538.59           | $6130.55           | Agency Mortgage-Backed Securities |
| GNII SF BU7041 C     | 2050-06-20      | 3.5000%  | 0.0000% | $284970.29         | $259420.61         | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $29727898.71       | $29815962.64       | Agency Mortgage-Backed Securities |

### Security 200: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2069-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: Natixis

- **C.1 - Title:** Natixis 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: N/A, C.5 - Other ID: 63899Y008_4.36_0801
- **C.18 - Value (incl. sponsor support):** $885950000.00
- **C.18.a - Value (excl. sponsor support):** $885950000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $5935865.00        | $5781839.17        | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $110743750.00      | $85190534.91       | U.S. Treasuries (including strips) |
| TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $44297500.00       | $40079137.67       | U.S. Treasuries (including strips) |
| TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $11074375.00       | $9730377.78        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $46319237.90       | $45985501.78       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $50820785.29       | $50954963.21       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $44297500.00       | $46169844.58       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $70108368.62       | $64633696.41       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $6385927.60        | $6011645.29        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $22086155.73       | $20648871.29       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $1328925.00        | $1339140.60        | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  | 0.0000% | $42082625.00       | $41682124.66       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $66404167.38       | $61297377.97       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $575247.34         | $555457.10         | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $48731945.54       | $49536087.58       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $4358519.62        | $3123483.51        | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/51 | 2051-05-15      | 2.3750%  | 0.0000% | $365219332.46      | $230914097.04      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $110743750.00      | $81167293.10       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $219228.33         | $191420.43         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $64824385.63       | $58676138.62       | U.S. Treasuries (including strips) |

### Security 202: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2044-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $6915600.00
- **C.18.a - Value (excl. sponsor support):** $6915600.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $7161625.00
- **C.18.a - Value (excl. sponsor support):** $7161625.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $7607160.00
- **C.18.a - Value (excl. sponsor support):** $7607160.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **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):** $8864108.00
- **C.18.a - Value (excl. sponsor support):** $8864108.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $3899000.00
- **C.18.a - Value (excl. sponsor support):** $3899000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $3073600.00
- **C.18.a - Value (excl. sponsor support):** $3073600.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2666667.01
- **C.18.a - Value (excl. sponsor support):** $2666667.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $2228360.00
- **C.18.a - Value (excl. sponsor support):** $2228360.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $6940220.00
- **C.18.a - Value (excl. sponsor support):** $6940220.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8035713.38
- **C.18.a - Value (excl. sponsor support):** $8035713.38
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $16999999.03
- **C.18.a - Value (excl. sponsor support):** $16999999.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $39302326.05
- **C.18.a - Value (excl. sponsor support):** $39302326.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $4366400.01
- **C.18.a - Value (excl. sponsor support):** $4366400.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $8187000.02
- **C.18.a - Value (excl. sponsor support):** $8187000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $2565260.01
- **C.18.a - Value (excl. sponsor support):** $2565260.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **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):** $16116560.00
- **C.18.a - Value (excl. sponsor support):** $16116560.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $6792452.60
- **C.18.a - Value (excl. sponsor support):** $6792452.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $7164672.50
- **C.18.a - Value (excl. sponsor support):** $7164672.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **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):** $6930120.80
- **C.18.a - Value (excl. sponsor support):** $6930120.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $9220800.00
- **C.18.a - Value (excl. sponsor support):** $9220800.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $10867385.00
- **C.18.a - Value (excl. sponsor support):** $10867385.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **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):** $11684506.00
- **C.18.a - Value (excl. sponsor support):** $11684506.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $13646500.00
- **C.18.a - Value (excl. sponsor support):** $13646500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **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):** $9393500.00
- **C.18.a - Value (excl. sponsor support):** $9393500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $8185585.00
- **C.18.a - Value (excl. sponsor support):** $8185585.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $11971795.89
- **C.18.a - Value (excl. sponsor support):** $11971795.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $6931660.02
- **C.18.a - Value (excl. sponsor support):** $6931660.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $13675215.13
- **C.18.a - Value (excl. sponsor support):** $13675215.13
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $2729000.01
- **C.18.a - Value (excl. sponsor support):** $2729000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $2133250.00
- **C.18.a - Value (excl. sponsor support):** $2133250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.500000%
- **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):** $3948557.20
- **C.18.a - Value (excl. sponsor support):** $3948557.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $6385860.02
- **C.18.a - Value (excl. sponsor support):** $6385860.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $3711440.01
- **C.18.a - Value (excl. sponsor support):** $3711440.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $3820600.01
- **C.18.a - Value (excl. sponsor support):** $3820600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.590000%
- **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):** $11079740.03
- **C.18.a - Value (excl. sponsor support):** $11079740.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.530000%
- **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):** $10654356.21
- **C.18.a - Value (excl. sponsor support):** $10654356.21
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $17325000.00
- **C.18.a - Value (excl. sponsor support):** $17325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2062-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2061-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2058-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2061-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2059-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 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: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQY3311 | 2055-05-01      | 6.5000%  | 0.0000% | $997.54            | $1043.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $14095635.64       | $14389346.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $962.25            | $864.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  | 0.0000% | $1766547.15        | $1586865.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | 0.0000% | $4123142.56        | $4209060.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  | 0.0000% | $824399.77         | $829439.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | 0.0000% | $16624590.43       | $13855604.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1018 | 2055-02-01      | 5.0000%  | 0.0000% | $3262740.27        | $3195885.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  | 0.0000% | $4898905.07        | $5086724.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1469 | 2054-12-01      | 5.0000%  | 0.0000% | $38568036.40       | $38130083.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1985 | 2050-07-01      | 3.5000%  | 0.0000% | $3928807.94        | $3593777.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM2632 | 2050-03-01      | 2.5000%  | 0.0000% | $473.75            | $394.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  | 0.0000% | $1287184.41        | $1265285.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6289 | 2055-06-01      | 6.5000%  | 0.0000% | $999.02            | $1043.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5898 | 2055-06-01      | 6.0000%  | 0.0000% | $1982906.73        | $2037057.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  | 0.0000% | $10313552.43       | $10126203.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  | 0.0000% | $907.29            | $866.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $8022786.95        | $8099022.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $2282737.01        | $2254569.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | 0.0000% | $5310.82           | $5331.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $390613.47         | $383233.47         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | 0.0000% | $886876.17         | $906023.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $16277980.79       | $16710144.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | 0.0000% | $1404562.24        | $1413092.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $923.14            | $945.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  | 0.0000% | $749.64            | $757.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4359 | 2053-06-01      | 6.0000%  | 0.0000% | $440456.51         | $452957.55         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  | 0.0000% | $752.00            | $768.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5298 | 2053-12-01      | 6.0000%  | 0.0000% | $974.34            | $1006.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH6183 | 2053-12-01      | 6.0000%  | 0.0000% | $910.93            | $940.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7103 | 2053-12-01      | 6.5000%  | 0.0000% | $869.90            | $917.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0167 | 2054-07-01      | 5.5000%  | 0.0000% | $883.56            | $883.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | 0.0000% | $1989.21           | $1989.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE0095 | 2055-06-01      | 4.5000%  | 0.0000% | $6992.07           | $6662.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0993 | 2055-06-01      | 5.5000%  | 0.0000% | $1056163.49        | $1064927.89        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $311603.87         | $327781.41         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G04641 G | 2038-08-01      | 6.0000%  | 0.0000% | $736382.94         | $774652.76         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $109.48            | $112.45            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G06374 G | 2035-11-01      | 6.5000%  | 0.0000% | $719887.21         | $747079.99         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G07058 G | 2039-09-01      | 6.0000%  | 0.0000% | $362685.88         | $390902.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9426 | 2054-11-01      | 6.0000%  | 0.0000% | $1826131.61        | $1877681.48        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  | 0.0000% | $5185592.71        | $4333150.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  | 0.0000% | $151567.42         | $141465.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $871.74            | $832.18            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $14823.29          | $14150.57          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  | 0.0000% | $738.29            | $773.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  | 0.0000% | $25797867.77       | $26047754.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $1212148.10        | $1247620.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $2016021.53        | $2058575.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4718 | 2055-07-01      | 6.0000%  | 0.0000% | $8000.00           | $8164.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTDE4721 | 2045-07-01      | 5.5000%  | 0.0000% | $972122.00         | $986381.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $94980.19          | $81979.30          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | 0.0000% | $319545.65         | $322433.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $1824118.54        | $1654261.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9672 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $981.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | 0.0000% | $6653852.89        | $6667788.28        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0311 | 2055-01-01      | 4.5000%  | 0.0000% | $3834984.17        | $3659955.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | 0.0000% | $11155561.46       | $11427757.16       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | 0.0000% | $1993.10           | $1899.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $12537866.12       | $12566356.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1141 | 2055-03-01      | 5.5000%  | 0.0000% | $3401338.54        | $3430410.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  | 0.0000% | $1279540.59        | $1308904.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $930.17            | $937.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | 0.0000% | $2902125.09        | $2920090.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | 0.0000% | $4660914.14        | $4661852.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $6193251.27        | $6198325.60        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $132.20            | $124.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $903.35            | $923.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | 0.0000% | $942.37            | $965.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $7422232.58        | $7423726.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | 0.0000% | $967464.71         | $945293.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $213867.03         | $183727.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  | 0.0000% | $31640775.54       | $31969913.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $9671705.98        | $9749150.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | 0.0000% | $860.70            | $884.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $935.75            | $945.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $946.30            | $947.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | 0.0000% | $7918888.05        | $8251890.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | 0.0000% | $954.31            | $993.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  | 0.0000% | $9307474.41        | $9675209.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3547 | 2055-02-01      | 6.5000%  | 0.0000% | $19224224.90       | $20160342.13       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | 0.0000% | $338191.78         | $340259.60         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  | 0.0000% | $11546838.63       | $11397788.19       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $92433660.35       | $92880885.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  | 0.0000% | $12325557.18       | $12062513.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $88303071.06       | $88730310.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $44307522.58       | $45217333.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  | 0.0000% | $5950688.39        | $6177022.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $91740875.21       | $92135116.30       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $17975651.58       | $18318447.25       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0038 | 2055-07-01      | 4.5000%  | 0.0000% | $48949513.00       | $46644969.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PZA3181 | 2044-10-01      | 4.0000%  | 0.0000% | $620191.50         | $573112.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  | 0.0000% | $358868.88         | $366661.12         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $677.17            | $600.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $86566.68          | $81069.56          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  | 0.0000% | $687215.76         | $722043.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  | 0.0000% | $11653101.94       | $10838383.09       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1900920.17        | $1862407.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  | 0.0000% | $2297020.22        | $2096048.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $16824128.61       | $13319539.25       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $20015.01          | $16469.92          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2608292.29        | $2437039.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $75891316.76       | $68172157.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $3560.28           | $3630.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $802.27            | $835.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $15144973.31       | $15193033.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | 0.0000% | $7904727.60        | $8205399.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $603.25            | $599.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | 0.0000% | $809600.57         | $818411.72         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  | 0.0000% | $274938.83         | $291080.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  | 0.0000% | $919747.71         | $883565.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $4406657.67        | $3962378.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8584 | 2043-06-01      | 3.5000%  | 0.0000% | $10889771.66       | $10181725.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | 0.0000% | $122.87            | $114.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $190.81            | $176.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | 0.0000% | $1958351.15        | $1812723.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5462 | 2045-07-01      | 3.5000%  | 0.0000% | $12197580.97       | $11308373.25       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  | 0.0000% | $10875218.48       | $10059758.35       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3510628.15        | $3248119.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $10572099.50       | $9718261.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $11934028.73       | $10550874.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | 0.0000% | $4335911.06        | $4107379.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $17730970.00       | $15675950.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $184.87            | $174.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 RIAX9709 | 2030-08-01      | 2.0000%  | 0.0000% | $347445.48         | $331698.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4148 | 2052-03-01      | 3.0000%  | 0.0000% | $156460.72         | $135746.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $434457.10         | $414654.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  | 0.0000% | $2235311.11        | $2226717.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | 0.0000% | $13529951.77       | $13822049.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $748.41            | $737.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $1574898.06        | $1460804.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAB8287 | 2042-04-01      | 4.0000%  | 0.0000% | $108.32            | $103.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $197824.99         | $189166.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $5864775.23        | $6103753.09        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | 0.0000% | $970.75            | $929.84            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $426.01            | $354.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | 0.0000% | $3295160.02        | $3315432.94        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $391.23            | $358.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $12184241.71       | $11423010.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $5900666.50        | $5984339.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | 0.0000% | $2935212.08        | $3093909.21        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $811.69            | $638.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $202633.06         | $174140.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | 0.0000% | $494990.95         | $517000.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7242 | 2053-07-01      | 6.0000%  | 0.0000% | $2542727.79        | $2594062.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $192.62            | $181.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | 0.0000% | $7000303.71        | $6833416.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2002 | 2048-07-01      | 4.0000%  | 0.0000% | $10787794.38       | $10165115.70       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | 0.0000% | $119.44            | $114.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $7426700.62        | $6189407.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $20087599.83       | $16741735.54       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | 0.0000% | $9605224.88        | $8143226.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | 0.0000% | $6977167.03        | $5547264.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $56330729.71       | $46973312.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $18483962.58       | $14696407.66       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $13892087.11       | $10916369.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $17837079.51       | $14194581.40       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $10248981.04       | $8156053.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | 0.0000% | $29897700.36       | $23788633.49       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $24732645.41       | $19683888.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $13112273.69       | $10352253.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | 0.0000% | $62680095.84       | $49658974.54       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $136.26            | $127.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  | 0.0000% | $33071113.43       | $30639284.23       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $76.38             | $72.36             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $5056931.51        | $4552303.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $10914351.18       | $10213809.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $1484571.73        | $1281289.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $51104619.85       | $45940838.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | 0.0000% | $196869.84         | $204673.56         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | 0.0000% | $1954994.55        | $1995810.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  | 0.0000% | $18970465.51       | $19377419.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $2945002.77        | $2883198.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9454 | 2053-07-01      | 6.0000%  | 0.0000% | $891188.90         | $911944.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4956 | 2052-12-01      | 6.5000%  | 0.0000% | $6873598.28        | $7153330.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1787 | 2052-10-01      | 5.5000%  | 0.0000% | $857532.17         | $866916.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  | 0.0000% | $669.51            | $659.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | 0.0000% | $44574119.05       | $35219645.86       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  | 0.0000% | $3277121.45        | $2723112.05        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $1877514.60        | $1480243.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $800.48            | $630.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $3274204.66        | $2585530.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $402935.60         | $332773.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $47420.16          | $37344.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $1587.00           | $1308.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $2316911.74        | $2272671.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $1604585.59        | $1605776.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $161177.62         | $161210.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | 0.0000% | $12802125.61       | $12199401.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $14255.78          | $14940.11          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  | 0.0000% | $362218.65         | $377955.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB7451 | 2055-01-01      | 4.5000%  | 0.0000% | $640805.14         | $610636.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $2538952.71        | $2649454.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  | 0.0000% | $9460.05           | $7695.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $1182813.60        | $933840.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | 0.0000% | $1174.69           | $975.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | 0.0000% | $24902252.21       | $19799498.51       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | 0.0000% | $42943045.16       | $34143485.59       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $1058742.16        | $838790.24         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $1807.25           | $1436.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  | 0.0000% | $16209115.52       | $12900294.74       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9277 | 2051-02-01      | 2.0000%  | 0.0000% | $731.20            | $579.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0100 | 2041-04-01      | 2.5000%  | 0.0000% | $66952.24          | $59546.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0362 | 2051-05-01      | 2.5000%  | 0.0000% | $30884492.67       | $25759622.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $849144.58         | $730434.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $798709.69         | $762248.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  | 0.0000% | $397050.66         | $370584.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $1997664.01        | $2007275.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $13030545.77       | $13060025.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1674.59           | $1642.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $7693193.48        | $7864213.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $3136226.07        | $3074990.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $132561753.73      | $132680175.50      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $654555.67         | $672094.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $23866.91          | $22126.73          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | 0.0000% | $2078580.29        | $2146982.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5429 | 2044-07-01      | 5.5000%  | 0.0000% | $1935541.32        | $1970590.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  | 0.0000% | $1376728.73        | $1345320.96        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  | 0.0000% | $2754850.78        | $2541321.38        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1987175.09        | $1821775.89        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $692761.93         | $727595.85         | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | 0.0000% | $107.04            | $110.25            | Agency Mortgage-Backed Securities  |
| 05.000 FRPC G80393 G | 2036-08-20      | 5.0000%  | 0.0000% | $158.31            | $158.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB2296 | 2050-08-01      | 2.0000%  | 0.0000% | $637.22            | $507.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0438 | 2054-09-01      | 6.5000%  | 0.0000% | $2276646.72        | $2387520.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $9620996.18        | $9707992.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2953 | 2054-09-01      | 5.5000%  | 0.0000% | $3476850.38        | $3479699.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9574 | 2055-01-01      | 6.0000%  | 0.0000% | $2174625.92        | $2225783.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $1989.92           | $1965.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  | 0.0000% | $64549.85          | $61511.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $5925079.69        | $6074346.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | 0.0000% | $12559626.15       | $13237339.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $7958288.61        | $7904129.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | 0.0000% | $11377057.19       | $11511230.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $836.14            | $847.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  | 0.0000% | $8119462.86        | $8503315.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  | 0.0000% | $3759076.88        | $3773291.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  | 0.0000% | $10369309.75       | $10594417.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $10684575.51       | $10801489.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $9173654.30        | $9442735.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $271392.34         | $280972.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $7124356.64        | $7510359.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $1815367.43        | $1869837.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $911.91            | $916.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $8302237.78        | $8396935.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $2544595.40        | $2599797.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  | 0.0000% | $14798620.74       | $15405092.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  | 0.0000% | $9070619.49        | $9319716.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $26388519.06       | $27014217.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | 0.0000% | $4678488.07        | $4654078.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $11257838.88       | $11347972.88       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB6778 | 2053-07-01      | 7.0000%  | 0.0000% | $2301823.92        | $2446254.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $849482.70         | $850929.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $80836431.69       | $82570534.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $1597879.55        | $1600831.37        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $230482.85         | $248160.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $1371474.56        | $1427356.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $992.94            | $978.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $52086032.93       | $50901891.71       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $1861.57           | $1897.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $2369210.29        | $2368220.75        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0638 | 2054-12-01      | 4.5000%  | 0.0000% | $3354372.30        | $3196448.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  | 0.0000% | $7356269.46        | $6731991.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2143 | 2055-04-01      | 6.0000%  | 0.0000% | $9446676.91        | $9680123.19        | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $157500.00         | $162303.09         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $565800.00         | $566975.87         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $8397800.00        | $8331305.94        | U.S. Treasuries (including strips) |
| 4  NOTE AK 26        | 2026-02-15      | 4.0000%  | 0.0000% | $556000.00         | $565287.17         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $8359100.00        | $8229815.67        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $7248900.00        | $7320925.07        | U.S. Treasuries (including strips) |

### Security 250: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_4.40_0807
- **C.18 - Value (incl. sponsor support):** $467225000.00
- **C.18.a - Value (excl. sponsor support):** $467225000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $175349496.60      | $167213280.00      | Agency Mortgage-Backed Securities  |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $93811665.60       | $83599984.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $70067257.20       | $64195387.51       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $23639718.60       | $21658584.11       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $85479434.00       | $80163410.98       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $67062096.00       | $63326893.71       | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1100000.00        | $1135838.59        | U.S. Treasuries (including strips) |

### Security 251: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 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: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.37_0806
- **C.18 - Value (incl. sponsor support):** $121986875.00
- **C.18.a - Value (excl. sponsor support):** $121986875.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE B 31 | 2031-02-15      | 1.1250%  | 0.0000% | $50500000.00       | $43733749.42       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $42715451.90       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6179448.40        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6932510.66        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5811519.04        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5344166.90        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6374500.38        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33 | 2033-08-15      | 3.8750%  | 0.0000% | $7400000.00        | $7364919.09        | U.S. Treasuries (including strips) |

### Security 252: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA 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: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_4.37_0801
- **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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLFA0052 | 2052-03-01      | 2.0000%  | 0.0000% | $4233229.45        | $3379499.96        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA1903 | 2037-04-01      | 3.0000%  | 0.0000% | $1667822.37        | $1607267.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFA1905 | 2037-03-01      | 3.5000%  | 0.0000% | $2623395.91        | $2533255.16        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2001 | 2050-05-01      | 3.5000%  | 0.0000% | $2195481.46        | $1988060.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $3418715.82        | $3354124.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6638 | 2055-06-01      | 5.5000%  | 0.0000% | $2197869.80        | $2200213.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6660 | 2055-07-01      | 5.5000%  | 0.0000% | $1608081.65        | $1609796.40        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8797 | 2055-07-01      | 7.0000%  | 0.0000% | $2740601.15        | $2930607.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1972 | 2055-06-01      | 5.5000%  | 0.0000% | $2181253.90        | $2183442.43        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07233 G | 2042-11-01      | 3.5000%  | 0.0000% | $2915005.62        | $2730175.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8621 | 2054-10-01      | 6.5000%  | 0.0000% | $1498851.88        | $1562662.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7939 | 2052-09-01      | 5.0000%  | 0.0000% | $1785231.56        | $1753907.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  | 0.0000% | $2551194.54        | $2555256.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8753 | 2053-03-01      | 5.5000%  | 0.0000% | $2782852.29        | $2785132.38        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA8782 | 2053-03-01      | 4.0000%  | 0.0000% | $2981186.15        | $2768601.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS1574 | 2037-05-01      | 3.5000%  | 0.0000% | $3064267.10        | $2976186.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1857 | 2052-05-01      | 2.5000%  | 0.0000% | $3397493.04        | $2817892.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8754 | 2055-07-01      | 5.5000%  | 0.0000% | $1736146.30        | $1742987.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9885 | 2055-08-01      | 5.5000%  | 0.0000% | $1590921.50        | $1599174.14        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4757 | 2047-11-01      | 4.0000%  | 0.0000% | $1993431.64        | $1891352.66        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9993 | 2053-10-01      | 6.0000%  | 0.0000% | $1977766.13        | $2034266.95        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PSE9047 | 2048-03-01      | 3.0000%  | 0.0000% | $1787409.93        | $1542363.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 R3BF0592 | 2050-03-01      | 3.5000%  | 0.0000% | $2766751.46        | $2588519.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9287 | 2048-02-01      | 4.5000%  | 0.0000% | $2241728.12        | $2194687.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $2180155.50        | $2129445.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7606 | 2048-09-01      | 4.5000%  | 0.0000% | $2457050.70        | $2415406.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4782 | 2048-11-01      | 4.5000%  | 0.0000% | $1987094.44        | $1917981.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $4103109.32        | $3314054.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQBM6970 | 2044-10-01      | 4.5000%  | 0.0000% | $2666950.64        | $2604303.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1502 | 2054-05-01      | 5.5000%  | 0.0000% | $2112110.68        | $2112535.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3010 | 2054-12-01      | 5.0000%  | 0.0000% | $2857068.79        | $2807791.98        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  | 0.0000% | $2150871.52        | $2166587.23        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZA3596 | 2043-02-01      | 3.5000%  | 0.0000% | $1728850.50        | $1603618.91        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PZA3142 | 2043-07-01      | 3.5000%  | 0.0000% | $2503184.58        | $2284738.34        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0262 | 2048-01-01      | 4.0000%  | 0.0000% | $3070182.58        | $2882070.45        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $2985783.85        | $2742187.68        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $3311962.88        | $3232128.02        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0537 | 2036-04-01      | 2.0000%  | 0.0000% | $891735.67         | $822560.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL1584 | 2042-04-01      | 3.5000%  | 0.0000% | $1923714.57        | $1801444.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2570 | 2052-11-01      | 5.0000%  | 0.0000% | $1774116.08        | $1746730.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7608 | 2045-11-01      | 3.5000%  | 0.0000% | $2603259.14        | $2402565.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $2128420.08        | $1991364.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4919 | 2054-09-01      | 6.0000%  | 0.0000% | $3265508.50        | $3377188.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW4804 | 2052-08-01      | 4.0000%  | 0.0000% | $2160239.05        | $2006199.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8952 | 2052-09-01      | 5.0000%  | 0.0000% | $2751023.16        | $2700909.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6418 | 2053-02-01      | 5.0000%  | 0.0000% | $2032252.56        | $2001623.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL890724 | 2046-01-01      | 3.5000%  | 0.0000% | $2757453.36        | $2565359.96        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $2233255.59        | $2192223.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1706 | 2048-05-01      | 4.5000%  | 0.0000% | $2413993.27        | $2342464.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2095 | 2048-07-01      | 4.5000%  | 0.0000% | $2448040.54        | $2406037.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $2785838.53        | $2727976.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2730 | 2048-11-01      | 4.5000%  | 0.0000% | $2437938.39        | $2396620.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $1541049.69        | $1544375.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $2263375.98        | $2267471.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6404 | 2054-01-01      | 6.5000%  | 0.0000% | $2078535.75        | $2175631.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6431 | 2054-02-01      | 6.5000%  | 0.0000% | $1597945.77        | $1672591.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5055 | 2054-06-01      | 6.5000%  | 0.0000% | $1520316.93        | $1588513.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $3103838.74        | $3219499.15        | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81623 G | 2045-03-01      | 4.0000%  | 0.0000% | $1630578.64        | $1546079.34        | Agency Mortgage-Backed Securities |
| 04.500 FGPC V83241 G | 2047-06-01      | 4.5000%  | 0.0000% | $2671522.99        | $2614320.34        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46156 G | 2047-02-01      | 4.0000%  | 0.0000% | $2707961.93        | $2558217.95        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1670 | 2052-05-01      | 4.0000%  | 0.0000% | $2466054.97        | $2294228.48        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE2861 | 2052-06-01      | 4.5000%  | 0.0000% | $2216636.00        | $2124395.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5757 | 2052-07-01      | 4.5000%  | 0.0000% | $2691651.71        | $2569975.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7264 | 2052-08-01      | 5.0000%  | 0.0000% | $2895190.13        | $2842598.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7923 | 2052-08-01      | 5.0000%  | 0.0000% | $2627563.70        | $2587965.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8491 | 2052-08-01      | 5.0000%  | 0.0000% | $1668034.02        | $1637426.71        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4168 | 2055-04-01      | 6.5000%  | 0.0000% | $2790888.58        | $2906444.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $1835260.12        | $1808361.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6746 | 2053-07-01      | 5.5000%  | 0.0000% | $2466430.98        | $2477118.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $1824214.53        | $1789566.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7061 | 2053-09-01      | 6.5000%  | 0.0000% | $1893660.96        | $2002473.88        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8190 | 2054-03-01      | 7.0000%  | 0.0000% | $2178075.55        | $2339147.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9825 | 2055-01-01      | 6.0000%  | 0.0000% | $2500423.62        | $2554155.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5562 | 2044-12-01      | 5.0000%  | 0.0000% | $1722580.24        | $1717441.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-07-01      | 5.5000%  | 0.0000% | $2562740.95        | $2561670.58        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9842 | 2055-04-01      | 6.5000%  | 0.0000% | $1879266.00        | $1956161.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9191 | 2055-03-01      | 6.5000%  | 0.0000% | $254904.79         | $266402.95         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0157 | 2055-04-01      | 6.5000%  | 0.0000% | $1575862.03        | $1637318.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1828 | 2055-05-01      | 6.0000%  | 0.0000% | $1924575.41        | $1966896.82        | Agency Mortgage-Backed Securities |

### Security 253: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 4.370000%
- **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_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFA0579 | 2053-07-01      | 2.5000%  | 0.0000% | $626952.31         | $519843.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0988 | 2055-03-01      | 5.5000%  | 0.0000% | $97895908.00       | $98544305.20       | Agency Mortgage-Backed Securities  |
| GNII ET CS6226 C     | 2062-07-20      | 2.5000%  | 0.0000% | $258838.92         | $207522.90         | Agency Mortgage-Backed Securities  |
| GNII ET CS5453 C     | 2062-02-20      | 2.5000%  | 0.0000% | $310207.00         | $248702.99         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1295 C     | 2054-04-20      | 7.5000%  | 0.0000% | $955060.43         | $1008905.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9523 | 2053-03-01      | 6.0000%  | 0.0000% | $48165.81          | $49525.96          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9425 | 2054-02-01      | 6.5000%  | 0.0000% | $1255202.65        | $1316999.62        | Agency Mortgage-Backed Securities  |
| FMAR 841663 G        | 2037-09-01      | 6.7740%  | 0.0000% | $3002004.60        | $3114432.67        | Agency Mortgage-Backed Securities  |
| 3.30 FCSB 28 BV      | 2028-05-17      | 3.3000%  | 0.0000% | $19000.00          | $18755.34          | Agency Mortgage-Backed Securities  |
| 2.15 FCOR 22-36 BB   | 2036-09-15      | 2.1500%  | 0.0000% | $651000.00         | $497517.78         | Agency Mortgage-Backed Securities  |
| 2.23 FCOR 21-36 BD   | 2036-09-29      | 2.2300%  | 0.0000% | $221000.00         | $170517.90         | Agency Mortgage-Backed Securities  |
| 3.37 FCOR 22-25 ML   | 2025-12-08      | 3.3700%  | 0.0000% | $11000.00          | $11009.39          | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 27 GT      | 2027-01-13      | 4.2500%  | 0.0000% | $10000.00          | $10021.95          | Agency Mortgage-Backed Securities  |
| 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  | 0.0000% | $2000000.00        | $2008385.67        | Agency Mortgage-Backed Securities  |
| 4.25 FCSB 28 EY      | 2028-01-28      | 4.2500%  | 0.0000% | $13000.00          | $13052.44          | Agency Mortgage-Backed Securities  |
| 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  | 0.0000% | $179000.00         | $179715.46         | Agency Mortgage-Backed Securities  |
| 5.29 FCOR 26-34 DL   | 2034-07-03      | 5.2900%  | 0.0000% | $18538000.00       | $18530222.28       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7673 | 2052-07-01      | 4.5000%  | 0.0000% | $776363.80         | $740821.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0093 | 2055-08-01      | 6.0000%  | 0.0000% | $91377208.00       | $93119771.36       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0503 | 2053-12-01      | 6.5000%  | 0.0000% | $14127071.66       | $14834649.59       | Agency Mortgage-Backed Securities  |
| FMZC 11/15/38 U4     | 2038-11-15      | 0.0000%  | 0.0000% | $2345000.00        | $1205142.40        | Agency Mortgage-Backed Securities  |
| 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  | 0.0000% | $270000.00         | $266870.92         | Agency Mortgage-Backed Securities  |
| 1.87 FHOR 22-36 CL   | 2036-02-08      | 1.8700%  | 0.0000% | $500000.00         | $378622.19         | Agency Mortgage-Backed Securities  |
| FHOR 22-31 KD        | 2031-02-25      | 1.2500%  | 0.0000% | $200000.00         | $176311.33         | Agency Mortgage-Backed Securities  |
| 0.875 FHLB 26 GK     | 2026-06-12      | 0.8750%  | 0.0000% | $140000.00         | $136165.68         | Agency Mortgage-Backed Securities  |
| 1.625 FHLB 31 SC     | 2031-12-12      | 1.6250%  | 0.0000% | $20000.00          | $17054.84          | Agency Mortgage-Backed Securities  |
| 4.50 FHLB 28 3Y      | 2028-03-10      | 4.5000%  | 0.0000% | $60000.00          | $61844.10          | Agency Mortgage-Backed Securities  |
| 4.80 FHOR 26-28 92   | 2028-03-06      | 4.8000%  | 0.0000% | $420000.00         | $428582.42         | Agency Mortgage-Backed Securities  |
| 3.625 FHLB 26 G7372  | 2026-09-04      | 3.6250%  | 0.0000% | $480000.00         | $484326.76         | Agency Mortgage-Backed Securities  |
| 5.90 FHOR 26-40 CP   | 2040-07-02      | 5.9000%  | 0.0000% | $1585000.00        | $1591101.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | 0.0000% | $2958023.80        | $3103868.18        | Agency Mortgage-Backed Securities  |
| 5.75 FHLB 26 S       | 2026-06-12      | 5.7500%  | 0.0000% | $10000.00          | $10195.96          | Agency Mortgage-Backed Securities  |
| FMIN 09/15/2030 E    | 2030-09-15      | 0.0000%  | 0.0000% | $16000.00          | $12907.09          | Agency Mortgage-Backed Securities  |
| 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $155798000.00      | $129413920.30      | Agency Mortgage-Backed Securities  |
| FNIN 07/15/37        | 2037-07-15      | 0.0000%  | 0.0000% | $562000.00         | $312417.49         | Agency Mortgage-Backed Securities  |
| 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $277000.00         | $239371.70         | Agency Mortgage-Backed Securities  |
| 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  | 0.0000% | $913000.00         | $896025.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5225 | 2053-07-01      | 5.0000%  | 0.0000% | $19128.40          | $19033.82          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $3964.98           | $4128.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $89655183.47       | $91364907.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7369 | 2053-03-01      | 5.5000%  | 0.0000% | $11274341.00       | $11342825.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZLFP0050 | 2050-10-25      | 3.5000%  | 0.0000% | $798529.90         | $718406.75         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $768.91            | $754.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1991 | 2052-12-01      | 5.0000%  | 0.0000% | $43122.37          | $42517.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2374 | 2053-01-01      | 5.0000%  | 0.0000% | $20189.10          | $19816.34          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $10048042.90       | $10439323.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3171 | 2053-06-01      | 5.5000%  | 0.0000% | $823826.30         | $830419.66         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5172 | 2052-07-01      | 4.0000%  | 0.0000% | $4231196.41        | $3955057.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6288 | 2052-08-01      | 4.5000%  | 0.0000% | $2269859.63        | $2167193.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9886 | 2052-10-01      | 4.5000%  | 0.0000% | $637395.69         | $607884.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX1922 | 2053-02-01      | 6.0000%  | 0.0000% | $2077156.65        | $2134911.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9431 | 2053-03-01      | 5.5000%  | 0.0000% | $15811.10          | $15860.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $18923042.50       | $17210538.70       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $39324.34          | $36489.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $116204585.49      | $98069736.57       | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $55124963.95       | $54324641.37       | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $15536530.63       | $15299702.12       | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $143312234.12      | $144380387.90      | Agency Mortgage-Backed Securities  |
| GNII SP 787290 C     | 2053-09-20      | 5.5000%  | 0.0000% | $8732512.39        | $8834816.68        | Agency Mortgage-Backed Securities  |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $300852.73         | $297225.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $1404616.54        | $1433619.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2754 | 2054-03-01      | 5.5000%  | 0.0000% | $2874550.45        | $2877615.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7706 | 2050-11-01      | 2.0000%  | 0.0000% | $323203.36         | $258022.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $10154157.00       | $9127202.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $65064.08          | $64212.18          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $87735901.60       | $83730757.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA4787 | 2052-07-01      | 4.0000%  | 0.0000% | $743715.16         | $676984.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $2279823.01        | $2283683.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $76991220.92       | $75896149.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $69312740.60       | $69849868.11       | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $28864464.83       | $29088145.18       | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $82856376.90       | $83196944.20       | Agency Mortgage-Backed Securities  |
| GNII ET CO7150 C     | 2062-04-20      | 3.0000%  | 0.0000% | $970621.85         | $832784.81         | Agency Mortgage-Backed Securities  |
| FCDN 08/12/25        | 2025-08-12      | 0.0000%  | 0.0000% | $1800000.00        | $1797228.00        | Agency Mortgage-Backed Securities  |
| FHDN 09/03/25        | 2025-09-03      | 0.0000%  | 0.0000% | $28000000.00       | $27885200.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0392 | 2054-09-01      | 6.0000%  | 0.0000% | $86848019.35       | $88504211.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5635 | 2053-02-01      | 5.0000%  | 0.0000% | $9074441.90        | $8888077.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  | 0.0000% | $204850.54         | $205662.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  | 0.0000% | $5698422.14        | $5820881.23        | Agency Mortgage-Backed Securities  |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $2960.55           | $2743.55           | Agency Mortgage-Backed Securities  |
| 5.98 TVBD 36 A       | 2036-04-01      | 5.9800%  | 0.0000% | $11570000.00       | $12902416.62       | Agency Mortgage-Backed Securities  |
| 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $13000.00          | $12836.80          | Agency Mortgage-Backed Securities  |
| TVIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $3358000.00        | $3098191.54        | Agency Mortgage-Backed Securities  |
| TVIN 01/15/36        | 2036-01-15      | 0.0000%  | 0.0000% | $11809000.00       | $7023402.75        | Agency Mortgage-Backed Securities  |
| TVIN 07/15/36        | 2036-07-15      | 0.0000%  | 0.0000% | $15285000.00       | $8867653.89        | Agency Mortgage-Backed Securities  |
| 6.15 TVPR 38 B       | 2038-01-15      | 0.0000%  | 0.0000% | $14266000.00       | $7371313.53        | Agency Mortgage-Backed Securities  |
| 5.50 TVPR 38 C       | 2038-06-15      | 0.0000%  | 0.0000% | $9913000.00        | $5150368.54        | Agency Mortgage-Backed Securities  |
| 5.25 TVPR 39 C       | 2039-09-15      | 0.0000%  | 0.0000% | $5050000.00        | $2415137.25        | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $400000.00         | $331812.80         | Corporate Debt Securities          |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $235159000.00      | $193028148.70      | Corporate Debt Securities          |
| 6 7/8 TPRN 25        | 2025-08-15      | 0.0000%  | 0.0000% | $16800.00          | $16772.11          | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27        | 2027-02-15      | 0.0000%  | 0.0000% | $18200.00          | $17163.36          | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  | 0.0000% | $222900.00         | $204114.43         | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28        | 2028-08-15      | 0.0000%  | 0.0000% | $359500.00         | $320167.82         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $99611300.00       | $105697141.70      | U.S. Treasuries (including strips) |
| TINT 02/15/32        | 2032-02-15      | 0.0000%  | 0.0000% | $25513409.96       | $19330235.06       | U.S. Treasuries (including strips) |
| TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $27400720.00       | $19771236.12       | U.S. Treasuries (including strips) |
| TINT 08/15/33        | 2033-08-15      | 0.0000%  | 0.0000% | $24814898.87       | $17458819.88       | U.S. Treasuries (including strips) |
| TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $11538826.04       | $8643273.03        | U.S. Treasuries (including strips) |
| TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $53088576.16       | $51916539.66       | U.S. Treasuries (including strips) |
| TINT 05/15/26        | 2026-05-15      | 0.0000%  | 0.0000% | $106372.20         | $102987.65         | U.S. Treasuries (including strips) |
| TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $5086546.71        | $4828760.52        | U.S. Treasuries (including strips) |
| TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $317985.40         | $299112.01         | U.S. Treasuries (including strips) |
| TINT 08/15/27        | 2027-08-15      | 0.0000%  | 0.0000% | $28769029.71       | $26508618.28       | U.S. Treasuries (including strips) |
| TINT 11/15/27        | 2027-11-15      | 0.0000%  | 0.0000% | $544086.34         | $496727.43         | U.S. Treasuries (including strips) |
| TINT 05/15/35        | 2035-05-15      | 0.0000%  | 0.0000% | $5063345.66        | $3243391.89        | U.S. Treasuries (including strips) |
| TINT 02/15/29        | 2029-02-15      | 0.0000%  | 0.0000% | $143858400.00      | $124964613.20      | U.S. Treasuries (including strips) |
| TINT 05/15/30        | 2030-05-15      | 0.0000%  | 0.0000% | $10154265.98       | $8357580.31        | U.S. Treasuries (including strips) |
| TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $18066349.84       | $15036749.44       | U.S. Treasuries (including strips) |
| TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $10846179.57       | $8828475.63        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $155190300.00      | $157806420.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $63366700.00       | $64033359.95       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $375581500.00      | $330129429.10      | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26     | 2026-10-31      | 1.6250%  | 0.0000% | $13262800.00       | $12919472.53       | U.S. Treasuries (including strips) |
| 2 1/4 TPRN F 25      | 2025-11-15      | 0.0000%  | 0.0000% | $4319700.00        | $4265600.08        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN F 33      | 2033-11-15      | 0.0000%  | 0.0000% | $739800.00         | $520269.53         | U.S. Treasuries (including strips) |
| 4 TPRN B 34          | 2034-02-15      | 0.0000%  | 0.0000% | $1031600.00        | $716380.18         | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27     | 2027-05-15      | 0.0000%  | 0.0000% | $703900.00         | $654868.44         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $5528300.00        | $5379247.96        | U.S. Treasuries (including strips) |

### Security 255: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: 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: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $900000.66
- **C.18.a - Value (excl. sponsor support):** $900000.66
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13110795.00
- **C.18.a - Value (excl. sponsor support):** $13110795.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9614583.00
- **C.18.a - Value (excl. sponsor support):** $9614583.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 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: 910BVL005, C.3 - LEI: N/A, C.5 - Other ID: 910BVL005_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3.750 08/15/2027 | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50678166.00       | U.S. Treasuries (including strips) |
| T 3.750 08/15/2027 | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50678166.00       | U.S. Treasuries (including strips) |
| T 3.750 08/15/2027 | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50678166.00       | U.S. Treasuries (including strips) |
| T 3.750 08/15/2027 | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50678166.00       | U.S. Treasuries (including strips) |
| T 3.750 08/15/2027 | 2027-08-15      | 3.7500%  | 0.0000% | $50000000.00       | $50678166.00       | U.S. Treasuries (including strips) |
| T 3.750 08/15/2027 | 2027-08-15      | 3.7500%  | 0.0000% | $28000000.00       | $28379772.96       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28   | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52085557.34       | U.S. Treasuries (including strips) |
| T 4.875 10/31/2028 | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52085557.34       | U.S. Treasuries (including strips) |
| T 4.875 10/31/2028 | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52085557.34       | U.S. Treasuries (including strips) |
| T 4.875 10/31/2028 | 2028-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52085557.34       | U.S. Treasuries (including strips) |
| T 4.875 10/31/2028 | 2028-10-31      | 4.8750%  | 0.0000% | $8251000.00        | $8595158.67        | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $5208000.00        | $4834285.31        | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $49742000.00       | $42563880.30       | U.S. Treasuries (including strips) |
| T 1 1/4 08/15/31   | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31    | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.250 08/15/2031 | 2031-08-15      | 1.2500%  | 0.0000% | $50000000.00       | $42784649.08       | U.S. Treasuries (including strips) |
| T 1.500 11/30/2028 | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $46412109.38       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $35429000.00       | $35860790.94       | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4 1/8 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 4.125 10/31/31   | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50609375.00       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $28058809.56       | U.S. Treasuries (including strips) |
| T 1.875 02/15/2051 | 2051-02-15      | 1.8750%  | 0.0000% | $32252000.00       | $18099054.52       | U.S. Treasuries (including strips) |

### Security 260: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.36_0806
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLDE5719 | 2055-07-01      | 6.0000%  | 0.0000% | $1124442.00        | $1160342.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5812 | 2055-07-01      | 6.0000%  | 0.0000% | $1123100.00        | $1168874.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9635 | 2054-12-01      | 4.5000%  | 0.0000% | $157239.75         | $149836.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9680 | 2054-12-01      | 6.0000%  | 0.0000% | $20980757.36       | $21431591.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0017 | 2053-06-01      | 5.5000%  | 0.0000% | $21245628.36       | $21279458.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0444 | 2055-01-01      | 5.5000%  | 0.0000% | $1150916.06        | $1151147.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $14375705.81       | $14369701.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0679 | 2055-02-01      | 5.0000%  | 0.0000% | $191405.66         | $187222.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1695 | 2048-01-01      | 3.0000%  | 0.0000% | $12000089.03       | $10614918.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1578 | 2055-04-01      | 5.5000%  | 0.0000% | $52613.30          | $52627.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $177523.17         | $177026.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $32068.63          | $31792.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM3464 | 2027-03-01      | 5.0000%  | 0.0000% | $547.14            | $551.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5490 | 2055-05-01      | 5.5000%  | 0.0000% | $1866147.46        | $1900488.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9491 | 2055-07-01      | 5.5000%  | 0.0000% | $11367996.00       | $11370273.38       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1382 | 2055-06-01      | 6.0000%  | 0.0000% | $2713899.65        | $2779407.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1546 | 2055-07-01      | 5.5000%  | 0.0000% | $2090120.00        | $2102061.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2043 | 2055-06-01      | 5.5000%  | 0.0000% | $7504988.09        | $7523317.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE2795 | 2040-07-01      | 5.5000%  | 0.0000% | $1453127.84        | $1486970.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE2866 | 2040-06-01      | 4.5000%  | 0.0000% | $12287.15          | $12195.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3369 | 2055-07-01      | 5.5000%  | 0.0000% | $3865700.00        | $3895710.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $22004.27          | $19468.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC5694 | 2046-09-01      | 3.0000%  | 0.0000% | $7369.07           | $6485.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7056 | 2047-03-01      | 3.5000%  | 0.0000% | $929323.49         | $852918.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $13971.76          | $13887.14          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $345734.82         | $301370.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8691 | 2051-09-01      | 2.5000%  | 0.0000% | $748200.21         | $624106.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $5499.25           | $4578.53           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $672331.86         | $559466.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  | 0.0000% | $72301.42          | $65892.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1575 | 2052-04-01      | 3.5000%  | 0.0000% | $5291254.86        | $4819865.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  | 0.0000% | $80510.20          | $79208.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $8312.91           | $8052.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBJ0664 | 2033-03-01      | 3.0000%  | 0.0000% | $14593.58          | $14132.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3800 | 2038-01-01      | 3.5000%  | 0.0000% | $764178.65         | $734830.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3807 | 2038-01-01      | 3.5000%  | 0.0000% | $9548.43           | $9137.82           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNBM4141 | 2028-05-01      | 2.5000%  | 0.0000% | $3772806.34        | $3700720.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5477 | 2049-02-01      | 4.5000%  | 0.0000% | $165528.45         | $160825.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $661.94            | $661.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $78395.41          | $76781.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $16133.54          | $16058.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBM6359 | 2050-02-01      | 3.5000%  | 0.0000% | $984673.73         | $876717.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BM6531 | 2057-06-01      | 4.0000%  | 0.0000% | $2182760.57        | $2026482.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0948 | 2048-11-01      | 4.5000%  | 0.0000% | $459109.17         | $443989.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $324657.63         | $320698.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4152 | 2053-03-01      | 5.5000%  | 0.0000% | $35240.80          | $35314.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4525 | 2053-04-01      | 5.5000%  | 0.0000% | $3909306.60        | $3962904.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $8202559.52        | $7829014.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5899 | 2053-09-01      | 6.5000%  | 0.0000% | $1410024.59        | $1474809.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6394 | 2038-11-01      | 6.0000%  | 0.0000% | $26967389.88       | $28084756.71       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $609996.90         | $635090.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257057 | 2027-12-01      | 5.0000%  | 0.0000% | $2753.48           | $2760.96           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $750.80            | $760.69            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL609804 | 2031-09-01      | 6.5000%  | 0.0000% | $40994.27          | $42497.19          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $1165.07           | $1231.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $5787.40           | $5730.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1506 | 2041-09-01      | 4.5000%  | 0.0000% | $7419.42           | $7283.65           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL0807 | 2026-07-01      | 5.0000%  | 0.0000% | $1719.46           | $1732.03           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ6869 | 2036-11-01      | 2.0000%  | 0.0000% | $2397999.77        | $2186874.27        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT2222 | 2037-03-01      | 2.0000%  | 0.0000% | $337764.59         | $307701.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1027 | 2051-11-01      | 2.0000%  | 0.0000% | $21248532.93       | $16683151.07       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $82096.91          | $64532.41          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  | 0.0000% | $25268861.30       | $23518217.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $148158.32         | $155636.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $43429473.44       | $37308957.75       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $561365.50         | $441270.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8573 | 2054-06-01      | 6.5000%  | 0.0000% | $25965643.18       | $27257425.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFS8666 | 2034-07-01      | 6.0000%  | 0.0000% | $27806800.59       | $28690750.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9851 | 2051-05-01      | 4.0000%  | 0.0000% | $65537133.90       | $61742227.99       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $32351219.21       | $25400646.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9033 | 2039-09-01      | 6.0000%  | 0.0000% | $10202563.67       | $10577507.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $560859.92         | $549472.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9188 | 2052-02-01      | 2.0000%  | 0.0000% | $14772742.25       | $11709697.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9205 | 2054-09-01      | 6.5000%  | 0.0000% | $86384886.40       | $89789026.85       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS9206 | 2053-02-01      | 7.0000%  | 0.0000% | $18977688.25       | $20106430.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9357 | 2054-10-01      | 5.5000%  | 0.0000% | $6717687.39        | $6732018.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $85464.27          | $81479.76          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9462 | 2052-11-01      | 5.0000%  | 0.0000% | $48435388.04       | $48067989.49       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9745 | 2053-07-01      | 2.5000%  | 0.0000% | $32755080.37       | $27030649.66       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9989 | 2054-11-01      | 6.5000%  | 0.0000% | $21762695.26       | $23071257.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9991 | 2054-10-01      | 6.5000%  | 0.0000% | $43175453.20       | $45520297.68       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9993 | 2054-03-01      | 6.5000%  | 0.0000% | $21858429.84       | $22912217.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0034 | 2050-10-25      | 2.5000%  | 0.0000% | $216608.69         | $178453.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0085 | 2051-04-25      | 3.5000%  | 0.0000% | $12817408.04       | $11913609.88       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0777 | 2040-07-01      | 5.5000%  | 0.0000% | $1457037.00        | $1490069.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0334 | 2045-04-01      | 5.5000%  | 0.0000% | $3572415.87        | $3628307.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA9375 | 2054-02-01      | 6.5000%  | 0.0000% | $130696.49         | $135866.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAL7895 | 2030-12-01      | 3.0000%  | 0.0000% | $145605.60         | $142121.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAP9631 | 2032-10-01      | 3.5000%  | 0.0000% | $54574.86          | $53313.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2867 | 2045-05-01      | 3.5000%  | 0.0000% | $148290.10         | $137262.16         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU7223 | 2053-02-01      | 6.0000%  | 0.0000% | $153422.44         | $157633.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2258 | 2052-07-01      | 4.5000%  | 0.0000% | $552089.71         | $526626.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX1898 | 2037-12-01      | 5.0000%  | 0.0000% | $1231168.63        | $1243574.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0172 | 2053-05-01      | 4.5000%  | 0.0000% | $275929.48         | $263249.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL986148 | 2038-01-01      | 5.5000%  | 0.0000% | $5580.88           | $5756.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB9382 | 2043-05-01      | 4.0000%  | 0.0000% | $1295775.70        | $1242925.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9568 | 2043-06-01      | 3.5000%  | 0.0000% | $18971527.22       | $17634312.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0985 | 2042-01-01      | 4.5000%  | 0.0000% | $15967.44          | $15709.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $22963.10          | $21094.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $3609.64           | $3500.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA4598 | 2039-11-01      | 3.5000%  | 0.0000% | $33292.60          | $31837.44          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6014 | 2050-06-01      | 3.0000%  | 0.0000% | $7788.85           | $6803.55           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  | 0.0000% | $142452.85         | $120558.71         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $244448.64         | $218452.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $7318695.25        | $7646182.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $2961504.57        | $3018711.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $8953.04           | $7702.22           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $166991.45         | $137649.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1022 | 2053-09-01      | 5.5000%  | 0.0000% | $1384.49           | $1390.76           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4481 | 2054-09-01      | 6.5000%  | 0.0000% | $2946142.55        | $3068969.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB7820 | 2054-08-01      | 5.0000%  | 0.0000% | $2126081.97        | $2081201.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8687 | 2054-07-01      | 5.5000%  | 0.0000% | $9448525.84        | $9444579.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8806 | 2054-08-01      | 6.0000%  | 0.0000% | $944231.75         | $974494.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8850 | 2054-07-01      | 6.0000%  | 0.0000% | $2567244.55        | $2619955.21        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB1464 | 2036-08-01      | 1.5000%  | 0.0000% | $6755359.20        | $5998846.79        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $83855932.60       | $68979331.09       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $98683349.95       | $84776793.59       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1980 | 2036-10-01      | 2.0000%  | 0.0000% | $2538582.28        | $2313650.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2287 | 2051-12-01      | 2.5000%  | 0.0000% | $370210.20         | $308371.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2424 | 2051-12-01      | 3.0000%  | 0.0000% | $207082.97         | $179434.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  | 0.0000% | $1236053.94        | $1033419.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $46540.24          | $42020.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4032 | 2052-07-01      | 4.5000%  | 0.0000% | $119928.08         | $114485.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $1517178.46        | $1509053.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4167 | 2052-07-01      | 5.0000%  | 0.0000% | $1375884.38        | $1360015.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $894953.54         | $737690.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $8432363.94        | $7820177.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5098 | 2043-07-01      | 5.5000%  | 0.0000% | $892952.68         | $909118.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $1118336.58        | $1163342.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $766.33            | $772.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1846 | 2054-09-01      | 5.0000%  | 0.0000% | $1783646.26        | $1747555.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1853 | 2054-09-01      | 5.5000%  | 0.0000% | $13141857.84       | $13155832.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC4733 | 2040-05-01      | 5.0000%  | 0.0000% | $226205.47         | $228007.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6155 | 2055-05-01      | 4.5000%  | 0.0000% | $27082.67          | $25807.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2623 | 2055-03-01      | 6.0000%  | 0.0000% | $1883146.73        | $1951384.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3650 | 2055-02-01      | 5.0000%  | 0.0000% | $936693.32         | $916955.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $5189278.86        | $4946524.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5693 | 2053-02-01      | 5.5000%  | 0.0000% | $3334821.96        | $3356709.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $1116308.16        | $1120485.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8255 | 2054-01-01      | 5.5000%  | 0.0000% | $4668542.17        | $4669598.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8412 | 2039-04-01      | 6.0000%  | 0.0000% | $2890773.06        | $2999260.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  | 0.0000% | $4451.03           | $4486.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $8596911.69        | $8872399.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $47383469.97       | $46306238.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5718 | 2035-05-01      | 6.0000%  | 0.0000% | $3095316.55        | $3234481.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $395841.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM5377 | 2034-03-01      | 4.0000%  | 0.0000% | $80936.40          | $78850.94          | Agency Mortgage-Backed Securities |

### Security 261: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 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: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.36_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CICB9873 | 2040-01-01      | 5.0000%  | 0.0000% | $2526854.49        | $2551917.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0011 | 2054-12-01      | 6.0000%  | 0.0000% | $410575.87         | $421147.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $3475586.09        | $3541865.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1161 | 2052-03-01      | 3.0000%  | 0.0000% | $365836.92         | $314433.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1388 | 2054-05-01      | 4.0000%  | 0.0000% | $10114711.21       | $9374732.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $1430633.68        | $1298562.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $352993.02         | $341094.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6078 | 2055-05-01      | 5.5000%  | 0.0000% | $715931.22         | $715897.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1112 | 2055-06-01      | 5.5000%  | 0.0000% | $1659620.74        | $1665342.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1401 | 2055-06-01      | 6.0000%  | 0.0000% | $3159450.35        | $3245731.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1967 | 2055-07-01      | 5.5000%  | 0.0000% | $12424682.00       | $12483467.31       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2936 | 2055-07-01      | 5.5000%  | 0.0000% | $1272531.42        | $1281185.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3620 | 2055-07-01      | 5.5000%  | 0.0000% | $1391625.00        | $1400779.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4022 | 2055-06-01      | 6.0000%  | 0.0000% | $2122360.00        | $2191733.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6033 | 2055-08-01      | 6.0000%  | 0.0000% | $38476355.00       | $39221718.95       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $635.29            | $633.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $510269.14         | $508174.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  | 0.0000% | $1927.54           | $1822.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  | 0.0000% | $5330.46           | $4939.14           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  | 0.0000% | $406471.67         | $352885.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0031 | 2051-10-01      | 2.5000%  | 0.0000% | $2192090.39        | $1803194.56        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $498467.36         | $391985.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2101 | 2038-10-01      | 5.5000%  | 0.0000% | $264076.30         | $266175.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  | 0.0000% | $396760.52         | $369115.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $1337206.05        | $1284666.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1767 | 2031-12-01      | 2.0000%  | 0.0000% | $923169.60         | $872923.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $444284.71         | $451150.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $1925520.06        | $1668617.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0705 | 2035-01-01      | 3.0000%  | 0.0000% | $645082.63         | $615137.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $48318.38          | $47348.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4427 | 2048-04-01      | 3.5000%  | 0.0000% | $186442.90         | $170952.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4202 | 2029-12-01      | 3.5000%  | 0.0000% | $209294.77         | $206580.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0887 | 2048-11-01      | 4.0000%  | 0.0000% | $769318.84         | $724513.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $3444446.43        | $2835996.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4069 | 2035-05-01      | 4.0000%  | 0.0000% | $45052.07          | $44810.74          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4094 | 2052-11-01      | 5.0000%  | 0.0000% | $1001800.77        | $994902.04         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4685 | 2051-11-01      | 2.0000%  | 0.0000% | $9542687.38        | $7512238.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4679 | 2053-05-01      | 6.0000%  | 0.0000% | $457382.77         | $468570.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $45315.57          | $47609.67          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  | 0.0000% | $10473.69          | $8667.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4885 | 2037-05-01      | 3.5000%  | 0.0000% | $146524.67         | $142918.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  | 0.0000% | $1059585.06        | $1059493.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5143 | 2052-05-01      | 3.0000%  | 0.0000% | $1940629.44        | $1685747.17        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  | 0.0000% | $2538177.63        | $2167557.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $29136.45          | $30132.91          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS6188 | 2036-10-01      | 2.0000%  | 0.0000% | $48517.47          | $44245.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  | 0.0000% | $62539.16          | $56290.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5784 | 2053-09-01      | 6.0000%  | 0.0000% | $74064.90          | $76597.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5879 | 2051-11-01      | 3.5000%  | 0.0000% | $2793868.18        | $2551761.81        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  | 0.0000% | $6097572.05        | $5368704.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $766183.82         | $630769.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $292958.76         | $263160.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $4839.29           | $4869.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6708 | 2051-07-01      | 4.0000%  | 0.0000% | $484589.87         | $453251.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6711 | 2044-01-01      | 4.5000%  | 0.0000% | $175289.53         | $173775.02         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $185390.56         | $192740.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  | 0.0000% | $272666.40         | $277866.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8057 | 2039-05-01      | 5.5000%  | 0.0000% | $33584787.39       | $34495114.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  | 0.0000% | $57352.59          | $57562.64          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7235 | 2052-04-01      | 2.0000%  | 0.0000% | $239951.68         | $190198.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $44556373.53       | $42330337.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535717 | 2031-02-01      | 6.5000%  | 0.0000% | $67254.00          | $69906.41          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $2258.41           | $2332.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $64393.12          | $65793.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $6602.86           | $6540.46           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJAL3956 | 2028-08-01      | 2.0000%  | 0.0000% | $57934.89          | $56139.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $7242.91           | $7609.40           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $157200.90         | $167163.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAL4919 | 2029-03-01      | 3.5000%  | 0.0000% | $311650.55         | $308273.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6729 | 2044-05-01      | 3.5000%  | 0.0000% | $6009.88           | $5617.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | 0.0000% | $287639.69         | $250038.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2129 | 2050-02-01      | 3.0000%  | 0.0000% | $3728733.63        | $3240120.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $4240346.20        | $3530958.89        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ0310 | 2035-07-01      | 2.0000%  | 0.0000% | $4140846.00        | $3793245.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2943 | 2050-11-01      | 2.0000%  | 0.0000% | $135307.89         | $107677.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $3416367.97        | $2810349.84        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4014 | 2051-02-01      | 2.0000%  | 0.0000% | $949999.62         | $746069.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT1296 | 2036-07-01      | 2.0000%  | 0.0000% | $181498.31         | $166935.73         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT1897 | 2052-02-01      | 2.0000%  | 0.0000% | $41993253.12       | $32970442.79       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT2301 | 2037-03-01      | 2.0000%  | 0.0000% | $511155.14         | $465653.98         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $317865.32         | $262807.97         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6681 | 2036-08-01      | 2.0000%  | 0.0000% | $1395638.51        | $1274040.25        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $20041.91          | $18296.76          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7559 | 2039-03-01      | 6.0000%  | 0.0000% | $26007679.27       | $26951732.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $56524710.72       | $48558683.24       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8926 | 2052-06-01      | 4.0000%  | 0.0000% | $9703307.56        | $9115115.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9771 | 2052-10-01      | 4.0000%  | 0.0000% | $25892929.51       | $24149670.76       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0302 | 2055-04-01      | 7.0000%  | 0.0000% | $36486502.49       | $38749845.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5691 | 2030-08-01      | 2.5000%  | 0.0000% | $846312.03         | $816293.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4143 | 2052-07-01      | 3.0000%  | 0.0000% | $10424005.51       | $8960058.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  | 0.0000% | $247135.89         | $203434.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9720 | 2053-05-01      | 5.0000%  | 0.0000% | $345747.60         | $339360.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3268 | 2053-02-01      | 4.5000%  | 0.0000% | $771940.26         | $737041.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5626 | 2053-01-01      | 5.5000%  | 0.0000% | $196424.07         | $196630.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $77462.78          | $79220.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $19296.09          | $20212.77          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT930498 | 2029-02-01      | 5.0000%  | 0.0000% | $15856.88          | $15932.70          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $18801.81          | $19868.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CZAB8780 | 2053-03-01      | 3.0000%  | 0.0000% | $218431.12         | $188203.31         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $9468.82           | $10005.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $498185.30         | $499008.97         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8316 | 2053-08-01      | 6.5000%  | 0.0000% | $122599.33         | $128647.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $5302.69           | $4803.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $481624.46         | $441792.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6871 | 2035-08-01      | 2.5000%  | 0.0000% | $450311.85         | $420672.47         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8099 | 2050-12-01      | 2.0000%  | 0.0000% | $1168299.67        | $932695.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7242 | 2050-10-01      | 3.0000%  | 0.0000% | $66471.93          | $58725.96          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4397 | 2051-08-01      | 1.5000%  | 0.0000% | $884525.62         | $659604.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $2886208.49        | $2378617.73        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  | 0.0000% | $45871.98          | $40853.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $15624775.32       | $15627921.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5211 | 2054-06-01      | 5.5000%  | 0.0000% | $993456.41         | $1008400.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5990 | 2054-06-01      | 6.0000%  | 0.0000% | $781942.42         | $805871.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB8276 | 2054-12-01      | 4.5000%  | 0.0000% | $2329334.51        | $2245177.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0888 | 2055-03-01      | 6.0000%  | 0.0000% | $4147941.98        | $4276250.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $629874.21         | $528277.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA8679 | 2050-10-01      | 5.0000%  | 0.0000% | $4270.46           | $4208.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9121 | 2051-02-01      | 2.5000%  | 0.0000% | $63785.52          | $53218.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0646 | 2036-05-01      | 2.5000%  | 0.0000% | $336952.05         | $314446.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $398465.59         | $384436.68         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2488 | 2036-12-01      | 1.5000%  | 0.0000% | $1334718.16        | $1185243.07        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $3916.92           | $3275.74           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  | 0.0000% | $153301.18         | $143083.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3365 | 2052-04-01      | 3.0000%  | 0.0000% | $3380045.66        | $2903658.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $656561.23         | $626614.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $251864.44         | $245671.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $199079.01         | $178830.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $78668.59          | $76941.81          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0244 | 2054-08-01      | 6.5000%  | 0.0000% | $4845715.47        | $5025707.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4235 | 2054-10-01      | 5.0000%  | 0.0000% | $1650898.21        | $1614067.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7743 | 2054-12-01      | 5.5000%  | 0.0000% | $3012873.43        | $3023552.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7845 | 2055-01-01      | 5.5000%  | 0.0000% | $3643693.66        | $3643523.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2487808.01        | $2491000.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1939 | 2055-02-01      | 5.5000%  | 0.0000% | $3912886.88        | $3952392.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2558 | 2055-02-01      | 5.5000%  | 0.0000% | $2574435.22        | $2605700.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3293 | 2055-02-01      | 6.0000%  | 0.0000% | $6868686.48        | $7006623.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4397 | 2055-05-01      | 6.5000%  | 0.0000% | $1605689.28        | $1668233.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5384 | 2052-12-01      | 4.5000%  | 0.0000% | $165035.13         | $157537.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB4541 | 2037-06-01      | 2.0000%  | 0.0000% | $5435136.90        | $4948837.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5484 | 2053-01-01      | 6.0000%  | 0.0000% | $133641.26         | $137349.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5580 | 2052-10-01      | 4.5000%  | 0.0000% | $5257313.40        | $5018089.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6479 | 2053-06-01      | 5.5000%  | 0.0000% | $34065892.78       | $34128006.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $9785.80           | $8790.45           | Agency Mortgage-Backed Securities |

### Security 262: 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_0801
- **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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQY2374 | 2055-05-01      | 6.0000%  | 0.0000% | $47891.92          | $49635.52          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY3488 | 2055-05-01      | 4.5000%  | 0.0000% | $22694.33          | $21625.88          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3045 | 2055-04-01      | 6.0000%  | 0.0000% | $88970.79          | $91118.27          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $4793.85           | $4799.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4329 | 2055-05-01      | 5.5000%  | 0.0000% | $504714.64         | $507321.15         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4763 | 2055-04-01      | 6.5000%  | 0.0000% | $76665.54          | $80137.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4952 | 2055-05-01      | 5.5000%  | 0.0000% | $112381.32         | $113224.77         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5109 | 2055-06-01      | 6.5000%  | 0.0000% | $36503.62          | $38189.89          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5128 | 2055-05-01      | 6.0000%  | 0.0000% | $52390.57          | $53741.78          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5160 | 2055-05-01      | 6.0000%  | 0.0000% | $94244.59          | $97002.66          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6178 | 2055-06-01      | 6.0000%  | 0.0000% | $104044.52         | $106982.53         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5787 | 2055-06-01      | 6.5000%  | 0.0000% | $57597.89          | $60386.07          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5819 | 2055-06-01      | 5.5000%  | 0.0000% | $132152.66         | $132987.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5976 | 2055-06-01      | 5.5000%  | 0.0000% | $121494.31         | $122554.39         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5983 | 2055-06-01      | 6.0000%  | 0.0000% | $114503.73         | $118783.19         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6008 | 2055-06-01      | 6.5000%  | 0.0000% | $54001.13          | $56898.87          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6069 | 2055-06-01      | 6.5000%  | 0.0000% | $35379.41          | $36990.26          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7131 | 2055-07-01      | 6.0000%  | 0.0000% | $38939.13          | $40211.94          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6426 | 2055-06-01      | 6.5000%  | 0.0000% | $168435.65         | $176589.73         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6458 | 2055-06-01      | 5.5000%  | 0.0000% | $332798.64         | $334616.16         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY6679 | 2055-06-01      | 6.5000%  | 0.0000% | $37157.05          | $39087.30          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6769 | 2055-07-01      | 5.5000%  | 0.0000% | $153208.23         | $153949.65         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6804 | 2055-06-01      | 5.5000%  | 0.0000% | $33483.90          | $33858.20          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7022 | 2055-06-01      | 5.5000%  | 0.0000% | $35917.33          | $36248.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7303 | 2055-06-01      | 5.5000%  | 0.0000% | $98853.75          | $100535.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7504 | 2055-07-01      | 5.5000%  | 0.0000% | $34816.64          | $35103.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7578 | 2055-07-01      | 5.5000%  | 0.0000% | $168175.87         | $169105.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7867 | 2055-07-01      | 5.0000%  | 0.0000% | $34038.97          | $33429.56          | Agency Mortgage-Backed Securities |
| GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $11445.54          | $11890.58          | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $46084.96          | $44041.03          | Agency Mortgage-Backed Securities |
| GNII SF AE6957 C     | 2043-06-20      | 3.0000%  | 0.0000% | $7507.19           | $6613.20           | Agency Mortgage-Backed Securities |
| GNPL PN CQ7223       | 2064-12-15      | 4.2500%  | 0.0000% | $188102.25         | $175588.31         | Agency Mortgage-Backed Securities |
| GNPL PN CQ9718       | 2060-01-15      | 5.5300%  | 0.0000% | $66367.78          | $68827.99          | Agency Mortgage-Backed Securities |
| GNCL CL CR4174       | 2067-02-15      | 5.7200%  | 0.0000% | $321388.87         | $321459.47         | Agency Mortgage-Backed Securities |
| GNCL CL CR5671       | 2064-03-15      | 6.0100%  | 0.0000% | $185828.10         | $194294.30         | Agency Mortgage-Backed Securities |
| GNCL CL CS6533       | 2065-02-15      | 5.2300%  | 0.0000% | $2678.03           | $2685.78           | Agency Mortgage-Backed Securities |
| GNCL CL CU4605       | 2065-12-15      | 5.5000%  | 0.0000% | $130118.47         | $130207.38         | Agency Mortgage-Backed Securities |
| GNPL PN CV7746       | 2060-02-15      | 5.3200%  | 0.0000% | $83413.41          | $85098.31          | Agency Mortgage-Backed Securities |
| GNII SF CV8233 C     | 2053-11-20      | 6.5000%  | 0.0000% | $276745.48         | $289124.77         | Agency Mortgage-Backed Securities |
| GNCL CL CW0779       | 2067-06-15      | 5.0600%  | 0.0000% | $7269.27           | $7209.80           | Agency Mortgage-Backed Securities |
| GNPL PN CW2329       | 2059-06-15      | 5.5500%  | 0.0000% | $7620.01           | $7849.56           | Agency Mortgage-Backed Securities |
| GNCL CL CX6390       | 2066-10-15      | 5.6400%  | 0.0000% | $51774.83          | $52350.31          | Agency Mortgage-Backed Securities |
| GNII SF CX6898 C     | 2053-12-20      | 6.5000%  | 0.0000% | $8573.19           | $9021.78           | Agency Mortgage-Backed Securities |
| GNII SF CY2871 C     | 2053-12-20      | 7.0000%  | 0.0000% | $39813.75          | $42138.65          | Agency Mortgage-Backed Securities |
| GNII SF CY2903 C     | 2054-06-20      | 6.5000%  | 0.0000% | $49247.43          | $51570.47          | Agency Mortgage-Backed Securities |
| GNPL PN CY6541       | 2059-12-15      | 5.1100%  | 0.0000% | $4243.11           | $4231.75           | Agency Mortgage-Backed Securities |
| GNPL PN CY9780       | 2060-04-15      | 5.5000%  | 0.0000% | $31071.55          | $32073.06          | Agency Mortgage-Backed Securities |
| GNPL PN CY9781       | 2060-04-15      | 5.5800%  | 0.0000% | $40626.25          | $42026.76          | Agency Mortgage-Backed Securities |
| GNPL PN DA4302       | 2059-12-15      | 5.0100%  | 0.0000% | $24814.12          | $24778.76          | Agency Mortgage-Backed Securities |
| GNCL CL DA4276       | 2067-11-15      | 5.5000%  | 0.0000% | $53376.20          | $54660.02          | Agency Mortgage-Backed Securities |
| GNII SF DA8088 C     | 2054-03-20      | 7.0000%  | 0.0000% | $47394.27          | $49683.71          | Agency Mortgage-Backed Securities |
| GNPL PN DA8509       | 2060-06-15      | 5.3400%  | 0.0000% | $194516.59         | $197525.18         | Agency Mortgage-Backed Securities |
| GNPL PN DI7409       | 2060-06-15      | 5.3000%  | 0.0000% | $87057.22          | $88166.39          | Agency Mortgage-Backed Securities |
| GNII SF DI9642 C     | 2055-05-20      | 5.5000%  | 0.0000% | $73951.96          | $74935.92          | Agency Mortgage-Backed Securities |
| GNII SF AU0738 C     | 2046-06-20      | 3.5000%  | 0.0000% | $102919.17         | $92866.82          | Agency Mortgage-Backed Securities |
| GNII SF AU1724 C     | 2046-06-20      | 3.0000%  | 0.0000% | $6372.42           | $5596.27           | Agency Mortgage-Backed Securities |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $16.48             | $16.86             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF0773 | 2052-09-01      | 5.5000%  | 0.0000% | $24663.59          | $24770.47          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQF0246 | 2052-09-01      | 4.0000%  | 0.0000% | $6517.37           | $6042.21           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF5585 | 2052-11-01      | 4.5000%  | 0.0000% | $70003.37          | $66992.24          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF9085 | 2053-03-01      | 4.5000%  | 0.0000% | $160786.98         | $153419.56         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0886 | 2053-04-01      | 6.0000%  | 0.0000% | $4957.64           | $5089.40           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8862 | 2053-08-01      | 6.0000%  | 0.0000% | $113941.67         | $116287.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4289 | 2053-11-01      | 5.5000%  | 0.0000% | $49755.87          | $49765.88          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0882 | 2054-07-01      | 5.5000%  | 0.0000% | $47119.56          | $47129.05          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1757 | 2054-07-01      | 5.5000%  | 0.0000% | $26943.56          | $26944.72          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2565 | 2054-09-01      | 6.0000%  | 0.0000% | $65021.56          | $67011.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3044 | 2054-09-01      | 5.5000%  | 0.0000% | $120.41            | $120.44            | Agency Mortgage-Backed Securities |
| GNPL PN DA8510       | 2060-06-15      | 5.8400%  | 0.0000% | $36683.10          | $38618.85          | Agency Mortgage-Backed Securities |
| GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $45918.41          | $48341.51          | Agency Mortgage-Backed Securities |
| GNPL PN DA8512       | 2060-06-15      | 5.8400%  | 0.0000% | $49074.57          | $51664.22          | Agency Mortgage-Backed Securities |
| GNPL PN DA8500       | 2060-03-15      | 5.7200%  | 0.0000% | $30064.13          | $31751.16          | Agency Mortgage-Backed Securities |
| GNPL PN DA8501       | 2060-03-15      | 5.7200%  | 0.0000% | $25693.28          | $26906.09          | Agency Mortgage-Backed Securities |
| GNPL PN DA8502       | 2060-03-15      | 5.7200%  | 0.0000% | $30522.82          | $32031.34          | Agency Mortgage-Backed Securities |
| GNPL PN DA8503       | 2060-03-15      | 5.7200%  | 0.0000% | $23712.27          | $25096.06          | Agency Mortgage-Backed Securities |
| GNPL PN DA8504       | 2060-05-15      | 5.9500%  | 0.0000% | $54326.90          | $57852.08          | Agency Mortgage-Backed Securities |
| GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $89213.29          | $93200.53          | Agency Mortgage-Backed Securities |
| GNII SF DB0012 C     | 2054-06-20      | 6.0000%  | 0.0000% | $57883.31          | $59594.63          | Agency Mortgage-Backed Securities |
| GNII SF DB0078 C     | 2054-04-20      | 6.0000%  | 0.0000% | $64143.53          | $66039.94          | Agency Mortgage-Backed Securities |
| GNPL PN DB4197       | 2059-10-15      | 5.3700%  | 0.0000% | $7229.54           | $7360.14           | Agency Mortgage-Backed Securities |
| GNPL PN DB6909       | 2060-06-15      | 5.4200%  | 0.0000% | $195685.08         | $200293.99         | Agency Mortgage-Backed Securities |
| GNCL CS DB6910       | 2066-03-15      | 11.2500% | 0.0000% | $280616.27         | $294316.51         | Agency Mortgage-Backed Securities |
| GNII SF DB7644 C     | 2054-07-20      | 6.0000%  | 0.0000% | $160129.79         | $165073.48         | Agency Mortgage-Backed Securities |
| GNCL CL DC1787       | 2066-12-15      | 5.5500%  | 0.0000% | $28407.00          | $28415.38          | Agency Mortgage-Backed Securities |
| GNII SF DC3000 C     | 2054-06-20      | 6.0000%  | 0.0000% | $77411.07          | $79700.03          | Agency Mortgage-Backed Securities |
| GNCL CL DC7183       | 2066-11-15      | 5.6000%  | 0.0000% | $49179.60          | $50415.96          | Agency Mortgage-Backed Securities |
| GNCL CL DC7194       | 2067-02-15      | 5.3200%  | 0.0000% | $43541.23          | $43699.52          | Agency Mortgage-Backed Securities |
| GNPL PN DC7232       | 2060-03-15      | 5.8200%  | 0.0000% | $4520.25           | $4746.93           | Agency Mortgage-Backed Securities |
| GNCL CL DC7201       | 2067-03-15      | 5.0000%  | 0.0000% | $37759.13          | $37276.52          | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $4777.93           | $5017.54           | Agency Mortgage-Backed Securities |
| GNPL PN DC7234       | 2060-03-15      | 5.8200%  | 0.0000% | $3193.02           | $3353.15           | Agency Mortgage-Backed Securities |
| GNPL PN DC7235       | 2060-03-15      | 5.8200%  | 0.0000% | $3418.62           | $3590.06           | Agency Mortgage-Backed Securities |
| GNCL CL DC7249       | 2067-03-15      | 5.4500%  | 0.0000% | $278907.57         | $281317.24         | Agency Mortgage-Backed Securities |
| GNCL CL DC7252       | 2067-10-15      | 5.3000%  | 0.0000% | $67560.83          | $65597.70          | Agency Mortgage-Backed Securities |
| GNPL PN DC7254       | 2060-07-15      | 5.9500%  | 0.0000% | $377653.33         | $398707.63         | Agency Mortgage-Backed Securities |
| GNPL PN DD2260       | 2059-12-15      | 5.5000%  | 0.0000% | $6312.10           | $6490.22           | Agency Mortgage-Backed Securities |
| GNPL PN DD2264       | 2060-02-15      | 5.9000%  | 0.0000% | $4077.85           | $4303.74           | Agency Mortgage-Backed Securities |
| GNPL PN DD2267       | 2060-06-15      | 5.7900%  | 0.0000% | $108661.05         | $114327.50         | Agency Mortgage-Backed Securities |
| GNPL PN DD2268       | 2060-03-15      | 5.8500%  | 0.0000% | $8668.30           | $9115.77           | Agency Mortgage-Backed Securities |
| GNPL PN DD4712       | 2060-06-15      | 5.1300%  | 0.0000% | $236522.22         | $236471.13         | Agency Mortgage-Backed Securities |
| GNII SF DD4728 C     | 2054-08-20      | 6.5000%  | 0.0000% | $113167.88         | $118826.80         | Agency Mortgage-Backed Securities |
| GNII SF DD4798 C     | 2054-10-20      | 6.5000%  | 0.0000% | $65898.78          | $69061.24          | Agency Mortgage-Backed Securities |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $16.58             | $17.22             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3924 | 2054-09-01      | 5.5000%  | 0.0000% | $43702.45          | $43708.54          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5063 | 2054-08-01      | 6.0000%  | 0.0000% | $77021.69          | $79089.26          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5533 | 2054-09-01      | 5.5000%  | 0.0000% | $137943.46         | $137971.24         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7696 | 2054-11-01      | 4.5000%  | 0.0000% | $16160.10          | $15420.91          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9611 | 2054-11-01      | 5.5000%  | 0.0000% | $61323.43          | $61691.27          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQN0423 | 2034-08-01      | 3.5000%  | 0.0000% | $11236.32          | $11066.77          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQN2195 | 2035-05-01      | 4.5000%  | 0.0000% | $4183.62           | $4159.93           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8514 | 2036-11-01      | 2.0000%  | 0.0000% | $5990.71           | $5467.27           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9966 | 2037-04-01      | 2.0000%  | 0.0000% | $2213.52           | $2027.40           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1493 | 2049-10-01      | 3.0000%  | 0.0000% | $82921.04          | $72579.96          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  | 0.0000% | $56374.28          | $46997.68          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $1934.55           | $1666.28           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $145911.36         | $120091.37         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5943 | 2051-09-01      | 2.0000%  | 0.0000% | $36711.89          | $28824.22          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7191 | 2052-04-01      | 3.5000%  | 0.0000% | $63474.39          | $57248.54          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7570 | 2052-09-01      | 4.0000%  | 0.0000% | $1375.19           | $1275.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $10507.50          | $10029.71          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9854 | 2053-09-01      | 6.0000%  | 0.0000% | $7421.06           | $7626.92           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $10297.33          | $10830.19          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8795 | 2055-07-01      | 6.0000%  | 0.0000% | $115479.93         | $118458.51         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9390 | 2055-08-01      | 6.5000%  | 0.0000% | $557551.53         | $577992.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9434 | 2055-07-01      | 5.5000%  | 0.0000% | $59241.10          | $59555.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9460 | 2055-08-01      | 5.5000%  | 0.0000% | $264150.40         | $264376.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0246 | 2055-08-01      | 6.0000%  | 0.0000% | $36295.43          | $37548.13          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1200 | 2055-05-01      | 5.5000%  | 0.0000% | $1070756.14        | $1072535.03        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  | 0.0000% | $22566.76          | $23470.39          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0954 | 2054-02-01      | 6.5000%  | 0.0000% | $55224.04          | $57474.79          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZI3096 | 2034-12-01      | 7.0000%  | 0.0000% | $78.12             | $82.55             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI8519 | 2039-02-01      | 4.5000%  | 0.0000% | $1861.12           | $1832.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2692 | 2042-02-01      | 4.5000%  | 0.0000% | $4991.55           | $4865.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5306 | 2044-08-01      | 5.5000%  | 0.0000% | $43477.34          | $44120.34          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1888 | 2036-03-01      | 2.0000%  | 0.0000% | $25777.82          | $23532.49          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2465 | 2037-04-01      | 2.0000%  | 0.0000% | $81584.39          | $74284.76          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $68921.21          | $64146.31          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2790 | 2037-12-01      | 2.5000%  | 0.0000% | $9839.92           | $9158.20           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3454 | 2040-01-01      | 6.5000%  | 0.0000% | $115345.42         | $121252.22         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | 0.0000% | $358.19            | $335.78            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI4078 | 2054-04-01      | 5.0000%  | 0.0000% | $4642.98           | $4548.03           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5038 | 2054-04-01      | 5.5000%  | 0.0000% | $22060.42          | $22136.14          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5758 | 2054-04-01      | 5.5000%  | 0.0000% | $659.02            | $659.05            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1755 | 2038-11-01      | 6.0000%  | 0.0000% | $40511.62          | $41883.82          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1350 | 2038-05-01      | 3.0000%  | 0.0000% | $67670.61          | $64288.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2618 | 2039-10-01      | 5.0000%  | 0.0000% | $62311.84          | $63044.05          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2168 | 2039-06-01      | 6.0000%  | 0.0000% | $40429.51          | $41877.90          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2320 | 2039-08-01      | 5.5000%  | 0.0000% | $32639.06          | $33469.31          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2531 | 2039-10-01      | 5.0000%  | 0.0000% | $33980.70          | $34331.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3500 | 2040-04-01      | 5.5000%  | 0.0000% | $40784.55          | $41760.62          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3733 | 2040-06-01      | 6.0000%  | 0.0000% | $36524.99          | $37735.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3809 | 2040-06-01      | 5.5000%  | 0.0000% | $34896.17          | $35684.66          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1432 | 2054-05-01      | 6.0000%  | 0.0000% | $54362.38          | $55630.00          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2091 | 2054-04-01      | 5.5000%  | 0.0000% | $33455.14          | $33461.88          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0024 | 2055-07-01      | 4.0000%  | 0.0000% | $5453532.54        | $5054559.37        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  | 0.0000% | $79011.70          | $84671.38          | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $78.01             | $72.46             | Agency Mortgage-Backed Securities |
| GNII SF MA0155 M     | 2042-06-20      | 4.0000%  | 0.0000% | $529.99            | $504.26            | Agency Mortgage-Backed Securities |
| GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $3800.10           | $3615.58           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $145432.68         | $134930.50         | Agency Mortgage-Backed Securities |
| GNII SF MA1520 M     | 2043-08-20      | 3.0000%  | 0.0000% | $1450.49           | $1306.20           | Agency Mortgage-Backed Securities |
| GNCL CL DE0034       | 2067-03-15      | 5.7600%  | 0.0000% | $10708.87          | $10977.88          | Agency Mortgage-Backed Securities |
| GNII SF DE2520 C     | 2054-09-20      | 7.0000%  | 0.0000% | $36065.33          | $37466.01          | Agency Mortgage-Backed Securities |
| GNPL PN DE5554       | 2059-12-15      | 5.4600%  | 0.0000% | $7079.12           | $7256.14           | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $22387.27          | $23170.62          | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $87230.26          | $89159.67          | Agency Mortgage-Backed Securities |
| GNII SF DE6795 C     | 2054-11-20      | 6.5000%  | 0.0000% | $40340.72          | $42358.15          | Agency Mortgage-Backed Securities |
| GNII SF DE6837 C     | 2054-10-20      | 6.5000%  | 0.0000% | $149467.32         | $156942.13         | Agency Mortgage-Backed Securities |
| GNPL PN DE7033       | 2060-04-15      | 5.5600%  | 0.0000% | $130487.61         | $133635.93         | Agency Mortgage-Backed Securities |
| GNCL CL DF1282       | 2064-09-15      | 5.6500%  | 0.0000% | $23443.37          | $24274.98          | Agency Mortgage-Backed Securities |
| GNPL PN DF3010       | 2060-01-15      | 5.3800%  | 0.0000% | $37624.69          | $38346.98          | Agency Mortgage-Backed Securities |
| GNII SF DF5258 C     | 2054-11-20      | 6.0000%  | 0.0000% | $115318.97         | $119294.93         | Agency Mortgage-Backed Securities |
| GNII SF DF5695 C     | 2055-03-20      | 6.0000%  | 0.0000% | $58551.21          | $60660.57          | Agency Mortgage-Backed Securities |
| GNPL PN DF6560       | 2060-07-15      | 5.6200%  | 0.0000% | $98336.67          | $101903.17         | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $9051.75           | $9291.60           | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $215316.07         | $208425.38         | Agency Mortgage-Backed Securities |
| GNII SF DF8507 C     | 2055-01-20      | 6.0000%  | 0.0000% | $166172.34         | $171304.41         | Agency Mortgage-Backed Securities |
| GNPL PN DG0404       | 2060-06-15      | 5.5500%  | 0.0000% | $76743.56          | $79411.24          | Agency Mortgage-Backed Securities |
| GNII SF DG4171 C     | 2055-01-20      | 6.5000%  | 0.0000% | $112535.87         | $117709.00         | Agency Mortgage-Backed Securities |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $940.21            | $993.44            | Agency Mortgage-Backed Securities |
| GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $48.00             | $49.93             | Agency Mortgage-Backed Securities |
| GNII SF 004494 M     | 2039-07-20      | 4.0000%  | 0.0000% | $5462.12           | $5199.46           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4636 | 2048-10-01      | 3.0000%  | 0.0000% | $199453.02         | $174767.92         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA2100 | 2028-12-01      | 5.5000%  | 0.0000% | $40.43             | $40.84             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2517 | 2038-05-01      | 4.5000%  | 0.0000% | $1526.07           | $1537.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1674 | 2037-03-01      | 5.5000%  | 0.0000% | $35.30             | $35.84             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2788 | 2039-10-01      | 4.5000%  | 0.0000% | $954.17            | $945.95            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3144 | 2038-09-01      | 6.5000%  | 0.0000% | $904.06            | $953.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4486 | 2042-05-01      | 3.0000%  | 0.0000% | $24179.92          | $21737.03          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $16.52             | $16.94             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4743 | 2047-11-01      | 3.5000%  | 0.0000% | $5401.53           | $4945.44           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8692 | 2033-04-01      | 2.5000%  | 0.0000% | $14989.92          | $14309.84          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9566 | 2045-12-01      | 4.0000%  | 0.0000% | $8739.83           | $8291.47           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0806 | 2048-08-01      | 5.0000%  | 0.0000% | $2312.23           | $2303.89           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  | 0.0000% | $316.81            | $324.47            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1434 | 2040-02-01      | 6.0000%  | 0.0000% | $786010.01         | $814574.40         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8162 | 2037-07-01      | 2.5000%  | 0.0000% | $255343.39         | $237687.24         | Agency Mortgage-Backed Securities |
| GNII SF MA2896 M     | 2045-06-20      | 5.5000%  | 0.0000% | $278.47            | $284.72            | Agency Mortgage-Backed Securities |
| GNAR AF MA3047 M     | 2045-08-20      | 4.6250%  | 0.0000% | $38802.95          | $39550.07          | Agency Mortgage-Backed Securities |
| GNII SF MA4010 M     | 2032-10-20      | 6.5000%  | 0.0000% | $179.83            | $190.88            | Agency Mortgage-Backed Securities |
| GNII SF MA4652 M     | 2047-08-20      | 3.5000%  | 0.0000% | $1435050.49        | $1315518.91        | Agency Mortgage-Backed Securities |
| GNAR AF MA4663 M     | 2047-07-20      | 5.0000%  | 0.0000% | $1255.83           | $1275.60           | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $795666.70         | $707642.09         | Agency Mortgage-Backed Securities |
| GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $63390.82          | $65127.31          | Agency Mortgage-Backed Securities |
| GNII SF MA5053 M     | 2026-12-20      | 4.0000%  | 0.0000% | $921.94            | $912.81            | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $48275.80          | $49480.92          | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $16391.68          | $16325.38          | Agency Mortgage-Backed Securities |
| GNII SF MA6255 M     | 2034-12-20      | 3.0000%  | 0.0000% | $5033.97           | $4765.80           | Agency Mortgage-Backed Securities |
| GNII SF DG7405 C     | 2055-01-20      | 7.0000%  | 0.0000% | $55150.88          | $58638.97          | Agency Mortgage-Backed Securities |
| GNPL PN DH1748       | 2060-02-15      | 5.8500%  | 0.0000% | $3600.82           | $3784.44           | Agency Mortgage-Backed Securities |
| GNPL PN DH1749       | 2060-02-15      | 5.8800%  | 0.0000% | $13686.08          | $14333.90          | Agency Mortgage-Backed Securities |
| GNPL PN DH1750       | 2060-03-15      | 5.7600%  | 0.0000% | $23698.93          | $24975.49          | Agency Mortgage-Backed Securities |
| GNPL PN DH1752       | 2060-03-15      | 5.7400%  | 0.0000% | $60087.89          | $62664.12          | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $62789.82          | $64876.61          | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $41451.73          | $42829.37          | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $62690.07          | $64956.74          | Agency Mortgage-Backed Securities |
| GNPL PN DH1770       | 2060-05-15      | 5.6400%  | 0.0000% | $27460.31          | $28605.21          | Agency Mortgage-Backed Securities |
| GNPL PN DH1771       | 2060-05-15      | 5.6400%  | 0.0000% | $26128.90          | $27218.29          | Agency Mortgage-Backed Securities |
| GNPL PN DH1772       | 2060-05-15      | 5.6400%  | 0.0000% | $44102.92          | $45908.85          | Agency Mortgage-Backed Securities |
| GNPL PN DH1773       | 2060-05-15      | 5.6400%  | 0.0000% | $49594.98          | $51662.75          | Agency Mortgage-Backed Securities |
| GNII SF DH3463 C     | 2055-02-20      | 7.0000%  | 0.0000% | $53605.02          | $56275.16          | Agency Mortgage-Backed Securities |
| GNII SF DH8907 C     | 2055-01-20      | 7.5000%  | 0.0000% | $59840.92          | $64242.40          | Agency Mortgage-Backed Securities |
| GNII SF 003735 M     | 2035-07-20      | 5.0000%  | 0.0000% | $2841.40           | $2854.29           | Agency Mortgage-Backed Securities |
| GNII SF 005269 M     | 2038-10-20      | 6.0000%  | 0.0000% | $282.36            | $296.98            | Agency Mortgage-Backed Securities |
| GNAR AR 008892 M     | 2026-06-20      | 4.8750%  | 0.0000% | $108.90            | $109.20            | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $41.63             | $41.85             | Agency Mortgage-Backed Securities |
| GNAR AR 008945 M     | 2026-08-20      | 4.6250%  | 0.0000% | $121.97            | $121.98            | Agency Mortgage-Backed Securities |
| GNAR AR 008946 M     | 2026-08-20      | 5.1250%  | 0.0000% | $46.41             | $46.73             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $180.29            | $180.77            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $109.67            | $109.59            | Agency Mortgage-Backed Securities |
| GNAR AR 008788 M     | 2026-01-20      | 5.6250%  | 0.0000% | $29.82             | $29.91             | Agency Mortgage-Backed Securities |
| GNAR AR 008793 M     | 2026-01-20      | 5.6250%  | 0.0000% | $17.48             | $17.53             | Agency Mortgage-Backed Securities |
| GNAR AR 008814 M     | 2026-02-20      | 5.6250%  | 0.0000% | $16.92             | $16.96             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $290128.01         | $270065.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8277 | 2039-01-01      | 5.0000%  | 0.0000% | $14716.35          | $14833.58          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8358 | 2039-12-01      | 6.5000%  | 0.0000% | $2489.58           | $2601.06           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0803 | 2052-01-01      | 3.0000%  | 0.0000% | $768.92            | $666.26            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD0067 | 2049-06-01      | 5.5000%  | 0.0000% | $8459.78           | $8628.99           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0503 | 2048-04-01      | 4.0000%  | 0.0000% | $6186.17           | $5870.36           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  | 0.0000% | $10786.46          | $10302.96          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $47787.54          | $47428.74          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1822 | 2052-11-01      | 5.0000%  | 0.0000% | $38907.49          | $38426.82          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1967 | 2052-10-01      | 4.0000%  | 0.0000% | $22991.30          | $21334.14          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2066 | 2052-12-01      | 4.0000%  | 0.0000% | $1365.72           | $1265.81           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2342 | 2044-12-01      | 5.0000%  | 0.0000% | $9094.24           | $9179.24           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2387 | 2052-06-01      | 3.5000%  | 0.0000% | $105354.33         | $95547.28          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2489 | 2052-05-01      | 4.5000%  | 0.0000% | $21274.97          | $20675.23          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2531 | 2053-02-01      | 4.5000%  | 0.0000% | $2748.80           | $2630.43           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $2729.07           | $2284.31           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3084 | 2053-06-01      | 6.0000%  | 0.0000% | $474571.59         | $488828.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $95714.40          | $93707.91          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $1739.81           | $1437.80           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4593 | 2044-03-01      | 5.0000%  | 0.0000% | $668.80            | $677.51            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $165406.26         | $162247.93         | Agency Mortgage-Backed Securities |
| GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $146677.83         | $133284.19         | Agency Mortgage-Backed Securities |
| GNII SF MA5850 M     | 2034-04-20      | 4.0000%  | 0.0000% | $2982.86           | $2969.79           | Agency Mortgage-Backed Securities |
| GNII SF MA5990 M     | 2049-06-20      | 6.0000%  | 0.0000% | $1442.12           | $1516.94           | Agency Mortgage-Backed Securities |
| GNAR AF MA6052 M     | 2049-07-20      | 5.0000%  | 0.0000% | $6653.32           | $6746.89           | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $278.60            | $253.33            | Agency Mortgage-Backed Securities |
| GNII SF MA6341 M     | 2049-11-20      | 4.5000%  | 0.0000% | $3443.37           | $3333.45           | Agency Mortgage-Backed Securities |
| GNII SF MA6662 M     | 2050-05-20      | 6.0000%  | 0.0000% | $489.51            | $514.87            | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $309601.64         | $272647.59         | Agency Mortgage-Backed Securities |
| GNAR AR 008743 M     | 2025-11-20      | 4.7500%  | 0.0000% | $29.42             | $29.48             | Agency Mortgage-Backed Securities |
| GNII SF 003930 M     | 2036-12-20      | 5.5000%  | 0.0000% | $89.48             | $91.93             | Agency Mortgage-Backed Securities |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $339.13            | $348.39            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $99.21             | $86.20             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $23777.68          | $23110.48          | Agency Mortgage-Backed Securities |
| GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $900.59            | $908.46            | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $2227.40           | $2246.50           | Agency Mortgage-Backed Securities |
| GNII SF MA7317 M     | 2048-01-20      | 5.0000%  | 0.0000% | $22070.46          | $21988.06          | Agency Mortgage-Backed Securities |
| GNCL CS DJ2713       | 2067-01-15      | 11.7000% | 0.0000% | $233750.00         | $238781.70         | Agency Mortgage-Backed Securities |
| GNII SF DJ2879 C     | 2055-07-20      | 5.5000%  | 0.0000% | $338624.23         | $341715.31         | Agency Mortgage-Backed Securities |
| GNII SF DJ3014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $200402.97         | $209369.73         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $244804.86         | $228322.64         | Agency Mortgage-Backed Securities |
| GNCL CL DJ4699       | 2066-10-15      | 5.9400%  | 0.0000% | $669666.67         | $680578.22         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6453       | 2060-06-15      | 4.7400%  | 0.0000% | $488523.66         | $479600.29         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6457       | 2058-07-15      | 4.9500%  | 0.0000% | $240016.04         | $236893.43         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8026       | 2060-07-15      | 6.1300%  | 0.0000% | $30666.67          | $32954.81          | Agency Mortgage-Backed Securities |
| GNII SF DJ7869 C     | 2055-04-20      | 6.0000%  | 0.0000% | $122820.57         | $126453.72         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7942       | 2060-06-15      | 5.9400%  | 0.0000% | $100666.00         | $105073.46         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7949       | 2060-07-15      | 5.6800%  | 0.0000% | $514064.17         | $532339.83         | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 4.8750%  | 0.0000% | $55.78             | $55.98             | Agency Mortgage-Backed Securities |
| GNAR AR 008847 M     | 2026-04-20      | 4.8750%  | 0.0000% | $105.05            | $105.41            | Agency Mortgage-Backed Securities |
| GNII SF 609170 C     | 2032-07-20      | 4.0000%  | 0.0000% | $2428.07           | $2392.33           | Agency Mortgage-Backed Securities |
| GNAR AR 080779 M     | 2033-12-20      | 4.7500%  | 0.0000% | $882.41            | $900.33            | Agency Mortgage-Backed Securities |
| GNAR AR 080781 M     | 2033-12-20      | 4.7500%  | 0.0000% | $277.26            | $282.89            | Agency Mortgage-Backed Securities |
| GNAR AR 080799 M     | 2034-01-20      | 5.6250%  | 0.0000% | $101.07            | $102.74            | Agency Mortgage-Backed Securities |
| GNAR AR 080801 M     | 2034-01-20      | 5.6250%  | 0.0000% | $46.89             | $47.67             | Agency Mortgage-Backed Securities |
| GNAR AR 080824 M     | 2034-02-20      | 5.6250%  | 0.0000% | $174.30            | $175.08            | Agency Mortgage-Backed Securities |
| GNAR AR 080846 M     | 2034-03-20      | 5.6250%  | 0.0000% | $344.71            | $350.45            | Agency Mortgage-Backed Securities |
| GNAR AR 080848 M     | 2034-03-20      | 5.6250%  | 0.0000% | $150.04            | $152.54            | Agency Mortgage-Backed Securities |
| GNAR AR 080869 M     | 2034-04-20      | 4.8750%  | 0.0000% | $260.13            | $264.49            | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $198.66            | $199.19            | Agency Mortgage-Backed Securities |
| GNAR AR 080027 M     | 2027-01-20      | 5.6250%  | 0.0000% | $352.20            | $352.51            | Agency Mortgage-Backed Securities |
| GNAR AR 080029 M     | 2027-01-20      | 5.6250%  | 0.0000% | $232.21            | $232.52            | Agency Mortgage-Backed Securities |
| GNAR AR 080030 M     | 2027-01-20      | 5.6250%  | 0.0000% | $78.75             | $78.93             | Agency Mortgage-Backed Securities |
| GNAR AR 080000 M     | 2026-10-20      | 5.0000%  | 0.0000% | $314.86            | $315.69            | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $32.38             | $32.51             | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $437.47            | $440.40            | Agency Mortgage-Backed Securities |
| GNAR AR 080058 M     | 2027-04-20      | 4.8750%  | 0.0000% | $49.30             | $49.53             | Agency Mortgage-Backed Securities |
| GNAR AR 080059 M     | 2027-04-20      | 4.8750%  | 0.0000% | $675.74            | $676.13            | Agency Mortgage-Backed Securities |
| GNAR AR 080060 M     | 2027-04-20      | 4.8750%  | 0.0000% | $130.32            | $130.74            | Agency Mortgage-Backed Securities |
| GNAR AR 080042 M     | 2027-02-20      | 5.6250%  | 0.0000% | $96.74             | $96.78             | Agency Mortgage-Backed Securities |
| GNAR AR 080045 M     | 2027-02-20      | 5.6250%  | 0.0000% | $183.75            | $184.04            | Agency Mortgage-Backed Securities |
| GNAR AR 080051 M     | 2027-03-20      | 5.6250%  | 0.0000% | $206.91            | $207.78            | Agency Mortgage-Backed Securities |
| GNAR AR 080052 M     | 2027-03-20      | 5.6250%  | 0.0000% | $56.56             | $56.52             | Agency Mortgage-Backed Securities |
| GNAR AR 080053 M     | 2027-03-20      | 5.6250%  | 0.0000% | $80.42             | $80.44             | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $341.69            | $344.07            | Agency Mortgage-Backed Securities |
| GNAR AR 080070 M     | 2027-05-20      | 4.8750%  | 0.0000% | $51.68             | $51.89             | Agency Mortgage-Backed Securities |
| GNAR AR 080072 M     | 2027-05-20      | 4.8750%  | 0.0000% | $314.63            | $316.16            | Agency Mortgage-Backed Securities |
| GNAR AR 080074 M     | 2027-05-20      | 4.8750%  | 0.0000% | $228.50            | $229.35            | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $197.01            | $197.71            | Agency Mortgage-Backed Securities |
| GNAR AR 080084 M     | 2027-06-20      | 4.8750%  | 0.0000% | $167.97            | $168.85            | Agency Mortgage-Backed Securities |
| GNAR AR 080085 M     | 2027-06-20      | 4.8750%  | 0.0000% | $31.09             | $31.25             | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 4.8750%  | 0.0000% | $135.52            | $136.56            | Agency Mortgage-Backed Securities |
| GNAR AR 080103 M     | 2027-08-20      | 4.6250%  | 0.0000% | $116.05            | $116.16            | Agency Mortgage-Backed Securities |
| GNAR AR 080111 M     | 2027-09-20      | 4.6250%  | 0.0000% | $59.92             | $60.01             | Agency Mortgage-Backed Securities |
| GNAR AR 080112 M     | 2027-09-20      | 4.6250%  | 0.0000% | $210.63            | $212.13            | Agency Mortgage-Backed Securities |
| GNAR AR 080116 M     | 2027-09-20      | 5.0000%  | 0.0000% | $17.58             | $17.73             | Agency Mortgage-Backed Securities |
| GNAR AR 080118 M     | 2027-10-20      | 4.7500%  | 0.0000% | $164.45            | $164.75            | Agency Mortgage-Backed Securities |
| GNAR AR 080132 M     | 2027-11-20      | 4.7500%  | 0.0000% | $379.26            | $379.94            | Agency Mortgage-Backed Securities |
| GNAR AR 080283 M     | 2029-05-20      | 4.8750%  | 0.0000% | $241.30            | $241.56            | Agency Mortgage-Backed Securities |
| GNAR AR 080318 M     | 2029-09-20      | 4.6250%  | 0.0000% | $40.49             | $40.70             | Agency Mortgage-Backed Securities |
| GNAR AR 080310 M     | 2029-08-20      | 4.6250%  | 0.0000% | $37.01             | $37.20             | Agency Mortgage-Backed Securities |
| GNAR AR 080351 M     | 2029-12-20      | 4.7500%  | 0.0000% | $107.36            | $107.68            | Agency Mortgage-Backed Securities |
| GNAR AR 080342 M     | 2029-11-20      | 4.7500%  | 0.0000% | $24.56             | $24.62             | Agency Mortgage-Backed Securities |
| GNAR AR 080376 M     | 2030-02-20      | 5.6250%  | 0.0000% | $39.63             | $39.91             | Agency Mortgage-Backed Securities |
| GNAR AR 080352 M     | 2029-12-20      | 4.7500%  | 0.0000% | $36.48             | $36.61             | Agency Mortgage-Backed Securities |
| GNAR AR 080354 M     | 2029-12-20      | 4.7500%  | 0.0000% | $19.64             | $19.73             | Agency Mortgage-Backed Securities |
| GNAR AR 080385 M     | 2030-03-20      | 5.6250%  | 0.0000% | $67.48             | $67.87             | Agency Mortgage-Backed Securities |
| GNAR AR 080387 M     | 2030-03-20      | 5.6250%  | 0.0000% | $21.61             | $21.75             | Agency Mortgage-Backed Securities |
| GNAR AR 080547 M     | 2031-10-20      | 4.7500%  | 0.0000% | $776.26            | $780.60            | Agency Mortgage-Backed Securities |
| GNAR AR 080562 M     | 2031-12-20      | 4.7500%  | 0.0000% | $1096.02           | $1101.81           | Agency Mortgage-Backed Securities |
| GNAR AR 080602 M     | 2032-05-20      | 4.8750%  | 0.0000% | $274.31            | $274.53            | Agency Mortgage-Backed Securities |
| GNAR AR 080583 M     | 2032-03-20      | 5.6250%  | 0.0000% | $71.25             | $72.31             | Agency Mortgage-Backed Securities |
| GNAR AR 080593 M     | 2032-04-20      | 4.8750%  | 0.0000% | $425.29            | $431.68            | Agency Mortgage-Backed Securities |
| GNAR AR 080636 M     | 2032-09-20      | 4.6250%  | 0.0000% | $120.03            | $120.36            | Agency Mortgage-Backed Securities |
| GNAR AR 080610 M     | 2032-06-20      | 4.8750%  | 0.0000% | $159.14            | $161.54            | Agency Mortgage-Backed Securities |
| GNAR AR 080664 M     | 2033-01-20      | 5.6250%  | 0.0000% | $2317.45           | $2329.88           | Agency Mortgage-Backed Securities |
| GNAR AR 080657 M     | 2032-12-20      | 4.7500%  | 0.0000% | $31.66             | $32.27             | Agency Mortgage-Backed Securities |
| GNAR AR 080659 M     | 2032-12-20      | 4.7500%  | 0.0000% | $113.73            | $115.91            | Agency Mortgage-Backed Securities |
| GNAR AR 080701 M     | 2033-06-20      | 4.8750%  | 0.0000% | $714.37            | $714.59            | Agency Mortgage-Backed Securities |
| GNAR AR 080702 M     | 2033-06-20      | 4.8750%  | 0.0000% | $330.54            | $330.71            | Agency Mortgage-Backed Securities |
| GNAR AR 080703 M     | 2033-06-20      | 4.8750%  | 0.0000% | $219.24            | $222.76            | Agency Mortgage-Backed Securities |
| GNAR AR 080673 M     | 2033-02-20      | 5.6250%  | 0.0000% | $1064.22           | $1081.01           | Agency Mortgage-Backed Securities |
| GNAR AR 080680 M     | 2033-03-20      | 5.6250%  | 0.0000% | $136.48            | $138.65            | Agency Mortgage-Backed Securities |
| GNAR AR 080681 M     | 2033-03-20      | 5.6250%  | 0.0000% | $1939.14           | $1951.33           | Agency Mortgage-Backed Securities |
| GNAR AR 080725 M     | 2033-08-20      | 4.6250%  | 0.0000% | $742.36            | $752.83            | Agency Mortgage-Backed Securities |
| GNAR AR 080736 M     | 2033-09-20      | 4.6250%  | 0.0000% | $794.31            | $805.57            | Agency Mortgage-Backed Securities |
| GNAR AR 080902 M     | 2034-05-20      | 4.8750%  | 0.0000% | $620.07            | $630.47            | Agency Mortgage-Backed Securities |
| GNAR AR 080904 M     | 2034-05-20      | 4.8750%  | 0.0000% | $88.41             | $89.89             | Agency Mortgage-Backed Securities |
| GNAR AR 080963 M     | 2034-07-20      | 4.6250%  | 0.0000% | $124.83            | $125.70            | Agency Mortgage-Backed Securities |
| GNAR AR 080934 M     | 2034-06-20      | 4.8750%  | 0.0000% | $199.80            | $203.17            | Agency Mortgage-Backed Securities |
| GNAR AR 081023 M     | 2034-08-20      | 4.6250%  | 0.0000% | $369.25            | $371.60            | Agency Mortgage-Backed Securities |
| GNAR AR 081056 M     | 2034-09-20      | 4.6250%  | 0.0000% | $215.98            | $219.24            | Agency Mortgage-Backed Securities |
| GNAR AR 081058 M     | 2034-09-20      | 4.6250%  | 0.0000% | $63.12             | $63.57             | Agency Mortgage-Backed Securities |
| GNAR AR 081166 M     | 2034-12-20      | 4.7500%  | 0.0000% | $156.14            | $159.46            | Agency Mortgage-Backed Securities |
| GNAR AR 081197 M     | 2035-01-20      | 5.6250%  | 0.0000% | $166.85            | $169.73            | Agency Mortgage-Backed Securities |
| GNAR AR 081268 M     | 2035-03-20      | 5.6250%  | 0.0000% | $796.46            | $798.96            | Agency Mortgage-Backed Securities |
| GNAR AR 081368 M     | 2035-06-20      | 4.8750%  | 0.0000% | $225.67            | $229.62            | Agency Mortgage-Backed Securities |
| GNAR AR 081435 M     | 2035-08-20      | 4.6250%  | 0.0000% | $2003.20           | $2016.26           | Agency Mortgage-Backed Securities |
| GNAR AR 081463 M     | 2035-09-20      | 4.6250%  | 0.0000% | $1172.92           | $1180.97           | Agency Mortgage-Backed Securities |
| GNAR AR 081465 M     | 2035-09-20      | 4.6250%  | 0.0000% | $3662.13           | $3683.98           | Agency Mortgage-Backed Securities |
| GNAR AR 081635 M     | 2036-03-20      | 5.6250%  | 0.0000% | $2653.08           | $2667.86           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5492 | 2054-05-01      | 6.0000%  | 0.0000% | $43252.04          | $44100.30          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5663 | 2054-06-01      | 5.5000%  | 0.0000% | $2982.58           | $2984.76           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7108 | 2054-10-01      | 6.5000%  | 0.0000% | $560802.73         | $581511.31         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6719 | 2052-11-01      | 5.0000%  | 0.0000% | $559629.10         | $554232.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6812 | 2054-10-01      | 5.5000%  | 0.0000% | $13464.46          | $13633.58          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $47.79             | $41.40             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $59.05             | $55.23             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $69197.79          | $60617.68          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $221.35            | $191.15            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $2103.92           | $1657.89           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8209 | 2052-03-01      | 1.5000%  | 0.0000% | $231845.84         | $172882.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $147353.08         | $147644.60         | Agency Mortgage-Backed Securities |
| GNII SF MA7587 M     | 2051-09-20      | 1.5000%  | 0.0000% | $19483.85          | $15112.06          | Agency Mortgage-Backed Securities |
| GNAR AF MA7602 M     | 2051-09-20      | 2.5000%  | 0.0000% | $9644.08           | $9329.05           | Agency Mortgage-Backed Securities |
| GNAR AF MA7661 M     | 2051-09-20      | 2.0000%  | 0.0000% | $23135.21          | $21953.46          | Agency Mortgage-Backed Securities |
| GNAR AF MA7663 M     | 2051-10-20      | 2.5000%  | 0.0000% | $42684.55          | $40817.88          | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $6336873.08        | $5347898.42        | Agency Mortgage-Backed Securities |
| GNAR AF MA7841 M     | 2051-12-20      | 2.5000%  | 0.0000% | $19206.12          | $18418.30          | Agency Mortgage-Backed Securities |
| GNII SF MA8875 M     | 2053-05-20      | 3.5000%  | 0.0000% | $83199.29          | $75635.95          | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $81214.63          | $79980.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8983 M     | 2038-07-20      | 3.5000%  | 0.0000% | $28417.19          | $27081.51          | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $192388.27         | $184476.88         | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $30063.25          | $29604.98          | Agency Mortgage-Backed Securities |
| GNII SF DK0892 C     | 2055-05-20      | 6.0000%  | 0.0000% | $360014.37         | $370663.59         | Agency Mortgage-Backed Securities |
| GNII SF DK3273 C     | 2055-06-20      | 6.0000%  | 0.0000% | $70528.31          | $72761.52          | Agency Mortgage-Backed Securities |
| GNII SF DK3318 C     | 2055-06-20      | 6.0000%  | 0.0000% | $186438.36         | $191953.40         | Agency Mortgage-Backed Securities |
| GNII SF DK4329 C     | 2055-05-20      | 6.0000%  | 0.0000% | $64325.21          | $66642.66          | Agency Mortgage-Backed Securities |
| GNAR FT 082428 M     | 2039-11-20      | 5.8750%  | 0.0000% | $877.51            | $895.78            | Agency Mortgage-Backed Securities |
| GNAR FT 082468 M     | 2040-01-20      | 5.7500%  | 0.0000% | $295.91            | $301.92            | Agency Mortgage-Backed Securities |
| GNAR FT 082483 M     | 2040-02-20      | 5.7500%  | 0.0000% | $96.24             | $98.20             | Agency Mortgage-Backed Securities |
| GNAR FT 082724 M     | 2041-01-20      | 5.7500%  | 0.0000% | $1195.99           | $1207.76           | Agency Mortgage-Backed Securities |
| GNAR FT 082744 M     | 2041-02-20      | 5.7500%  | 0.0000% | $2734.14           | $2759.37           | Agency Mortgage-Backed Securities |
| GNAR FT 082745 M     | 2041-02-20      | 5.7500%  | 0.0000% | $637.99            | $647.23            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $4198.51           | $3771.46           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $23.17             | $24.10             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $2202.52           | $2100.37           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $1080.77           | $1001.70           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $101621.51         | $101641.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $5376178.91        | $5373933.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $62.20             | $63.39             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $4024.43           | $3870.93           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $73527.24          | $77083.51          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4220 | 2053-09-01      | 5.0000%  | 0.0000% | $9303.85           | $9173.29           | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | 0.0000% | $4259.10           | $4424.71           | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $3929.41           | $3450.71           | Agency Mortgage-Backed Securities |
| GNII SF MA9132 M     | 2031-05-20      | 2.5000%  | 0.0000% | $2325.40           | $2189.16           | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $68228.46          | $63601.77          | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $32334.64          | $29178.51          | Agency Mortgage-Backed Securities |
| GNII SF MA9750 M     | 2039-07-20      | 6.0000%  | 0.0000% | $131971.12         | $135793.92         | Agency Mortgage-Backed Securities |
| GNII SF AO1091 C     | 2045-09-20      | 4.0000%  | 0.0000% | $274344.31         | $258308.16         | Agency Mortgage-Backed Securities |
| GNII SF BA9807 C     | 2047-07-20      | 3.5000%  | 0.0000% | $5019.12           | $4590.82           | Agency Mortgage-Backed Securities |
| GNII SF BC4701 C     | 2047-10-20      | 3.5000%  | 0.0000% | $41710.60          | $37995.55          | Agency Mortgage-Backed Securities |
| GNAR AF BD4156 C     | 2047-11-20      | 5.5000%  | 0.0000% | $1283.19           | $1288.36           | Agency Mortgage-Backed Securities |
| GNII SF BE2222 C     | 2048-01-20      | 3.5000%  | 0.0000% | $7415.45           | $6755.03           | Agency Mortgage-Backed Securities |
| GNII SF BE3008 C     | 2048-04-20      | 4.0000%  | 0.0000% | $5430.29           | $5048.97           | Agency Mortgage-Backed Securities |
| GNCL CL CP1222       | 2066-07-15      | 5.3900%  | 0.0000% | $51014.33          | $50601.41          | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $31336.78          | $32990.41          | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $39522.81          | $41608.42          | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $20652.46          | $21742.28          | Agency Mortgage-Backed Securities |
| GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $26640.01          | $28045.79          | Agency Mortgage-Backed Securities |
| GNII SF DK8209 C     | 2055-07-20      | 6.0000%  | 0.0000% | $42800.40          | $44421.17          | Agency Mortgage-Backed Securities |
| GNII SF MB0068 M     | 2039-12-20      | 6.0000%  | 0.0000% | $7032.32           | $7301.34           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB4068 | 2050-10-01      | 2.5000%  | 0.0000% | $12662.35          | $10435.59          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7411 | 2051-09-01      | 2.5000%  | 0.0000% | $5144.35           | $4301.21           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8493 | 2051-10-01      | 2.5000%  | 0.0000% | $420793.21         | $346140.43         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9251 | 2051-10-01      | 2.5000%  | 0.0000% | $93741.77          | $77111.92          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC9344 | 2051-10-01      | 1.5000%  | 0.0000% | $63637.48          | $47454.47          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD0981 | 2051-11-01      | 3.0000%  | 0.0000% | $40977.41          | $35202.67          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD2940 | 2051-12-01      | 2.0000%  | 0.0000% | $19713.64          | $15626.25          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD6303 | 2052-02-01      | 3.5000%  | 0.0000% | $52955.13          | $47875.97          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8711 | 2052-03-01      | 2.0000%  | 0.0000% | $282731.60         | $221982.95         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $54641.68          | $52272.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7537 | 2052-08-01      | 4.5000%  | 0.0000% | $74504.33          | $71123.03          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8900 | 2052-09-01      | 5.0000%  | 0.0000% | $33424.42          | $33155.45          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0304 | 2054-11-01      | 5.0000%  | 0.0000% | $34024.67          | $33265.10          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0635 | 2054-12-01      | 5.5000%  | 0.0000% | $36097.72          | $36612.85          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1637 | 2054-12-01      | 5.5000%  | 0.0000% | $38433.28          | $38440.98          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX2844 | 2055-01-01      | 4.0000%  | 0.0000% | $33330.00          | $30891.62          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7092 | 2055-02-01      | 6.0000%  | 0.0000% | $43715.35          | $45095.19          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8070 | 2055-03-01      | 6.0000%  | 0.0000% | $56585.84          | $58538.73          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7787 | 2055-03-01      | 6.0000%  | 0.0000% | $45230.66          | $46791.57          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8944 | 2055-03-01      | 6.0000%  | 0.0000% | $35197.16          | $36028.41          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8615 | 2055-03-01      | 6.5000%  | 0.0000% | $601317.15         | $623766.53         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX8843 | 2055-03-01      | 5.5000%  | 0.0000% | $16532.52          | $16543.98          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9154 | 2055-03-01      | 6.0000%  | 0.0000% | $95604.46          | $97829.37          | Agency Mortgage-Backed Securities |
| GNCL CL CP1224       | 2066-09-15      | 5.3900%  | 0.0000% | $20808.07          | $20714.07          | Agency Mortgage-Backed Securities |
| GNCL CL CP1226       | 2066-09-15      | 5.4700%  | 0.0000% | $14340.00          | $14397.44          | Agency Mortgage-Backed Securities |
| GNCL CL CP2694       | 2066-07-15      | 5.4500%  | 0.0000% | $57816.73          | $57771.73          | Agency Mortgage-Backed Securities |
| GNCL CL CP3616       | 2064-06-15      | 3.7900%  | 0.0000% | $1916.27           | $1801.59           | Agency Mortgage-Backed Securities |
| GNPL PN CP3641       | 2064-04-15      | 4.1000%  | 0.0000% | $419.73            | $390.54            | Agency Mortgage-Backed Securities |
| GNCL CL CP3649       | 2065-01-15      | 4.3500%  | 0.0000% | $153783.30         | $145472.54         | Agency Mortgage-Backed Securities |
| GNPL PN CP3674       | 2063-11-15      | 4.3500%  | 0.0000% | $19241.44          | $18117.59          | Agency Mortgage-Backed Securities |
| GNCL CL CP3703       | 2065-06-15      | 5.3000%  | 0.0000% | $6996.13           | $6932.78           | Agency Mortgage-Backed Securities |
| GNPL PN CP3708       | 2058-05-15      | 4.8500%  | 0.0000% | $3304.81           | $3297.52           | Agency Mortgage-Backed Securities |
| GNII SF BG3815 C     | 2048-06-20      | 4.5000%  | 0.0000% | $55695.85          | $52389.02          | Agency Mortgage-Backed Securities |
| GNII SF CB4509 C     | 2051-02-20      | 2.5000%  | 0.0000% | $18895.38          | $15900.71          | Agency Mortgage-Backed Securities |
| GNII SF CC3160 C     | 2051-03-20      | 2.5000%  | 0.0000% | $104664.17         | $88252.13          | Agency Mortgage-Backed Securities |
| GNII SF CF2425 C     | 2051-08-20      | 2.5000%  | 0.0000% | $133151.21         | $111383.16         | Agency Mortgage-Backed Securities |
| GNII SF CI6775 C     | 2051-10-20      | 3.5000%  | 0.0000% | $25758.80          | $23360.47          | Agency Mortgage-Backed Securities |
| GNPL PN CJ3158       | 2057-03-15      | 1.9400%  | 0.0000% | $325119.21         | $262724.50         | Agency Mortgage-Backed Securities |
| GNPL PN CK5789       | 2057-05-15      | 2.4400%  | 0.0000% | $131868.74         | $114417.93         | Agency Mortgage-Backed Securities |
| GNCL CL CN0548       | 2066-07-15      | 5.5900%  | 0.0000% | $85633.07          | $85270.44          | Agency Mortgage-Backed Securities |
| GNII SF MB0340 M     | 2040-05-20      | 5.0000%  | 0.0000% | $32321.99          | $32545.16          | Agency Mortgage-Backed Securities |
| GNAR AF MB0379 M     | 2055-05-20      | 6.0000%  | 0.0000% | $39683.56          | $40415.52          | Agency Mortgage-Backed Securities |
| GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $2342392.20        | $2437313.74        | Agency Mortgage-Backed Securities |
| GNAR AF MB0431 M     | 2055-05-20      | 3.5000%  | 0.0000% | $36408.28          | $34790.50          | Agency Mortgage-Backed Securities |
| GNAR AF MB0434 M     | 2055-06-20      | 5.0000%  | 0.0000% | $226760.35         | $227160.73         | Agency Mortgage-Backed Securities |
| GNAR AF MB0436 M     | 2055-06-20      | 6.0000%  | 0.0000% | $85561.92          | $87266.74          | Agency Mortgage-Backed Securities |
| GNAR AF MB0493 M     | 2055-06-20      | 4.0000%  | 0.0000% | $1179149.60        | $1151485.96        | Agency Mortgage-Backed Securities |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $111296.73         | $110237.41         | Agency Mortgage-Backed Securities |
| GNAR AF MB0495 M     | 2055-06-20      | 5.0000%  | 0.0000% | $328859.83         | $329851.24         | Agency Mortgage-Backed Securities |
| GNAR AF MB0497 M     | 2055-07-20      | 6.0000%  | 0.0000% | $20500.00          | $20863.98          | Agency Mortgage-Backed Securities |
| GNII SF DI2422 C     | 2055-04-20      | 6.0000%  | 0.0000% | $268172.27         | $276105.07         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0332 | 2055-04-01      | 6.0000%  | 0.0000% | $54582.07          | $56510.78          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0448 | 2055-04-01      | 5.5000%  | 0.0000% | $134258.21         | $134613.10         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0463 | 2055-04-01      | 6.0000%  | 0.0000% | $116799.04         | $120015.69         | Agency Mortgage-Backed Securities |
| GNII SF AL6997 C     | 2045-04-20      | 3.5000%  | 0.0000% | $12243.30          | $11101.37          | Agency Mortgage-Backed Securities |
| GNPL PN DI7402       | 2060-05-15      | 5.7400%  | 0.0000% | $17396.26          | $18099.13          | Agency Mortgage-Backed Securities |
| GNPL PN DI7404       | 2060-05-15      | 5.4900%  | 0.0000% | $71093.65          | $73209.54          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0691 | 2055-04-01      | 6.0000%  | 0.0000% | $35617.83          | $36623.36          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0901 | 2055-04-01      | 6.5000%  | 0.0000% | $98784.22          | $103696.43         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1173 | 2055-04-01      | 6.0000%  | 0.0000% | $42771.37          | $44360.15          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1443 | 2055-04-01      | 6.5000%  | 0.0000% | $479941.44         | $499382.27         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1514 | 2055-04-01      | 6.0000%  | 0.0000% | $119459.04         | $122629.36         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1947 | 2055-04-01      | 6.5000%  | 0.0000% | $41974.91          | $44034.48          | Agency Mortgage-Backed Securities |

### Security 263: 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_0821
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLCB9119 | 2054-09-01      | 5.5000%  | 0.0000% | $528856.38         | $531251.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0765 | 2040-02-01      | 5.5000%  | 0.0000% | $46992885.53       | $48245966.47       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $108325415.68      | $93059006.52       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1616 | 2055-05-01      | 5.0000%  | 0.0000% | $80689378.93       | $79134387.04       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2374 | 2055-07-01      | 5.5000%  | 0.0000% | $54963422.00       | $54974432.99       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $139170.59         | $131126.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6521 | 2055-04-01      | 5.5000%  | 0.0000% | $1072178.42        | $1095044.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1237802.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8560 | 2055-05-01      | 5.5000%  | 0.0000% | $2538985.65        | $2550142.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2053 | 2055-06-01      | 5.5000%  | 0.0000% | $6366646.01        | $6373829.71        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9646 | 2051-11-01      | 2.0000%  | 0.0000% | $5043666.93        | $3960068.72        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0969 | 2037-02-01      | 2.0000%  | 0.0000% | $599977.94         | $548158.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2535 | 2052-08-01      | 2.5000%  | 0.0000% | $110234.58         | $90676.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | 0.0000% | $40586.34          | $39911.86          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2943 | 2051-02-01      | 2.0000%  | 0.0000% | $171917.24         | $135731.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256213 | 2026-04-01      | 6.0000%  | 0.0000% | $656.30            | $668.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $117263.94         | $109810.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM6668 | 2050-12-01      | 4.0000%  | 0.0000% | $669010.31         | $613290.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3433 | 2052-12-01      | 5.5000%  | 0.0000% | $1214128.48        | $1226358.81        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $95358468.05       | $81918168.77       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3969 | 2037-03-01      | 2.0000%  | 0.0000% | $42875.81          | $39142.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4023 | 2053-03-01      | 5.5000%  | 0.0000% | $30287609.59       | $30743963.09       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4062 | 2038-02-01      | 3.0000%  | 0.0000% | $4486044.62        | $4261876.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5342 | 2053-07-01      | 5.5000%  | 0.0000% | $1151317.69        | $1159622.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4598 | 2053-05-01      | 6.0000%  | 0.0000% | $221359.65         | $229777.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4685 | 2051-11-01      | 2.0000%  | 0.0000% | $10648519.75       | $8382777.41        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL509503 | 2029-11-01      | 7.0000%  | 0.0000% | $1269.85           | $1341.89           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL602314 | 2031-09-01      | 7.5000%  | 0.0000% | $2198.80           | $2229.73           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $6082.42           | $6026.64           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7684 | 2041-12-01      | 4.0000%  | 0.0000% | $5530004.80        | $5319379.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4404 | 2048-12-01      | 5.0000%  | 0.0000% | $44368.91          | $43941.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $446908.99         | $433211.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $498195.90         | $409822.59         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $745024.38         | $699759.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $353870.38         | $291081.16         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA9963 | 2054-02-01      | 6.0000%  | 0.0000% | $2118122.76        | $2162582.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $905.39            | $951.27            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $4969.30           | $4701.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW1818 | 2037-09-01      | 3.0000%  | 0.0000% | $729515.52         | $693068.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5313 | 2053-08-01      | 5.0000%  | 0.0000% | $9015085.05        | $8824539.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX4376 | 2053-04-01      | 4.5000%  | 0.0000% | $7836976.39        | $7473105.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $28684.07          | $29412.46          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL944789 | 2037-10-01      | 6.5000%  | 0.0000% | $19191.77          | $20188.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL945916 | 2037-08-01      | 6.5000%  | 0.0000% | $19094.76          | $19973.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $1376872.17        | $1138001.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3840 | 2049-07-01      | 4.5000%  | 0.0000% | $2497.81           | $2416.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $8128940.49        | $7443887.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $72344.90          | $70040.33          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6279 | 2045-07-01      | 2.5000%  | 0.0000% | $243647.90         | $205868.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6289 | 2050-07-01      | 2.5000%  | 0.0000% | $4764131.36        | $3923363.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $176898.61         | $171263.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $1338138.08        | $1112773.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $482059.07         | $460385.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $13939.39          | $12610.78          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $9091489.34        | $8472752.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1134 | 2051-07-01      | 2.5000%  | 0.0000% | $1947591.92        | $1602095.60        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4485 | 2037-07-01      | 3.0000%  | 0.0000% | $28512.69          | $27087.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4035 | 2052-07-01      | 5.0000%  | 0.0000% | $394517.50         | $389371.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $90490.37          | $81675.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $25219.82          | $20783.99          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $19105918.56       | $19498163.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $337430.50         | $345312.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5976 | 2054-11-01      | 4.5000%  | 0.0000% | $1338817.78        | $1280235.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6625 | 2054-10-01      | 5.5000%  | 0.0000% | $2464777.28        | $2484516.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9094 | 2055-06-01      | 6.0000%  | 0.0000% | $1827427.96        | $1895728.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2908 | 2055-04-01      | 6.0000%  | 0.0000% | $1996812.76        | $2064696.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  | 0.0000% | $9548402.46        | $9853225.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1083734.84        | $1116197.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7895 | 2039-01-01      | 6.5000%  | 0.0000% | $1986696.27        | $2098645.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $2095673.58        | $1997019.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $3973.92           | $3569.72           | Agency Mortgage-Backed Securities |

### Security 264: 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_0825
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CICB9867 | 2040-01-01      | 4.5000%  | 0.0000% | $1151705.99        | $1143247.86        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $7436295.09        | $5546687.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1019 | 2055-03-01      | 5.5000%  | 0.0000% | $146633.68         | $146935.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $108573.67         | $105267.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $8795.51           | $8247.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4202 | 2055-02-01      | 5.5000%  | 0.0000% | $1585442.23        | $1591689.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5882 | 2055-03-01      | 5.5000%  | 0.0000% | $1575448.62        | $1589695.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7100 | 2055-06-01      | 5.5000%  | 0.0000% | $1851398.60        | $1851478.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8053 | 2055-05-01      | 6.0000%  | 0.0000% | $6358451.96        | $6514221.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8624 | 2040-05-01      | 5.0000%  | 0.0000% | $1495683.38        | $1509147.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1648 | 2055-06-01      | 6.5000%  | 0.0000% | $1807618.16        | $1905541.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1857 | 2055-06-01      | 5.5000%  | 0.0000% | $6044936.39        | $6076994.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2156 | 2055-06-01      | 6.0000%  | 0.0000% | $1051614.52        | $1090688.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5167 | 2055-07-01      | 6.0000%  | 0.0000% | $1817921.00        | $1884111.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $94669.23          | $86944.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD3004 | 2046-08-01      | 3.0000%  | 0.0000% | $441120.39         | $391075.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  | 0.0000% | $35288.12          | $34046.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | 0.0000% | $25620.64          | $23469.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8794 | 2051-09-01      | 2.5000%  | 0.0000% | $495414.81         | $410373.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9048 | 2051-10-01      | 3.0000%  | 0.0000% | $2460852.16        | $2142137.35        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9411 | 2051-11-01      | 2.0000%  | 0.0000% | $231533.59         | $182555.36         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0117 | 2052-01-01      | 2.0000%  | 0.0000% | $2025231.31        | $1612715.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $242796.33         | $218401.53         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $457418.69         | $375078.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  | 0.0000% | $261643.67         | $224768.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  | 0.0000% | $31697.53          | $30202.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2114 | 2052-06-01      | 4.5000%  | 0.0000% | $261050.37         | $251092.87         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL254007 | 2031-10-01      | 6.5000%  | 0.0000% | $2915.71           | $3022.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL254479 | 2032-10-01      | 6.5000%  | 0.0000% | $2333.96           | $2457.65           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK0720 | 2049-12-01      | 2.5000%  | 0.0000% | $585407.49         | $487781.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1020 | 2046-11-01      | 4.5000%  | 0.0000% | $11880.42          | $11565.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  | 0.0000% | $1360.32           | $1384.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3102 | 2052-10-01      | 4.5000%  | 0.0000% | $784160.10         | $749233.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3886 | 2052-10-01      | 4.5000%  | 0.0000% | $31873.87          | $30430.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS6191 | 2038-11-01      | 3.5000%  | 0.0000% | $48633.92          | $46765.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5799 | 2050-09-01      | 2.5000%  | 0.0000% | $87327.58          | $72571.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $114439.78         | $98423.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  | 0.0000% | $384778.84         | $330550.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL323632 | 2029-04-01      | 6.5000%  | 0.0000% | $7358.16           | $7627.92           | Agency Mortgage-Backed Securities |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $59653.37          | $59750.03          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1339 | 2041-08-01      | 4.5000%  | 0.0000% | $2558.51           | $2514.39           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6602 | 2036-10-01      | 1.5000%  | 0.0000% | $4063105.60        | $3598115.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2225 | 2051-08-01      | 2.0000%  | 0.0000% | $4814499.38        | $3780184.44        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR3060 | 2051-03-01      | 2.5000%  | 0.0000% | $19140.91          | $15863.95          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT4366 | 2036-07-01      | 2.0000%  | 0.0000% | $14147744.27       | $12915145.64       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5322 | 2054-12-01      | 6.0000%  | 0.0000% | $3411899.79        | $3528593.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5328 | 2054-12-01      | 6.0000%  | 0.0000% | $2419276.96        | $2517862.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9205 | 2054-09-01      | 6.5000%  | 0.0000% | $1900095.41        | $1974971.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9754 | 2050-04-01      | 3.5000%  | 0.0000% | $8718032.96        | $8005758.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0133 | 2055-03-01      | 6.5000%  | 0.0000% | $17264872.10       | $18259789.13       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0260 | 2055-04-01      | 6.0000%  | 0.0000% | $321768.47         | $331150.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0338 | 2045-04-01      | 6.0000%  | 0.0000% | $3806131.81        | $3899347.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0419 | 2055-05-01      | 6.5000%  | 0.0000% | $10594058.41       | $11219167.90       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0594 | 2055-06-01      | 6.5000%  | 0.0000% | $65771105.59       | $69300295.45       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $5480.44           | $5647.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $17257.33          | $18131.76          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL7256 | 2030-06-01      | 2.0000%  | 0.0000% | $57684.88          | $56040.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $98414.54          | $94531.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAU4184 | 2043-07-01      | 3.0000%  | 0.0000% | $110223.87         | $96909.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4804 | 2054-03-01      | 5.5000%  | 0.0000% | $1377411.33        | $1383382.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4909 | 2054-09-01      | 5.5000%  | 0.0000% | $24351879.78       | $24401882.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4916 | 2054-08-01      | 6.0000%  | 0.0000% | $64726.72          | $66117.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5244 | 2054-11-01      | 5.0000%  | 0.0000% | $6391418.22        | $6247110.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV1733 | 2045-05-01      | 5.5000%  | 0.0000% | $2815093.22        | $2856239.56        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  | 0.0000% | $18525767.76       | $14563266.60       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL905921 | 2036-12-01      | 6.5000%  | 0.0000% | $2019.93           | $2126.32           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL908916 | 2037-03-01      | 6.5000%  | 0.0000% | $22690.89          | $23898.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930920 | 2039-04-01      | 4.5000%  | 0.0000% | $45035.53          | $44702.72          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $1269.10           | $1283.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $38607.45          | $35810.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $50124.51          | $47205.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  | 0.0000% | $12514.64          | $12661.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745516 | 2036-05-01      | 5.5000%  | 0.0000% | $5403.88           | $5574.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5308 | 2050-03-01      | 3.5000%  | 0.0000% | $6580085.87        | $5990211.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $500626.30         | $489484.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  | 0.0000% | $2709491.73        | $2526060.04        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5398 | 2044-04-01      | 7.5000%  | 0.0000% | $703384.29         | $753363.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1046 | 2053-10-01      | 5.5000%  | 0.0000% | $1386.86           | $1386.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1490 | 2053-10-01      | 6.5000%  | 0.0000% | $24089.87          | $25071.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA3327 | 2053-10-01      | 6.0000%  | 0.0000% | $1226915.23        | $1271374.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8100 | 2054-09-01      | 5.5000%  | 0.0000% | $2067634.93        | $2068049.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8623 | 2054-07-01      | 6.5000%  | 0.0000% | $4481856.23        | $4650403.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $1571213.63        | $1466227.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2095 | 2051-11-01      | 3.0000%  | 0.0000% | $22269167.64       | $19143912.66       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $3871.23           | $3079.28           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2299 | 2051-12-01      | 2.5000%  | 0.0000% | $371266.63         | $305403.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2405 | 2051-12-01      | 2.5000%  | 0.0000% | $1622500.61        | $1334658.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2410 | 2051-12-01      | 2.5000%  | 0.0000% | $4033958.14        | $3334523.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3523 | 2052-05-01      | 3.0000%  | 0.0000% | $27858841.62       | $23964091.98       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  | 0.0000% | $481619.93         | $378537.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2869 | 2052-02-01      | 2.5000%  | 0.0000% | $1514715.00        | $1261323.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $532684.63         | $488890.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3247 | 2052-04-01      | 3.0000%  | 0.0000% | $2999999.69        | $2577179.73        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3299 | 2047-04-01      | 2.5000%  | 0.0000% | $593535.03         | $498605.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3368 | 2052-04-01      | 3.0000%  | 0.0000% | $420884.04         | $361993.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3369 | 2052-04-01      | 3.5000%  | 0.0000% | $29502.78          | $26520.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4486 | 2037-08-01      | 3.0000%  | 0.0000% | $211998.08         | $201404.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $755783.25         | $679310.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3856 | 2052-06-01      | 4.0000%  | 0.0000% | $23839.16          | $22234.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $50260.53          | $43627.14          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4005 | 2037-04-01      | 1.5000%  | 0.0000% | $400299.75         | $354725.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1010 | 2032-03-01      | 3.5000%  | 0.0000% | $57900.87          | $56648.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4068 | 2052-07-01      | 4.5000%  | 0.0000% | $1120434.45        | $1073808.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $2568.66           | $2208.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4902 | 2053-01-01      | 3.5000%  | 0.0000% | $3303869.88        | $2967822.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $62545462.06       | $59601447.16       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5243 | 2038-11-01      | 3.5000%  | 0.0000% | $1054740.57        | $1014227.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $25222456.40       | $25211921.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1011 | 2054-09-01      | 6.0000%  | 0.0000% | $2926901.56        | $3009206.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1878 | 2054-09-01      | 5.5000%  | 0.0000% | $27058539.34       | $27087311.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3135 | 2054-09-01      | 5.5000%  | 0.0000% | $2453989.88        | $2470130.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6094 | 2055-04-01      | 6.0000%  | 0.0000% | $4001234.88        | $4135056.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6727 | 2054-11-01      | 5.0000%  | 0.0000% | $99999.49          | $97724.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8548 | 2054-12-01      | 5.5000%  | 0.0000% | $2138504.92        | $2138597.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4421 | 2055-03-01      | 6.0000%  | 0.0000% | $92631.76          | $96183.26          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $1589230.91        | $1668606.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6643 | 2053-06-01      | 5.5000%  | 0.0000% | $41399653.29       | $41787913.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $1303427.46        | $1339024.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7015 | 2053-09-01      | 5.5000%  | 0.0000% | $71163.01          | $71226.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8781 | 2039-06-01      | 6.0000%  | 0.0000% | $2974349.06        | $3083593.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8829 | 2054-07-01      | 5.0000%  | 0.0000% | $36097985.27       | $35313708.42       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5795 | 2055-07-01      | 7.0000%  | 0.0000% | $369708.00         | $390681.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $1534.79           | $1632.08           | Agency Mortgage-Backed Securities |

### Security 265: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239829268.80
- **C.18.a - Value (excl. sponsor support):** $239829268.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239030546.40
- **C.18.a - Value (excl. sponsor support):** $239030546.40
- **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 267: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1191218556.00
- **C.18.a - Value (excl. sponsor support):** $1191218556.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $900355137.50
- **C.18.a - Value (excl. sponsor support):** $900355137.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $675461238.00
- **C.18.a - Value (excl. sponsor support):** $675461238.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18565168.85
- **C.18.a - Value (excl. sponsor support):** $18565168.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PN1, C.4 - ISIN: US912797PN17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239628957.60
- **C.18.a - Value (excl. sponsor support):** $239628957.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $239427199.20
- **C.18.a - Value (excl. sponsor support):** $239427199.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249196092.50
- **C.18.a - Value (excl. sponsor support):** $249196092.50
- **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 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $272746502.00
- **C.18.a - Value (excl. sponsor support):** $272746502.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238828082.40
- **C.18.a - Value (excl. sponsor support):** $238828082.40
- **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 276: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $367896387.20
- **C.18.a - Value (excl. sponsor support):** $367896387.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148777371.00
- **C.18.a - Value (excl. sponsor support):** $148777371.00
- **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 278: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $594631020.00
- **C.18.a - Value (excl. sponsor support):** $594631020.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $346577546.00
- **C.18.a - Value (excl. sponsor support):** $346577546.00
- **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 280: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338827450.50
- **C.18.a - Value (excl. sponsor support):** $338827450.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345756365.50
- **C.18.a - Value (excl. sponsor support):** $345756365.50
- **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 282: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $591268752.00
- **C.18.a - Value (excl. sponsor support):** $591268752.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $547001246.00
- **C.18.a - Value (excl. sponsor support):** $547001246.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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 284: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1098025074.25
- **C.18.a - Value (excl. sponsor support):** $1098025074.25
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $590803429.30
- **C.18.a - Value (excl. sponsor support):** $590803429.30
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1620777444.00
- **C.18.a - Value (excl. sponsor support):** $1620777444.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1124235708.96
- **C.18.a - Value (excl. sponsor support):** $1124235708.96
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $616040236.80
- **C.18.a - Value (excl. sponsor support):** $616040236.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $623308945.15
- **C.18.a - Value (excl. sponsor support):** $623308945.15
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $593320116.00
- **C.18.a - Value (excl. sponsor support):** $593320116.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: 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):** $204280898.95
- **C.18.a - Value (excl. sponsor support):** $204280898.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: 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):** $158891249.60
- **C.18.a - Value (excl. sponsor support):** $158891249.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $195859376.00
- **C.18.a - Value (excl. sponsor support):** $195859376.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: 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):** $139865091.80
- **C.18.a - Value (excl. sponsor support):** $139865091.80
- **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 295: 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):** $1321069262.80
- **C.18.a - Value (excl. sponsor support):** $1321069262.80
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $554372655.20
- **C.18.a - Value (excl. sponsor support):** $554372655.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $732893750.00
- **C.18.a - Value (excl. sponsor support):** $732893750.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $918501175.40
- **C.18.a - Value (excl. sponsor support):** $918501175.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $896381870.40
- **C.18.a - Value (excl. sponsor support):** $896381870.40
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1513882500.00
- **C.18.a - Value (excl. sponsor support):** $1513882500.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $535783125.00
- **C.18.a - Value (excl. sponsor support):** $535783125.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 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):** $199892356.00
- **C.18.a - Value (excl. sponsor support):** $199892356.00
- **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 303: 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):** $299780274.00
- **C.18.a - Value (excl. sponsor support):** $299780274.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 304: 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):** $139741875.00
- **C.18.a - Value (excl. sponsor support):** $139741875.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: 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):** $338916250.00
- **C.18.a - Value (excl. sponsor support):** $338916250.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: 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):** $408159805.20
- **C.18.a - Value (excl. sponsor support):** $408159805.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: 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):** $739472461.40
- **C.18.a - Value (excl. sponsor support):** $739472461.40
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $451290235.50
- **C.18.a - Value (excl. sponsor support):** $451290235.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: 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):** $260229530.60
- **C.18.a - Value (excl. sponsor support):** $260229530.60
- **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 310: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.455900%
- **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):** $950365949.50
- **C.18.a - Value (excl. sponsor support):** $950365949.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $766027968.75
- **C.18.a - Value (excl. sponsor support):** $766027968.75
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100140625.00
- **C.18.a - Value (excl. sponsor support):** $100140625.00
- **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 313: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: N/A, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $869656758.90
- **C.18.a - Value (excl. sponsor support):** $869656758.90
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.530900%
- **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):** $730722130.60
- **C.18.a - Value (excl. sponsor support):** $730722130.60
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $400535936.00
- **C.18.a - Value (excl. sponsor support):** $400535936.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $401765624.00
- **C.18.a - Value (excl. sponsor support):** $401765624.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Floating Rate Note 4.435900%
- **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):** $300231504.00
- **C.18.a - Value (excl. sponsor support):** $300231504.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $687440312.50
- **C.18.a - Value (excl. sponsor support):** $687440312.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $360641250.00
- **C.18.a - Value (excl. sponsor support):** $360641250.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.383900%
- **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):** $519898532.40
- **C.18.a - Value (excl. sponsor support):** $519898532.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 4.445900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100059111.00
- **C.18.a - Value (excl. sponsor support):** $100059111.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2060-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: 923XCM001, C.3 - LEI: N/A, C.5 - Other ID: 923XCM001_4.36_0801
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TII 1 3/4 01/15/28 | 2028-01-15      | 1.7500%  | 0.0000% | $153.43            | $155.35            | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45      | 2045-02-15      | 0.7500%  | 0.0000% | $1917495.81        | $1399503.92        | U.S. Treasuries (including strips) |
| TII 0 7/8 02/15/47 | 2047-02-15      | 0.8750%  | 0.0000% | $29406174.28       | $21279173.16       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29    | 2029-04-15      | 2.1250%  | 0.0000% | $39717318.70       | $41064944.45       | U.S. Treasuries (including strips) |
| TII 2 1/8 04/15/29 | 2029-04-15      | 2.1250%  | 0.0000% | $207.83            | $214.88            | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34    | 2034-07-15      | 1.8750%  | 0.0000% | $2026042.09        | $2031391.28        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34    | 2034-07-15      | 1.8750%  | 0.0000% | $102.43            | $102.70            | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28    | 2028-04-15      | 1.2500%  | 0.0000% | $27454242.96       | $27509381.28       | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28    | 2028-04-15      | 1.2500%  | 0.0000% | $80476.41          | $80638.04          | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33    | 2033-07-15      | 1.3750%  | 0.0000% | $14765468.98       | $14362634.88       | U.S. Treasuries (including strips) |
| TII 1 3/8 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $105.83            | $102.94            | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28   | 2028-10-15      | 2.3750%  | 0.0000% | $21035862.06       | $21966305.72       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28   | 2028-10-15      | 2.3750%  | 0.0000% | $3468129.01        | $3621528.89        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29    | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27    | 2027-04-15      | 0.1250%  | 0.0000% | $683.04            | $669.24            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29    | 2029-04-30      | 2.8750%  | 0.0000% | $37900.00          | $36837.45          | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32    | 2032-07-15      | 0.6250%  | 0.0000% | $96178023.15       | $89919117.01       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29    | 2029-08-31      | 3.1250%  | 0.0000% | $15004600.00       | $14762073.55       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29    | 2029-08-31      | 3.1250%  | 0.0000% | $340600.00         | $335094.72         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27   | 2027-10-15      | 1.6250%  | 0.0000% | $108.50            | $110.25            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27   | 2027-10-31      | 4.1250%  | 0.0000% | $106551900.00      | $108139683.10      | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33    | 2033-01-15      | 1.1250%  | 0.0000% | $766772.93         | $734054.06         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30    | 2030-08-15      | 0.6250%  | 0.0000% | $148497900.00      | $126571000.40      | U.S. Treasuries (including strips) |
| TII 0 1/8 10/15/25 | 2025-10-15      | 0.1250%  | 0.0000% | $30584365.02       | $30519814.80       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30    | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.57             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30    | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $256.71            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25   | 2025-12-31      | 0.3750%  | 0.0000% | $74017300.00       | $72834347.89       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31    | 2031-01-15      | 0.1250%  | 0.0000% | $3580.75           | $3327.41           | U.S. Treasuries (including strips) |
| T 0 3/4 01/31/28   | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $185.17            | U.S. Treasuries (including strips) |
| T 1 1/8 02/15/31   | 2031-02-15      | 1.1250%  | 0.0000% | $325300.00         | $281714.63         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31    | 2031-02-15      | 1.1250%  | 0.0000% | $900.00            | $779.41            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26    | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $196.05            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26    | 2026-04-30      | 0.7500%  | 0.0000% | $2157200.00        | $2105655.86        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28    | 2028-06-30      | 1.2500%  | 0.0000% | $500.00            | $464.81            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31    | 2031-07-15      | 0.1250%  | 0.0000% | $119.92            | $110.70            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28    | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $278.37            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31    | 2031-11-15      | 1.3750%  | 0.0000% | $41700.00          | $35624.69          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28    | 2028-11-30      | 1.5000%  | 0.0000% | $700.00            | $650.18            | U.S. Treasuries (including strips) |
| TII 0 3/8 07/15/27 | 2027-07-15      | 0.3750%  | 0.0000% | $919.78            | $907.92            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27    | 2027-07-15      | 0.3750%  | 0.0000% | $2233.75           | $2204.95           | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28    | 2028-01-15      | 0.5000%  | 0.0000% | $10684522.46       | $10489320.42       | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29    | 2029-01-15      | 0.8750%  | 0.0000% | $37693704.34       | $37178372.40       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29    | 2029-02-15      | 2.6250%  | 0.0000% | $1954900.00        | $1897880.05        | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29    | 2029-07-15      | 0.2500%  | 0.0000% | $2300402.70        | $2214065.58        | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29    | 2029-07-15      | 0.2500%  | 0.0000% | $3832035.87        | $3688214.57        | U.S. Treasuries (including strips) |
| 2 NOTE E 25        | 2025-08-15      | 2.0000%  | 0.0000% | $1000.00           | $1008.01           | U.S. Treasuries (including strips) |
| TII 0 5/8 01/15/26 | 2026-01-15      | 0.6250%  | 0.0000% | $405.82            | $403.94            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26    | 2026-07-15      | 0.1250%  | 0.0000% | $19345194.83       | $19191368.58       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27    | 2027-01-15      | 0.3750%  | 0.0000% | $11738375.30       | $11582654.52       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27    | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.34             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27    | 2027-04-30      | 0.5000%  | 0.0000% | $134218200.00      | $126624805.30      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30    | 2030-07-15      | 0.1250%  | 0.0000% | $752.18            | $708.49            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29   | 2029-10-15      | 1.6250%  | 0.0000% | $759893.85         | $774260.16         | U.S. Treasuries (including strips) |
| TII 0 3/4 07/15/28 | 2029-10-15      | 1.6250%  | 0.0000% | $1021.50           | $1040.81           | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30    | 2030-04-15      | 1.6250%  | 0.0000% | $100.97            | $102.31            | U.S. Treasuries (including strips) |
| 1 TRIB 48          | 2048-02-15      | 1.0000%  | 0.0000% | $5000348.51        | $3675329.33        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50      | 2050-02-15      | 0.2500%  | 0.0000% | $125.02            | $71.91             | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51      | 2051-02-15      | 0.1250%  | 0.0000% | $246.91            | $133.10            | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53      | 2053-02-15      | 1.5000%  | 0.0000% | $24160675.33       | $19078802.32       | U.S. Treasuries (including strips) |

### Security 325: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2046-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.370000%
- **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: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 BOND 39                    | 2039-02-15      | 3.5000%  | 0.0000% | $31962000.00       | $29101026.53       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $17000000.00       | $16534824.18       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $48631835.81       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $48631835.81       | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/39                 | 2039-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $48631835.81       | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/39                 | 2039-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $48631835.81       | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/39                 | 2039-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $48631835.81       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $47903320.31       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $43822000.00       | $38191044.29       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35841796.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35841796.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35841796.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35841796.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35841796.62       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/47                 | 2047-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $35841796.62       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51054687.38       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/29                 | 2029-03-31      | 4.1250%  | 0.0000% | $24426000.00       | $24941235.88       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51054687.38       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/29                 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51054687.38       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $37000000.00       | $38392558.69       | U.S. Treasuries (including strips) |
| T 4 5/8 05/31/31                 | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $51881836.06       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51363281.50       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                 | 2033-11-15      | 4.5000%  | 0.0000% | $15818000.00       | $16249287.74       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $12000000.00       | $12307734.40       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $43700000.00       | $41112140.73       | U.S. Treasuries (including strips) |
| T 0 3/8 01/31/26                 | 2026-01-31      | 0.3750%  | 0.0000% | $19690000.00       | $19306891.10       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $50000000.00       | $48811132.56       | U.S. Treasuries (including strips) |
| T 0 3/4 04/30/26                 | 2026-04-30      | 0.7500%  | 0.0000% | $25000000.00       | $24405566.28       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46256836.06       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28                 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46256836.06       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28                 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46256836.06       | U.S. Treasuries (including strips) |
| T 1 1/8 08/31/28                 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $46256836.06       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $10000000.00       | $9476562.50        | U.S. Treasuries (including strips) |
| T 0 1/2 06/30/27                 | 2027-06-30      | 0.5000%  | 0.0000% | $50000000.00       | $46871093.88       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $25000000.00       | $23435546.94       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $49409179.69       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $49409179.69       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55                 | 2055-05-15      | 4.7500%  | 0.0000% | $24000000.00       | $23716406.25       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50366210.94       | U.S. Treasuries (including strips) |
| T 4 12/15/27                     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50366210.94       | U.S. Treasuries (including strips) |
| T 4 12/15/27                     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50366210.94       | U.S. Treasuries (including strips) |
| T 4 12/15/27                     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50366210.94       | U.S. Treasuries (including strips) |
| T 4 12/15/27                     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50366210.94       | U.S. Treasuries (including strips) |
| T 4 12/15/27                     | 2027-12-15      | 4.0000%  | 0.0000% | $21000000.00       | $21153808.59       | U.S. Treasuries (including strips) |
| T 4 12/15/27                     | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50366210.94       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $50000000.00       | $50241210.94       | U.S. Treasuries (including strips) |
| T 3 7/8 06/15/28                 | 2028-06-15      | 3.8750%  | 0.0000% | $18000000.00       | $18086835.94       | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $26000000.00       | $19361367.12       | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45552734.12       | U.S. Treasuries (including strips) |
| T 4 11/15/42                     | 2042-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $45552734.12       | U.S. Treasuries (including strips) |
| T 4 11/15/42                     | 2042-11-15      | 4.0000%  | 0.0000% | $13000000.00       | $11843710.87       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $46224609.38       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44                 | 2044-08-15      | 4.1250%  | 0.0000% | $20000000.00       | $18489843.75       | U.S. Treasuries (including strips) |

### Security 327: 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_0801
- **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):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $21314900.00       | $20818651.02       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $70616500.00       | $53416027.68       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $10074800.00       | $5235220.07        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $64503900.00       | $46543879.55       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/53 | 2053-08-15      | 4.1250%  | 0.0000% | $58236600.00       | $52154354.70       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $53306500.00       | $51331883.85       | U.S. Treasuries (including strips) |

### Security 328: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 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: 930YEZ009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 930YEZ009_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET CQ2831 C | 2064-03-20      | 4.0000%  | 0.0000% | $67819.66          | $61875.02          | Agency Mortgage-Backed Securities |
| GNPL PN CQ8606   | 2060-03-15      | 5.4500%  | 0.0000% | $99697.10          | $102727.56         | Agency Mortgage-Backed Securities |
| GNPL PN CQ9717   | 2060-01-15      | 5.6000%  | 0.0000% | $49779.37          | $51491.86          | Agency Mortgage-Backed Securities |
| GNCL CL CS8949   | 2066-12-15      | 5.6500%  | 0.0000% | $50000.00          | $51073.07          | Agency Mortgage-Backed Securities |
| GNII ET CV2965 C | 2064-03-20      | 2.5000%  | 0.0000% | $17595.18          | $14106.19          | Agency Mortgage-Backed Securities |
| GNPL PN CV9243   | 2065-06-15      | 5.4500%  | 0.0000% | $99945.55          | $102643.75         | Agency Mortgage-Backed Securities |
| GNPL PN CW0778   | 2060-04-15      | 5.4400%  | 0.0000% | $99772.85          | $101900.74         | Agency Mortgage-Backed Securities |
| GNPL PN CX6381   | 2065-04-15      | 6.0500%  | 0.0000% | $49953.35          | $50949.90          | Agency Mortgage-Backed Securities |
| GNPL PN CX6383   | 2064-12-15      | 5.8500%  | 0.0000% | $49974.74          | $52623.10          | Agency Mortgage-Backed Securities |
| GNPL PN CY9777   | 2060-06-15      | 5.5700%  | 0.0000% | $99926.85          | $103570.85         | Agency Mortgage-Backed Securities |
| GNII ET CZ4614 C | 2063-12-20      | 3.0000%  | 0.0000% | $8625.19           | $7399.81           | Agency Mortgage-Backed Securities |
| GNII ET DI6128 C | 2064-12-20      | 4.5000%  | 0.0000% | $161310.68         | $152225.18         | Agency Mortgage-Backed Securities |
| GNII ET DI7125 C | 2065-03-20      | 4.5000%  | 0.0000% | $95599.07          | $90214.45          | Agency Mortgage-Backed Securities |
| GNII ET DI7151 C | 2065-04-20      | 5.0000%  | 0.0000% | $107510.83         | $104754.22         | Agency Mortgage-Backed Securities |
| GNII ET DI7189 C | 2065-02-20      | 5.0000%  | 0.0000% | $183901.89         | $179186.77         | Agency Mortgage-Backed Securities |
| GNII ET DI6718 C | 2064-11-20      | 4.5000%  | 0.0000% | $130660.38         | $123301.46         | Agency Mortgage-Backed Securities |
| GNII ET DI7507 C | 2065-03-20      | 6.0000%  | 0.0000% | $146625.54         | $148443.11         | Agency Mortgage-Backed Securities |
| GNII ET DI7531 C | 2063-09-20      | 6.0000%  | 0.0000% | $182560.48         | $184823.32         | Agency Mortgage-Backed Securities |
| GNII ET DI8678 C | 2065-01-20      | 3.5000%  | 0.0000% | $198488.23         | $175101.29         | Agency Mortgage-Backed Securities |
| GNPL PN DI9898   | 2060-06-15      | 5.9700%  | 0.0000% | $99933.29          | $106189.92         | Agency Mortgage-Backed Securities |
| GNPL PN DA8498   | 2060-02-15      | 5.7500%  | 0.0000% | $99715.52          | $104128.99         | Agency Mortgage-Backed Securities |
| GNPL PN DA8500   | 2060-03-15      | 5.7200%  | 0.0000% | $49857.59          | $52655.33          | Agency Mortgage-Backed Securities |
| GNPL PN DA8501   | 2060-03-15      | 5.7200%  | 0.0000% | $49857.59          | $52211.05          | Agency Mortgage-Backed Securities |
| GNPL PN DA8502   | 2060-03-15      | 5.7200%  | 0.0000% | $99715.18          | $104643.37         | Agency Mortgage-Backed Securities |
| GNPL PN DA8503   | 2060-03-15      | 5.7200%  | 0.0000% | $99715.18          | $105534.32         | Agency Mortgage-Backed Securities |
| GNPL PN DA8504   | 2060-05-15      | 5.9500%  | 0.0000% | $99865.62          | $106345.73         | Agency Mortgage-Backed Securities |
| GNPL PN DA8505   | 2060-04-15      | 5.1800%  | 0.0000% | $99759.10          | $101091.45         | Agency Mortgage-Backed Securities |
| GNPL PN DA8508   | 2060-05-15      | 5.9500%  | 0.0000% | $99865.62          | $104328.95         | Agency Mortgage-Backed Securities |
| GNII ET DB1895 C | 2064-04-20      | 7.5000%  | 0.0000% | $128632.11         | $133394.97         | Agency Mortgage-Backed Securities |
| GNII ET DB4072 C | 2064-04-20      | 7.5000%  | 0.0000% | $142699.98         | $147983.73         | Agency Mortgage-Backed Securities |
| GNII ET DB4277 C | 2062-04-20      | 3.0000%  | 0.0000% | $6691.11           | $5740.70           | Agency Mortgage-Backed Securities |
| GNII ET DB5587 C | 2063-12-20      | 8.0000%  | 0.0000% | $33142.59          | $34637.45          | Agency Mortgage-Backed Securities |
| GNII ET DB5614 C | 2063-12-20      | 8.0000%  | 0.0000% | $96819.40          | $101186.02         | Agency Mortgage-Backed Securities |
| GNII ET DB5647 C | 2063-12-20      | 8.0000%  | 0.0000% | $121771.06         | $127263.38         | Agency Mortgage-Backed Securities |
| GNII ET DB5658 C | 2064-05-20      | 8.0000%  | 0.0000% | $58253.74          | $60881.20          | Agency Mortgage-Backed Securities |
| GNII ET DB8089 C | 2064-05-20      | 7.5000%  | 0.0000% | $87176.02          | $90403.89          | Agency Mortgage-Backed Securities |
| GNII ET DB8404 C | 2060-01-20      | 5.0000%  | 0.0000% | $114959.82         | $112155.11         | Agency Mortgage-Backed Securities |
| GNII ET DB9820 C | 2063-12-20      | 7.5000%  | 0.0000% | $96128.49          | $99687.94          | Agency Mortgage-Backed Securities |
| GNII ET DB9042 C | 2062-09-20      | 5.0000%  | 0.0000% | $82493.22          | $80378.56          | Agency Mortgage-Backed Securities |
| GNII ET DB9233 C | 2063-10-20      | 7.5000%  | 0.0000% | $43164.49          | $44762.70          | Agency Mortgage-Backed Securities |
| GNII ET DC1654 C | 2064-04-20      | 7.5000%  | 0.0000% | $138132.15         | $143246.90         | Agency Mortgage-Backed Securities |
| GNII ET DC1970 C | 2064-03-20      | 7.5000%  | 0.0000% | $154195.38         | $159904.93         | Agency Mortgage-Backed Securities |
| GNCL CL DC2110   | 2067-02-15      | 5.5500%  | 0.0000% | $25000.00          | $24489.10          | Agency Mortgage-Backed Securities |
| GNII ET DC3546 C | 2064-06-20      | 7.5000%  | 0.0000% | $105863.86         | $109783.68         | Agency Mortgage-Backed Securities |
| GNII ET DC2969 C | 2064-04-20      | 7.5000%  | 0.0000% | $111803.05         | $115942.89         | Agency Mortgage-Backed Securities |
| GNII ET DC4804 C | 2064-04-20      | 7.5000%  | 0.0000% | $118270.64         | $122649.73         | Agency Mortgage-Backed Securities |
| GNPL PN DC7230   | 2060-03-15      | 5.6500%  | 0.0000% | $99710.58          | $103627.05         | Agency Mortgage-Backed Securities |
| GNCL CL DC7211   | 2066-08-15      | 5.2400%  | 0.0000% | $100000.00         | $99746.57          | Agency Mortgage-Backed Securities |
| GNPL PN DC7220   | 2060-05-15      | 5.5300%  | 0.0000% | $99851.99          | $103291.63         | Agency Mortgage-Backed Securities |
| GNPL PN DC7239   | 2058-04-15      | 5.5100%  | 0.0000% | $99744.40          | $102063.42         | Agency Mortgage-Backed Securities |
| GNPL PN DC7241   | 2060-04-15      | 5.5400%  | 0.0000% | $99777.96          | $102654.13         | Agency Mortgage-Backed Securities |
| GNPL PN DC7244   | 2060-05-15      | 5.5900%  | 0.0000% | $99854.01          | $103222.52         | Agency Mortgage-Backed Securities |
| GNPL PN DC7248   | 2060-05-15      | 5.5300%  | 0.0000% | $99851.99          | $103512.70         | Agency Mortgage-Backed Securities |
| GNII ET DC9622 C | 2063-12-20      | 7.5000%  | 0.0000% | $128398.36         | $133152.44         | Agency Mortgage-Backed Securities |
| GNII ET DD0945 C | 2064-03-20      | 7.5000%  | 0.0000% | $64893.42          | $67296.10          | Agency Mortgage-Backed Securities |
| GNCL CL DD4702   | 2066-07-15      | 5.5600%  | 0.0000% | $100000.00         | $101477.93         | Agency Mortgage-Backed Securities |
| GNCL CL DD4709   | 2067-05-15      | 5.9500%  | 0.0000% | $100000.00         | $104773.23         | Agency Mortgage-Backed Securities |
| GNPL PN DD8089   | 2060-04-15      | 5.4000%  | 0.0000% | $99770.78          | $101710.12         | Agency Mortgage-Backed Securities |
| GNPL PN DD8092   | 2060-06-15      | 5.5300%  | 0.0000% | $99926.17          | $102902.91         | Agency Mortgage-Backed Securities |
| GNII ET DD7862 C | 2064-06-20      | 4.5000%  | 0.0000% | $176712.54         | $166761.15         | Agency Mortgage-Backed Securities |
| GNII ET DE1945 C | 2064-08-20      | 5.0000%  | 0.0000% | $103553.92         | $100899.07         | Agency Mortgage-Backed Securities |
| GNII ET DE3802 C | 2064-08-20      | 4.0000%  | 0.0000% | $99552.71          | $90825.75          | Agency Mortgage-Backed Securities |
| GNII ET DE3865 C | 2064-08-20      | 4.0000%  | 0.0000% | $180665.49         | $164828.05         | Agency Mortgage-Backed Securities |
| GNPL PN DE5570   | 2055-02-15      | 5.7100%  | 0.0000% | $99493.42          | $103650.98         | Agency Mortgage-Backed Securities |
| GNPL PN DE7032   | 2060-03-15      | 5.4500%  | 0.0000% | $49848.55          | $51067.83          | Agency Mortgage-Backed Securities |
| GNPL PN DE9886   | 2055-03-15      | 5.9500%  | 0.0000% | $49806.91          | $52628.33          | Agency Mortgage-Backed Securities |
| GNCL CL DF1288   | 2064-12-15      | 6.0000%  | 0.0000% | $162130.00         | $167367.77         | Agency Mortgage-Backed Securities |
| GNII ET DF2265 C | 2064-09-20      | 7.5000%  | 0.0000% | $98561.59          | $102211.03         | Agency Mortgage-Backed Securities |
| GNPL PN DF3007   | 2060-03-15      | 5.6000%  | 0.0000% | $99707.26          | $103259.10         | Agency Mortgage-Backed Securities |
| GNPL PN DF3008   | 2060-03-15      | 5.8000%  | 0.0000% | $49860.18          | $52397.58          | Agency Mortgage-Backed Securities |
| GNII ET DF4472 C | 2063-05-20      | 5.0000%  | 0.0000% | $142826.73         | $139165.32         | Agency Mortgage-Backed Securities |
| GNII ET DF3813 C | 2064-12-20      | 3.0000%  | 0.0000% | $166994.73         | $143270.12         | Agency Mortgage-Backed Securities |
| GNII ET DF3868 C | 2064-09-20      | 5.0000%  | 0.0000% | $68023.02          | $66279.09          | Agency Mortgage-Backed Securities |
| GNII ET DF5076 C | 2060-02-20      | 5.0000%  | 0.0000% | $93904.56          | $91613.54          | Agency Mortgage-Backed Securities |
| GNII ET DF5597 C | 2062-05-20      | 4.0000%  | 0.0000% | $99474.31          | $90757.21          | Agency Mortgage-Backed Securities |
| GNII ET DF5598 C | 2062-05-20      | 4.5000%  | 0.0000% | $116621.26         | $110055.02         | Agency Mortgage-Backed Securities |
| GNII ET DF5654 C | 2062-04-20      | 3.5000%  | 0.0000% | $56442.76          | $49795.42          | Agency Mortgage-Backed Securities |
| GNII ET DF5629 C | 2062-04-20      | 3.5000%  | 0.0000% | $76846.66          | $67796.25          | Agency Mortgage-Backed Securities |
| GNII ET DF5696 C | 2062-05-20      | 4.5000%  | 0.0000% | $180645.02         | $170472.54         | Agency Mortgage-Backed Securities |
| GNII ET DF6150 C | 2064-08-20      | 4.5000%  | 0.0000% | $133540.35         | $126019.36         | Agency Mortgage-Backed Securities |
| GNPL PN DF6559   | 2060-05-15      | 5.4200%  | 0.0000% | $99848.24          | $102658.33         | Agency Mortgage-Backed Securities |
| GNCL CL DF8941   | 2066-10-15      | 5.4000%  | 0.0000% | $100000.00         | $100095.80         | Agency Mortgage-Backed Securities |
| GNPL PN DF8951   | 2060-04-15      | 5.6600%  | 0.0000% | $99783.96          | $103814.50         | Agency Mortgage-Backed Securities |
| GNPL PN DF8954   | 2060-04-15      | 5.3500%  | 0.0000% | $99768.17          | $101470.84         | Agency Mortgage-Backed Securities |
| GNPL PN DF8957   | 2055-04-15      | 5.6300%  | 0.0000% | $99692.93          | $103900.34         | Agency Mortgage-Backed Securities |
| GNCL CL DF8960   | 2067-09-15      | 5.2800%  | 0.0000% | $100000.00         | $99162.70          | Agency Mortgage-Backed Securities |
| GNII ET DF8722 C | 2064-12-20      | 5.0000%  | 0.0000% | $169178.50         | $164840.54         | Agency Mortgage-Backed Securities |
| GNPL PN DG0401   | 2060-05-15      | 5.6500%  | 0.0000% | $99856.00          | $103667.64         | Agency Mortgage-Backed Securities |
| GNII ET DG0970 C | 2064-10-20      | 5.0000%  | 0.0000% | $129977.07         | $126644.93         | Agency Mortgage-Backed Securities |
| GNII ET DG3142 C | 2064-12-20      | 4.0000%  | 0.0000% | $159320.38         | $145355.05         | Agency Mortgage-Backed Securities |
| GNII ET DG4236 C | 2063-11-20      | 7.5000%  | 0.0000% | $120823.39         | $125293.61         | Agency Mortgage-Backed Securities |
| GNPL PN DG5688   | 2060-04-15      | 5.2100%  | 0.0000% | $99760.72          | $100714.90         | Agency Mortgage-Backed Securities |
| GNII ET DG8302 C | 2064-11-20      | 4.0000%  | 0.0000% | $69038.76          | $62986.22          | Agency Mortgage-Backed Securities |
| GNII ET DG8304 C | 2064-12-20      | 5.0000%  | 0.0000% | $85397.64          | $83208.02          | Agency Mortgage-Backed Securities |
| GNII ET DG8361 C | 2065-01-20      | 5.0000%  | 0.0000% | $52381.73          | $51038.65          | Agency Mortgage-Backed Securities |
| GNPL PN DG8453   | 2055-03-15      | 5.6900%  | 0.0000% | $49797.10          | $52158.42          | Agency Mortgage-Backed Securities |
| GNII ET DG8789 C | 2064-11-20      | 5.0000%  | 0.0000% | $106437.59         | $103708.71         | Agency Mortgage-Backed Securities |
| GNPL PN DH1753   | 2060-03-15      | 6.0800%  | 0.0000% | $49868.93          | $53253.66          | Agency Mortgage-Backed Securities |
| GNPL PN DH1754   | 2060-03-15      | 6.0800%  | 0.0000% | $49868.93          | $53253.66          | Agency Mortgage-Backed Securities |
| GNPL PN DH1770   | 2060-05-15      | 5.6400%  | 0.0000% | $99855.67          | $104018.95         | Agency Mortgage-Backed Securities |
| GNPL PN DH1771   | 2060-05-15      | 5.6400%  | 0.0000% | $99855.67          | $104018.95         | Agency Mortgage-Backed Securities |
| GNPL PN DH1772   | 2060-05-15      | 5.6400%  | 0.0000% | $99855.67          | $103944.56         | Agency Mortgage-Backed Securities |
| GNPL PN DH1773   | 2060-05-15      | 5.6400%  | 0.0000% | $99855.67          | $104018.95         | Agency Mortgage-Backed Securities |
| GNII ET DH2112 C | 2063-10-20      | 6.0000%  | 0.0000% | $150021.54         | $151881.06         | Agency Mortgage-Backed Securities |
| GNII ET DH2339 C | 2064-12-20      | 5.0000%  | 0.0000% | $142263.67         | $138616.12         | Agency Mortgage-Backed Securities |
| GNII ET DH2343 C | 2065-01-20      | 4.5000%  | 0.0000% | $122520.44         | $115619.84         | Agency Mortgage-Backed Securities |
| GNII ET DH2344 C | 2064-12-20      | 3.0000%  | 0.0000% | $171152.52         | $146835.00         | Agency Mortgage-Backed Securities |
| GNII ET DH2764 C | 2065-02-20      | 6.0000%  | 0.0000% | $118780.05         | $120252.45         | Agency Mortgage-Backed Securities |
| GNII ET DH5058 C | 2064-11-20      | 4.0000%  | 0.0000% | $131852.78         | $120293.82         | Agency Mortgage-Backed Securities |
| GNII ET DH5176 C | 2065-03-20      | 3.5000%  | 0.0000% | $101997.62         | $89979.82          | Agency Mortgage-Backed Securities |
| GNHA RM DH5829 H | 2075-02-20      | 5.6940%  | 0.0000% | $5228038.76        | $5481926.27        | Agency Mortgage-Backed Securities |
| GNII ET DH7394 C | 2065-03-20      | 6.0000%  | 0.0000% | $121729.44         | $123238.40         | Agency Mortgage-Backed Securities |
| GNII ET DH7525 C | 2065-01-20      | 5.0000%  | 0.0000% | $77800.25          | $75805.50          | Agency Mortgage-Backed Securities |
| GNII ET DH8903 C | 2065-01-20      | 5.0000%  | 0.0000% | $117543.93         | $114530.18         | Agency Mortgage-Backed Securities |
| GNHA ML DH9863 H | 2075-02-20      | 6.4380%  | 0.0000% | $4756825.69        | $4894215.50        | Agency Mortgage-Backed Securities |
| GNII ET DJ1246 C | 2065-04-20      | 6.0000%  | 0.0000% | $129088.55         | $130688.60         | Agency Mortgage-Backed Securities |
| GNII ET DJ3499 C | 2065-04-20      | 3.0000%  | 0.0000% | $155579.85         | $133476.78         | Agency Mortgage-Backed Securities |
| GNII ET DJ3502 C | 2064-10-20      | 6.0000%  | 0.0000% | $117447.45         | $118903.21         | Agency Mortgage-Backed Securities |
| GNPL PN DJ2715   | 2060-05-15      | 5.1600%  | 0.0000% | $99839.04          | $100142.25         | Agency Mortgage-Backed Securities |
| GNII ET DJ3686 C | 2065-03-20      | 6.0000%  | 0.0000% | $141694.48         | $143450.92         | Agency Mortgage-Backed Securities |
| GNII ET DJ3753 C | 2064-10-20      | 6.0000%  | 0.0000% | $140361.88         | $142101.67         | Agency Mortgage-Backed Securities |
| GNII ET DJ4000 C | 2065-02-20      | 5.0000%  | 0.0000% | $186768.39         | $181979.21         | Agency Mortgage-Backed Securities |
| GNII ET DJ5348 C | 2065-04-20      | 3.0000%  | 0.0000% | $163234.59         | $140043.85         | Agency Mortgage-Backed Securities |
| GNPL PN DJ4682   | 2060-05-15      | 5.6300%  | 0.0000% | $99855.34          | $103519.20         | Agency Mortgage-Backed Securities |
| GNII ET DJ4996 C | 2065-03-20      | 6.0000%  | 0.0000% | $149553.76         | $151407.63         | Agency Mortgage-Backed Securities |
| GNII ET DJ5061 C | 2064-12-20      | 2.5000%  | 0.0000% | $221403.98         | $177499.64         | Agency Mortgage-Backed Securities |
| GNII ET DJ5432 C | 2065-05-20      | 4.5000%  | 0.0000% | $168475.59         | $158986.71         | Agency Mortgage-Backed Securities |
| GNII ET DJ5613 C | 2065-03-20      | 4.5000%  | 0.0000% | $107932.42         | $101853.34         | Agency Mortgage-Backed Securities |
| GNII ET DJ7031 C | 2065-03-20      | 6.0000%  | 0.0000% | $141845.60         | $143603.78         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8020   | 2060-06-15      | 5.8300%  | 0.0000% | $99931.09          | $105141.33         | Agency Mortgage-Backed Securities |
| GNII ET DJ7226 C | 2065-03-20      | 4.0000%  | 0.0000% | $184730.10         | $168535.24         | Agency Mortgage-Backed Securities |
| GNII ET DJ7221 C | 2065-05-20      | 6.0000%  | 0.0000% | $171668.10         | $173796.10         | Agency Mortgage-Backed Securities |
| GNII ET DJ7257 C | 2065-03-20      | 5.0000%  | 0.0000% | $148005.88         | $144210.96         | Agency Mortgage-Backed Securities |
| GNII ET DJ7235 C | 2065-04-20      | 4.0000%  | 0.0000% | $162808.30         | $148534.95         | Agency Mortgage-Backed Securities |
| GNII ET DJ7241 C | 2065-05-20      | 6.0000%  | 0.0000% | $177453.12         | $179652.83         | Agency Mortgage-Backed Securities |
| GNII ET DJ7255 C | 2065-05-20      | 4.5000%  | 0.0000% | $71500.19          | $67473.16          | Agency Mortgage-Backed Securities |
| GNII ET DJ7334 C | 2065-03-20      | 4.5000%  | 0.0000% | $121930.87         | $115063.24         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7941   | 2060-06-15      | 5.9400%  | 0.0000% | $99932.83          | $105957.68         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7944   | 2060-06-15      | 6.0200%  | 0.0000% | $99934.06          | $106561.06         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7945   | 2060-06-15      | 6.0200%  | 0.0000% | $99934.06          | $106561.06         | Agency Mortgage-Backed Securities |
| GNII ET DJ8366 C | 2065-05-20      | 6.0000%  | 0.0000% | $168370.32         | $170457.44         | Agency Mortgage-Backed Securities |
| GNII ET DJ9251 C | 2065-05-20      | 3.0000%  | 0.0000% | $154793.65         | $132800.72         | Agency Mortgage-Backed Securities |
| GNII ET DJ9253 C | 2065-04-20      | 4.0000%  | 0.0000% | $173333.05         | $158137.35         | Agency Mortgage-Backed Securities |
| GNII ET DK1421 C | 2065-05-20      | 4.0000%  | 0.0000% | $190465.89         | $173768.57         | Agency Mortgage-Backed Securities |
| GNII ET DK1422 C | 2065-05-20      | 3.5000%  | 0.0000% | $134327.47         | $119185.90         | Agency Mortgage-Backed Securities |
| GNII ET DK3349 C | 2065-04-20      | 6.0000%  | 0.0000% | $88182.67          | $89275.78          | Agency Mortgage-Backed Securities |
| GNII ET DK3605 C | 2065-06-20      | 6.5000%  | 0.0000% | $142244.00         | $146204.88         | Agency Mortgage-Backed Securities |
| GNHA RM DK4972 H | 2075-05-20      | 5.8010%  | 0.0000% | $14913517.13       | $16173535.33       | Agency Mortgage-Backed Securities |
| GNII ET DK6193 C | 2062-04-20      | 3.5000%  | 0.0000% | $204945.00         | $180808.15         | Agency Mortgage-Backed Securities |
| GNII ET DK6197 C | 2063-12-20      | 8.0000%  | 0.0000% | $105394.00         | $111873.06         | Agency Mortgage-Backed Securities |
| GNII ET DK6167 C | 2062-08-20      | 5.0000%  | 0.0000% | $158050.51         | $154193.55         | Agency Mortgage-Backed Securities |
| GNHA AL BE0750 H | 2068-01-20      | 7.2530%  | 0.0000% | $8685260.75        | $9082623.01        | Agency Mortgage-Backed Securities |
| GNHA RM CN6131 H | 2072-05-20      | 5.5670%  | 0.0000% | $16502365.35       | $17200970.99       | Agency Mortgage-Backed Securities |
| GNCL CL CN7025   | 2065-04-15      | 5.6400%  | 0.0000% | $100000.00         | $100694.90         | Agency Mortgage-Backed Securities |
| GNHA RM CN7618 H | 2072-05-20      | 5.8260%  | 0.0000% | $11323908.86       | $11931612.09       | Agency Mortgage-Backed Securities |
| GNII ET DK6915 C | 2065-06-20      | 6.5000%  | 0.0000% | $117430.00         | $120435.23         | Agency Mortgage-Backed Securities |
| GNII ET DK7273 C | 2064-11-20      | 6.0000%  | 0.0000% | $164983.22         | $167028.35         | Agency Mortgage-Backed Securities |
| GNII ET DK8693 C | 2065-06-20      | 4.5000%  | 0.0000% | $152196.50         | $143624.49         | Agency Mortgage-Backed Securities |
| GNII ET DK9522 C | 2064-11-20      | 6.0000%  | 0.0000% | $166197.79         | $168257.81         | Agency Mortgage-Backed Securities |
| GNII ET DL1222 C | 2065-07-20      | 7.0000%  | 0.0000% | $154601.00         | $160226.52         | Agency Mortgage-Backed Securities |
| GNHA AL BN2843 H | 2069-05-20      | 6.2590%  | 0.0000% | $7401335.76        | $7815409.65        | Agency Mortgage-Backed Securities |
| GNHA AL BN2866 H | 2069-06-20      | 7.3650%  | 0.0000% | $10301163.71       | $10847147.71       | Agency Mortgage-Backed Securities |
| GNPL PN CD0955   | 2063-05-15      | 2.9000%  | 0.0000% | $141563.09         | $120722.26         | Agency Mortgage-Backed Securities |
| GNPL PN CI1786   | 2063-08-15      | 3.8300%  | 0.0000% | $140442.50         | $128852.44         | Agency Mortgage-Backed Securities |
| GNHA RM CI1555 H | 2071-11-20      | 5.5110%  | 0.0000% | $5276201.30        | $5478923.51        | Agency Mortgage-Backed Securities |
| GNHA RM CK2814 H | 2072-05-20      | 5.6750%  | 0.0000% | $11372830.77       | $11922578.25       | Agency Mortgage-Backed Securities |
| GNHA RM CK2815 H | 2072-05-20      | 5.7030%  | 0.0000% | $20438099.80       | $21434651.33       | Agency Mortgage-Backed Securities |
| GNHA RM CL8162 H | 2072-05-20      | 5.9140%  | 0.0000% | $11019184.60       | $11636912.74       | Agency Mortgage-Backed Securities |
| GNHA RM CL8175 H | 2072-06-20      | 5.8760%  | 0.0000% | $21683967.00       | $22902992.64       | Agency Mortgage-Backed Securities |
| GNPL PN CM4404   | 2064-08-15      | 5.7000%  | 0.0000% | $99892.80          | $104366.30         | Agency Mortgage-Backed Securities |
| GNHA RM CM6391 H | 2072-04-20      | 5.6860%  | 0.0000% | $15144290.10       | $15849188.65       | Agency Mortgage-Backed Securities |
| GNHA RM CM6396 H | 2072-04-20      | 5.6660%  | 0.0000% | $11304682.35       | $11827214.91       | Agency Mortgage-Backed Securities |
| GNHA RM CM9951 H | 2072-04-20      | 5.6420%  | 0.0000% | $14901148.50       | $15565873.83       | Agency Mortgage-Backed Securities |
| GNHA RM CN0129 H | 2072-05-20      | 5.6530%  | 0.0000% | $14904225.93       | $15586297.97       | Agency Mortgage-Backed Securities |
| GNHA RM CN0149 H | 2072-03-20      | 5.7980%  | 0.0000% | $7998266.40        | $8353690.70        | Agency Mortgage-Backed Securities |
| GNAR AF MB0376 M | 2055-05-20      | 5.0000%  | 0.0000% | $5849697.88        | $5866057.54        | Agency Mortgage-Backed Securities |
| GNII ET DI2572 C | 2065-02-20      | 6.0000%  | 0.0000% | $118934.20         | $120408.51         | Agency Mortgage-Backed Securities |
| GNII ET DI2612 C | 2062-04-20      | 3.5000%  | 0.0000% | $154820.97         | $136584.40         | Agency Mortgage-Backed Securities |
| GNII ET DI2651 C | 2062-05-20      | 4.0000%  | 0.0000% | $116523.62         | $106314.33         | Agency Mortgage-Backed Securities |
| GNII ET DI2652 C | 2062-09-20      | 5.0000%  | 0.0000% | $46168.71          | $44985.07          | Agency Mortgage-Backed Securities |
| GNII ET DI2683 C | 2062-09-20      | 4.5000%  | 0.0000% | $151836.78         | $143285.79         | Agency Mortgage-Backed Securities |
| GNII ET DI2685 C | 2064-11-20      | 6.0000%  | 0.0000% | $114597.11         | $116017.54         | Agency Mortgage-Backed Securities |
| GNII ET DI2563 C | 2065-04-20      | 6.0000%  | 0.0000% | $95299.74          | $96481.08          | Agency Mortgage-Backed Securities |
| GNII ET DI5675 C | 2065-04-20      | 5.0000%  | 0.0000% | $188646.68         | $183809.34         | Agency Mortgage-Backed Securities |
| GNII ET DI6810 C | 2065-01-20      | 4.5000%  | 0.0000% | $185262.66         | $174828.48         | Agency Mortgage-Backed Securities |
| GNII ET DI6814 C | 2064-05-20      | 5.0000%  | 0.0000% | $145699.54         | $141963.90         | Agency Mortgage-Backed Securities |
| GNII ET DI6893 C | 2065-03-20      | 5.0000%  | 0.0000% | $148647.32         | $144835.80         | Agency Mortgage-Backed Securities |
| GNII ET DI6949 C | 2064-09-20      | 3.5000%  | 0.0000% | $151896.40         | $133998.70         | Agency Mortgage-Backed Securities |
| GNHA RM DI7354 H | 2075-02-20      | 6.0290%  | 0.0000% | $7763829.42        | $8393479.87        | Agency Mortgage-Backed Securities |
| GNPL PN DI7403   | 2060-04-15      | 5.6400%  | 0.0000% | $99782.97          | $102737.65         | Agency Mortgage-Backed Securities |
| GNPL PN DI7405   | 2060-04-15      | 5.7300%  | 0.0000% | $99787.40          | $103690.79         | Agency Mortgage-Backed Securities |
| GNPL PN DI7406   | 2060-05-15      | 5.6900%  | 0.0000% | $99731.21          | $103833.32         | Agency Mortgage-Backed Securities |

### Security 329: MUFG Securities EMEA PLC

- **C.1 - Title:** MUFG Securities EMEA PLC 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: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 6 02/15/26     | 2026-02-15      | 6.0000%  | 0.0000% | $1030900.00        | $1067124.00        | U.S. Treasuries (including strips) |
| T 6 5/8 02/15/27 | 2027-02-15      | 6.6250%  | 0.0000% | $997900.00         | $1067838.00        | U.S. Treasuries (including strips) |
| T 6 1/8 11/15/27 | 2027-11-15      | 6.1250%  | 0.0000% | $1707900.00        | $1810092.00        | U.S. Treasuries (including strips) |
| T 5 1/4 11/15/28 | 2028-11-15      | 5.2500%  | 0.0000% | $342900.00         | $360468.00         | U.S. Treasuries (including strips) |
| T 4 06/30/32     | 2032-06-30      | 4.0000%  | 0.0000% | $1690900.00        | $1684530.00        | U.S. Treasuries (including strips) |
| T 3 3/4 06/30/27 | 2027-06-30      | 3.7500%  | 0.0000% | $3532900.00        | $3531852.00        | U.S. Treasuries (including strips) |
| T 3 7/8 07/15/28 | 2028-07-15      | 3.8750%  | 0.0000% | $945900.00         | $947580.00         | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $708900.00         | $706860.00         | U.S. Treasuries (including strips) |
| T 4 07/31/32     | 2032-07-31      | 4.0000%  | 0.0000% | $11968900.00       | $11878002.00       | U.S. Treasuries (including strips) |
| T 3 1/2 02/15/33 | 2033-02-15      | 3.5000%  | 0.0000% | $1459800.00        | $1420044.00        | U.S. Treasuries (including strips) |
| T 3 3/8 05/15/33 | 2033-05-15      | 3.3750%  | 0.0000% | $42500900.00       | $40499202.00       | U.S. Treasuries (including strips) |
| T 5 08/31/25     | 2025-08-31      | 5.0000%  | 0.0000% | $999900.00         | $1020918.00        | U.S. Treasuries (including strips) |
| T 4 7/8 10/31/30 | 2030-10-31      | 4.8750%  | 0.0000% | $24300900.00       | $25627806.00       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $16399900.00       | $16829592.00       | U.S. Treasuries (including strips) |
| T 4 01/31/29     | 2029-01-31      | 4.0000%  | 0.0000% | $21199900.00       | $21274140.00       | U.S. Treasuries (including strips) |
| T 1 1/4 12/31/26 | 2026-12-31      | 1.2500%  | 0.0000% | $29999900.00       | $28883952.00       | U.S. Treasuries (including strips) |
| T 1 3/4 01/31/29 | 2029-01-31      | 1.7500%  | 0.0000% | $23999900.00       | $22336776.00       | U.S. Treasuries (including strips) |
| T 2 3/8 03/31/29 | 2029-03-31      | 2.3750%  | 0.0000% | $19999900.00       | $19125918.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/32 | 2032-05-15      | 2.8750%  | 0.0000% | $25249900.00       | $23548128.00       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/32 | 2032-08-15      | 2.7500%  | 0.0000% | $1379900.00        | $1281426.00        | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $19189900.00       | $19330020.00       | U.S. Treasuries (including strips) |
| T 3 7/8 12/31/27 | 2027-12-31      | 3.8750%  | 0.0000% | $6162900.00        | $6180180.00        | U.S. Treasuries (including strips) |
| T 4 02/15/26     | 2026-02-15      | 4.0000%  | 0.0000% | $19999900.00       | $20333904.00       | U.S. Treasuries (including strips) |
| T 0 7/8 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $21999900.00       | $18818796.00       | U.S. Treasuries (including strips) |
| T 0 5/8 11/30/27 | 2027-11-30      | 0.6250%  | 0.0000% | $25929900.00       | $24081180.00       | U.S. Treasuries (including strips) |
| T 0 3/8 12/31/25 | 2025-12-31      | 0.3750%  | 0.0000% | $599900.00         | $590376.00         | U.S. Treasuries (including strips) |
| T 0 7/8 09/30/26 | 2026-09-30      | 0.8750%  | 0.0000% | $39399900.00       | $38068236.00       | U.S. Treasuries (including strips) |
| T 1 1/4 11/30/26 | 2026-11-30      | 1.2500%  | 0.0000% | $18999900.00       | $18350106.00       | U.S. Treasuries (including strips) |
| T 2 1/4 08/15/27 | 2027-08-15      | 2.2500%  | 0.0000% | $31946900.00       | $31228116.00       | U.S. Treasuries (including strips) |
| T 3 09/30/25     | 2025-09-30      | 3.0000%  | 0.0000% | $432900.00         | $436356.00         | U.S. Treasuries (including strips) |
| T 2 1/4 03/31/26 | 2026-03-31      | 2.2500%  | 0.0000% | $24999800.00       | $24857400.00       | U.S. Treasuries (including strips) |
| B 01/22/26       | 2026-01-22      | 0.0000%  | 0.0000% | $19999900.00       | $19597974.00       | U.S. Treasuries (including strips) |
| T 4 1/4 01/15/28 | 2028-01-15      | 4.2500%  | 0.0000% | $24999900.00       | $25249998.00       | U.S. Treasuries (including strips) |
| T 4 03/31/30     | 2030-03-31      | 4.0000%  | 0.0000% | $599900.00         | $609756.00         | U.S. Treasuries (including strips) |
| T 3 3/4 04/15/28 | 2028-04-15      | 3.7500%  | 0.0000% | $29699900.00       | $29925678.00       | U.S. Treasuries (including strips) |
| T 3 3/4 04/30/27 | 2027-04-30      | 3.7500%  | 0.0000% | $6618300.00        | $6656112.00        | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $775900.00         | $783564.00         | U.S. Treasuries (including strips) |

### Security 330: 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_0801
- **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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $281726.52         | $290617.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $2284.71           | $2239.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109             | 2055-02-01      | 4.5000%  | 0.0000% | $187393.33         | $178938.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $173047.69         | $164492.10         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $867080.71         | $850342.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M                 | 2054-10-20      | 4.5000%  | 0.0000% | $408683.81         | $389720.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $324175.11         | $317917.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $116062.85         | $118440.40         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $490347.85         | $508456.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $15.45             | $15.51             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $83.28             | $85.28             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $136133.98         | $136462.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $56303.08          | $56673.46          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $3.66              | $3.71              | Agency Mortgage-Backed Securities  |
| FCFR 03SF J 25/10                | 2025-10-20      | 4.6600%  | 0.0000% | $872.73            | $874.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $5.62              | $4.89              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $3.93              | $3.67              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $402256.33         | $333166.12         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $127020.12         | $105157.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $130846.48         | $131044.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $39.70             | $39.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $125505.99         | $121812.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $331242.88         | $286044.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $112702.80         | $97123.78          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $389972.61         | $324704.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $101320.10         | $80738.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $98715.19          | $84913.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $943.72            | $915.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $76301.57          | $63121.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $711007.52         | $698129.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $309645.19         | $297055.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $63337.71          | $49891.54          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $604159.60         | $606451.38         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $56634.49          | $56680.89          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $5934.60           | $6180.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $639243.01         | $652475.34         | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 7.1210%  | 0.0000% | $22.76             | $23.75             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $1.79              | $1.78              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $1.06              | $1.02              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $524.68            | $474.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $405347.46         | $414723.15         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $18.18             | $18.30             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $272727.27         | $275120.58         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $276581.82         | $278918.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $8.22              | $7.53              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $50837.14          | $49343.44          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $249969.45         | $238485.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $104564.06         | $102761.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695             | 2053-05-01      | 5.0000%  | 0.0000% | $324521.13         | $321367.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $9336.57           | $9588.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $182723.94         | $182859.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $602967.52         | $518582.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $26801.73          | $27352.00          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $36272.77          | $37171.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $388266.33         | $391341.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $448893.73         | $424057.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $11.92             | $10.68             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $167333.01         | $148554.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399             | 2048-06-01      | 4.0000%  | 0.0000% | $5.06              | $4.75              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $134523.86         | $128479.70         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083             | 2036-01-01      | 1.5000%  | 0.0000% | $91.29             | $81.19             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $125127.21         | $119650.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $126967.70         | $114138.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $200311.82         | $185794.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $5271.25           | $4622.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $165045.96         | $144403.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $332424.85         | $268922.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $1287.77           | $1078.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $298141.77         | $248671.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $12.64             | $10.53             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $10784.34          | $9038.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $202090.78         | $166634.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $13.98             | $11.58             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $199379.15         | $157656.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $114312.06         | $113427.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $753443.01         | $592245.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $182418.00         | $151889.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $15.63             | $13.66             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595             | 2051-11-01      | 3.0000%  | 0.0000% | $526115.02         | $464164.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $35585.23          | $35893.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $1068.24           | $917.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $617765.13         | $629903.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773             | 2051-12-01      | 4.0000%  | 0.0000% | $472723.11         | $442244.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $561416.53         | $572944.09         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4340%  | 0.0000% | $0.60              | $0.60              | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                 | 2048-02-20      | 3.0000%  | 0.0000% | $2.87              | $2.56              | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                 | 2048-03-20      | 3.5000%  | 0.0000% | $4.78              | $4.38              | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $37.09             | $33.77             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $265690.14         | $234598.64         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $6421.96           | $5347.76           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007             | 2049-03-01      | 3.0000%  | 0.0000% | $378296.18         | $331167.29         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $39223.70          | $37533.16          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $31.51             | $25.30             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $106873.99         | $104932.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $107157.25         | $102312.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $28.10             | $28.30             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $238082.97         | $243356.51         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $75752.17          | $79194.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $944562.19         | $811426.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $307245.55         | $307651.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $120857.79         | $114967.58         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.7400%  | 0.0000% | $0.76              | $0.79              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $43.89             | $42.76             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $114644.84         | $101920.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $149385.59         | $132575.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $53918.09          | $49641.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $143203.94         | $125083.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $30.37             | $27.30             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $200355.22         | $197514.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $57855.11          | $55212.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $8401.94           | $8336.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $260277.70         | $267177.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $134690.73         | $133529.15         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $0.64              | $0.66              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $96800.03          | $90576.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $131320.49         | $125997.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $111894.61         | $105769.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $85801.69          | $83128.54          | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $106972.78         | $94307.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA6473 M                 | 2050-02-20      | 2.5000%  | 0.0000% | $75593.54          | $63936.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $831874.21         | $733097.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M                 | 2050-06-20      | 3.0000%  | 0.0000% | $335175.64         | $295239.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M                 | 2052-03-20      | 2.5000%  | 0.0000% | $208558.96         | $176009.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $16.83             | $16.99             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $181318.94         | $162876.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $30480.04          | $30998.61          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $17619.83          | $17797.67          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077             | 2052-10-01      | 4.0000%  | 0.0000% | $16.43             | $15.34             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125             | 2053-01-01      | 5.5000%  | 0.0000% | $36.45             | $36.85             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149             | 2052-08-01      | 4.5000%  | 0.0000% | $873284.46         | $835431.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $805852.47         | $808803.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602             | 2053-05-01      | 5.0000%  | 0.0000% | $286288.73         | $281531.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317             | 2054-02-01      | 5.5000%  | 0.0000% | $111107.42         | $111328.67         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $262118.88         | $195729.41         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.4830%  | 0.0000% | $9629.22           | $9559.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $8.07              | $7.61              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $67377.68          | $57999.38          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $25.12             | $21.49             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437             | 2051-10-01      | 2.0000%  | 0.0000% | $42833.99          | $33770.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492             | 2051-12-01      | 2.0000%  | 0.0000% | $366874.24         | $288615.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $126877.76         | $117542.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153             | 2040-10-01      | 2.5000%  | 0.0000% | $780491.28         | $702210.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $367.42            | $342.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355             | 2051-06-01      | 2.0000%  | 0.0000% | $195607.51         | $153745.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $12.69             | $10.51             | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                 | 2051-08-20      | 3.0000%  | 0.0000% | $365424.93         | $321029.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M                 | 2051-09-20      | 2.5000%  | 0.0000% | $127735.98         | $107801.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M                 | 2051-11-20      | 3.0000%  | 0.0000% | $401038.82         | $352252.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M                 | 2051-12-20      | 2.5000%  | 0.0000% | $223834.49         | $188901.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $13.68             | $11.54             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $279871.36         | $245855.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M                 | 2052-02-20      | 3.0000%  | 0.0000% | $233940.53         | $205495.23         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $304495.36         | $275624.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M                 | 2053-06-20      | 5.5000%  | 0.0000% | $664222.47         | $668977.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $622474.54         | $580658.78         | Agency Mortgage-Backed Securities  |
| GNMI SP 781485 X                 | 2032-08-15      | 6.0000%  | 0.0000% | $0.06              | $0.06              | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M                 | 2052-08-20      | 4.0000%  | 0.0000% | $832687.80         | $776880.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M                 | 2052-08-20      | 4.5000%  | 0.0000% | $179412.08         | $172477.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $296276.31         | $276465.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M                 | 2052-09-20      | 5.0000%  | 0.0000% | $238595.19         | $235131.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                 | 2053-01-20      | 6.0000%  | 0.0000% | $419091.19         | $427732.85         | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $6126.10           | $5572.64           | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C                 | 2052-11-20      | 4.5000%  | 0.0000% | $129119.63         | $124252.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300             | 2053-02-01      | 5.5000%  | 0.0000% | $712738.74         | $713744.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8383             | 2053-12-01      | 5.5000%  | 0.0000% | $15.86             | $15.87             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $246378.79         | $248496.99         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887             | 2053-04-01      | 4.5000%  | 0.0000% | $457061.76         | $436260.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $281417.48         | $289101.86         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $107512.17         | $102540.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0508             | 2053-10-01      | 6.0000%  | 0.0000% | $14.82             | $15.12             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $158051.05         | $159140.55         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $111341.32         | $99026.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $157981.22         | $145427.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $166605.93         | $146595.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $91718.18          | $82393.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $15.43             | $15.44             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191             | 2053-11-01      | 6.0000%  | 0.0000% | $451801.00         | $461492.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $231736.25         | $233668.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M                 | 2054-07-20      | 5.5000%  | 0.0000% | $489883.15         | $491334.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M                 | 2053-07-20      | 5.5000%  | 0.0000% | $272322.28         | $274324.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA9105 M                 | 2053-07-20      | 5.0000%  | 0.0000% | $729698.28         | $716740.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $423033.99         | $437652.64         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $1669.15           | $1677.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $632063.23         | $603323.31         | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                 | 2054-01-20      | 5.5000%  | 0.0000% | $546252.54         | $549570.11         | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M                 | 2054-04-20      | 5.5000%  | 0.0000% | $1929.47           | $1937.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $754776.46         | $779658.93         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M                 | 2054-11-20      | 5.5000%  | 0.0000% | $530493.70         | $532911.87         | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                 | 2055-01-20      | 5.0000%  | 0.0000% | $758.24            | $743.60            | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M                 | 2055-02-20      | 5.5000%  | 0.0000% | $89502.18          | $89769.19          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $209919.99         | $198181.75         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $167493.77         | $147832.68         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $3533.16           | $2935.87           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $174233.61         | $144373.17         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $15.27             | $14.17             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $175312.54         | $172743.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $488497.08         | $484678.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $30157.10          | $29656.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $703379.80         | $691940.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $54144.19          | $53263.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $150415.66         | $149617.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $9899.50           | $9738.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $514453.43         | $518517.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $233648.80         | $247066.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $1598.48           | $1633.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $540044.53         | $544908.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $564391.51         | $552507.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $20896.63          | $20920.21          | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $347693.35         | $305346.03         | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $283466.39         | $223735.68         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $261307.30         | $232550.87         | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $368941.03         | $328337.84         | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $331853.34         | $296131.21         | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $9398.37           | $8300.03           | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $16.57             | $14.95             | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $319292.81         | $293506.51         | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $357986.51         | $329074.92         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                 | 2055-05-20      | 5.5000%  | 0.0000% | $11807.15          | $11842.12          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $184834.67         | $169319.03         | Agency Mortgage-Backed Securities  |
| BILL 11/12/25                    | 2025-11-12      | 0.0000%  | 0.0000% | $1.82              | $1.80              | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $30585.45          | $32473.74          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $65465.45          | $67238.64          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $1.82              | $1.49              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-08-15      | 2.7500%  | 0.0000% | $20.00             | $15.43             | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $89351.91          | $66459.77          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $5.45              | $4.20              | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $1.82              | $1.58              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $5.45              | $4.76              | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $168907.27         | $119705.78         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $28363.64          | $21376.42          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $216087.27         | $150897.00         | U.S. Treasuries (including strips) |
| 1 TRIB 46                        | 2046-02-15      | 1.0000%  | 0.0000% | $84351.50          | $63909.98          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $312330.91         | $215377.45         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $1.82              | $1.34              | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $538.18            | $407.85            | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $1.82              | $1.36              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $1085.45           | $770.82            | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $21.82             | $16.37             | U.S. Treasuries (including strips) |
| TINT 02/15/28                    | 2028-02-15      | 0.0000%  | 0.0000% | $10190.89          | $9220.43           | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $18181.82          | $18190.42          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $74045.45          | $75277.61          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $80000.00          | $81361.70          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $16.36             | $16.67             | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                 | 2026-05-31      | 4.8750%  | 0.0000% | $5.45              | $5.53              | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $22336.36          | $23201.17          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $350003.64         | $355667.45         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $18607.27          | $18793.76          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $54770.91          | $54051.24          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $18167.27          | $18161.93          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $254478.18         | $255007.05         | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/31                 | 2031-09-30      | 3.6250%  | 0.0000% | $18180.00          | $17979.46          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $37392.73          | $37786.87          | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                 | 2026-10-31      | 4.4909%  | 0.0000% | $1.82              | $1.82              | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $152152.73         | $148074.69         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $18181.82          | $18163.20          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $5454.55           | $5201.18           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $18181.82          | $18081.69          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26                 | 2026-07-15      | 4.5000%  | 0.0000% | $37963.64          | $38148.84          | U.S. Treasuries (including strips) |
| T 4 07/31/30                     | 2030-07-31      | 4.0000%  | 0.0000% | $18181.82          | $18222.09          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $18170.91          | $18084.77          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $18181.82          | $18640.91          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $205667.27         | $212368.02         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $1.82              | $1.90              | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $381.82            | $402.79            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $18.18             | $18.70             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $3029.09           | $3078.30           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $20803.64          | $21354.86          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $72772.73          | $74420.64          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $292018.18         | $289705.97         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $18180.00          | $16886.00          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $109090.91         | $100572.14         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                 | 2026-12-31      | 1.2500%  | 0.0000% | $1.82              | $1.75              | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $2727.27           | $2538.88           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $14441.82          | $12739.30          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $43396.36          | $42334.26          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $47129.09          | $45078.91          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27                  | 2027-04-15      | 0.1250%  | 0.0000% | $100452.42         | $98423.42          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $1.82              | $1.79              | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $204481.10         | $191174.23         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $63250.91          | $63079.79          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $113600.00         | $111763.83         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $1.82              | $1.84              | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $125449.09         | $127125.09         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $18183.64          | $18454.60          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $11156.36          | $11242.12          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $42729.09          | $42938.65          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $120790.91         | $121153.19         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $18183.64          | $18015.93          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $26516.36          | $22601.01          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $181810.91         | $169894.99         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $18185.45          | $16886.72          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $203590.91         | $174215.56         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $192407.27         | $178736.48         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $181852.73         | $178258.01         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $236358.18         | $221737.46         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-03-31      | 0.7500%  | 0.0000% | $1.82              | $1.78              | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $1.82              | $1.77              | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $25454.55          | $22416.80          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $6380.00           | $6207.05           | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 0.6250%  | 0.0000% | $1.82              | $1.76              | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $18516.36          | $17026.33          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $18181.82          | $16829.17          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26                 | 2026-09-30      | 0.8750%  | 0.0000% | $29736.36          | $28731.47          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $357360.00         | $331590.95         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $55714.55          | $53868.25          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $181825.45         | $155335.13         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $7141.82           | $6618.49           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $3.64              | $3.57              | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $161183.64         | $157960.52         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $27890.91          | $27269.71          | U.S. Treasuries (including strips) |
| T 2 3/4 02/15/28                 | 2028-02-15      | 2.7500%  | 0.0000% | $14687.27          | $14469.45          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $1.82              | $1.80              | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $1.82              | $1.77              | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                  | 2026-02-28      | 2.5000%  | 0.0000% | $109070.91         | $109064.04         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $18189.09          | $17318.00          | U.S. Treasuries (including strips) |
| TII 0 1/8 07/15/26               | 2026-07-15      | 0.1250%  | 0.0000% | $2.44              | $2.42              | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $145152.73         | $141969.21         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $52932.73          | $51753.30          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $18083.64          | $16724.16          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                  | 2030-01-15      | 0.1250%  | 0.0000% | $437739.86         | $414130.95         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $90900.00          | $87589.69          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $127278.18         | $120077.42         | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30                 | 2030-05-15      | 0.6250%  | 0.0000% | $113487.27         | $97382.38          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $1.82              | $1.83              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $32676.36          | $32396.19          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $90909.09          | $92140.19          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $20638.18          | $20843.24          | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $28274.55          | $28493.51          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $123190.91         | $125913.36         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $18181.82          | $18296.51          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $25638.18          | $25983.07          | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                  | 2035-01-15      | 2.1250%  | 0.0000% | $36969.34          | $37599.44          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $285.45            | $289.69            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $119700.00         | $90736.88          | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $16125.45          | $12035.20          | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $1092.73           | $812.37            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $1.82              | $1.30              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $113065.45         | $71358.74          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $165.45            | $106.22            | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $1.82              | $1.07              | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $177272.73         | $92999.78          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $19029.09          | $12130.09          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $28207.27          | $15923.88          | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $2.24              | $1.21              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $46723.64          | $32391.21          | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $69265.45          | $43793.88          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $3.64              | $2.64              | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $3089.09           | $2063.58           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $72727.27          | $51060.12          | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $203187.27         | $168003.83         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $133229.09         | $112931.97         | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $129649.09         | $118366.32         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $16750.91          | $15162.17          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $2690.91           | $2190.08           | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $332001.82         | $296572.91         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $20325.45          | $19611.89          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $197127.27         | $197078.16         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54                    | 2054-02-15      | 2.1250%  | 0.0000% | $30514.51          | $27874.47          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $306390.91         | $299701.28         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $145454.55         | $141062.88         | U.S. Treasuries (including strips) |

### Security 331: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.38_0918
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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? 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 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $23149342.18       | $23879912.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1025.49           | $1003.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $7872875.10        | $7675604.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  | 0.0000% | $21184766.05       | $18417633.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3209 | 2050-05-01      | 2.5000%  | 0.0000% | $3659717.45        | $3058935.79        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $1944.91           | $1907.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466 | 2052-09-01      | 5.0000%  | 0.0000% | $692.53            | $685.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6752 | 2053-01-01      | 6.0000%  | 0.0000% | $1662.09           | $1726.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750 | 2053-03-01      | 6.0000%  | 0.0000% | $10078080.69       | $10320498.84       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894 | 2054-08-01      | 6.0000%  | 0.0000% | $21573667.88       | $22115123.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $7002912.41        | $7019791.76        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G06843 G | 2041-12-01      | 4.0000%  | 0.0000% | $4277986.18        | $4118067.93        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $80.12             | $81.14             | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  | 0.0000% | $13466885.79       | $11925964.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $436.75            | $408.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7214 | 2047-04-01      | 2.5000%  | 0.0000% | $437720.95         | $367432.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9254 | 2053-06-01      | 5.0000%  | 0.0000% | $18913905.78       | $18614794.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $10559044.47       | $10387319.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $2151.90           | $2041.10           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $18823222.94       | $15559489.40       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $763.97            | $626.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $22681485.29       | $22003082.06       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $26337570.88       | $24440563.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $33942935.02       | $31479028.67       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $24979601.46       | $23963930.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $2009.29           | $2016.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0481 | 2053-12-01      | 6.0000%  | 0.0000% | $9430798.38        | $9656232.19        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0728 | 2054-01-01      | 7.0000%  | 0.0000% | $32348119.26       | $34419153.67       | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 7.1210%  | 0.0000% | $517.81            | $540.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2301496.92        | $2202689.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3756 | 2047-07-01      | 4.5000%  | 0.0000% | $237.03            | $232.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595 | 2043-01-01      | 3.5000%  | 0.0000% | $176.09            | $163.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017 | 2050-12-01      | 2.5000%  | 0.0000% | $574.83            | $482.54            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $29000.00          | $29245.00          | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  | 0.0000% | $3072000.00        | $3113925.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1825.55           | $1725.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $380.98            | $344.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $550.39            | $459.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $966.27            | $915.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $451.71            | $413.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $900959.88         | $747300.57         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $23645320.49       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $492.74            | $467.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $1287.69           | $1221.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $279.76            | $265.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $16240118.16       | $14949705.45       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10534147.50       | $9637224.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $390.97            | $369.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $309.76            | $303.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $891.22            | $841.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $28751456.21       | $27430528.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $1439.49           | $1414.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2877914.89        | $2433289.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $38270354.70       | $32914418.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $28244700.18       | $24686348.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $1236773.42        | $1267408.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $1760.54           | $1577.56           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0399 | 2048-06-01      | 4.0000%  | 0.0000% | $1141.36           | $1071.42           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  | 0.0000% | $535.13            | $475.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141 | 2037-02-01      | 2.0000%  | 0.0000% | $1599234.55        | $1456145.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $496.03            | $473.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $221.30            | $194.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1311.01           | $1097.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $39880581.50       | $33263209.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $13385340.59       | $11117453.41       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $25389471.61       | $21024344.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $700.99            | $580.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $1396.44           | $1162.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $12380337.22       | $10379802.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13766416.60       | $11493351.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9145732.72        | $7642387.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $2265.50           | $1868.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $1538.11           | $1273.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $677.31            | $535.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2088.49           | $1993.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $766.26            | $731.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $31112037.96       | $24821360.20       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $3453.93           | $2875.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $862.16            | $863.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $42977008.15       | $37916465.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9500055.00        | $8161022.25        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $553.63            | $488.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $976.05            | $835.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $7209109.24        | $6003243.94        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0007 | 2049-03-01      | 3.0000%  | 0.0000% | $11530413.50       | $10093931.52       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3907667.39        | $3739246.93        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $4505.41           | $3618.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $2318.31           | $2334.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $4261.53           | $4355.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $5349736.96        | $5592811.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551 | 2053-06-01      | 5.0000%  | 0.0000% | $876.76            | $861.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $901.49            | $935.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $2262.25           | $2265.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $1184.76           | $1126.16           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $1060.86           | $1033.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $87.79             | $84.36             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2635813.24        | $2583795.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $479.73            | $458.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $13141273.35       | $12098876.89       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $2508.35           | $2376.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3837640.71        | $3352052.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $825.35            | $741.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $780.06            | $774.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5485534.75        | $5434939.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $710.76            | $726.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1106.79           | $1085.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $1583.33           | $1571.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $23258234.92       | $22755779.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $10584199.90       | $9903706.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $765.73            | $734.69            | Agency Mortgage-Backed Securities  |
| GNII SF DJ4258 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1163233.98        | $1239654.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  | 0.0000% | $6127633.06        | $6185847.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $931.85            | $837.07            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6077 | 2052-10-01      | 4.0000%  | 0.0000% | $1806.62           | $1686.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $4862.59           | $4915.80           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6149 | 2052-08-01      | 4.5000%  | 0.0000% | $1964.10           | $1878.97           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6151 | 2054-01-01      | 6.0000%  | 0.0000% | $4234616.21        | $4321036.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $12690328.27       | $12736804.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602 | 2053-05-01      | 5.0000%  | 0.0000% | $11859246.06       | $11662165.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7317 | 2054-02-01      | 5.5000%  | 0.0000% | $6933044.22        | $6946850.22        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $720.79            | $538.23            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $36794661.70       | $30455027.33       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.4830%  | 0.0000% | $34.46             | $34.21             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $949.09            | $1002.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $343.36            | $336.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $733.03            | $695.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $8290451.61        | $8123415.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $10555501.85       | $9960375.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $1233.98           | $1062.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $690.84            | $591.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $40347489.68       | $31740832.18       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4153 | 2040-10-01      | 2.5000%  | 0.0000% | $37266755.00       | $33529023.69       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $830966.22         | $734310.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $14599226.20       | $11516404.94       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1323.59           | $1174.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $33104060.59       | $26019515.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2093.83           | $1733.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $354736.67         | $311621.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $1021631.07        | $924764.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $44749313.09       | $39308154.61       | Agency Mortgage-Backed Securities  |
| GNII SP 786529 C     | 2052-11-20      | 4.5000%  | 0.0000% | $3956.88           | $3807.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $2425.78           | $2429.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $2608.12           | $2613.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $31079650.24       | $26758895.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $7567356.60        | $7552938.26        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3887 | 2053-04-01      | 4.5000%  | 0.0000% | $897.88            | $857.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $481179.35         | $508829.68         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $5029057.68        | $4770480.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1100.72           | $911.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $762.80            | $638.95            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $1979.54           | $1760.60           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $14135526.79       | $13012228.31       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $15208032.75       | $14590875.57       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $33999515.59       | $29239073.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $1694.61           | $1696.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $802.01            | $819.21            | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $835.96            | $840.38            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4446574.35        | $4215185.00        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2190302.74        | $2127754.27        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3596664.60        | $3301377.24        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $3052488.60        | $2895368.87        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456 | 2050-09-01      | 2.5000%  | 0.0000% | $611.62            | $509.60            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $796648.05         | $661973.37         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553 | 2050-08-01      | 2.5000%  | 0.0000% | $14219579.40       | $11830453.06       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2114 | 2051-05-01      | 2.5000%  | 0.0000% | $1541276.80        | $1283102.66        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  | 0.0000% | $29002591.55       | $23138634.92       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361 | 2052-06-01      | 4.0000%  | 0.0000% | $8267.49           | $7669.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $756.71            | $742.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $1759.55           | $1733.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $41717684.67       | $41024489.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $6030371.41        | $6387777.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $37645450.78       | $37066300.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $8166327.76        | $8479424.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $844349.66         | $839867.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $909.44            | $894.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1581962.05        | $1541992.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $19638113.55       | $19788076.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $876.99            | $927.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $1424063.93        | $1436890.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $965.82            | $945.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $862.73            | $895.80            | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $1984.93           | $1990.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $421.43            | $386.05            | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $308.13            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $81.94             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $1100.00           | $848.56            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $3083075.56        | $2293185.50        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $261.93            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $413.74            | $348.86            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.87             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $46965134.19       | $34277983.47       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.37             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $1400.00           | $977.64            | U.S. Treasuries (including strips) |
| 1 TRIB 46            | 2046-02-15      | 1.0000%  | 0.0000% | $1560009.50        | $1181960.91        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $4300.00           | $2965.20           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $147.14            | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $6517700.00        | $4939249.32        | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $2900.00           | $2170.44           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.85             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $1000.00           | $710.14            | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1050.09           | U.S. Treasuries (including strips) |
| TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $156.59            | $141.68            | U.S. Treasuries (including strips) |
| TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $219392.00         | $186818.65         | U.S. Treasuries (including strips) |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | 0.0000% | $3900.00           | $3963.49           | U.S. Treasuries (including strips) |
| T 4 1/2 05/31/29     | 2029-05-31      | 4.5000%  | 0.0000% | $8536900.00        | $8782685.89        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $800.00            | $808.02            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $600.00            | $599.82            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $200.00            | $202.11            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26     | 2026-10-31      | 4.4909%  | 0.0000% | $3300.00           | $3303.26           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $900.00            | $918.15            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $1999900.00        | $1907004.29        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $105.83            | $102.94            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $300.00            | $298.58            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | 0.0000% | $3700.00           | $3781.89           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $13837000.00       | $14287816.90       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $9431200.00        | $9584412.77        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1022.64           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $50171000.00       | $49773744.37       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $199.75            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $22000300.00       | $22028133.24       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $200.00            | $185.76            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $900.00            | $866.63            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $2921300.00        | $2794219.56        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.94             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $300.00            | $295.95            | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $11949267.39       | $11171653.75       | U.S. Treasuries (including strips) |
| T 2 3/4 07/31/27     | 2027-07-31      | 2.7500%  | 0.0000% | $50437000.00       | $49298788.22       | U.S. Treasuries (including strips) |
| 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $10000.00          | $10133.60          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.60            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $194.64            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $1153300.00        | $983006.05         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $1000.00           | $855.71            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $2156900.00        | $2003649.38        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $370.38            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $7499800.00        | $7351549.98        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $413800.00         | $388203.02         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $312200.00         | $301854.16         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $196.49            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | 0.0000% | $1051.18           | $1037.63           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $5716300.00        | $5588984.74        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26      | 2026-01-31      | 2.6250%  | 0.0000% | $200.00            | $198.29            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $999900.00         | $952014.22         | U.S. Treasuries (including strips) |
| 2 NOTE E 25          | 2025-08-15      | 2.0000%  | 0.0000% | $36240300.00       | $36530739.59       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $5201400.00        | $5115374.75        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $400.00            | $393.67            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $195.54            | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $39827921.87       | $39396628.76       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $1600.00           | $1479.72           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $22237.36          | $21038.02          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $188.69            | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30     | 2030-05-15      | 0.6250%  | 0.0000% | $2315400.00        | $1986823.31        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  | 0.0000% | $2883.37           | $2715.87           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $2100.00           | $2081.99           | U.S. Treasuries (including strips) |
| BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $600.00            | $587.55            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $202.97            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $999900.00         | $1004713.99        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $5000000.00        | $3790178.62        | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $2900.00           | $2164.41           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $1300.00           | $1027.80           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.11             | U.S. Treasuries (including strips) |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $1700.00           | $1004.55           | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $3900.00           | $1865.73           | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $3198000.00        | $1677716.01        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $29953800.00       | $20765503.78       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $3300.00           | $2397.25           | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.80             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $5100.00           | $3737.94           | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $3500.00           | $2893.95           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $13551600.00       | $11487047.88       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $324.39            | $256.16            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $3300.00           | $2987.01           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $800.00            | $651.11            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $1000.00           | $893.29            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.20             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $1600.00           | $1543.83           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $500.00            | $499.88            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $104.73            | $95.67             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.20             | U.S. Treasuries (including strips) |

### Security 332: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 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: 935QTY008, C.3 - LEI: N/A, C.5 - Other ID: 935QTY008_4.37_0801
- **C.18 - Value (incl. sponsor support):** $3456056552.82
- **C.18.a - Value (excl. sponsor support):** $3456056552.82
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 TRIB 43      | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $50000000.00       | $52205000.00       | U.S. Treasuries (including strips) |
| TII 0.625 02/15/43 | 2043-02-15      | 0.6250%  | 0.0000% | $35000000.00       | $36543500.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| T 4.5 04/15/27     | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51095000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $51535000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $51535000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $51535000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $51535000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $51535000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $50000000.00       | $51535000.00       | U.S. Treasuries (including strips) |
| TII 1.375 07/15/33 | 2033-07-15      | 1.3750%  | 0.0000% | $5000000.00        | $5153500.00        | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0.625 07/15/32 | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51780000.00       | U.S. Treasuries (including strips) |
| TII 0 3/4 07/15/28 | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28    | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28    | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| TII 0.75 07/15/28  | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| TII 0.75 07/15/28  | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| TII 0.75 07/15/28  | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| TII 0.75 07/15/28  | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| TII 0.75 07/15/28  | 2028-07-15      | 0.7500%  | 0.0000% | $50000000.00       | $63395000.00       | U.S. Treasuries (including strips) |
| TII 0.75 07/15/28  | 2028-07-15      | 0.7500%  | 0.0000% | $40000000.00       | $50716000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |
| T 4.125 02/29/32   | 2032-02-29      | 4.1250%  | 0.0000% | $50000000.00       | $50965000.00       | U.S. Treasuries (including strips) |

### Security 333: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 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: 936ZZN004, C.3 - LEI: N/A, C.5 - Other ID: 936ZZN004_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 TPRN 43                    | 2043-02-15      | 0.0000%  | 0.0000% | $151999900.00      | $64408893.63       | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 44                    | 2044-05-15      | 0.0000%  | 0.0000% | $47403800.00       | $18720092.45       | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 44                    | 2044-08-15      | 0.0000%  | 0.0000% | $200.00            | $77.83             | U.S. Treasuries (including strips) |
| 3 TPRN 44                        | 2044-11-15      | 0.0000%  | 0.0000% | $46999900.00       | $18039407.62       | U.S. Treasuries (including strips) |
| 3 TPRN 47                        | 2047-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $6824480.00        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                    | 2047-11-15      | 0.0000%  | 0.0000% | $6500.00           | $2135.22           | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 53                    | 2053-02-15      | 0.0000%  | 0.0000% | $95480000.00       | $24688931.96       | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $3908200.00        | $4158094.05        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $162.25            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $18548000.00       | $14754249.76       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.85             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $935500.00         | $934623.44         | U.S. Treasuries (including strips) |
| TINT 08/15/33                    | 2033-08-15      | 0.0000%  | 0.0000% | $400510.24         | $282684.93         | U.S. Treasuries (including strips) |
| TINT 02/15/34                    | 2034-02-15      | 0.0000%  | 0.0000% | $99.66             | $68.51             | U.S. Treasuries (including strips) |
| TINT 02/15/36                    | 2036-02-15      | 0.0000%  | 0.0000% | $10247436.78       | $6331993.66        | U.S. Treasuries (including strips) |
| TINT 08/15/36                    | 2036-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| TINT 05/15/33                    | 2033-05-15      | 0.0000%  | 0.0000% | $12900.58          | $9220.53           | U.S. Treasuries (including strips) |
| TINT 08/15/25                    | 2025-08-15      | 0.0000%  | 0.0000% | $56358457.22       | $56268678.20       | U.S. Treasuries (including strips) |
| TINT 08/15/28                    | 2028-08-15      | 0.0000%  | 0.0000% | $53392613.81       | $47385410.83       | U.S. Treasuries (including strips) |
| TINT 05/15/28                    | 2028-05-15      | 0.0000%  | 0.0000% | $99998100.00       | $89614197.30       | U.S. Treasuries (including strips) |
| TINT 11/15/36                    | 2036-11-15      | 0.0000%  | 0.0000% | $1.92              | $1.14              | U.S. Treasuries (including strips) |
| TINT 11/15/37                    | 2037-11-15      | 0.0000%  | 0.0000% | $12.74             | $7.14              | U.S. Treasuries (including strips) |
| TINT 02/15/52                    | 2052-02-15      | 0.0000%  | 0.0000% | $68903070.72       | $18107451.37       | U.S. Treasuries (including strips) |
| TINT 02/15/53                    | 2053-02-15      | 0.0000%  | 0.0000% | $82256667.00       | $20860948.80       | U.S. Treasuries (including strips) |
| TINT 05/15/42                    | 2042-05-15      | 0.0000%  | 0.0000% | $156.94            | $67.43             | U.S. Treasuries (including strips) |
| TINT 05/15/47                    | 2047-05-15      | 0.0000%  | 0.0000% | $7999795.60        | $2639220.57        | U.S. Treasuries (including strips) |
| TINT 08/15/49                    | 2049-08-15      | 0.0000%  | 0.0000% | $75000000.00       | $22121925.00       | U.S. Treasuries (including strips) |
| TINT 02/15/51                    | 2051-02-15      | 0.0000%  | 0.0000% | $30501900.00       | $8363010.94        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $43640800.00       | $44449704.05       | U.S. Treasuries (including strips) |
| T 4 02/28/30                     | 2030-02-28      | 4.0000%  | 0.0000% | $150000000.00      | $153044615.30      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $190.71            | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/26                 | 2026-08-15      | 4.3750%  | 0.0000% | $48652800.00       | $49729639.96       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $93717500.00       | $93761828.38       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $356100.00         | $331501.32         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $6009600.00        | $5841117.86        | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/29                 | 2029-06-30      | 3.2500%  | 0.0000% | $18000000.00       | $17627737.90       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-08-15      | 3.1250%  | 0.0000% | $200.00            | $202.74            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-01-29      | 0.0000%  | 0.0000% | $403439500.00      | $395070147.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $149999000.00      | $152224122.70      | U.S. Treasuries (including strips) |
| T 3 3/4 05/15/28                 | 2028-05-15      | 3.7500%  | 0.0000% | $239267400.00      | $240419345.00      | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $49965800.00       | $37146369.79       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.11             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $2958200.00        | $1899192.29        | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $148.36            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $15800.00          | $9817.39           | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $4643400.00        | $2435993.28        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $141689300.00      | $90319849.67       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $285262600.00      | $235867176.30      | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $10076200.00       | $7329295.94        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $9435700.00        | $7776657.93        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $437749900.00      | $396231658.30      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $3600.00           | $3247.19           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $49999900.00       | $49987442.97       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $497900.00         | $488751.24         | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54                 | 2054-08-15      | 4.2500%  | 0.0000% | $25887000.00       | $23866906.66       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $129078100.00      | $119619740.40      | U.S. Treasuries (including strips) |

### Security 334: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 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: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 BOND 42                    | 2042-02-15      | 3.1250%  | 0.0000% | $1328900.00        | $1095033.68        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $1930200.00        | $1468534.91        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $28100.00          | $22352.51          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $1000.00           | $659.39            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $11192100.00       | $8041988.29        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $117941000.00      | $118493199.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $986.86            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                 | 2026-10-31      | 4.4909%  | 0.0000% | $900.00            | $900.89            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $1000000.00        | $1001265.13        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $999700.00         | $932820.69         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $250000000.00      | $244358250.00      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-12-15      | 4.0000%  | 0.0000% | $6528200.00        | $6555744.58        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $1000.00           | $925.94            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $8185100.00        | $7594876.53        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $2000.00           | $1955.44           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $3712700.00        | $3680866.79        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $101223100.00      | $103460076.10      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $248913600.00      | $251442518.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $69900000.00       | $70444668.84       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $3568200.00        | $3582790.37        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $1015000.00        | $1025038.01        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $265365900.00      | $170367409.90      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $27249500.00       | $26426764.29       | U.S. Treasuries (including strips) |

### Security 335: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 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: 945ABD006, C.3 - LEI: N/A, C.5 - Other ID: 945ABD006_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDE5176        | 2055-08-01      | 6.0000%  | 0.0000% | $3028630.00        | $3101738.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5182        | 2055-08-01      | 6.5000%  | 0.0000% | $1127868.00        | $1189303.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2227        | 2055-04-01      | 6.0000%  | 0.0000% | $933266.48         | $951231.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2771        | 2055-05-01      | 5.5000%  | 0.0000% | $1903099.89        | $1922314.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3730        | 2055-05-01      | 5.5000%  | 0.0000% | $3923554.33        | $3937382.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4013        | 2055-05-01      | 5.5000%  | 0.0000% | $2154059.42        | $2177804.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5790        | 2055-07-01      | 5.0000%  | 0.0000% | $5976617.00        | $5876070.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0228        | 2054-12-01      | 4.0000%  | 0.0000% | $49320133.39       | $45831736.78       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0229        | 2054-12-01      | 4.0000%  | 0.0000% | $56896550.91       | $52801611.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290        | 2054-10-01      | 6.5000%  | 0.0000% | $984.98            | $1028.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291        | 2054-07-01      | 6.5000%  | 0.0000% | $23088808.17       | $24137240.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0384        | 2055-01-01      | 5.0000%  | 0.0000% | $3427774.35        | $3385200.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0608        | 2055-02-01      | 5.5000%  | 0.0000% | $48848359.52       | $48827957.18       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1770        | 2050-07-01      | 3.0000%  | 0.0000% | $54185152.28       | $47868789.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1775        | 2055-05-01      | 5.0000%  | 0.0000% | $33173727.42       | $32784024.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1781        | 2055-05-01      | 5.5000%  | 0.0000% | $12369354.29       | $12535874.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1795        | 2055-04-01      | 5.5000%  | 0.0000% | $3427431.88        | $3453042.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2048        | 2055-05-01      | 6.0000%  | 0.0000% | $16858759.64       | $17505141.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2050        | 2055-06-01      | 6.0000%  | 0.0000% | $261530.82         | $269682.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2051        | 2055-07-01      | 6.0000%  | 0.0000% | $73141423.26       | $75281907.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2043        | 2052-04-01      | 3.0000%  | 0.0000% | $20650429.75       | $17893597.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2045        | 2053-01-01      | 4.0000%  | 0.0000% | $2822094.51        | $2651434.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060        | 2055-06-01      | 6.5000%  | 0.0000% | $8133257.27        | $8495127.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2064        | 2052-02-01      | 2.5000%  | 0.0000% | $20165007.67       | $16906591.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2068        | 2055-06-01      | 6.5000%  | 0.0000% | $58896905.04       | $61616214.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2070        | 2055-06-01      | 6.5000%  | 0.0000% | $27021665.59       | $28966811.18       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2336        | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $961.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2337        | 2055-07-01      | 4.5000%  | 0.0000% | $1040.00           | $995.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2338        | 2055-07-01      | 4.5000%  | 0.0000% | $1024.00           | $980.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2339        | 2055-07-01      | 4.5000%  | 0.0000% | $1008.00           | $961.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2340        | 2055-07-01      | 5.0000%  | 0.0000% | $1008.00           | $993.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2341        | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2342        | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $982.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2343        | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2330        | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $820.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2331        | 2053-12-01      | 2.0000%  | 0.0000% | $411648.00         | $324354.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2332        | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $897.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2333        | 2048-08-01      | 3.0000%  | 0.0000% | $1024.00           | $916.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2344        | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2345        | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2346        | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2347        | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.05           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA2413        | 2036-04-01      | 1.5000%  | 0.0000% | $1024.00           | $904.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294        | 2055-06-01      | 6.5000%  | 0.0000% | $52406.65          | $54965.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4835        | 2055-06-01      | 5.5000%  | 0.0000% | $5042594.73        | $5068106.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5155        | 2055-05-01      | 6.0000%  | 0.0000% | $945150.21         | $976715.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6179        | 2055-06-01      | 6.0000%  | 0.0000% | $2045836.48        | $2100437.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6194        | 2055-06-01      | 5.0000%  | 0.0000% | $1542826.61        | $1508896.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5446        | 2055-06-01      | 5.5000%  | 0.0000% | $1261158.01        | $1283048.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5450        | 2055-06-01      | 6.0000%  | 0.0000% | $1359757.05        | $1409261.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5467        | 2055-05-01      | 5.0000%  | 0.0000% | $1043042.82        | $1025843.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5569        | 2055-06-01      | 6.0000%  | 0.0000% | $2639198.60        | $2713703.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5571        | 2055-05-01      | 6.5000%  | 0.0000% | $1063194.98        | $1117159.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5572        | 2055-06-01      | 6.5000%  | 0.0000% | $1540824.64        | $1618384.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5786        | 2055-06-01      | 6.5000%  | 0.0000% | $1138813.36        | $1194569.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5788        | 2055-06-01      | 6.5000%  | 0.0000% | $2153084.29        | $2255316.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5797        | 2055-06-01      | 6.0000%  | 0.0000% | $999.13            | $1018.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6001        | 2055-06-01      | 6.5000%  | 0.0000% | $1611086.83        | $1691204.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999        | 2055-06-01      | 6.5000%  | 0.0000% | $1579462.61        | $1670488.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010        | 2055-06-01      | 6.5000%  | 0.0000% | $1433.68           | $1502.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151        | 2055-06-01      | 6.5000%  | 0.0000% | $3636.62           | $3806.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6455        | 2055-05-01      | 6.5000%  | 0.0000% | $17035408.37       | $17785625.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516        | 2055-06-01      | 6.0000%  | 0.0000% | $1246065.51        | $1276248.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522        | 2055-06-01      | 6.0000%  | 0.0000% | $917817.17         | $936494.75         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6744        | 2055-06-01      | 6.5000%  | 0.0000% | $1867489.93        | $1957633.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6732        | 2055-06-01      | 5.5000%  | 0.0000% | $1132650.26        | $1153098.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6733        | 2055-07-01      | 6.0000%  | 0.0000% | $20445125.61       | $20835014.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6751        | 2055-06-01      | 5.5000%  | 0.0000% | $1058415.12        | $1068160.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6837        | 2055-06-01      | 5.5000%  | 0.0000% | $1980074.42        | $1989654.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843        | 2055-06-01      | 6.5000%  | 0.0000% | $1553.80           | $1628.22           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6848        | 2055-06-01      | 6.0000%  | 0.0000% | $1956125.12        | $2005824.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6969        | 2055-06-01      | 6.0000%  | 0.0000% | $1265521.14        | $1302698.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971        | 2055-06-01      | 6.0000%  | 0.0000% | $1108925.00        | $1131491.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6997        | 2055-06-01      | 5.0000%  | 0.0000% | $1175148.38        | $1152414.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998        | 2055-06-01      | 5.0000%  | 0.0000% | $1043959.15        | $1035136.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999        | 2055-06-01      | 5.0000%  | 0.0000% | $1074877.17        | $1054622.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6976        | 2055-06-01      | 6.5000%  | 0.0000% | $2643350.87        | $2768858.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009        | 2055-06-01      | 6.5000%  | 0.0000% | $1724.50           | $1804.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044        | 2055-06-01      | 6.0000%  | 0.0000% | $8832866.55        | $9005036.78        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7684        | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1039.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7720        | 2055-07-01      | 6.5000%  | 0.0000% | $6521263.59        | $6803814.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7746        | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7872        | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0458        | 2053-04-01      | 5.0000%  | 0.0000% | $4574977.38        | $4488577.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6304        | 2053-07-01      | 5.5000%  | 0.0000% | $4796109.10        | $4804230.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9143        | 2053-08-01      | 5.5000%  | 0.0000% | $3667708.03        | $3681199.08        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122        | 2053-10-01      | 4.5000%  | 0.0000% | $2733811.88        | $2605894.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016        | 2054-07-01      | 6.5000%  | 0.0000% | $3446513.72        | $3608967.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1554        | 2054-07-01      | 5.5000%  | 0.0000% | $4297627.62        | $4298471.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ1643        | 2054-08-01      | 6.5000%  | 0.0000% | $4570579.81        | $4783910.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4371        | 2054-09-01      | 5.5000%  | 0.0000% | $1440055.99        | $1449848.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4160        | 2055-04-01      | 5.5000%  | 0.0000% | $6966181.46        | $6974041.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5437        | 2055-05-01      | 6.0000%  | 0.0000% | $22596022.33       | $23171768.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6128        | 2055-03-01      | 6.5000%  | 0.0000% | $2735848.25        | $2871895.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6628        | 2055-06-01      | 6.5000%  | 0.0000% | $1418858.51        | $1490237.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7427        | 2055-04-01      | 6.0000%  | 0.0000% | $2584.66           | $2640.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7509        | 2055-05-01      | 5.5000%  | 0.0000% | $2208848.65        | $2222802.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7521        | 2055-04-01      | 5.0000%  | 0.0000% | $1011.94           | $992.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8167        | 2055-05-01      | 5.5000%  | 0.0000% | $2359624.90        | $2372138.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578        | 2055-05-01      | 6.5000%  | 0.0000% | $998.43            | $1037.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9611        | 2055-05-01      | 6.5000%  | 0.0000% | $998.19            | $1051.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9647        | 2055-06-01      | 6.0000%  | 0.0000% | $1138829.15        | $1162144.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE0431        | 2055-05-01      | 5.0000%  | 0.0000% | $2469459.77        | $2419486.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1669        | 2055-06-01      | 6.5000%  | 0.0000% | $1269532.79        | $1331689.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1741        | 2055-06-01      | 6.5000%  | 0.0000% | $2561450.75        | $2678682.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319        | 2055-06-01      | 6.0000%  | 0.0000% | $39441304.30       | $40382097.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436        | 2055-06-01      | 5.5000%  | 0.0000% | $336013.10         | $336496.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1505        | 2055-06-01      | 6.5000%  | 0.0000% | $1020659.54        | $1068439.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698        | 2055-07-01      | 6.5000%  | 0.0000% | $32483116.68       | $33844375.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2464        | 2055-07-01      | 5.5000%  | 0.0000% | $1908765.39        | $1921581.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2470        | 2055-07-01      | 6.5000%  | 0.0000% | $6855674.91        | $7176243.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2447        | 2055-06-01      | 6.5000%  | 0.0000% | $2224574.58        | $2348071.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2453        | 2055-07-01      | 6.5000%  | 0.0000% | $2511869.14        | $2646584.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2460        | 2055-07-01      | 6.5000%  | 0.0000% | $6051381.66        | $6347661.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2462        | 2055-07-01      | 6.5000%  | 0.0000% | $4888012.42        | $5124644.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2463        | 2055-07-01      | 5.0000%  | 0.0000% | $1453633.57        | $1429177.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2500        | 2055-06-01      | 6.5000%  | 0.0000% | $999.23            | $1047.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2473        | 2055-07-01      | 6.5000%  | 0.0000% | $6653142.98        | $6954415.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2477        | 2055-07-01      | 6.5000%  | 0.0000% | $5622667.38        | $5869939.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5887        | 2054-10-01      | 5.5000%  | 0.0000% | $4093254.64        | $4093190.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019        | 2054-11-01      | 5.0000%  | 0.0000% | $2882170.64        | $2819102.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8802        | 2054-11-01      | 5.0000%  | 0.0000% | $9970724.84        | $9787878.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9237        | 2054-11-01      | 6.0000%  | 0.0000% | $3647625.20        | $3731035.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTQK1740        | 2045-06-01      | 6.0000%  | 0.0000% | $1603075.49        | $1640754.18        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8307        | 2055-05-01      | 7.0000%  | 0.0000% | $998.60            | $1036.81           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703        | 2051-02-01      | 2.0000%  | 0.0000% | $69267.14          | $55126.65          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097        | 2052-04-01      | 3.5000%  | 0.0000% | $1526.82           | $1378.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183        | 2052-04-01      | 4.0000%  | 0.0000% | $1766048.07        | $1636846.35        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310        | 2052-05-01      | 3.5000%  | 0.0000% | $18704870.86       | $16882673.52       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559        | 2052-06-01      | 4.0000%  | 0.0000% | $5373.16           | $5011.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615        | 2052-10-01      | 5.5000%  | 0.0000% | $6512.53           | $6525.90           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587        | 2052-06-01      | 3.5000%  | 0.0000% | $79218.07          | $71398.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767        | 2053-03-01      | 5.0000%  | 0.0000% | $429696.89         | $423666.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2485        | 2055-06-01      | 5.5000%  | 0.0000% | $999.11            | $1009.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547        | 2055-07-01      | 6.5000%  | 0.0000% | $1728255.05        | $1795461.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2548        | 2055-07-01      | 6.5000%  | 0.0000% | $1288481.22        | $1342312.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3266        | 2055-06-01      | 6.0000%  | 0.0000% | $2852928.59        | $2914243.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3301        | 2055-07-01      | 6.0000%  | 0.0000% | $2726548.12        | $2792361.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3292        | 2055-06-01      | 6.5000%  | 0.0000% | $4340108.26        | $4535884.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3373        | 2055-07-01      | 6.0000%  | 0.0000% | $10766163.00       | $10985265.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5168        | 2055-08-01      | 6.0000%  | 0.0000% | $2010.00           | $2079.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5170        | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5816        | 2055-07-01      | 6.5000%  | 0.0000% | $215707.00         | $226433.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6678        | 2055-08-01      | 6.0000%  | 0.0000% | $3226.00           | $3311.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5424        | 2049-09-01      | 3.5000%  | 0.0000% | $7614111.84        | $6881106.37        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6126        | 2051-02-01      | 2.0000%  | 0.0000% | $747.24            | $587.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037        | 2051-08-01      | 3.0000%  | 0.0000% | $119644.85         | $104892.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630        | 2052-02-01      | 3.0000%  | 0.0000% | $468552.09         | $407012.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860        | 2052-05-01      | 4.0000%  | 0.0000% | $1208671.40        | $1124455.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8703        | 2055-07-01      | 6.0000%  | 0.0000% | $4427992.00        | $4514847.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8838        | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9037        | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9258        | 2055-08-01      | 5.5000%  | 0.0000% | $1006.00           | $1012.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9491        | 2055-08-01      | 6.0000%  | 0.0000% | $35414357.00       | $36089708.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918        | 2055-08-01      | 6.0000%  | 0.0000% | $29795943.00       | $30515157.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9919        | 2055-08-01      | 6.0000%  | 0.0000% | $4352.00           | $4470.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0488        | 2052-07-01      | 3.0000%  | 0.0000% | $42978221.91       | $37404290.35       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1346        | 2055-05-01      | 6.0000%  | 0.0000% | $6637387.36        | $6891858.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1347        | 2055-05-01      | 6.0000%  | 0.0000% | $11884524.86       | $12314435.66       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL1323        | 2052-08-01      | 2.0000%  | 0.0000% | $46713011.25       | $36848749.25       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325        | 2052-07-01      | 3.5000%  | 0.0000% | $36319594.85       | $33161557.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329        | 2055-05-01      | 5.0000%  | 0.0000% | $37081502.29       | $36699958.37       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333        | 2055-01-01      | 5.0000%  | 0.0000% | $19424006.79       | $19119664.98       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1373        | 2054-07-01      | 6.5000%  | 0.0000% | $13323873.02       | $13959417.32       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1349        | 2055-05-01      | 6.0000%  | 0.0000% | $37790265.78       | $38983039.94       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1350        | 2055-05-01      | 6.0000%  | 0.0000% | $17087521.76       | $17600813.82       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1356        | 2055-05-01      | 6.0000%  | 0.0000% | $11821518.19       | $12140841.04       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL1638        | 2054-01-01      | 2.5000%  | 0.0000% | $8538588.35        | $7055557.94        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1639        | 2052-05-01      | 3.0000%  | 0.0000% | $12506565.72       | $10837026.75       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640        | 2052-09-01      | 4.0000%  | 0.0000% | $18641980.99       | $17399424.60       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1924        | 2050-06-01      | 3.0000%  | 0.0000% | $30763082.00       | $27036811.40       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926        | 2049-01-01      | 3.5000%  | 0.0000% | $31432801.00       | $28786777.34       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927        | 2048-11-01      | 3.5000%  | 0.0000% | $36512528.00       | $34100461.73       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1931        | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1932        | 2055-06-01      | 5.5000%  | 0.0000% | $34624749.00       | $35094756.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1935        | 2055-07-01      | 5.5000%  | 0.0000% | $25434832.00       | $25487134.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1938        | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1060.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1942        | 2055-07-01      | 6.0000%  | 0.0000% | $29825675.00       | $30410705.62       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943        | 2055-07-01      | 6.0000%  | 0.0000% | $42992104.00       | $44066476.68       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1944        | 2055-07-01      | 6.0000%  | 0.0000% | $57610113.00       | $59183272.36       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1945        | 2055-04-01      | 6.0000%  | 0.0000% | $14576889.00       | $14907463.69       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1951        | 2055-07-01      | 6.5000%  | 0.0000% | $24694227.00       | $25812645.01       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988        | 2055-08-01      | 6.0000%  | 0.0000% | $1887760.00        | $1934404.66        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI9544        | 2039-12-01      | 4.5000%  | 0.0000% | $205079.00         | $203395.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ0764        | 2040-12-01      | 4.0000%  | 0.0000% | $1043.60           | $1009.22           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251        | 2043-06-01      | 4.0000%  | 0.0000% | $144.48            | $136.19            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL5780        | 2043-05-01      | 3.5000%  | 0.0000% | $152435.36         | $142555.52         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355        | 2043-07-01      | 4.0000%  | 0.0000% | $164.30            | $157.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL8770        | 2044-11-01      | 4.0000%  | 0.0000% | $138033.92         | $130667.09         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL9890        | 2045-07-01      | 3.0000%  | 0.0000% | $110.05            | $97.43             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3192        | 2047-05-01      | 4.0000%  | 0.0000% | $8351780.47        | $7913640.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM8066        | 2048-09-01      | 4.0000%  | 0.0000% | $137.12            | $129.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684        | 2048-08-01      | 4.0000%  | 0.0000% | $6510248.66        | $6099929.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127        | 2048-08-01      | 5.0000%  | 0.0000% | $280841.56         | $280001.75         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1483        | 2048-11-01      | 4.0000%  | 0.0000% | $2381623.42        | $2243144.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1485        | 2048-11-01      | 4.0000%  | 0.0000% | $819972.88         | $772633.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRC3548        | 2040-06-01      | 6.0000%  | 0.0000% | $2880620.93        | $2984899.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRC3465        | 2040-03-01      | 5.0000%  | 0.0000% | $1741997.52        | $1762009.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PRE6158        | 2055-02-01      | 6.5000%  | 0.0000% | $2358041.87        | $2405345.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0625        | 2054-03-01      | 5.0000%  | 0.0000% | $4210736.81        | $4139915.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1873        | 2054-03-01      | 5.5000%  | 0.0000% | $2381581.03        | $2393163.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI2029        | 2054-03-01      | 5.5000%  | 0.0000% | $362165.70         | $362238.61         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952        | 2054-05-01      | 6.0000%  | 0.0000% | $2735332.34        | $2811916.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7436        | 2054-06-01      | 6.5000%  | 0.0000% | $3465541.37        | $3609034.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7547        | 2054-06-01      | 5.5000%  | 0.0000% | $1921554.14        | $1925163.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330        | 2054-05-01      | 5.5000%  | 0.0000% | $4208571.74        | $4212411.35        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1276        | 2038-04-01      | 3.0000%  | 0.0000% | $300159.04         | $285241.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3049        | 2040-01-01      | 5.5000%  | 0.0000% | $883.23            | $906.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3200        | 2040-03-01      | 5.5000%  | 0.0000% | $2017078.57        | $2070882.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3370        | 2040-04-01      | 6.0000%  | 0.0000% | $239346.15         | $247237.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIQO3709        | 2040-06-01      | 3.5000%  | 0.0000% | $1015880.80        | $976798.52         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3761        | 2040-06-01      | 5.5000%  | 0.0000% | $3826725.83        | $3926390.35        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4676        | 2049-11-01      | 3.0000%  | 0.0000% | $2717221.81        | $2361915.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745        | 2063-06-01      | 4.0000%  | 0.0000% | $34478515.21       | $31323845.98       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182        | 2048-07-01      | 4.0000%  | 0.0000% | $316437.01         | $298286.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477        | 2037-05-01      | 2.5000%  | 0.0000% | $2961976.67        | $2762171.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270        | 2052-03-01      | 2.0000%  | 0.0000% | $339731.21         | $270234.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284        | 2050-09-01      | 3.5000%  | 0.0000% | $808.16            | $733.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4837        | 2047-03-01      | 4.0000%  | 0.0000% | $3729568.18        | $3527702.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048        | 2052-01-01      | 3.5000%  | 0.0000% | $50072724.48       | $45802055.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432        | 2050-10-01      | 3.5000%  | 0.0000% | $12209324.62       | $11140040.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065        | 2053-03-01      | 3.0000%  | 0.0000% | $1792.98           | $1541.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680        | 2054-10-01      | 5.5000%  | 0.0000% | $71884632.65       | $71965742.45       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3737        | 2055-03-01      | 6.5000%  | 0.0000% | $51116552.25       | $53611380.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4048        | 2055-04-01      | 6.5000%  | 0.0000% | $37111717.25       | $38740389.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028        | 2055-07-01      | 6.0000%  | 0.0000% | $1001.45           | $1020.55           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0038        | 2055-07-01      | 4.5000%  | 0.0000% | $2434761.00        | $2320132.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0039        | 2055-07-01      | 5.0000%  | 0.0000% | $1016.00           | $992.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040        | 2055-07-01      | 5.5000%  | 0.0000% | $17563468.00       | $17556132.32       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0004        | 2040-06-01      | 6.0000%  | 0.0000% | $1605866.12        | $1657425.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0011        | 2040-07-01      | 6.0000%  | 0.0000% | $25207930.88       | $26016349.23       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0013        | 2040-07-01      | 3.5000%  | 0.0000% | $995581.14         | $957277.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4873        | 2049-04-01      | 4.0000%  | 0.0000% | $371956.64         | $350154.15         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G        | 2042-09-01      | 3.0000%  | 0.0000% | $126654.83         | $111498.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334        | 2042-07-01      | 3.5000%  | 0.0000% | $481811.87         | $450632.22         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383        | 2045-02-01      | 4.0000%  | 0.0000% | $141.56            | $133.85            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208        | 2046-04-01      | 3.5000%  | 0.0000% | $271080.50         | $245744.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211        | 2046-05-01      | 3.5000%  | 0.0000% | $104421.56         | $95043.21          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213        | 2046-07-01      | 3.5000%  | 0.0000% | $376922.39         | $341696.98         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222        | 2046-12-01      | 3.0000%  | 0.0000% | $240703.81         | $207728.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433        | 2048-06-01      | 3.5000%  | 0.0000% | $137126.88         | $125450.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441        | 2048-05-01      | 5.0000%  | 0.0000% | $307625.07         | $306705.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498        | 2048-06-01      | 4.0000%  | 0.0000% | $8060398.33        | $7614846.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0800        | 2033-07-01      | 5.5000%  | 0.0000% | $2450.15           | $2492.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS0889        | 2035-07-01      | 5.0000%  | 0.0000% | $1384.13           | $1398.71           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712        | 2032-04-01      | 8.0000%  | 0.0000% | $7176.91           | $7562.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1579        | 2037-09-01      | 5.5000%  | 0.0000% | $91148.14          | $93760.57          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2059        | 2038-04-01      | 5.5000%  | 0.0000% | $33244.71          | $34197.58          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140        | 2038-05-01      | 6.5000%  | 0.0000% | $195575.23         | $206258.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2173        | 2038-06-01      | 5.5000%  | 0.0000% | $14607.09          | $14985.58          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254        | 2038-08-01      | 5.5000%  | 0.0000% | $23057.82          | $23624.57          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516        | 2039-01-01      | 5.5000%  | 0.0000% | $39735.33          | $40744.46          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549        | 2041-07-01      | 4.5000%  | 0.0000% | $4323273.12        | $4262872.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876        | 2038-11-01      | 5.5000%  | 0.0000% | $33996.64          | $34887.81          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079        | 2045-02-01      | 4.0000%  | 0.0000% | $13033.23          | $12398.27          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS4358        | 2038-12-01      | 5.5000%  | 0.0000% | $56542.69          | $57909.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599        | 2045-01-01      | 3.5000%  | 0.0000% | $93.59             | $86.74             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634        | 2045-10-01      | 4.0000%  | 0.0000% | $46465.57          | $43889.96          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4690        | 2046-11-01      | 4.0000%  | 0.0000% | $87261.10          | $82342.39          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4664        | 2046-05-01      | 4.0000%  | 0.0000% | $69752.34          | $65842.26          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4705        | 2047-02-01      | 4.0000%  | 0.0000% | $44595.12          | $42071.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZS8833        | 2027-06-01      | 4.5000%  | 0.0000% | $3.44              | $3.44              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794        | 2048-10-01      | 4.5000%  | 0.0000% | $4175440.38        | $4058277.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT0804        | 2044-11-01      | 5.0000%  | 0.0000% | $2276405.02        | $2273347.05        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429        | 2047-11-01      | 4.0000%  | 0.0000% | $5231479.67        | $4913951.52        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0537        | 2048-03-01      | 3.5000%  | 0.0000% | $2442498.86        | $2243226.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1696        | 2048-12-01      | 4.0000%  | 0.0000% | $132131.88         | $124400.63         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843        | 2037-04-01      | 2.5000%  | 0.0000% | $2771593.90        | $2586460.67        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861        | 2037-02-01      | 2.5000%  | 0.0000% | $1237861.49        | $1155173.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646        | 2037-03-01      | 2.5000%  | 0.0000% | $14267.44          | $13287.02          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651        | 2037-04-01      | 3.0000%  | 0.0000% | $510490.32         | $486265.00         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711        | 2037-07-01      | 3.0000%  | 0.0000% | $1625508.83        | $1548391.44        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762        | 2037-04-01      | 2.5000%  | 0.0000% | $18695.65          | $17400.40          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979        | 2038-01-01      | 3.5000%  | 0.0000% | $764.04            | $734.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180        | 2039-05-01      | 6.0000%  | 0.0000% | $1527.30           | $1580.95           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122        | 2036-10-01      | 1.5000%  | 0.0000% | $636818.66         | $564129.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424        | 2033-05-01      | 5.5000%  | 0.0000% | $67.85             | $69.33             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780        | 2041-07-01      | 4.5000%  | 0.0000% | $4642581.21        | $4598708.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ3142        | 2041-10-01      | 4.5000%  | 0.0000% | $42.66             | $42.16             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL6619        | 2045-04-01      | 4.5000%  | 0.0000% | $226824.52         | $221772.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6929        | 2051-12-01      | 2.5000%  | 0.0000% | $797.19            | $663.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8870        | 2053-09-01      | 5.0000%  | 0.0000% | $566997.22         | $556505.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493        | 2038-07-01      | 6.0000%  | 0.0000% | $245679.59         | $253769.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8746        | 2052-03-01      | 3.0000%  | 0.0000% | $3579958.85        | $3111163.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9524        | 2050-04-01      | 4.0000%  | 0.0000% | $844879.32         | $796484.07         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9573        | 2054-09-01      | 7.0000%  | 0.0000% | $5191408.92        | $5574437.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564        | 2054-09-01      | 6.5000%  | 0.0000% | $8866009.00        | $9259470.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0556        | 2055-06-01      | 5.0000%  | 0.0000% | $21266324.13       | $20872549.79       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8175        | 2037-09-01      | 2.5000%  | 0.0000% | $7370.74           | $6861.05           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8222        | 2038-04-01      | 4.5000%  | 0.0000% | $3939.02           | $3909.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8346        | 2039-12-01      | 4.0000%  | 0.0000% | $223505.58         | $217746.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8386        | 2040-05-01      | 6.0000%  | 0.0000% | $20344537.16       | $20996986.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373        | 2040-03-01      | 6.0000%  | 0.0000% | $6589934.30        | $6801240.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380        | 2040-04-01      | 6.0000%  | 0.0000% | $3056103.31        | $3154106.44        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0593        | 2051-05-01      | 3.0000%  | 0.0000% | $2850180.58        | $2506705.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615        | 2051-01-01      | 4.5000%  | 0.0000% | $718696.65         | $691939.57         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1053        | 2052-06-01      | 3.5000%  | 0.0000% | $3000179.96        | $2736802.16        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098        | 2052-01-01      | 2.5000%  | 0.0000% | $895764.36         | $746997.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1351        | 2052-07-01      | 4.5000%  | 0.0000% | $1164925.52        | $1117559.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357        | 2052-08-01      | 5.0000%  | 0.0000% | $882811.95         | $876183.51         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632        | 2052-09-01      | 5.5000%  | 0.0000% | $15317863.66       | $15502632.83       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640        | 2052-09-01      | 4.0000%  | 0.0000% | $49673.24          | $46331.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1884        | 2052-11-01      | 5.0000%  | 0.0000% | $114465.38         | $112563.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251        | 2053-07-01      | 6.0000%  | 0.0000% | $4554262.38        | $4674358.28        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522        | 2052-06-01      | 3.5000%  | 0.0000% | $2256967.77        | $2027404.05        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4772        | 2052-03-01      | 3.5000%  | 0.0000% | $12529952.98       | $11477821.19       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936        | 2052-11-01      | 4.5000%  | 0.0000% | $2567870.91        | $2501458.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078        | 2043-06-01      | 4.0000%  | 0.0000% | $16207.17          | $15571.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347        | 2045-01-01      | 4.0000%  | 0.0000% | $44461.36          | $42102.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6190        | 2045-11-01      | 3.5000%  | 0.0000% | $28601.97          | $26445.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394        | 2043-06-01      | 4.0000%  | 0.0000% | $37406.88          | $35873.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653        | 2043-07-01      | 4.0000%  | 0.0000% | $38555.81          | $36979.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7523        | 2043-09-01      | 4.0000%  | 0.0000% | $891432.24         | $855906.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAU8583        | 2043-10-01      | 4.5000%  | 0.0000% | $82906.05          | $80477.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370        | 2045-04-01      | 2.5000%  | 0.0000% | $155395.44         | $132265.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643        | 2045-04-01      | 2.5000%  | 0.0000% | $86332.20          | $75319.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBU5641        | 2040-02-01      | 5.5000%  | 0.0000% | $1178867.24        | $1210693.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4128        | 2052-03-01      | 2.0000%  | 0.0000% | $10346219.79       | $8152848.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX9742        | 2053-04-01      | 4.5000%  | 0.0000% | $658453.41         | $629371.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0517        | 2053-04-01      | 5.0000%  | 0.0000% | $2239827.79        | $2201443.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521        | 2053-06-01      | 5.5000%  | 0.0000% | $3130040.94        | $3130583.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172        | 2042-05-01      | 3.5000%  | 0.0000% | $21028115.95       | $19678419.32       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5703        | 2054-05-01      | 7.0000%  | 0.0000% | $12055914.90       | $12867028.82       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD6036        | 2054-05-01      | 7.0000%  | 0.0000% | $9344520.03        | $9950113.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6712        | 2054-10-01      | 6.5000%  | 0.0000% | $68096594.56       | $71284922.54       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6769        | 2052-02-01      | 3.0000%  | 0.0000% | $29021708.28       | $25207849.51       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6771        | 2049-01-01      | 4.0000%  | 0.0000% | $28667921.51       | $27022851.05       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6772        | 2052-05-01      | 4.0000%  | 0.0000% | $24566618.72       | $23205218.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6785        | 2054-10-01      | 5.5000%  | 0.0000% | $44912250.00       | $45277266.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6917        | 2054-09-01      | 6.5000%  | 0.0000% | $49892704.30       | $52211800.37       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6975        | 2054-11-01      | 4.5000%  | 0.0000% | $106752.17         | $101742.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462        | 2055-01-01      | 5.0000%  | 0.0000% | $11304939.01       | $11111824.28       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108        | 2050-11-01      | 3.0000%  | 0.0000% | $761.18            | $660.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866        | 2047-12-01      | 4.0000%  | 0.0000% | $258557.24         | $243819.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868        | 2047-12-01      | 4.0000%  | 0.0000% | $3527120.87        | $3345768.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1184        | 2048-02-01      | 3.5000%  | 0.0000% | $225.96            | $206.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2407        | 2033-09-01      | 4.0000%  | 0.0000% | $2662668.09        | $2627103.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836        | 2049-11-01      | 4.0000%  | 0.0000% | $424011.09         | $397579.65         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278        | 2036-03-01      | 1.5000%  | 0.0000% | $3979092.48        | $3533712.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277        | 2052-12-01      | 5.5000%  | 0.0000% | $13505.40          | $13570.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299        | 2053-02-01      | 5.0000%  | 0.0000% | $99034077.65       | $97081785.90       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328        | 2053-06-01      | 4.5000%  | 0.0000% | $6109.41           | $5821.84           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384        | 2053-12-01      | 6.0000%  | 0.0000% | $2450803.98        | $2499991.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448        | 2054-07-01      | 6.5000%  | 0.0000% | $7996191.90        | $8289345.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454        | 2054-08-01      | 6.0000%  | 0.0000% | $174521.96         | $177850.09         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463        | 2054-09-01      | 6.0000%  | 0.0000% | $191744.24         | $195410.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476        | 2054-11-01      | 6.0000%  | 0.0000% | $299558.49         | $305345.36         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507        | 2055-02-01      | 6.0000%  | 0.0000% | $5754844.95        | $5865050.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533        | 2055-05-01      | 5.5000%  | 0.0000% | $979.99            | $979.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3823        | 2053-09-01      | 5.5000%  | 0.0000% | $11645979.62       | $11715498.35       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3806        | 2051-08-01      | 4.0000%  | 0.0000% | $277241.42         | $259059.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087        | 2053-11-01      | 6.0000%  | 0.0000% | $27634039.62       | $28359930.58       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G        | 2043-06-01      | 3.5000%  | 0.0000% | $246333.19         | $226348.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1534        | 2054-04-01      | 6.0000%  | 0.0000% | $409087.74         | $422456.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4293        | 2054-05-01      | 6.5000%  | 0.0000% | $455348.29         | $477103.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4986        | 2054-06-01      | 6.5000%  | 0.0000% | $2561160.00        | $2665959.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5595        | 2054-06-01      | 6.5000%  | 0.0000% | $4404711.03        | $4608185.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250        | 2054-11-01      | 6.5000%  | 0.0000% | $2414266.35        | $2534331.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8562        | 2054-07-01      | 6.5000%  | 0.0000% | $2292788.21        | $2396623.24        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386        | 2035-12-01      | 2.5000%  | 0.0000% | $7153344.59        | $6707757.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347        | 2051-12-01      | 2.0000%  | 0.0000% | $60728767.93       | $48485645.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3035        | 2052-03-01      | 2.0000%  | 0.0000% | $1873135.24        | $1493047.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604        | 2037-05-01      | 3.0000%  | 0.0000% | $305276.87         | $290027.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737        | 2052-08-01      | 5.0000%  | 0.0000% | $94115.72          | $92406.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106        | 2053-08-01      | 5.0000%  | 0.0000% | $30528.09          | $29899.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138        | 2053-09-01      | 5.5000%  | 0.0000% | $2822911.43        | $2825884.89        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92899 G        | 2035-03-01      | 4.0000%  | 0.0000% | $1178950.30        | $1159064.16        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC K92906 G        | 2032-03-01      | 4.0000%  | 0.0000% | $142937.05         | $141761.16         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC K93084 G        | 2032-03-01      | 3.5000%  | 0.0000% | $1340514.56        | $1319631.58        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA2690        | 2049-08-01      | 4.0000%  | 0.0000% | $221991.17         | $208290.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7477        | 2050-03-01      | 3.0000%  | 0.0000% | $25961.76          | $22807.05          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB2462        | 2050-08-01      | 3.0000%  | 0.0000% | $2253513.97        | $1955869.84        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9087        | 2051-02-01      | 2.0000%  | 0.0000% | $62051.55          | $49622.85          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9391        | 2051-03-01      | 2.0000%  | 0.0000% | $70816.77          | $56709.48          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC1805        | 2051-05-01      | 2.0000%  | 0.0000% | $374825.45         | $299131.95         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC7127        | 2051-09-01      | 2.0000%  | 0.0000% | $5385855.10        | $4293154.87        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC6303        | 2051-09-01      | 2.0000%  | 0.0000% | $327792.62         | $261517.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160        | 2051-10-01      | 3.0000%  | 0.0000% | $14706.06          | $12685.13          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951        | 2052-03-01      | 3.0000%  | 0.0000% | $4749198.47        | $4125434.00        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD8207        | 2052-03-01      | 2.0000%  | 0.0000% | $348655.83         | $274741.73         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE0785        | 2052-04-01      | 4.0000%  | 0.0000% | $8300092.53        | $7708290.40        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847        | 2052-05-01      | 4.5000%  | 0.0000% | $9659567.16        | $9291141.61        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890        | 2052-06-01      | 4.5000%  | 0.0000% | $4921816.20        | $4765779.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4231        | 2052-06-01      | 5.0000%  | 0.0000% | $2541987.08        | $2493243.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE6969        | 2052-08-01      | 5.5000%  | 0.0000% | $65960.26          | $66258.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086        | 2054-10-01      | 5.0000%  | 0.0000% | $8224123.27        | $8063766.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6086        | 2055-04-01      | 6.0000%  | 0.0000% | $2517148.75        | $2574715.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC6091        | 2055-04-01      | 6.5000%  | 0.0000% | $3689307.18        | $3840272.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885        | 2055-01-01      | 6.0000%  | 0.0000% | $1131887.11        | $1178013.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9096        | 2055-06-01      | 6.5000%  | 0.0000% | $2134635.65        | $2240786.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9925        | 2055-01-01      | 6.5000%  | 0.0000% | $1890930.26        | $1972748.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9907        | 2055-01-01      | 6.5000%  | 0.0000% | $1889797.54        | $1983765.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359        | 2054-12-01      | 5.5000%  | 0.0000% | $993.92            | $994.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381        | 2055-01-01      | 6.5000%  | 0.0000% | $1082246.16        | $1124416.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1624        | 2055-01-01      | 6.5000%  | 0.0000% | $1063077.19        | $1108932.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2680        | 2055-05-01      | 6.5000%  | 0.0000% | $998.40            | $1048.05           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2695        | 2055-05-01      | 7.0000%  | 0.0000% | $997.86            | $1065.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083        | 2055-02-01      | 6.0000%  | 0.0000% | $3648142.24        | $3726405.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4025        | 2055-01-01      | 5.0000%  | 0.0000% | $1110516.20        | $1086557.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4067        | 2055-04-01      | 5.5000%  | 0.0000% | $1983274.86        | $2003296.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4928        | 2052-10-01      | 6.0000%  | 0.0000% | $32021666.55       | $32725022.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5131        | 2052-11-01      | 5.0000%  | 0.0000% | $862.46            | $847.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240        | 2053-10-01      | 6.0000%  | 0.0000% | $4498078.53        | $4601624.30        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491        | 2053-10-01      | 7.0000%  | 0.0000% | $2106159.49        | $2298734.78        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB7829        | 2054-01-01      | 7.5000%  | 0.0000% | $16053638.98       | $17328907.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523        | 2054-05-01      | 5.0000%  | 0.0000% | $8492077.92        | $8375648.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583        | 2055-01-01      | 4.0000%  | 0.0000% | $7911866.11        | $7333044.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611        | 2055-02-01      | 4.0000%  | 0.0000% | $975.73            | $904.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5713        | 2040-05-01      | 6.0000%  | 0.0000% | $2170198.91        | $2239797.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5701        | 2055-05-01      | 6.0000%  | 0.0000% | $965.65            | $984.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5747        | 2040-06-01      | 6.0000%  | 0.0000% | $2454443.86        | $2533251.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5773        | 2040-07-01      | 6.0000%  | 0.0000% | $605400.73         | $624815.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5790        | 2055-07-01      | 4.5000%  | 0.0000% | $1499896.00        | $1429280.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792        | 2055-07-01      | 5.5000%  | 0.0000% | $87481088.00       | $87444550.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793        | 2055-07-01      | 6.0000%  | 0.0000% | $59050157.00       | $60176243.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA5843        | 2040-07-01      | 3.0000%  | 0.0000% | $1000.00           | $949.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134        | 2054-12-01      | 5.0000%  | 0.0000% | $4203920.27        | $4153888.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1266        | 2054-12-01      | 5.5000%  | 0.0000% | $4162530.50        | $4174145.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632        | 2054-12-01      | 6.5000%  | 0.0000% | $2975828.70        | $3092846.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4399        | 2055-01-01      | 6.5000%  | 0.0000% | $2503015.78        | $2610992.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3682        | 2055-01-01      | 5.5000%  | 0.0000% | $4511069.64        | $4555559.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7225        | 2055-02-01      | 6.5000%  | 0.0000% | $3968247.83        | $4135182.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351        | 2055-03-01      | 5.5000%  | 0.0000% | $3463150.83        | $3473482.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9584        | 2055-04-01      | 6.5000%  | 0.0000% | $2857024.70        | $2973244.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0877        | 2055-04-01      | 6.0000%  | 0.0000% | $2756419.34        | $2819458.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0257        | 2055-04-01      | 6.5000%  | 0.0000% | $3136935.46        | $3277465.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0482        | 2055-04-01      | 6.5000%  | 0.0000% | $3078876.98        | $3208398.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0595        | 2055-04-01      | 6.5000%  | 0.0000% | $3755929.45        | $3908711.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599        | 2055-04-01      | 5.5000%  | 0.0000% | $3706982.81        | $3710020.06        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2638        | 2055-05-01      | 7.0000%  | 0.0000% | $994.31            | $1061.45           | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 37               | 2037-02-15      | 4.7500%  | 0.0000% | $600.00            | $632.07            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31             | 2031-09-30      | 3.6250%  | 0.0000% | $800.00            | $791.18            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26            | 2026-09-30      | 3.5000%  | 0.0000% | $18171400.00       | $18255836.44       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28             | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $1005.92           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28            | 2028-07-31      | 4.1250%  | 0.0000% | $2100.00           | $2115.16           | U.S. Treasuries (including strips) |
| BILL 10/30/25               | 2025-10-30      | 0.0000%  | 0.0000% | $800.00            | $791.52            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| BILL 01/29/26               | 2026-01-29      | 0.0000%  | 0.0000% | $200.00            | $195.85            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34             | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27            | 2027-01-31      | 4.1250%  | 0.0000% | $432100.00         | $432729.57         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32             | 2032-03-31      | 4.1250%  | 0.0000% | $5164500.00        | $5244663.37        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                 | 2030-05-31      | 4.0000%  | 0.0000% | $15960000.00       | $16117839.09       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $143.33            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49               | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.11             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |

### Security 336: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: 959JAA007, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959JAA007_4.37_0801
- **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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $9765314.63        | $8674724.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6706 | 2051-04-01      | 2.5000%  | 0.0000% | $9288518.82        | $7698271.76        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6963 | 2051-05-01      | 2.0000%  | 0.0000% | $10293417.22       | $8226011.83        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $11300007.79       | $8432291.81        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $9465572.04        | $7881407.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1631 | 2051-09-01      | 2.5000%  | 0.0000% | $4169520.70        | $3448845.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1661 | 2051-09-01      | 2.5000%  | 0.0000% | $8530105.57        | $7138447.27        | Agency Mortgage-Backed Securities |

### Security 337: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDB002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDB002_4.40_1029
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 07.500 CLSL0774 | 2054-05-01      | 7.5000%  | 0.0000% | $7141332.81        | $7687237.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0775 | 2054-05-01      | 6.0000%  | 0.0000% | $47418522.64       | $48524322.59       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0038 | 2054-05-01      | 6.0000%  | 0.0000% | $176289.77         | $182665.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  | 0.0000% | $6368358.91        | $6272372.88        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0446 | 2054-05-01      | 6.0000%  | 0.0000% | $66045972.99       | $67341332.65       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0436 | 2054-05-01      | 5.5000%  | 0.0000% | $16370468.94       | $16499801.09       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0917 | 2054-05-01      | 4.5000%  | 0.0000% | $16016580.88       | $15508775.19       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1083 | 2054-05-01      | 6.0000%  | 0.0000% | $32762112.97       | $33534807.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  | 0.0000% | $10202774.00       | $10492338.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI4566 | 2054-05-01      | 6.0000%  | 0.0000% | $910.75            | $938.59            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5015 | 2054-05-01      | 5.5000%  | 0.0000% | $1525097.51        | $1534517.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI5189 | 2054-05-01      | 6.0000%  | 0.0000% | $1477604.14        | $1522817.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI5219 | 2054-05-01      | 6.0000%  | 0.0000% | $1229980.12        | $1266741.76        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI5224 | 2054-05-01      | 6.5000%  | 0.0000% | $1029724.07        | $1078952.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5261 | 2054-05-01      | 5.5000%  | 0.0000% | $1271793.88        | $1281093.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5736 | 2054-05-01      | 5.5000%  | 0.0000% | $1296410.81        | $1309423.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI5809 | 2054-05-01      | 6.0000%  | 0.0000% | $1905086.86        | $1963384.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5811 | 2054-05-01      | 5.5000%  | 0.0000% | $1182547.60        | $1191194.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI5817 | 2054-05-01      | 6.0000%  | 0.0000% | $2164257.05        | $2228942.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6037 | 2054-05-01      | 6.0000%  | 0.0000% | $1591399.20        | $1638962.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI6039 | 2054-05-01      | 6.5000%  | 0.0000% | $2844306.19        | $2972574.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6043 | 2054-05-01      | 6.0000%  | 0.0000% | $1407067.10        | $1450126.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7798 | 2054-05-01      | 5.5000%  | 0.0000% | $360435.06         | $360450.68         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5498 | 2054-05-01      | 5.5000%  | 0.0000% | $5312.05           | $5320.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $18371888.32       | $17973157.11       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8437 | 2054-06-01      | 5.0000%  | 0.0000% | $1799782.43        | $1758723.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2499 | 2054-05-01      | 5.5000%  | 0.0000% | $9743904.89        | $9745866.66        | Agency Mortgage-Backed Securities |
| FKAR 04.250 WNWN4051 | 2033-08-01      | 4.2500%  | 0.0000% | $2235072.00        | $2173157.53        | Agency Mortgage-Backed Securities |

### Security 338: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDC000, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDC000_4.32_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSL0038 | 2054-05-01      | 6.0000%  | 0.0000% | $28325438.45       | $29349912.91       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  | 0.0000% | $24873101.08       | $24498205.41       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI5343 | 2054-05-01      | 5.0000%  | 0.0000% | $112500.17         | $110049.54         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI4566 | 2054-05-01      | 6.0000%  | 0.0000% | $727690.58         | $749931.72         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI4972 | 2054-05-01      | 6.5000%  | 0.0000% | $5871977.84        | $6156531.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI6221 | 2054-05-01      | 6.5000%  | 0.0000% | $1301646.72        | $1362519.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5498 | 2054-05-01      | 5.5000%  | 0.0000% | $113084361.63      | $113266352.00      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6430 | 2054-05-01      | 5.5000%  | 0.0000% | $931.50            | $940.07            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6469 | 2054-05-01      | 5.0000%  | 0.0000% | $3249.50           | $3205.79           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6746 | 2054-05-01      | 6.0000%  | 0.0000% | $3660471.98        | $3778368.46        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $125337181.85      | $129723983.20      | Agency Mortgage-Backed Securities |

### Security 339: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 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: 959JDD008, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDD008_4.37_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF CZ5325 C | 2055-06-20      | 6.0000%  | 0.0000% | $1252107.45        | $1301827.38        | Agency Mortgage-Backed Securities |
| GNII SF DA4089 C | 2055-06-20      | 6.5000%  | 0.0000% | $1204221.10        | $1246883.84        | Agency Mortgage-Backed Securities |
| GNII SF DI6396 C | 2055-05-20      | 6.5000%  | 0.0000% | $874836.43         | $913980.70         | Agency Mortgage-Backed Securities |
| GNII SF DI7869 C | 2055-04-20      | 7.0000%  | 0.0000% | $1338457.33        | $1414939.90        | Agency Mortgage-Backed Securities |
| GNII SF DI8274 C | 2055-04-20      | 7.0000%  | 0.0000% | $1011814.91        | $1075809.50        | Agency Mortgage-Backed Securities |
| GNII SF DI8355 C | 2055-05-20      | 5.0000%  | 0.0000% | $1304369.62        | $1283004.91        | Agency Mortgage-Backed Securities |
| GNII SF DI8720 C | 2055-07-20      | 6.5000%  | 0.0000% | $1190478.00        | $1227839.57        | Agency Mortgage-Backed Securities |
| GNII SF DI8774 C | 2055-07-20      | 6.5000%  | 0.0000% | $1242970.00        | $1298585.04        | Agency Mortgage-Backed Securities |
| GNII SF DI8775 C | 2055-07-20      | 6.5000%  | 0.0000% | $1350976.00        | $1411423.62        | Agency Mortgage-Backed Securities |
| GNII SF DI9283 C | 2055-03-20      | 5.0000%  | 0.0000% | $1317889.08        | $1301421.61        | Agency Mortgage-Backed Securities |
| GNII SF DI9284 C | 2055-03-20      | 5.0000%  | 0.0000% | $1085303.61        | $1068899.97        | Agency Mortgage-Backed Securities |
| GNII SF DI9378 C | 2055-04-20      | 6.0000%  | 0.0000% | $814673.59         | $853824.36         | Agency Mortgage-Backed Securities |
| GNII SF DI9560 C | 2055-05-20      | 7.0000%  | 0.0000% | $1350587.29        | $1426030.19        | Agency Mortgage-Backed Securities |
| GNII SF DI9609 C | 2055-05-20      | 6.5000%  | 0.0000% | $1260271.46        | $1323227.90        | Agency Mortgage-Backed Securities |
| GNII SF DI9610 C | 2055-05-20      | 6.5000%  | 0.0000% | $998287.28         | $1046993.38        | Agency Mortgage-Backed Securities |
| GNII SF DI9611 C | 2055-05-20      | 6.5000%  | 0.0000% | $757407.54         | $793479.58         | Agency Mortgage-Backed Securities |
| GNII SF DI9621 C | 2055-05-20      | 5.0000%  | 0.0000% | $1065931.59        | $1050772.62        | Agency Mortgage-Backed Securities |
| GNII SF DI9679 C | 2055-05-20      | 6.5000%  | 0.0000% | $1255712.66        | $1334524.53        | Agency Mortgage-Backed Securities |
| GNII SF DI9680 C | 2055-05-20      | 6.5000%  | 0.0000% | $929391.01         | $985016.61         | Agency Mortgage-Backed Securities |
| GNII SF DI9681 C | 2055-05-20      | 6.5000%  | 0.0000% | $754199.66         | $798021.42         | Agency Mortgage-Backed Securities |
| GNII SF DD4499 C | 2054-11-20      | 6.0000%  | 0.0000% | $1198430.24        | $1245634.01        | Agency Mortgage-Backed Securities |
| GNII SF 790682 C | 2054-11-20      | 5.0000%  | 0.0000% | $1036107.05        | $1016744.98        | Agency Mortgage-Backed Securities |
| GNII SF MA3523 M | 2046-03-20      | 4.5000%  | 0.0000% | $823883.20         | $802857.70         | Agency Mortgage-Backed Securities |
| GNII SF DE2384 C | 2055-06-20      | 7.0000%  | 0.0000% | $1316265.77        | $1367359.70        | Agency Mortgage-Backed Securities |
| GNII SF DE4859 C | 2054-12-20      | 5.5000%  | 0.0000% | $1282704.42        | $1304657.05        | Agency Mortgage-Backed Securities |
| GNII SF DE7857 C | 2054-11-20      | 5.5000%  | 0.0000% | $1000719.02        | $1014160.01        | Agency Mortgage-Backed Securities |
| GNII SF DE7917 C | 2055-01-20      | 6.0000%  | 0.0000% | $937209.16         | $976028.37         | Agency Mortgage-Backed Securities |
| GNII SF DE7918 C | 2054-12-20      | 6.0000%  | 0.0000% | $1054470.88        | $1098584.67        | Agency Mortgage-Backed Securities |
| GNII SF DE7919 C | 2054-12-20      | 6.0000%  | 0.0000% | $1173378.85        | $1222979.93        | Agency Mortgage-Backed Securities |
| GNII SF DE7922 C | 2054-12-20      | 6.0000%  | 0.0000% | $916263.31         | $953491.09         | Agency Mortgage-Backed Securities |
| GNII SF DF0789 C | 2055-04-20      | 7.0000%  | 0.0000% | $1300463.64        | $1387482.00        | Agency Mortgage-Backed Securities |
| GNII SF DF0793 C | 2055-06-20      | 7.0000%  | 0.0000% | $902561.92         | $959649.26         | Agency Mortgage-Backed Securities |
| GNII SF DF0794 C | 2055-06-20      | 7.0000%  | 0.0000% | $1021578.16        | $1066224.54        | Agency Mortgage-Backed Securities |
| GNII SF DF7244 C | 2055-01-20      | 5.5000%  | 0.0000% | $1242090.75        | $1252666.33        | Agency Mortgage-Backed Securities |
| GNII SF DF7310 C | 2054-11-20      | 6.0000%  | 0.0000% | $1277298.00        | $1321726.26        | Agency Mortgage-Backed Securities |
| GNII SF DF9043 C | 2055-04-20      | 6.5000%  | 0.0000% | $1192605.67        | $1253279.09        | Agency Mortgage-Backed Securities |
| GNII SF DF9045 C | 2055-04-20      | 6.5000%  | 0.0000% | $880596.52         | $919997.63         | Agency Mortgage-Backed Securities |
| GNII SF DG0865 C | 2055-01-20      | 5.0000%  | 0.0000% | $1352873.66        | $1336761.84        | Agency Mortgage-Backed Securities |
| GNII SF DG1750 C | 2055-02-20      | 7.0000%  | 0.0000% | $1020190.85        | $1070756.95        | Agency Mortgage-Backed Securities |
| GNII SF DG1342 C | 2055-02-20      | 7.0000%  | 0.0000% | $1136337.17        | $1213758.47        | Agency Mortgage-Backed Securities |
| GNII SF DG3537 C | 2054-12-20      | 5.5000%  | 0.0000% | $816588.28         | $823541.80         | Agency Mortgage-Backed Securities |
| GNII SF DG3226 C | 2054-12-20      | 5.5000%  | 0.0000% | $1112739.88        | $1129732.91        | Agency Mortgage-Backed Securities |
| GNII SF DG4485 C | 2054-12-20      | 6.5000%  | 0.0000% | $1251585.72        | $1313720.27        | Agency Mortgage-Backed Securities |
| GNII SF DG4253 C | 2055-03-20      | 6.5000%  | 0.0000% | $857220.95         | $908185.02         | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M | 2046-01-20      | 3.5000%  | 0.0000% | $1006872.40        | $929681.20         | Agency Mortgage-Backed Securities |
| GNII SF DG4570 C | 2055-01-20      | 5.0000%  | 0.0000% | $1333797.79        | $1318736.10        | Agency Mortgage-Backed Securities |
| GNII SF DG6289 C | 2055-04-20      | 7.0000%  | 0.0000% | $1235890.13        | $1283862.85        | Agency Mortgage-Backed Securities |
| GNII SF DG5680 C | 2055-03-20      | 7.0000%  | 0.0000% | $1005833.15        | $1044872.89        | Agency Mortgage-Backed Securities |
| GNII SF DG5805 C | 2055-01-20      | 5.5000%  | 0.0000% | $1083650.70        | $1102196.66        | Agency Mortgage-Backed Securities |
| GNII SF DG5834 C | 2054-12-20      | 5.5000%  | 0.0000% | $824356.15         | $831374.99         | Agency Mortgage-Backed Securities |
| GNII SF DG6312 C | 2054-11-20      | 6.5000%  | 0.0000% | $1175276.72        | $1248029.48        | Agency Mortgage-Backed Securities |
| GNII SF DG6314 C | 2054-11-20      | 6.5000%  | 0.0000% | $1230060.06        | $1306205.29        | Agency Mortgage-Backed Securities |
| GNII SF DG6507 C | 2054-12-20      | 6.5000%  | 0.0000% | $777311.17         | $829929.43         | Agency Mortgage-Backed Securities |
| GNII SF DG6731 C | 2055-02-20      | 6.5000%  | 0.0000% | $1259761.24        | $1316101.13        | Agency Mortgage-Backed Securities |
| GNII SF DG7429 C | 2055-03-20      | 6.5000%  | 0.0000% | $1191461.23        | $1244773.96        | Agency Mortgage-Backed Securities |
| GNII SF DG7464 C | 2055-06-20      | 6.0000%  | 0.0000% | $1381305.52        | $1425976.94        | Agency Mortgage-Backed Securities |
| GNII SF DG7666 C | 2054-12-20      | 8.0000%  | 0.0000% | $1128955.74        | $1198316.14        | Agency Mortgage-Backed Securities |
| GNII SF DG8745 C | 2055-01-20      | 6.0000%  | 0.0000% | $1010359.47        | $1048121.65        | Agency Mortgage-Backed Securities |
| GNII SF DG9363 C | 2055-02-20      | 7.0000%  | 0.0000% | $1014258.33        | $1080885.29        | Agency Mortgage-Backed Securities |
| GNII SF DH0792 C | 2055-01-20      | 7.0000%  | 0.0000% | $1214474.50        | $1294257.38        | Agency Mortgage-Backed Securities |
| GNII SF DH0813 C | 2055-04-20      | 6.0000%  | 0.0000% | $1006222.50        | $1041238.03        | Agency Mortgage-Backed Securities |
| GNII SF DH0016 C | 2055-01-20      | 7.0000%  | 0.0000% | $1099514.97        | $1142193.01        | Agency Mortgage-Backed Securities |
| GNII SF DH0402 C | 2055-02-20      | 7.0000%  | 0.0000% | $1178219.35        | $1244031.54        | Agency Mortgage-Backed Securities |
| GNII SF DH0488 C | 2055-02-20      | 7.0000%  | 0.0000% | $1171414.65        | $1237491.03        | Agency Mortgage-Backed Securities |
| GNII SF DH0492 C | 2055-03-20      | 5.0000%  | 0.0000% | $1302293.25        | $1283974.76        | Agency Mortgage-Backed Securities |
| GNII SF DH0493 C | 2055-03-20      | 5.0000%  | 0.0000% | $1038111.02        | $1019187.99        | Agency Mortgage-Backed Securities |
| GNII SF DH0538 C | 2055-04-20      | 6.5000%  | 0.0000% | $1176017.66        | $1230077.62        | Agency Mortgage-Backed Securities |
| GNII SF DH1795 C | 2055-02-20      | 6.0000%  | 0.0000% | $1203964.93        | $1254176.29        | Agency Mortgage-Backed Securities |
| GNII SF DH3249 C | 2055-01-20      | 7.0000%  | 0.0000% | $1315072.27        | $1378973.39        | Agency Mortgage-Backed Securities |
| GNII SF DH3949 C | 2055-02-20      | 5.5000%  | 0.0000% | $1220123.61        | $1230512.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4043 C | 2055-03-20      | 5.5000%  | 0.0000% | $1363633.65        | $1375032.72        | Agency Mortgage-Backed Securities |
| GNII SF DH4512 C | 2055-04-20      | 6.5000%  | 0.0000% | $798786.50         | $836485.76         | Agency Mortgage-Backed Securities |
| GNII SF DH4513 C | 2055-04-20      | 6.5000%  | 0.0000% | $1347844.46        | $1408978.20        | Agency Mortgage-Backed Securities |
| GNII SF DH4688 C | 2055-05-20      | 5.0000%  | 0.0000% | $1357039.42        | $1333556.75        | Agency Mortgage-Backed Securities |
| GNII SF DH4736 C | 2055-05-20      | 6.5000%  | 0.0000% | $1324357.76        | $1383614.39        | Agency Mortgage-Backed Securities |
| GNII SF DH4886 C | 2055-07-20      | 5.5000%  | 0.0000% | $1155988.00        | $1173997.52        | Agency Mortgage-Backed Securities |
| GNII SF DH6184 C | 2055-01-20      | 6.0000%  | 0.0000% | $1019887.74        | $1056818.89        | Agency Mortgage-Backed Securities |
| GNII SF DH6193 C | 2055-01-20      | 6.0000%  | 0.0000% | $1252351.63        | $1306857.73        | Agency Mortgage-Backed Securities |
| GNII SF DH6194 C | 2055-01-20      | 6.0000%  | 0.0000% | $1065229.96        | $1107726.24        | Agency Mortgage-Backed Securities |
| GNII SF DH6196 C | 2055-01-20      | 6.0000%  | 0.0000% | $1380850.07        | $1435680.87        | Agency Mortgage-Backed Securities |
| GNII SF DH6201 C | 2055-01-20      | 6.5000%  | 0.0000% | $1067340.98        | $1138647.54        | Agency Mortgage-Backed Securities |
| GNII SF DH6202 C | 2055-01-20      | 6.5000%  | 0.0000% | $1252798.24        | $1334961.34        | Agency Mortgage-Backed Securities |
| GNII SF DH6281 C | 2055-02-20      | 6.5000%  | 0.0000% | $1122880.39        | $1200650.71        | Agency Mortgage-Backed Securities |
| GNII SF DH6283 C | 2055-02-20      | 6.5000%  | 0.0000% | $1308798.12        | $1396388.99        | Agency Mortgage-Backed Securities |
| GNII SF DH6146 C | 2054-12-20      | 6.0000%  | 0.0000% | $856903.96         | $886459.43         | Agency Mortgage-Backed Securities |
| GNII SF DH6152 C | 2055-01-20      | 7.0000%  | 0.0000% | $811820.99         | $856227.87         | Agency Mortgage-Backed Securities |
| GNII SF DH6155 C | 2054-11-20      | 5.5000%  | 0.0000% | $1002627.67        | $1017285.42        | Agency Mortgage-Backed Securities |
| GNII SF DH6160 C | 2054-12-20      | 6.0000%  | 0.0000% | $1017593.21        | $1052972.89        | Agency Mortgage-Backed Securities |
| GNII SF DH6532 C | 2055-04-20      | 6.5000%  | 0.0000% | $1049432.92        | $1123002.02        | Agency Mortgage-Backed Securities |
| GNII SF DH6700 C | 2055-02-20      | 7.0000%  | 0.0000% | $1154474.16        | $1213036.40        | Agency Mortgage-Backed Securities |
| GNII SF DH6735 C | 2055-01-20      | 7.5000%  | 0.0000% | $1251957.69        | $1305893.28        | Agency Mortgage-Backed Securities |
| GNII SF DH6766 C | 2055-02-20      | 5.0000%  | 0.0000% | $1014881.66        | $987779.93         | Agency Mortgage-Backed Securities |
| GNII SF DH7994 C | 2055-01-20      | 6.0000%  | 0.0000% | $1245573.41        | $1288918.11        | Agency Mortgage-Backed Securities |
| GNII SF DH7999 C | 2055-01-20      | 7.0000%  | 0.0000% | $1382412.79        | $1436074.37        | Agency Mortgage-Backed Securities |
| GNII SF DH7455 C | 2055-02-20      | 7.0000%  | 0.0000% | $959549.46         | $996796.61         | Agency Mortgage-Backed Securities |
| GNII SF DH9116 C | 2055-02-20      | 5.5000%  | 0.0000% | $998530.32         | $1013780.21        | Agency Mortgage-Backed Securities |
| GNII SF DH9224 C | 2055-04-20      | 6.5000%  | 0.0000% | $945300.64         | $991073.68         | Agency Mortgage-Backed Securities |
| GNII SF DH9426 C | 2055-06-20      | 6.5000%  | 0.0000% | $999720.91         | $1050580.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ0867 C | 2051-05-20      | 6.5000%  | 0.0000% | $837538.14         | $878076.38         | Agency Mortgage-Backed Securities |
| GNII SF DJ0878 C | 2050-05-20      | 6.5000%  | 0.0000% | $777278.23         | $812039.41         | Agency Mortgage-Backed Securities |
| GNII SF DJ0880 C | 2050-05-20      | 6.5000%  | 0.0000% | $962154.76         | $1005185.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ0885 C | 2055-05-20      | 7.0000%  | 0.0000% | $1158895.80        | $1226531.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ0886 C | 2055-05-20      | 7.0000%  | 0.0000% | $1144439.31        | $1207040.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ0751 C | 2055-04-20      | 6.5000%  | 0.0000% | $1247720.96        | $1308016.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ0752 C | 2055-04-20      | 6.5000%  | 0.0000% | $875315.28         | $919092.13         | Agency Mortgage-Backed Securities |
| GNII SF DJ1313 C | 2055-05-20      | 7.5000%  | 0.0000% | $1249944.05        | $1355604.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ1319 C | 2055-05-20      | 7.5000%  | 0.0000% | $1248240.55        | $1353756.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ1445 C | 2055-06-20      | 6.0000%  | 0.0000% | $1091735.46        | $1123023.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ1447 C | 2055-06-20      | 6.5000%  | 0.0000% | $1051086.50        | $1105848.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ1508 C | 2055-05-20      | 7.0000%  | 0.0000% | $1215360.83        | $1262539.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ1512 C | 2055-05-20      | 7.5000%  | 0.0000% | $1198591.22        | $1263377.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ1514 C | 2055-05-20      | 7.0000%  | 0.0000% | $1311140.23        | $1386065.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ1550 C | 2055-04-20      | 7.5000%  | 0.0000% | $1175106.44        | $1238623.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ1561 C | 2055-04-20      | 7.5000%  | 0.0000% | $1074893.64        | $1141510.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ1643 C | 2055-04-20      | 7.0000%  | 0.0000% | $1312869.00        | $1387892.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ2694 C | 2055-05-20      | 6.5000%  | 0.0000% | $1277698.99        | $1335652.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ1859 C | 2055-05-20      | 6.5000%  | 0.0000% | $1287167.62        | $1344760.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ1856 C | 2055-05-20      | 6.5000%  | 0.0000% | $763718.21         | $797889.76         | Agency Mortgage-Backed Securities |
| GNII SF DJ1932 C | 2055-05-20      | 7.5000%  | 0.0000% | $1241584.95        | $1295074.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ2010 C | 2055-06-20      | 7.5000%  | 0.0000% | $1151600.91        | $1242625.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ2316 C | 2055-06-20      | 6.0000%  | 0.0000% | $988948.26         | $1018202.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ2544 C | 2055-07-20      | 6.0000%  | 0.0000% | $1038000.00        | $1056279.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ2546 C | 2055-07-20      | 6.5000%  | 0.0000% | $1114295.00        | $1149265.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ2548 C | 2055-07-20      | 6.5000%  | 0.0000% | $1195000.00        | $1232503.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ3518 C | 2055-06-20      | 6.0000%  | 0.0000% | $1009255.43        | $1051346.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ2895 C | 2055-07-20      | 5.5000%  | 0.0000% | $1129879.00        | $1140194.04        | Agency Mortgage-Backed Securities |
| GNII SF DJ2913 C | 2055-07-20      | 6.5000%  | 0.0000% | $1020401.00        | $1066058.50        | Agency Mortgage-Backed Securities |
| GNII SF DJ4154 C | 2055-04-20      | 7.0000%  | 0.0000% | $1025543.70        | $1065352.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ4215 C | 2055-07-20      | 7.0000%  | 0.0000% | $1226115.00        | $1306667.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ5354 C | 2055-05-20      | 6.5000%  | 0.0000% | $1315385.07        | $1374241.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ4739 C | 2055-05-20      | 6.5000%  | 0.0000% | $997888.98         | $1042536.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ4741 C | 2055-05-20      | 6.5000%  | 0.0000% | $771448.05         | $806437.59         | Agency Mortgage-Backed Securities |
| GNII SF DJ4809 C | 2055-04-20      | 5.0000%  | 0.0000% | $1076522.21        | $1062208.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ4810 C | 2055-04-20      | 5.0000%  | 0.0000% | $1285588.40        | $1266909.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ4821 C | 2055-04-20      | 6.5000%  | 0.0000% | $890082.73         | $945183.90         | Agency Mortgage-Backed Securities |
| GNII SF DJ4832 C | 2055-04-20      | 7.5000%  | 0.0000% | $1285946.49        | $1380535.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ4922 C | 2055-04-20      | 6.5000%  | 0.0000% | $789631.54         | $824960.97         | Agency Mortgage-Backed Securities |
| GNII SF DJ5215 C | 2055-03-20      | 7.0000%  | 0.0000% | $1376304.65        | $1429729.12        | Agency Mortgage-Backed Securities |
| GNII SF DJ5268 C | 2055-05-20      | 7.0000%  | 0.0000% | $1173410.00        | $1247629.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ6067 C | 2055-06-20      | 5.5000%  | 0.0000% | $1009934.00        | $1018532.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ6131 C | 2055-06-20      | 6.0000%  | 0.0000% | $1053797.48        | $1090468.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ6119 C | 2055-05-20      | 6.5000%  | 0.0000% | $999164.51         | $1053670.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ6542 C | 2055-05-20      | 7.0000%  | 0.0000% | $1343217.49        | $1414429.96        | Agency Mortgage-Backed Securities |
| GNII SF DJ6584 C | 2055-05-20      | 6.5000%  | 0.0000% | $739716.98         | $778707.96         | Agency Mortgage-Backed Securities |
| GNII SF DJ8044 C | 2055-04-20      | 6.5000%  | 0.0000% | $1346722.14        | $1422740.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ8045 C | 2055-04-20      | 7.0000%  | 0.0000% | $1089493.02        | $1144762.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ7742 C | 2055-04-20      | 5.0000%  | 0.0000% | $1095870.32        | $1079948.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ7786 C | 2055-04-20      | 7.0000%  | 0.0000% | $1041750.44        | $1096984.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ8226 C | 2055-06-20      | 6.5000%  | 0.0000% | $1365525.15        | $1434993.06        | Agency Mortgage-Backed Securities |
| GNII SF DJ8227 C | 2055-06-20      | 6.5000%  | 0.0000% | $1305726.52        | $1374554.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ8228 C | 2055-06-20      | 6.0000%  | 0.0000% | $1356802.30        | $1396936.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ8210 C | 2055-06-20      | 6.5000%  | 0.0000% | $1290133.79        | $1330462.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ8367 C | 2055-06-20      | 7.5000%  | 0.0000% | $1205099.85        | $1257015.55        | Agency Mortgage-Backed Securities |
| GNII SF DJ8577 C | 2055-06-20      | 6.5000%  | 0.0000% | $749185.43         | $782706.74         | Agency Mortgage-Backed Securities |
| GNII SF DJ8580 C | 2055-06-20      | 6.5000%  | 0.0000% | $1334835.38        | $1394560.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ8556 C | 2055-05-20      | 6.5000%  | 0.0000% | $1132012.74        | $1185436.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ8557 C | 2055-05-20      | 6.5000%  | 0.0000% | $862390.04         | $902298.58         | Agency Mortgage-Backed Securities |
| GNII SF DJ8559 C | 2055-05-20      | 6.5000%  | 0.0000% | $986632.23         | $1030778.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ8581 C | 2055-06-20      | 6.5000%  | 0.0000% | $1031914.12        | $1078085.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ8664 C | 2055-05-20      | 6.5000%  | 0.0000% | $794704.08         | $832210.67         | Agency Mortgage-Backed Securities |
| GNII SF DJ8665 C | 2055-05-20      | 6.5000%  | 0.0000% | $855002.43         | $893677.32         | Agency Mortgage-Backed Securities |
| GNII SF DJ8833 C | 2055-06-20      | 6.5000%  | 0.0000% | $1350900.83        | $1411345.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ8805 C | 2055-05-20      | 6.5000%  | 0.0000% | $831737.59         | $875070.01         | Agency Mortgage-Backed Securities |
| GNII SF DJ8807 C | 2055-05-20      | 6.5000%  | 0.0000% | $1342642.53        | $1406004.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ8810 C | 2055-05-20      | 6.5000%  | 0.0000% | $1323695.71        | $1404015.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ9786 C | 2055-05-20      | 7.0000%  | 0.0000% | $865132.79         | $915229.46         | Agency Mortgage-Backed Securities |
| GNII SF DJ9855 C | 2055-07-20      | 7.0000%  | 0.0000% | $1240625.00        | $1313030.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ9856 C | 2055-07-20      | 7.0000%  | 0.0000% | $1122577.00        | $1187580.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ9040 C | 2055-05-20      | 7.5000%  | 0.0000% | $1280500.11        | $1357518.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ9346 C | 2055-06-20      | 6.5000%  | 0.0000% | $1172443.95        | $1224901.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ9347 C | 2055-06-20      | 7.0000%  | 0.0000% | $1090144.02        | $1132456.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ9542 C | 2055-07-20      | 6.0000%  | 0.0000% | $1203334.00        | $1238931.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ9544 C | 2055-07-20      | 6.0000%  | 0.0000% | $1335978.00        | $1384109.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ9549 C | 2055-07-20      | 6.5000%  | 0.0000% | $1217902.00        | $1275381.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ9550 C | 2055-07-20      | 6.5000%  | 0.0000% | $1083386.00        | $1131861.75        | Agency Mortgage-Backed Securities |
| GNII SF DK0019 C | 2055-05-20      | 6.5000%  | 0.0000% | $1100408.39        | $1149645.80        | Agency Mortgage-Backed Securities |
| GNII SF DK0043 C | 2055-05-20      | 7.0000%  | 0.0000% | $1350113.91        | $1402521.73        | Agency Mortgage-Backed Securities |
| GNII SF DK0068 C | 2055-05-20      | 6.5000%  | 0.0000% | $1145135.19        | $1196373.88        | Agency Mortgage-Backed Securities |
| GNII SF DK0102 C | 2055-06-20      | 6.5000%  | 0.0000% | $824218.04         | $861097.40         | Agency Mortgage-Backed Securities |
| GNII SF DK0103 C | 2055-06-20      | 6.5000%  | 0.0000% | $884692.71         | $924277.99         | Agency Mortgage-Backed Securities |
| GNII SF DK0134 C | 2055-06-20      | 7.0000%  | 0.0000% | $1169065.19        | $1214446.35        | Agency Mortgage-Backed Securities |
| GNII SF DK0368 C | 2055-05-20      | 7.0000%  | 0.0000% | $1282599.47        | $1355892.76        | Agency Mortgage-Backed Securities |
| GNII SF DK0409 C | 2055-05-20      | 7.0000%  | 0.0000% | $1214871.87        | $1262029.96        | Agency Mortgage-Backed Securities |
| GNII SF DK0397 C | 2055-06-20      | 5.0000%  | 0.0000% | $1055216.56        | $1042487.13        | Agency Mortgage-Backed Securities |
| GNII SF DK0407 C | 2055-06-20      | 7.0000%  | 0.0000% | $1161721.67        | $1225269.39        | Agency Mortgage-Backed Securities |
| GNII SF DK0408 C | 2055-06-20      | 7.0000%  | 0.0000% | $1172880.64        | $1240618.40        | Agency Mortgage-Backed Securities |
| GNII SF DK0463 C | 2055-06-20      | 6.0000%  | 0.0000% | $1332736.66        | $1372160.34        | Agency Mortgage-Backed Securities |
| GNII SF DK0498 C | 2055-05-20      | 6.5000%  | 0.0000% | $914039.70         | $966141.48         | Agency Mortgage-Backed Securities |
| GNII SF DK0658 C | 2055-07-20      | 6.5000%  | 0.0000% | $1165227.00        | $1220220.67        | Agency Mortgage-Backed Securities |
| GNII SF DK1717 C | 2055-07-20      | 6.0000%  | 0.0000% | $1209667.00        | $1245450.16        | Agency Mortgage-Backed Securities |
| GNII SF DK1330 C | 2055-06-20      | 5.5000%  | 0.0000% | $1211148.23        | $1224288.38        | Agency Mortgage-Backed Securities |
| GNII SF DK1365 C | 2055-05-20      | 6.5000%  | 0.0000% | $924675.42         | $966046.94         | Agency Mortgage-Backed Securities |
| GNII SF DK1489 C | 2055-06-20      | 6.5000%  | 0.0000% | $1219220.23        | $1271158.60        | Agency Mortgage-Backed Securities |
| GNII SF DK1811 C | 2055-07-20      | 5.5000%  | 0.0000% | $1172250.00        | $1182230.93        | Agency Mortgage-Backed Securities |
| GNII SF DK1824 C | 2055-07-20      | 6.5000%  | 0.0000% | $1183528.00        | $1237935.57        | Agency Mortgage-Backed Securities |
| GNII SF DK1848 C | 2055-06-20      | 6.5000%  | 0.0000% | $1200312.37        | $1255490.33        | Agency Mortgage-Backed Securities |
| GNII SF DK1849 C | 2055-06-20      | 6.5000%  | 0.0000% | $1223455.68        | $1287193.65        | Agency Mortgage-Backed Securities |
| GNII SF DK1886 C | 2055-06-20      | 7.0000%  | 0.0000% | $1281457.59        | $1349400.89        | Agency Mortgage-Backed Securities |
| GNII SF DK1902 C | 2055-06-20      | 6.5000%  | 0.0000% | $952078.05         | $1002260.81        | Agency Mortgage-Backed Securities |
| GNII SF DK2514 C | 2055-06-20      | 6.5000%  | 0.0000% | $908548.60         | $955883.68         | Agency Mortgage-Backed Securities |
| GNII SF DK2790 C | 2055-07-20      | 6.5000%  | 0.0000% | $1291798.00        | $1332339.36        | Agency Mortgage-Backed Securities |
| GNII SF DK2834 C | 2055-05-20      | 6.5000%  | 0.0000% | $955448.07         | $998198.32         | Agency Mortgage-Backed Securities |
| GNII SF DK2868 C | 2055-06-20      | 6.5000%  | 0.0000% | $753571.61         | $798463.88         | Agency Mortgage-Backed Securities |
| GNII SF DK2908 C | 2055-06-20      | 6.5000%  | 0.0000% | $1118443.82        | $1153544.69        | Agency Mortgage-Backed Securities |
| GNII SF DK2985 C | 2055-07-20      | 6.5000%  | 0.0000% | $1329710.00        | $1371438.52        | Agency Mortgage-Backed Securities |
| GNII SF DK3922 C | 2055-07-20      | 6.0000%  | 0.0000% | $1108096.00        | $1127608.46        | Agency Mortgage-Backed Securities |
| GNII SF DK3931 C | 2055-07-20      | 6.5000%  | 0.0000% | $1284771.00        | $1342258.94        | Agency Mortgage-Backed Securities |
| GNII SF DK4076 C | 2055-06-20      | 7.0000%  | 0.0000% | $1195028.51        | $1264774.35        | Agency Mortgage-Backed Securities |
| GNII SF DK4104 C | 2055-06-20      | 6.0000%  | 0.0000% | $1233130.92        | $1284557.42        | Agency Mortgage-Backed Securities |
| GNII SF DK4140 C | 2055-06-20      | 6.5000%  | 0.0000% | $1221977.23        | $1282647.99        | Agency Mortgage-Backed Securities |
| GNII SF DK4118 C | 2055-06-20      | 6.5000%  | 0.0000% | $1320237.39        | $1389017.35        | Agency Mortgage-Backed Securities |
| GNII SF DK4120 C | 2055-06-20      | 6.5000%  | 0.0000% | $1183553.05        | $1240865.03        | Agency Mortgage-Backed Securities |
| GNII SF DK4127 C | 2055-06-20      | 7.0000%  | 0.0000% | $1305209.60        | $1376603.69        | Agency Mortgage-Backed Securities |
| GNII SF DK4129 C | 2055-06-20      | 7.0000%  | 0.0000% | $1275534.56        | $1325048.68        | Agency Mortgage-Backed Securities |
| GNII SF DK4130 C | 2055-06-20      | 7.0000%  | 0.0000% | $1222509.89        | $1269964.47        | Agency Mortgage-Backed Securities |
| GNII SF DK4172 C | 2055-07-20      | 6.5000%  | 0.0000% | $1041342.00        | $1095595.57        | Agency Mortgage-Backed Securities |
| GNII SF DK4160 C | 2055-07-20      | 6.0000%  | 0.0000% | $1157619.00        | $1207138.47        | Agency Mortgage-Backed Securities |
| GNII SF DK4217 C | 2055-06-20      | 5.0000%  | 0.0000% | $1036148.29        | $1022370.28        | Agency Mortgage-Backed Securities |
| GNII SF DK4301 C | 2055-07-20      | 5.5000%  | 0.0000% | $1335738.00        | $1347110.92        | Agency Mortgage-Backed Securities |
| GNII SF DK4291 C | 2055-06-20      | 6.5000%  | 0.0000% | $999106.40         | $1043810.08        | Agency Mortgage-Backed Securities |
| GNII SF DK4296 C | 2055-06-20      | 6.5000%  | 0.0000% | $1164239.74        | $1216333.26        | Agency Mortgage-Backed Securities |
| GNII SF DK4306 C | 2055-07-20      | 5.5000%  | 0.0000% | $1231088.00        | $1241569.89        | Agency Mortgage-Backed Securities |
| GNII SF DK5276 C | 2055-07-20      | 6.5000%  | 0.0000% | $1280170.00        | $1337453.34        | Agency Mortgage-Backed Securities |
| GNII SF DK5267 C | 2055-06-20      | 7.0000%  | 0.0000% | $1336285.74        | $1388155.45        | Agency Mortgage-Backed Securities |
| GNII SF DK5658 C | 2055-06-20      | 7.0000%  | 0.0000% | $1258392.61        | $1307238.79        | Agency Mortgage-Backed Securities |
| GNII SF DK5708 C | 2055-07-20      | 6.5000%  | 0.0000% | $1322500.00        | $1364003.58        | Agency Mortgage-Backed Securities |
| GNII SF DK5730 C | 2055-07-20      | 5.5000%  | 0.0000% | $1073736.00        | $1090464.09        | Agency Mortgage-Backed Securities |
| GNII SF DK5877 C | 2055-06-20      | 6.0000%  | 0.0000% | $1064213.33        | $1095693.83        | Agency Mortgage-Backed Securities |
| GNII SF DK5937 C | 2055-06-20      | 6.5000%  | 0.0000% | $1154839.06        | $1236948.89        | Agency Mortgage-Backed Securities |
| GNII SF DK6013 C | 2055-07-20      | 6.5000%  | 0.0000% | $1153917.00        | $1214032.23        | Agency Mortgage-Backed Securities |
| GNII SF DK6014 C | 2055-07-20      | 6.5000%  | 0.0000% | $1166656.00        | $1226009.24        | Agency Mortgage-Backed Securities |
| GNII SF DK6018 C | 2055-07-20      | 6.5000%  | 0.0000% | $1202770.00        | $1261010.13        | Agency Mortgage-Backed Securities |
| GNII SF DK6020 C | 2055-07-20      | 6.5000%  | 0.0000% | $1112475.00        | $1166344.01        | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C | 2055-07-20      | 6.5000%  | 0.0000% | $1322528.00        | $1381706.72        | Agency Mortgage-Backed Securities |
| GNII SF DK6070 C | 2055-07-20      | 6.5000%  | 0.0000% | $1185970.00        | $1246307.01        | Agency Mortgage-Backed Securities |
| GNII SF DK6135 C | 2055-06-20      | 5.5000%  | 0.0000% | $1370029.00        | $1381693.88        | Agency Mortgage-Backed Securities |
| GNII SF DK6162 C | 2055-07-20      | 5.5000%  | 0.0000% | $1068882.00        | $1085206.32        | Agency Mortgage-Backed Securities |
| GNII SF DK7079 C | 2055-07-20      | 6.5000%  | 0.0000% | $1101270.00        | $1151086.68        | Agency Mortgage-Backed Securities |
| GNII SF DK7090 C | 2055-07-20      | 5.5000%  | 0.0000% | $1093387.00        | $1102696.46        | Agency Mortgage-Backed Securities |
| GNII SF DK7140 C | 2055-06-20      | 6.5000%  | 0.0000% | $1362035.96        | $1425315.69        | Agency Mortgage-Backed Securities |
| GNII SF DK7145 C | 2055-05-20      | 7.0000%  | 0.0000% | $1000723.70        | $1063775.63        | Agency Mortgage-Backed Securities |
| GNII SF DK7155 C | 2055-06-20      | 5.0000%  | 0.0000% | $1280932.54        | $1259557.19        | Agency Mortgage-Backed Securities |
| GNII SF DK6519 C | 2055-07-20      | 6.5000%  | 0.0000% | $1311358.00        | $1379674.07        | Agency Mortgage-Backed Securities |
| GNII SF DK6561 C | 2055-07-20      | 7.0000%  | 0.0000% | $1158104.00        | $1224280.76        | Agency Mortgage-Backed Securities |
| GNII SF DK6569 C | 2055-07-20      | 7.0000%  | 0.0000% | $1301120.00        | $1351627.31        | Agency Mortgage-Backed Securities |
| GNII SF DK6604 C | 2055-06-20      | 6.5000%  | 0.0000% | $1221301.49        | $1281936.26        | Agency Mortgage-Backed Securities |
| GNII SF DK6612 C | 2055-07-20      | 5.5000%  | 0.0000% | $1053833.00        | $1069927.49        | Agency Mortgage-Backed Securities |
| GNII SF DK6634 C | 2055-06-20      | 5.5000%  | 0.0000% | $1414023.46        | $1436053.00        | Agency Mortgage-Backed Securities |
| GNII SF DK6967 C | 2055-06-20      | 7.5000%  | 0.0000% | $1169566.24        | $1262012.27        | Agency Mortgage-Backed Securities |
| GNII SF DK6999 C | 2055-07-20      | 6.5000%  | 0.0000% | $1152366.00        | $1203925.93        | Agency Mortgage-Backed Securities |
| GNII SF DK7970 C | 2055-07-20      | 6.5000%  | 0.0000% | $1070325.00        | $1128219.59        | Agency Mortgage-Backed Securities |
| GNII SF DK7254 C | 2055-06-20      | 6.5000%  | 0.0000% | $1266266.58        | $1336893.45        | Agency Mortgage-Backed Securities |
| GNII SF DK7255 C | 2055-06-20      | 6.5000%  | 0.0000% | $1309530.11        | $1376471.54        | Agency Mortgage-Backed Securities |
| GNII SF DK7256 C | 2055-06-20      | 6.5000%  | 0.0000% | $1321039.47        | $1387027.59        | Agency Mortgage-Backed Securities |
| GNII SF DK7325 C | 2055-07-20      | 6.5000%  | 0.0000% | $1250524.00        | $1306478.28        | Agency Mortgage-Backed Securities |
| GNII SF DK7469 C | 2055-07-20      | 7.0000%  | 0.0000% | $1178366.00        | $1238863.70        | Agency Mortgage-Backed Securities |
| GNII SF DK7633 C | 2055-07-20      | 6.0000%  | 0.0000% | $1104621.00        | $1137296.79        | Agency Mortgage-Backed Securities |
| GNII SF DK7634 C | 2055-07-20      | 6.5000%  | 0.0000% | $1235072.00        | $1290336.12        | Agency Mortgage-Backed Securities |
| GNII SF DK7635 C | 2055-07-20      | 5.5000%  | 0.0000% | $1190295.00        | $1200429.57        | Agency Mortgage-Backed Securities |
| GNII SF DK7857 C | 2055-07-20      | 7.5000%  | 0.0000% | $1257697.00        | $1364012.64        | Agency Mortgage-Backed Securities |
| GNII SF DK8312 C | 2055-06-20      | 5.0000%  | 0.0000% | $1422496.47        | $1399196.92        | Agency Mortgage-Backed Securities |
| GNII SF DK8313 C | 2055-06-20      | 5.0000%  | 0.0000% | $1083307.92        | $1063561.02        | Agency Mortgage-Backed Securities |
| GNII SF DK8383 C | 2055-06-20      | 5.0000%  | 0.0000% | $1436995.00        | $1413457.98        | Agency Mortgage-Backed Securities |
| GNII SF DK8385 C | 2055-06-20      | 5.0000%  | 0.0000% | $1146397.00        | $1125500.09        | Agency Mortgage-Backed Securities |
| GNII SF DK8373 C | 2050-07-20      | 6.5000%  | 0.0000% | $1208790.00        | $1283587.11        | Agency Mortgage-Backed Securities |
| GNII SF DK8600 C | 2055-07-20      | 6.5000%  | 0.0000% | $1167481.00        | $1219718.38        | Agency Mortgage-Backed Securities |
| GNII SF DK9301 C | 2055-07-20      | 5.5000%  | 0.0000% | $1117235.00        | $1126747.51        | Agency Mortgage-Backed Securities |
| GNII SF DK9538 C | 2055-07-20      | 6.0000%  | 0.0000% | $1341513.00        | $1386342.34        | Agency Mortgage-Backed Securities |
| GNII SF DK9966 C | 2055-06-20      | 7.0000%  | 0.0000% | $1032833.67        | $1093746.42        | Agency Mortgage-Backed Securities |
| GNII SF DK9967 C | 2055-06-20      | 7.0000%  | 0.0000% | $1272579.82        | $1340635.27        | Agency Mortgage-Backed Securities |
| GNII SF DK9968 C | 2055-06-20      | 7.0000%  | 0.0000% | $1049979.74        | $1105648.96        | Agency Mortgage-Backed Securities |
| GNII SF DL0008 C | 2055-07-20      | 5.5000%  | 0.0000% | $1158625.00        | $1168489.92        | Agency Mortgage-Backed Securities |
| GNII SF DL0251 C | 2055-07-20      | 6.0000%  | 0.0000% | $940069.00         | $979707.95         | Agency Mortgage-Backed Securities |
| GNII SF DL0304 C | 2055-07-20      | 6.5000%  | 0.0000% | $1060962.00        | $1108433.33        | Agency Mortgage-Backed Securities |
| GNII SF DL0680 C | 2055-07-20      | 6.5000%  | 0.0000% | $1368091.00        | $1432660.34        | Agency Mortgage-Backed Securities |
| GNII SF DL0689 C | 2055-07-20      | 5.5000%  | 0.0000% | $1076733.00        | $1092516.11        | Agency Mortgage-Backed Securities |
| GNII SF DL2580 C | 2055-07-20      | 6.5000%  | 0.0000% | $1095795.00        | $1144825.98        | Agency Mortgage-Backed Securities |
| GNII SF DL2697 C | 2055-07-20      | 5.5000%  | 0.0000% | $1410400.00        | $1423968.52        | Agency Mortgage-Backed Securities |
| GNII SF DL2002 C | 2055-06-20      | 6.0000%  | 0.0000% | $810811.00         | $836040.20         | Agency Mortgage-Backed Securities |
| GNII SF DL2003 C | 2055-07-20      | 6.0000%  | 0.0000% | $1026818.00        | $1057192.30        | Agency Mortgage-Backed Securities |
| GNII SF DL2108 C | 2055-07-20      | 5.5000%  | 0.0000% | $1022868.00        | $1038803.60        | Agency Mortgage-Backed Securities |
| GNII SF DL2444 C | 2055-07-20      | 5.5000%  | 0.0000% | $1304559.00        | $1319032.21        | Agency Mortgage-Backed Securities |
| GNII SF DL3660 C | 2055-07-20      | 5.5000%  | 0.0000% | $1379795.00        | $1401291.29        | Agency Mortgage-Backed Securities |
| GNII SF DL3683 C | 2055-07-20      | 6.0000%  | 0.0000% | $1219195.00        | $1255260.01        | Agency Mortgage-Backed Securities |
| GNII SF DL3698 C | 2055-07-20      | 6.5000%  | 0.0000% | $1134543.00        | $1185307.75        | Agency Mortgage-Backed Securities |
| GNII SF DL3701 C | 2055-07-20      | 6.5000%  | 0.0000% | $1311266.00        | $1369939.47        | Agency Mortgage-Backed Securities |
| GNII SF DL3704 C | 2055-07-20      | 6.5000%  | 0.0000% | $1167464.00        | $1219701.79        | Agency Mortgage-Backed Securities |
| GNII SF DL3706 C | 2055-07-20      | 6.0000%  | 0.0000% | $1241769.00        | $1278501.77        | Agency Mortgage-Backed Securities |
| GNII SF DL4202 C | 2055-07-20      | 6.5000%  | 0.0000% | $1151386.00        | $1201210.69        | Agency Mortgage-Backed Securities |
| GNII SF DL4718 C | 2055-07-20      | 5.0000%  | 0.0000% | $1206716.00        | $1184718.37        | Agency Mortgage-Backed Securities |
| GNII SF DL4737 C | 2055-07-20      | 6.5000%  | 0.0000% | $1255115.00        | $1318969.81        | Agency Mortgage-Backed Securities |
| GNII SF DL5996 C | 2055-07-20      | 7.0000%  | 0.0000% | $1077036.00        | $1135952.38        | Agency Mortgage-Backed Securities |
| GNII SF DL6024 C | 2055-07-20      | 6.5000%  | 0.0000% | $1186684.00        | $1241235.47        | Agency Mortgage-Backed Securities |
| GNII SF DL6864 C | 2055-07-20      | 6.0000%  | 0.0000% | $1257945.00        | $1310990.02        | Agency Mortgage-Backed Securities |
| GNII SF MB0086 M | 2051-12-20      | 2.5000%  | 0.0000% | $1415656.55        | $1195775.83        | Agency Mortgage-Backed Securities |
| GNII SF BU3182 C | 2050-06-20      | 5.5000%  | 0.0000% | $885284.58         | $899228.11         | Agency Mortgage-Backed Securities |
| GNII SF DI1695 C | 2055-03-20      | 7.5000%  | 0.0000% | $1170980.33        | $1234272.98        | Agency Mortgage-Backed Securities |
| GNII SF DI1698 C | 2055-03-20      | 7.0000%  | 0.0000% | $1325174.61        | $1412223.12        | Agency Mortgage-Backed Securities |
| GNII SF DI0968 C | 2055-03-20      | 5.5000%  | 0.0000% | $1222353.19        | $1232760.71        | Agency Mortgage-Backed Securities |
| GNII SF DI1403 C | 2055-02-20      | 7.0000%  | 0.0000% | $1167474.46        | $1235614.49        | Agency Mortgage-Backed Securities |
| GNII SF DI1446 C | 2055-04-20      | 6.5000%  | 0.0000% | $933491.88         | $975258.79         | Agency Mortgage-Backed Securities |
| GNII SF DI1655 C | 2055-03-20      | 6.5000%  | 0.0000% | $880608.63         | $924322.63         | Agency Mortgage-Backed Securities |
| GNII SF DI1892 C | 2055-04-20      | 6.5000%  | 0.0000% | $1278156.57        | $1363549.78        | Agency Mortgage-Backed Securities |
| GNII SF DI1894 C | 2055-04-20      | 6.5000%  | 0.0000% | $1324081.48        | $1410514.43        | Agency Mortgage-Backed Securities |
| GNII SF DI1939 C | 2055-04-20      | 6.5000%  | 0.0000% | $777057.99         | $815637.11         | Agency Mortgage-Backed Securities |
| GNII SF DI1990 C | 2055-05-20      | 6.5000%  | 0.0000% | $1127654.31        | $1195043.68        | Agency Mortgage-Backed Securities |
| GNII SF DI1977 C | 2055-05-20      | 6.5000%  | 0.0000% | $1174988.82        | $1254209.70        | Agency Mortgage-Backed Securities |
| GNII SF DI2084 C | 2055-04-20      | 6.5000%  | 0.0000% | $1165303.73        | $1221729.68        | Agency Mortgage-Backed Securities |
| GNII SF DI2085 C | 2055-04-20      | 6.5000%  | 0.0000% | $1274925.86        | $1338219.13        | Agency Mortgage-Backed Securities |
| GNII SF DI2077 C | 2055-04-20      | 7.0000%  | 0.0000% | $1007889.86        | $1065483.04        | Agency Mortgage-Backed Securities |
| GNII SF DI2078 C | 2055-04-20      | 7.0000%  | 0.0000% | $1319662.61        | $1396682.52        | Agency Mortgage-Backed Securities |
| GNII SF DI2567 C | 2055-05-20      | 7.0000%  | 0.0000% | $1275721.89        | $1349397.80        | Agency Mortgage-Backed Securities |
| GNII SF DI3579 C | 2055-05-20      | 6.5000%  | 0.0000% | $1296017.46        | $1358377.50        | Agency Mortgage-Backed Securities |
| GNII SF DI3582 C | 2055-05-20      | 6.5000%  | 0.0000% | $1021558.43        | $1079753.21        | Agency Mortgage-Backed Securities |
| GNII SF DI2715 C | 2055-06-20      | 6.0000%  | 0.0000% | $1111250.76        | $1144122.67        | Agency Mortgage-Backed Securities |
| GNII SF DI3014 C | 2055-03-20      | 6.5000%  | 0.0000% | $1004717.39        | $1049673.14        | Agency Mortgage-Backed Securities |
| GNII SF DI3029 C | 2055-04-20      | 7.0000%  | 0.0000% | $1322319.07        | $1392427.55        | Agency Mortgage-Backed Securities |
| GNII SF DI3039 C | 2055-06-20      | 7.0000%  | 0.0000% | $1233753.46        | $1299726.37        | Agency Mortgage-Backed Securities |
| GNII SF DI3040 C | 2055-06-20      | 7.0000%  | 0.0000% | $1096682.19        | $1154827.54        | Agency Mortgage-Backed Securities |
| GNII SF DI3041 C | 2055-06-20      | 7.0000%  | 0.0000% | $1316854.17        | $1367969.62        | Agency Mortgage-Backed Securities |
| GNII SF DI3165 C | 2055-03-20      | 7.0000%  | 0.0000% | $1152069.13        | $1196787.08        | Agency Mortgage-Backed Securities |
| GNII SF DI3305 C | 2055-03-20      | 6.5000%  | 0.0000% | $763421.72         | $800947.46         | Agency Mortgage-Backed Securities |
| GNII SF DI3337 C | 2055-03-20      | 6.5000%  | 0.0000% | $924276.62         | $969707.28         | Agency Mortgage-Backed Securities |
| GNII SF DI3329 C | 2055-03-20      | 6.5000%  | 0.0000% | $1007528.66        | $1053901.85        | Agency Mortgage-Backed Securities |
| GNII SF DI3688 C | 2055-05-20      | 6.5000%  | 0.0000% | $109685.49         | $114593.34         | Agency Mortgage-Backed Securities |
| GNII SF DI4201 C | 2055-06-20      | 6.0000%  | 0.0000% | $1013684.31        | $1043669.09        | Agency Mortgage-Backed Securities |
| GNII SF DI4192 C | 2055-05-20      | 5.5000%  | 0.0000% | $1010084.04        | $1025820.48        | Agency Mortgage-Backed Securities |
| GNII SF DI5355 C | 2055-04-20      | 6.5000%  | 0.0000% | $1310655.53        | $1382153.98        | Agency Mortgage-Backed Securities |
| GNII SF DI5376 C | 2055-04-20      | 6.5000%  | 0.0000% | $1228231.07        | $1302759.72        | Agency Mortgage-Backed Securities |
| GNII SF DI4856 C | 2055-06-20      | 5.5000%  | 0.0000% | $1073841.99        | $1076883.47        | Agency Mortgage-Backed Securities |
| GNII SF DI4870 C | 2055-07-20      | 6.5000%  | 0.0000% | $1255696.00        | $1327275.28        | Agency Mortgage-Backed Securities |
| GNII SF DI4953 C | 2055-07-20      | 7.0000%  | 0.0000% | $1294132.00        | $1375987.57        | Agency Mortgage-Backed Securities |
| GNII SF DI4957 C | 2055-07-20      | 7.0000%  | 0.0000% | $1214794.00        | $1291631.34        | Agency Mortgage-Backed Securities |
| GNII SF DI4959 C | 2055-07-20      | 6.5000%  | 0.0000% | $1262998.00        | $1327255.13        | Agency Mortgage-Backed Securities |
| GNII SF DI5021 C | 2055-06-20      | 6.0000%  | 0.0000% | $1347932.46        | $1394422.65        | Agency Mortgage-Backed Securities |
| GNII SF DI5051 C | 2055-06-20      | 7.0000%  | 0.0000% | $1308015.99        | $1358789.68        | Agency Mortgage-Backed Securities |
| GNII SF DI5090 C | 2055-06-20      | 6.5000%  | 0.0000% | $1218511.83        | $1292451.94        | Agency Mortgage-Backed Securities |
| GNII SF DI5098 C | 2055-06-20      | 7.0000%  | 0.0000% | $1308992.42        | $1404580.72        | Agency Mortgage-Backed Securities |
| GNII SF DI5114 C | 2055-06-20      | 7.0000%  | 0.0000% | $1314543.88        | $1392872.73        | Agency Mortgage-Backed Securities |
| GNII SF DI5118 C | 2055-06-20      | 6.5000%  | 0.0000% | $1258018.47        | $1322021.00        | Agency Mortgage-Backed Securities |
| GNII SF DI5123 C | 2055-06-20      | 6.5000%  | 0.0000% | $1350962.68        | $1418033.47        | Agency Mortgage-Backed Securities |
| GNII SF DI5183 C | 2055-05-20      | 6.5000%  | 0.0000% | $898658.49         | $938868.67         | Agency Mortgage-Backed Securities |
| GNII SF DI5233 C | 2055-05-20      | 7.0000%  | 0.0000% | $1232696.70        | $1286569.66        | Agency Mortgage-Backed Securities |
| GNII SF DI5234 C | 2055-04-20      | 7.0000%  | 0.0000% | $1116520.08        | $1183048.30        | Agency Mortgage-Backed Securities |
| GNII SF DI5235 C | 2055-05-20      | 7.0000%  | 0.0000% | $1295617.89        | $1375984.20        | Agency Mortgage-Backed Securities |
| GNII SF DI5471 C | 2055-03-20      | 5.5000%  | 0.0000% | $1335676.90        | $1360177.67        | Agency Mortgage-Backed Securities |
| GNII SF DI5667 C | 2055-03-20      | 7.0000%  | 0.0000% | $1278520.58        | $1352356.84        | Agency Mortgage-Backed Securities |

### Security 340: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. 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: 959JFZ007, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFZ007_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN CQ0057       | 2060-03-15      | 5.8500%  | 0.0000% | $5983.41           | $6296.70           | Agency Mortgage-Backed Securities |
| GNCL CL CZ6009       | 2066-06-15      | 5.7300%  | 0.0000% | $16427648.00       | $15976380.51       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0290 | 2054-07-01      | 5.5000%  | 0.0000% | $1773271.03        | $1794806.22        | Agency Mortgage-Backed Securities |
| GNPL PN DD4706       | 2060-06-15      | 6.1800%  | 0.0000% | $6268511.71        | $6759875.27        | Agency Mortgage-Backed Securities |
| FHOR 21-26 1E        | 2026-01-27      | 0.7500%  | 0.0000% | $25000000.00       | $24554158.33       | Agency Mortgage-Backed Securities |
| FHOR 21-26 IU        | 2026-07-27      | 1.5000%  | 0.0000% | $2755000.00        | $2684077.12        | Agency Mortgage-Backed Securities |
| FHOR 21-31 QH        | 2031-09-30      | 1.5000%  | 0.0000% | $1000000.00        | $902580.00         | Agency Mortgage-Backed Securities |
| FHOR 21-31 QN        | 2031-09-30      | 1.5000%  | 0.0000% | $4960000.00        | $4574052.48        | Agency Mortgage-Backed Securities |
| FHOR 22-32 FK        | 2032-01-27      | 2.0000%  | 0.0000% | $2940000.00        | $2636892.53        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI5633 | 2054-05-01      | 4.5000%  | 0.0000% | $786701.15         | $750838.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6113 | 2052-05-01      | 3.0000%  | 0.0000% | $13085442.55       | $11349462.32       | Agency Mortgage-Backed Securities |
| GNPL PN DF4296       | 2060-05-15      | 5.3900%  | 0.0000% | $7089.15           | $7246.43           | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $109533.72         | $97483.37          | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $16135577.82       | $14180349.18       | Agency Mortgage-Backed Securities |
| GNII SF DJ3745 C     | 2055-03-20      | 6.5000%  | 0.0000% | $4587405.61        | $4770166.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $161794661.95      | $158705300.80      | Agency Mortgage-Backed Securities |
| GNPL PN CO7708       | 2064-06-15      | 3.8700%  | 0.0000% | $3942439.27        | $3599435.22        | Agency Mortgage-Backed Securities |
| GNII SF DK7431 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3722676.00        | $3761806.29        | Agency Mortgage-Backed Securities |
| GNMI SF AL1752 X     | 2045-01-15      | 4.0000%  | 0.0000% | $44513.10          | $42207.47          | Agency Mortgage-Backed Securities |

### Security 341: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHR003, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHR003_4.37_0801
- **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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLQY3757 | 2055-05-01      | 6.5000%  | 0.0000% | $368.91            | $383.62            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  | 0.0000% | $5211.22           | $5418.90           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7633 | 2055-07-01      | 6.0000%  | 0.0000% | $8974.34           | $9298.60           | Agency Mortgage-Backed Securities |
| GNII SF MA9960 M     | 2049-11-20      | 3.0000%  | 0.0000% | $94785.26          | $83294.44          | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $10925.15          | $10251.07          | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C     | 2053-08-20      | 7.0000%  | 0.0000% | $15553.91          | $16158.19          | Agency Mortgage-Backed Securities |
| GNII ET CV9959 C     | 2063-03-20      | 6.0000%  | 0.0000% | $2051.61           | $2077.03           | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $22612.89          | $23624.29          | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $14977.29          | $15615.27          | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $3743.29           | $3879.58           | Agency Mortgage-Backed Securities |
| GNII ET DI7135 C     | 2065-04-20      | 6.5000%  | 0.0000% | $217848.23         | $223992.78         | Agency Mortgage-Backed Securities |
| GNII SF DI6358 C     | 2055-05-20      | 6.0000%  | 0.0000% | $168838.61         | $173884.86         | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6892.99           | $6844.75           | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $17447.95          | $17719.76          | Agency Mortgage-Backed Securities |
| GNMI SF AT7682 X     | 2046-08-15      | 4.5000%  | 0.0000% | $1533.64           | $1488.16           | Agency Mortgage-Backed Securities |
| GNMI SF AU0776 X     | 2046-06-15      | 3.0000%  | 0.0000% | $369.12            | $326.66            | Agency Mortgage-Backed Securities |
| GNMI SF AV6117 X     | 2047-02-15      | 4.5000%  | 0.0000% | $5351.93           | $5193.34           | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $499.38            | $468.57            | Agency Mortgage-Backed Securities |
| GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $2917.42           | $2837.32           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQF2029 | 2052-10-01      | 3.0000%  | 0.0000% | $62619.03          | $53792.75          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3201 | 2052-11-01      | 4.5000%  | 0.0000% | $1397.20           | $1333.02           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6796 | 2053-01-01      | 5.5000%  | 0.0000% | $968.84            | $969.89            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7015 | 2053-01-01      | 5.5000%  | 0.0000% | $25871.81          | $25899.01          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9064 | 2053-08-01      | 5.5000%  | 0.0000% | $35270.83          | $35620.10          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0062 | 2054-06-01      | 7.0000%  | 0.0000% | $21472.65          | $22878.79          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD5313 | 2055-03-01      | 5.4080%  | 0.0000% | $51526.38          | $52197.60          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD5621 | 2055-04-01      | 5.8800%  | 0.0000% | $331991.40         | $338337.64         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8204 | 2055-05-01      | 5.3510%  | 0.0000% | $169977.15         | $170777.60         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8210 | 2055-05-01      | 5.9150%  | 0.0000% | $277503.62         | $282512.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9261 | 2055-05-01      | 5.5000%  | 0.0000% | $42483.91          | $42544.97          | Agency Mortgage-Backed Securities |
| GNII SF DB7554 C     | 2054-07-20      | 6.0000%  | 0.0000% | $3162.20           | $3296.46           | Agency Mortgage-Backed Securities |
| GNII ET DB9195 C     | 2064-04-20      | 4.5000%  | 0.0000% | $3193.29           | $3013.48           | Agency Mortgage-Backed Securities |
| GNII ET DC7141 C     | 2064-07-20      | 6.5000%  | 0.0000% | $413.33            | $424.99            | Agency Mortgage-Backed Securities |
| GNII ET DD2383 C     | 2065-02-20      | 6.5000%  | 0.0000% | $17542.04          | $18036.82          | Agency Mortgage-Backed Securities |
| GNII ET DD6156 C     | 2064-07-20      | 6.5000%  | 0.0000% | $125.59            | $129.13            | Agency Mortgage-Backed Securities |
| FMAR 841703 G        | 2050-12-01      | 2.8330%  | 0.0000% | $6960.08           | $6591.83           | Agency Mortgage-Backed Securities |
| FMAR 841174 G        | 2043-10-01      | 6.9290%  | 0.0000% | $387.59            | $405.56            | Agency Mortgage-Backed Securities |
| FMAR 841176 G        | 2047-11-01      | 6.6170%  | 0.0000% | $281.28            | $290.69            | Agency Mortgage-Backed Securities |
| FMAR 1B2106 G        | 2035-02-01      | 6.8500%  | 0.0000% | $916.76            | $955.88            | Agency Mortgage-Backed Securities |
| FMAR 1B4021 G        | 2038-04-01      | 6.5770%  | 0.0000% | $7447.06           | $7620.61           | Agency Mortgage-Backed Securities |
| FMAR 1J0352 G        | 2037-04-01      | 6.9320%  | 0.0000% | $8015.81           | $8281.98           | Agency Mortgage-Backed Securities |
| FMAR 1J0938 G        | 2038-03-01      | 6.9440%  | 0.0000% | $2145.54           | $2225.82           | Agency Mortgage-Backed Securities |
| FMAR 1L1358 G        | 2036-05-01      | 6.8690%  | 0.0000% | $114.94            | $119.26            | Agency Mortgage-Backed Securities |
| FMAR 1G1227 G        | 2036-10-01      | 7.5190%  | 0.0000% | $144.88            | $150.79            | Agency Mortgage-Backed Securities |
| FMAR 1H2628 G        | 2036-07-01      | 6.2500%  | 0.0000% | $1374.70           | $1425.59           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4478 | 2054-09-01      | 5.5000%  | 0.0000% | $204467.67         | $204841.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5607 | 2054-10-01      | 6.0000%  | 0.0000% | $368.42            | $376.35            | Agency Mortgage-Backed Securities |
| 3.56 FCSB 33 AM      | 2033-05-17      | 3.5600%  | 0.0000% | $86816.67          | $82768.04          | Agency Mortgage-Backed Securities |
| 3.99 FCOR 23-33 AD   | 2033-06-20      | 3.9900%  | 0.0000% | $216666.67         | $208414.74         | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $83333.33          | $63004.27          | Agency Mortgage-Backed Securities |
| 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  | 0.0000% | $73600.00          | $59724.28          | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8187 | 2054-06-01      | 6.5000%  | 0.0000% | $374.38            | $387.04            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  | 0.0000% | $1215.58           | $910.13            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5912 | 2055-07-01      | 7.0000%  | 0.0000% | $31765.30          | $33666.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE6028 | 2040-08-01      | 6.0000%  | 0.0000% | $19726.67          | $20376.05          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBD5059 | 2047-02-01      | 6.5440%  | 0.0000% | $2188.20           | $2269.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $15727.30          | $13510.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1140 | 2037-04-01      | 2.5000%  | 0.0000% | $11034.20          | $10296.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9830 | 2055-08-01      | 6.0000%  | 0.0000% | $167779.73         | $173570.32         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9615 | 2055-08-01      | 6.5000%  | 0.0000% | $158162.67         | $164371.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9619 | 2055-07-01      | 6.5000%  | 0.0000% | $72528.13          | $75777.30          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0326 | 2055-08-01      | 6.0000%  | 0.0000% | $257390.93         | $263851.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0625 | 2055-03-01      | 6.5000%  | 0.0000% | $1348282.47        | $1406409.17        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1856 | 2055-07-01      | 5.5000%  | 0.0000% | $759457.07         | $759550.73         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1898 | 2055-07-01      | 6.0000%  | 0.0000% | $1738944.00        | $1774651.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2010 | 2055-08-01      | 6.0000%  | 0.0000% | $135679.98         | $139531.26         | Agency Mortgage-Backed Securities |
| FKAR 04.000 WAWA4850 | 2054-09-01      | 4.0000%  | 0.0000% | $66099.14          | $54162.91          | Agency Mortgage-Backed Securities |
| FMAR 8C0835 G        | 2054-09-01      | 5.6860%  | 0.0000% | $267277.63         | $272150.72         | Agency Mortgage-Backed Securities |
| FMAR 8C0865 G        | 2054-10-01      | 5.6500%  | 0.0000% | $63003.96          | $64105.04          | Agency Mortgage-Backed Securities |
| FMAR 8D0723 G        | 2054-05-01      | 6.2510%  | 0.0000% | $76550.36          | $78718.28          | Agency Mortgage-Backed Securities |
| FMAR 8D0726 G        | 2054-05-01      | 6.3560%  | 0.0000% | $80366.87          | $82215.84          | Agency Mortgage-Backed Securities |
| FKAR 04.600 WRWR1009 | 2035-05-01      | 4.6000%  | 0.0000% | $214270.00         | $211693.69         | Agency Mortgage-Backed Securities |
| FKAR 04.390 WSWS4024 | 2041-07-01      | 4.3900%  | 0.0000% | $26561.74          | $24268.33          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $19740.18          | $20196.93          | Agency Mortgage-Backed Securities |
| FMAR 848896 G        | 2042-05-01      | 6.7950%  | 0.0000% | $944.64            | $988.21            | Agency Mortgage-Backed Securities |
| FMAR 848592 G        | 2036-05-01      | 6.7060%  | 0.0000% | $99.03             | $102.81            | Agency Mortgage-Backed Securities |
| 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $15250.00          | $14774.03          | Agency Mortgage-Backed Securities |
| 2.65 FHOR 22-41 AQ   | 2041-11-05      | 2.6500%  | 0.0000% | $33333.33          | $24132.85          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8197 | 2048-09-01      | 4.0000%  | 0.0000% | $43390.55          | $40850.09          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2348 | 2039-08-01      | 6.0000%  | 0.0000% | $16300.64          | $16884.53          | Agency Mortgage-Backed Securities |
| FMAR 781804 G        | 2034-07-01      | 7.0350%  | 0.0000% | $1674.11           | $1728.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ0420 | 2047-09-01      | 6.4200%  | 0.0000% | $1103.51           | $1142.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9902 | 2048-09-01      | 4.5000%  | 0.0000% | $3624.00           | $3489.52           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL2142 | 2034-05-01      | 3.3500%  | 0.0000% | $233333.33         | $212134.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBM4835 | 2048-11-01      | 3.5000%  | 0.0000% | $3414.24           | $3090.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6239 | 2045-02-01      | 6.6820%  | 0.0000% | $12016.96          | $12548.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $15470.12          | $12737.38          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3344 | 2055-01-01      | 6.5000%  | 0.0000% | $671090.80         | $704542.44         | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2050.40           | $1883.63           | Agency Mortgage-Backed Securities |
| GNMI SF AA8274 X     | 2042-07-15      | 3.5000%  | 0.0000% | $406.16            | $375.66            | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $8460.67           | $7860.25           | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $4895.59           | $4849.94           | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $3334.85           | $3458.33           | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $18836.71          | $20223.30          | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C     | 2054-10-20      | 5.0000%  | 0.0000% | $16639.71          | $16549.27          | Agency Mortgage-Backed Securities |
| GNII ET DE2735 C     | 2064-03-20      | 6.5000%  | 0.0000% | $245.05            | $251.97            | Agency Mortgage-Backed Securities |
| GNII ET DE2997 C     | 2064-08-20      | 6.5000%  | 0.0000% | $119.18            | $122.54            | Agency Mortgage-Backed Securities |
| GNII SF DF0702 C     | 2054-09-20      | 5.5000%  | 0.0000% | $22291.84          | $22481.66          | Agency Mortgage-Backed Securities |
| GNII ET DF3863 C     | 2064-09-20      | 6.5000%  | 0.0000% | $7871.18           | $8093.19           | Agency Mortgage-Backed Securities |
| GNII SF DF4214 C     | 2051-03-20      | 4.5000%  | 0.0000% | $5661.51           | $5336.67           | Agency Mortgage-Backed Securities |
| GNII ET DF5684 C     | 2064-12-20      | 6.0000%  | 0.0000% | $28198.96          | $28548.48          | Agency Mortgage-Backed Securities |
| GNII BD DF7001 C     | 2055-02-20      | 4.5000%  | 0.0000% | $243589.98         | $225044.50         | Agency Mortgage-Backed Securities |
| GNPL PN DF8940       | 2060-01-15      | 5.0600%  | 0.0000% | $39781.99          | $39557.05          | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $15009.85          | $14868.94          | Agency Mortgage-Backed Securities |
| GNII ET DG3136 C     | 2064-11-20      | 6.0000%  | 0.0000% | $18662.97          | $18894.24          | Agency Mortgage-Backed Securities |
| GNII BD DG3876 C     | 2055-02-20      | 4.5000%  | 0.0000% | $74932.22          | $69263.07          | Agency Mortgage-Backed Securities |
| GNII ET DG4037 C     | 2064-12-20      | 6.5000%  | 0.0000% | $330.79            | $340.12            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1586 | 2048-11-01      | 4.5000%  | 0.0000% | $1665.37           | $1613.27           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3281 | 2049-02-01      | 4.5000%  | 0.0000% | $1602.91           | $1553.06           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0894 | 2035-06-01      | 5.5000%  | 0.0000% | $601.84            | $618.81            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3204 | 2041-06-01      | 5.0000%  | 0.0000% | $186.16            | $186.48            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $427.90            | $389.47            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AM462293 | 2035-07-01      | 6.5390%  | 0.0000% | $11250.24          | $11189.22          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0829 | 2040-07-01      | 6.5370%  | 0.0000% | $5456.37           | $5605.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL2323 | 2038-01-01      | 5.5000%  | 0.0000% | $1166.82           | $1192.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5129 | 2044-04-01      | 6.4260%  | 0.0000% | $755.49            | $782.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1948 | 2048-10-01      | 4.0000%  | 0.0000% | $116.72            | $109.97            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBN2430 | 2048-10-01      | 6.6100%  | 0.0000% | $3104.89           | $3191.10           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3205 | 2050-10-01      | 2.0000%  | 0.0000% | $59848.11          | $47462.70          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | 0.0000% | $60904.06          | $48065.89          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $13284.83          | $10928.27          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS1955 | 2028-06-01      | 1.3950%  | 0.0000% | $810633.88         | $749100.68         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3284 | 2038-10-01      | 2.1500%  | 0.0000% | $160400.00         | $115737.69         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3383 | 2041-10-01      | 2.3100%  | 0.0000% | $42166.67          | $29039.13          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT8375 | 2052-09-01      | 3.9520%  | 0.0000% | $1695.17           | $1662.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4358 | 2053-12-01      | 5.5000%  | 0.0000% | $11480.32          | $11484.40          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU4548 | 2054-04-01      | 6.1000%  | 0.0000% | $17090.88          | $17587.20          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU4677 | 2054-06-01      | 6.0670%  | 0.0000% | $33974.27          | $34931.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1886517 | 2036-08-01      | 7.6740%  | 0.0000% | $1480.02           | $1514.14           | Agency Mortgage-Backed Securities |
| GNII SF MA3145 M     | 2030-10-20      | 2.5000%  | 0.0000% | $686.49            | $664.10            | Agency Mortgage-Backed Securities |
| GNII SF MA3710 M     | 2031-06-20      | 2.5000%  | 0.0000% | $151.33            | $145.75            | Agency Mortgage-Backed Securities |
| GNII SF MA5506 M     | 2030-10-20      | 8.5000%  | 0.0000% | $634.99            | $643.20            | Agency Mortgage-Backed Securities |
| GNII SF DG5013 C     | 2054-12-20      | 6.5000%  | 0.0000% | $27970.67          | $29221.56          | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $990.63            | $757.12            | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $61706.71          | $62795.13          | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $15561.57          | $16317.34          | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $85066.55          | $89926.94          | Agency Mortgage-Backed Securities |
| GNII ET DG9632 C     | 2064-11-20      | 6.0000%  | 0.0000% | $11472.84          | $11615.06          | Agency Mortgage-Backed Securities |
| GNII ET DH1800 C     | 2064-11-20      | 6.0000%  | 0.0000% | $8553.05           | $8659.07           | Agency Mortgage-Backed Securities |
| GNII SF DH4808 C     | 2055-06-20      | 6.0000%  | 0.0000% | $46148.27          | $47754.19          | Agency Mortgage-Backed Securities |
| GNII SF DH6478 C     | 2055-04-20      | 6.5000%  | 0.0000% | $31704.06          | $33122.64          | Agency Mortgage-Backed Securities |
| GNII ET DH7716 C     | 2064-11-20      | 6.0000%  | 0.0000% | $3940.45           | $3989.29           | Agency Mortgage-Backed Securities |
| GNII SF DH8922 C     | 2055-02-20      | 5.0000%  | 0.0000% | $63879.68          | $62725.10          | Agency Mortgage-Backed Securities |
| GNII SF 005333 M     | 2042-03-20      | 4.5000%  | 0.0000% | $28105.57          | $27774.93          | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $70.99             | $74.66             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8505 | 2035-10-01      | 2.5000%  | 0.0000% | $888.61            | $832.04            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0149 | 2041-03-01      | 2.0000%  | 0.0000% | $29812.60          | $25525.45          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4712 | 2052-12-01      | 4.5000%  | 0.0000% | $52407.72          | $49958.71          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7748 | 2040-03-01      | 6.8630%  | 0.0000% | $4505.86           | $4655.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0823 | 2031-03-01      | 5.1200%  | 0.0000% | $19252.61          | $19280.13          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2456 | 2031-08-01      | 2.7400%  | 0.0000% | $11167.76          | $10271.78          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HAAN3034 | 2026-11-01      | 4.9940%  | 0.0000% | $166666.67         | $166820.28         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7964 | 2028-01-01      | 3.0700%  | 0.0000% | $79672.40          | $77681.65          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8238 | 2028-03-01      | 3.1100%  | 0.0000% | $75989.20          | $73954.26          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8272 | 2028-02-01      | 3.1700%  | 0.0000% | $154266.67         | $150492.02         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $10243.68          | $9985.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8865 | 2030-05-01      | 3.5400%  | 0.0000% | $140195.47         | $134976.69         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9304 | 2033-06-01      | 3.6200%  | 0.0000% | $102021.07         | $95898.44          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9349 | 2033-07-01      | 3.9700%  | 0.0000% | $18714.30          | $17628.75          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9395 | 2033-06-01      | 3.6100%  | 0.0000% | $196149.77         | $185048.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $209.33            | $193.63            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7943 | 2046-09-01      | 4.0000%  | 0.0000% | $11114.71          | $10545.34          | Agency Mortgage-Backed Securities |
| FNMS 02.775 CLAU8127 | 2043-08-01      | 2.7750%  | 0.0000% | $740.47            | $645.95            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7288 | 2052-01-01      | 3.0000%  | 0.0000% | $2157.80           | $1858.99           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV1947 | 2052-02-01      | 3.0000%  | 0.0000% | $84441.69          | $72540.22          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7994 | 2052-08-01      | 4.5260%  | 0.0000% | $725.21            | $722.15            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1502 | 2052-07-01      | 4.5000%  | 0.0000% | $16370.81          | $15624.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW5040 | 2052-07-01      | 3.8600%  | 0.0000% | $1931.70           | $1888.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBX3490 | 2054-05-01      | 5.9130%  | 0.0000% | $16857.40          | $17290.44          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY5379 | 2053-07-01      | 6.5000%  | 0.0000% | $997.33            | $1039.97           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1964300 | 2038-07-01      | 7.5820%  | 0.0000% | $6360.57           | $6573.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAC5709 | 2034-07-01      | 6.9250%  | 0.0000% | $3342.43           | $3440.01           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1438 | 2028-05-01      | 2.5000%  | 0.0000% | $194.03            | $189.85            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2672 | 2036-07-01      | 3.0000%  | 0.0000% | $9928.97           | $9367.68           | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $1636.49           | $1327.53           | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $2696.58           | $2182.30           | Agency Mortgage-Backed Securities |
| GNII BD DH9428 C     | 2055-05-20      | 6.0000%  | 0.0000% | $22542.57          | $23189.99          | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $264084.02         | $274489.72         | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $92.56             | $93.09             | Agency Mortgage-Backed Securities |
| GNMI SF 743095 X     | 2040-07-15      | 5.0000%  | 0.0000% | $198.14            | $198.68            | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 5.3750%  | 0.0000% | $910.23            | $931.74            | Agency Mortgage-Backed Securities |
| GNAR AT 081179 M     | 2034-12-20      | 4.7500%  | 0.0000% | $833.93            | $851.58            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $210.85            | $195.63            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB721552 | 2033-07-01      | 7.0960%  | 0.0000% | $381.24            | $386.18            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735200 | 2035-01-01      | 6.5860%  | 0.0000% | $8129.75           | $8372.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735698 | 2035-07-01      | 6.0940%  | 0.0000% | $2986.24           | $3034.80           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745945 | 2034-12-01      | 5.0000%  | 0.0000% | $17394.23          | $17534.00          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS751501 | 2033-12-01      | 6.3580%  | 0.0000% | $1689.49           | $1738.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806484 | 2033-08-01      | 4.5890%  | 0.0000% | $2223.39           | $2226.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.5980%  | 0.0000% | $1319.16           | $1338.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809867 | 2035-03-01      | 6.6250%  | 0.0000% | $96.61             | $99.10             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBY8019 | 2054-05-01      | 6.2770%  | 0.0000% | $107042.02         | $110253.37         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBY7874 | 2054-07-01      | 6.4020%  | 0.0000% | $282246.64         | $288968.39         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBY8167 | 2054-04-01      | 6.2100%  | 0.0000% | $77729.27          | $80108.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY9198 | 2053-10-01      | 4.5000%  | 0.0000% | $14046.08          | $13385.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $206.10            | $203.63            | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $13478.22          | $11502.47          | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M     | 2037-07-20      | 5.0000%  | 0.0000% | $4095.95           | $4085.42           | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $53120.26          | $44832.61          | Agency Mortgage-Backed Securities |
| GNII SF MA8196 M     | 2052-07-20      | 2.0000%  | 0.0000% | $16111.89          | $13041.99          | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $41989.07          | $36883.53          | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $414.27            | $425.53            | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $7875.43           | $6945.15           | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C     | 2055-05-20      | 6.5000%  | 0.0000% | $94466.66          | $98693.44          | Agency Mortgage-Backed Securities |
| GNII SF DK0499 C     | 2055-05-20      | 6.0000%  | 0.0000% | $27983.97          | $28957.78          | Agency Mortgage-Backed Securities |
| GNII SF DK1490 C     | 2055-06-20      | 6.5000%  | 0.0000% | $42517.23          | $44315.48          | Agency Mortgage-Backed Securities |
| GNII SF DK1605 C     | 2055-05-20      | 6.5000%  | 0.0000% | $77629.72          | $80955.82          | Agency Mortgage-Backed Securities |
| GNII SF DK4588 C     | 2055-05-20      | 5.5000%  | 0.0000% | $85014.11          | $85737.95          | Agency Mortgage-Backed Securities |
| GNII SF DK5064 C     | 2055-06-20      | 5.5000%  | 0.0000% | $62850.62          | $63385.75          | Agency Mortgage-Backed Securities |
| GNII SF DK5756 C     | 2055-07-20      | 6.5000%  | 0.0000% | $52443.60          | $54870.41          | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $7648.87           | $7055.63           | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $6840.82           | $6180.82           | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $103.42            | $104.56            | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $1464.70           | $1471.65           | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X     | 2040-06-15      | 5.0000%  | 0.0000% | $9123.35           | $9216.90           | Agency Mortgage-Backed Securities |
| GNII SP 784131 M     | 2046-02-20      | 3.5000%  | 0.0000% | $994387.18         | $923063.43         | Agency Mortgage-Backed Securities |
| GNII SP 784626 C     | 2048-10-20      | 4.5000%  | 0.0000% | $2280.13           | $2190.59           | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $127.09            | $124.16            | Agency Mortgage-Backed Securities |
| GNMI SP 784830 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1474.67           | $1430.94           | Agency Mortgage-Backed Securities |
| GNII SP 785195 C     | 2050-11-20      | 3.5000%  | 0.0000% | $16375.79          | $14654.84          | Agency Mortgage-Backed Securities |
| GNII SP 785220 C     | 2050-12-20      | 2.0000%  | 0.0000% | $1074.51           | $868.07            | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $34407.97          | $35146.84          | Agency Mortgage-Backed Securities |
| GNII JP 786298 M     | 2037-12-20      | 2.5000%  | 0.0000% | $541.53            | $498.89            | Agency Mortgage-Backed Securities |
| GNMI SP 786309 X     | 2047-11-15      | 3.0000%  | 0.0000% | $11437.80          | $10300.26          | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $52233.58          | $43864.89          | Agency Mortgage-Backed Securities |
| GNII SP 786107 C     | 2052-03-20      | 3.0000%  | 0.0000% | $2421.38           | $2104.68           | Agency Mortgage-Backed Securities |
| GNII SP 786726 C     | 2051-03-20      | 2.0000%  | 0.0000% | $8401.62           | $6688.63           | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $821530.57         | $686292.13         | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $117535.67         | $89830.36          | Agency Mortgage-Backed Securities |
| GNMI SF 758921 X     | 2038-06-15      | 3.0000%  | 0.0000% | $375.33            | $337.84            | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $5626.62           | $5605.88           | Agency Mortgage-Backed Securities |
| GNMI SF 667703 X     | 2037-05-15      | 5.5000%  | 0.0000% | $310.49            | $322.66            | Agency Mortgage-Backed Securities |
| GNMI SF 697181 X     | 2038-09-15      | 6.5000%  | 0.0000% | $423.25            | $441.30            | Agency Mortgage-Backed Securities |
| GNMI SF 711476 X     | 2039-12-15      | 4.0000%  | 0.0000% | $1103.11           | $1058.25           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8280 | 2052-11-01      | 6.5000%  | 0.0000% | $711.48            | $742.10            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $57048.21          | $54403.74          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $1574.35           | $1459.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3751 | 2053-09-01      | 6.0000%  | 0.0000% | $47656.23          | $49008.71          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL827935 | 2032-11-01      | 6.0000%  | 0.0000% | $3004.08           | $3124.71           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.9590%  | 0.0000% | $859.86            | $897.10            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB1039 | 2054-03-01      | 6.1250%  | 0.0000% | $81097.10          | $83358.34          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB1107 | 2054-05-01      | 6.2160%  | 0.0000% | $131998.96         | $135838.81         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB3894 | 2054-05-01      | 5.7940%  | 0.0000% | $27424.13          | $28020.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB8314 | 2054-11-01      | 6.1370%  | 0.0000% | $13796.61          | $14192.62          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODB8404 | 2054-08-01      | 6.2960%  | 0.0000% | $61117.86          | $62654.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9306 | 2051-02-01      | 3.0000%  | 0.0000% | $420199.83         | $361073.51         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2222 | 2036-11-01      | 1.5000%  | 0.0000% | $7034.85           | $6254.66           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2969 | 2037-03-01      | 2.0000%  | 0.0000% | $8621.80           | $7930.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3278 | 2052-04-01      | 3.0000%  | 0.0000% | $47306.55          | $40649.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $40380.32          | $40422.77          | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $7157.36           | $7142.43           | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $7424.98           | $7669.75           | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $17952.49          | $18084.50          | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $8632.78           | $8047.37           | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $1014.67           | $1060.29           | Agency Mortgage-Backed Securities |
| GNMI SF BC3562 X     | 2047-08-15      | 4.5000%  | 0.0000% | $3571.88           | $3458.04           | Agency Mortgage-Backed Securities |
| GNMI SF BC7378 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1847.88           | $1687.89           | Agency Mortgage-Backed Securities |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $344.70            | $313.17            | Agency Mortgage-Backed Securities |
| GNII SF DK6352 C     | 2055-06-20      | 5.5000%  | 0.0000% | $59664.98          | $60172.98          | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C     | 2055-07-20      | 6.5000%  | 0.0000% | $36276.00          | $37899.12          | Agency Mortgage-Backed Securities |
| GNII SF DK6583 C     | 2055-07-20      | 5.5000%  | 0.0000% | $27527.67          | $27762.05          | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $27554.63          | $28956.33          | Agency Mortgage-Backed Securities |
| GNII SF DK7712 C     | 2055-06-20      | 5.5000%  | 0.0000% | $833736.09         | $840834.80         | Agency Mortgage-Backed Securities |
| GNII SF DK9377 C     | 2055-07-20      | 6.5000%  | 0.0000% | $53003.73          | $55375.42          | Agency Mortgage-Backed Securities |
| GNII SF DL2100 C     | 2055-07-20      | 6.5000%  | 0.0000% | $26903.53          | $28272.13          | Agency Mortgage-Backed Securities |
| GNII SF DL2486 C     | 2055-07-20      | 5.5000%  | 0.0000% | $75291.33          | $75932.39          | Agency Mortgage-Backed Securities |
| GNII SF DL2758 C     | 2055-07-20      | 5.5000%  | 0.0000% | $177905.33         | $179813.61         | Agency Mortgage-Backed Securities |
| GNII SF DL3697 C     | 2055-07-20      | 6.5000%  | 0.0000% | $30183.33          | $31533.76          | Agency Mortgage-Backed Securities |
| GNII SF DL4704 C     | 2055-07-20      | 5.0000%  | 0.0000% | $29328.57          | $28793.93          | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $6710681.06        | $6734660.56        | Agency Mortgage-Backed Securities |
| GNII JM MB0076 M     | 2054-10-20      | 4.0000%  | 0.0000% | $18911.29          | $17219.46          | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $3560875.70        | $3492124.69        | Agency Mortgage-Backed Securities |
| FKAR 05.027 WVWV0082 | 2031-12-01      | 4.8180%  | 0.0000% | $410333.33         | $410735.46         | Agency Mortgage-Backed Securities |
| FKAR 03.670 WNWN0097 | 2037-05-01      | 3.6700%  | 0.0000% | $308717.80         | $278962.14         | Agency Mortgage-Backed Securities |
| FKAR 03.750 WNWN2654 | 2031-11-01      | 3.7500%  | 0.0000% | $348933.33         | $334305.70         | Agency Mortgage-Backed Securities |
| FKAR 02.550 WNWN2015 | 2029-08-01      | 2.5500%  | 0.0000% | $73941.39          | $68684.38          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0970 | 2051-10-01      | 3.5000%  | 0.0000% | $594.14            | $534.17            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1084 | 2054-08-01      | 6.2200%  | 0.0000% | $76506.11          | $78504.01          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1285 | 2054-09-01      | 5.7010%  | 0.0000% | $155225.97         | $157795.56         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1286 | 2054-09-01      | 6.3440%  | 0.0000% | $188649.38         | $193116.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC2576 | 2054-10-01      | 5.7410%  | 0.0000% | $158506.78         | $161221.71         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC3300 | 2054-10-01      | 5.6510%  | 0.0000% | $151177.08         | $154009.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4542 | 2037-06-01      | 3.0000%  | 0.0000% | $53522.04          | $50848.08          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $80326.34          | $76638.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $5130.69           | $5028.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6682 | 2053-07-01      | 4.0000%  | 0.0000% | $4789.05           | $4476.46           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-07-01      | 5.0000%  | 0.0000% | $12479.33          | $12194.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6200 | 2055-02-01      | 5.5000%  | 0.0000% | $21425.95          | $21592.29          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX7934 | 2055-03-01      | 5.5000%  | 0.0000% | $60334.21          | $60889.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9545 | 2055-04-01      | 5.5000%  | 0.0000% | $179169.39         | $179804.43         | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $12217.15          | $12507.14          | Agency Mortgage-Backed Securities |
| GNII SF BL4661 C     | 2049-05-20      | 4.5000%  | 0.0000% | $168.03            | $159.37            | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $815.56            | $698.43            | Agency Mortgage-Backed Securities |
| GNII SF CB4530 C     | 2046-03-20      | 2.5000%  | 0.0000% | $1312.66           | $1104.37           | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $12624.49          | $12449.11          | Agency Mortgage-Backed Securities |
| GNII RG CI9441 C     | 2043-08-20      | 3.0000%  | 0.0000% | $3102.86           | $2741.47           | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $16087.78          | $15977.56          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $7172.55           | $6686.70           | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $796253.61         | $798612.37         | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $2006169.60        | $1967122.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $17999496.53       | $18052817.03       | Agency Mortgage-Backed Securities |
| GNII SF DI1192 C     | 2055-02-20      | 6.0000%  | 0.0000% | $129865.81         | $133707.38         | Agency Mortgage-Backed Securities |
| GNII ET DI1267 C     | 2065-01-20      | 6.0000%  | 0.0000% | $10079.51          | $10204.46          | Agency Mortgage-Backed Securities |
| GNII ET DI1268 C     | 2065-02-20      | 6.5000%  | 0.0000% | $2835.54           | $2915.52           | Agency Mortgage-Backed Securities |
| GNII SF DI1998 C     | 2055-06-20      | 5.5000%  | 0.0000% | $68979.75          | $69567.07          | Agency Mortgage-Backed Securities |
| GNII ET DI3218 C     | 2065-05-20      | 6.5000%  | 0.0000% | $13646.03          | $14030.94          | Agency Mortgage-Backed Securities |
| GNII ET DI3614 C     | 2065-04-20      | 6.5000%  | 0.0000% | $84354.97          | $86734.26          | Agency Mortgage-Backed Securities |
| GNII SF DI8042 C     | 2055-04-20      | 5.0000%  | 0.0000% | $17316.10          | $17000.46          | Agency Mortgage-Backed Securities |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $83333.33          | $68498.08          | Corporate Debt Securities         |

### Security 342: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.34_0807
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2050-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $278054800.00      | $266853918.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $405516700.00      | $405136730.90      | U.S. Treasuries (including strips) |
| T 2 5/8 07/31/29 | 2029-07-31      | 2.6250%  | 0.0000% | $618531200.00      | $589752180.30      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | 0.0000% | $1110534400.00     | $1073005741.00     | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $694256000.00      | $725251450.70      | U.S. Treasuries (including strips) |

### Security 343: RBC Dominion

- **C.1 - Title:** RBC Dominion 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: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.37_0801
- **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:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 07.000 CLCB9175             | 2054-09-01      | 7.0000%  | 0.0000% | $2167564.50        | $2313990.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2351             | 2053-05-01      | 5.0000%  | 0.0000% | $1220500.09        | $1197731.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2611             | 2053-10-01      | 6.0000%  | 0.0000% | $318257.44         | $326264.80         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5263             | 2053-11-01      | 6.5000%  | 0.0000% | $2721.31           | $2846.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5503             | 2053-11-01      | 6.5000%  | 0.0000% | $1007537.99        | $1067358.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9923             | 2054-01-01      | 6.5000%  | 0.0000% | $357148.69         | $371133.44         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G             | 2035-01-01      | 5.0000%  | 0.0000% | $111.21            | $111.19            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G             | 2036-12-01      | 7.5000%  | 0.0000% | $35.34             | $36.39             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G             | 2035-01-01      | 5.0000%  | 0.0000% | $18.87             | $18.96             | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G             | 2031-03-01      | 8.0000%  | 0.0000% | $12.79             | $12.93             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G             | 2034-11-01      | 6.0000%  | 0.0000% | $43.01             | $43.96             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G             | 2035-11-01      | 5.0000%  | 0.0000% | $66.14             | $66.93             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G             | 2036-07-01      | 6.0000%  | 0.0000% | $24.20             | $25.46             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ5842             | 2054-10-01      | 4.5000%  | 0.0000% | $44279.80          | $42195.11          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071             | 2039-10-01      | 3.0000%  | 0.0000% | $174.15            | $160.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1293             | 2049-09-01      | 3.0000%  | 0.0000% | $109813.67         | $96298.90          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA3592             | 2050-09-01      | 3.5000%  | 0.0000% | $3175275.36        | $2886117.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4728             | 2051-02-01      | 2.0000%  | 0.0000% | $4174.01           | $3306.82           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247             | 2051-05-01      | 2.0000%  | 0.0000% | $246.77            | $195.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6012             | 2051-10-01      | 3.0000%  | 0.0000% | $282.53            | $242.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668             | 2051-11-01      | 2.0000%  | 0.0000% | $1400.10           | $1109.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847             | 2054-03-01      | 6.0000%  | 0.0000% | $241447.69         | $246360.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055             | 2054-06-01      | 5.5000%  | 0.0000% | $2266.42           | $2267.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9010             | 2054-07-01      | 6.0000%  | 0.0000% | $29402.72          | $30135.06          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3638             | 2040-06-01      | 5.0000%  | 0.0000% | $226844.80         | $228942.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538             | 2034-11-01      | 5.5000%  | 0.0000% | $11452.58          | $11438.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NQ256109             | 2036-01-01      | 6.5000%  | 0.0000% | $22591.21          | $23330.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663             | 2047-04-01      | 3.0000%  | 0.0000% | $79.26             | $70.05             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3827             | 2053-02-01      | 5.5000%  | 0.0000% | $301.59            | $301.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942             | 2053-12-01      | 6.5000%  | 0.0000% | $1384.79           | $1439.69           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543             | 2048-08-01      | 4.5000%  | 0.0000% | $81.57             | $79.61             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502             | 2048-11-01      | 3.5000%  | 0.0000% | $6146.74           | $5645.25           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180             | 2039-05-01      | 6.0000%  | 0.0000% | $300.15            | $310.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198             | 2042-01-01      | 3.5000%  | 0.0000% | $12647.93          | $11837.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731             | 2042-03-01      | 3.5000%  | 0.0000% | $21107876.63       | $19757450.98       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ4793             | 2050-10-01      | 2.5000%  | 0.0000% | $615.28            | $511.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380             | 2040-04-01      | 6.0000%  | 0.0000% | $12700.84          | $13108.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512             | 2036-05-01      | 2.0000%  | 0.0000% | $3613.51           | $3309.94           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958             | 2052-04-01      | 3.5000%  | 0.0000% | $223973.70         | $203369.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549             | 2052-04-01      | 3.5000%  | 0.0000% | $31960.06          | $28924.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361             | 2053-02-01      | 6.0000%  | 0.0000% | $259.14            | $269.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2917             | 2053-05-01      | 5.5000%  | 0.0000% | $261.84            | $262.98            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991             | 2051-09-01      | 2.5000%  | 0.0000% | $7156.93           | $5990.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298             | 2054-04-01      | 6.0000%  | 0.0000% | $61736.08          | $63400.48          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5063             | 2054-03-01      | 5.5000%  | 0.0000% | $218521.85         | $221312.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269             | 2046-11-01      | 3.0000%  | 0.0000% | $141.91            | $125.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521             | 2048-11-01      | 4.0000%  | 0.0000% | $125.41            | $118.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2833             | 2046-12-01      | 3.0000%  | 0.0000% | $296.76            | $262.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238             | 2048-01-01      | 3.5000%  | 0.0000% | $6006657.59        | $5487362.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661             | 2054-05-01      | 6.0000%  | 0.0000% | $529050.53         | $548443.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5808             | 2052-12-01      | 4.0000%  | 0.0000% | $320.13            | $298.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016             | 2049-10-01      | 3.0000%  | 0.0000% | $31170.26          | $27104.26          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544             | 2051-07-01      | 3.0000%  | 0.0000% | $1130133.91        | $989407.37         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555             | 2052-08-01      | 3.0000%  | 0.0000% | $31767.26          | $27768.08          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121             | 2050-12-01      | 2.0000%  | 0.0000% | $51258.68          | $40533.40          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221             | 2052-06-01      | 3.5000%  | 0.0000% | $31269.27          | $28106.59          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288             | 2053-01-01      | 5.0000%  | 0.0000% | $291.40            | $286.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938             | 2050-01-01      | 3.0000%  | 0.0000% | $18364232.29       | $16041652.74       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119             | 2050-09-01      | 2.0000%  | 0.0000% | $643.98            | $510.24            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254             | 2051-02-01      | 1.5000%  | 0.0000% | $2329430.59        | $1738407.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382             | 2053-12-01      | 5.0000%  | 0.0000% | $87139.55          | $85246.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372             | 2053-11-01      | 5.5000%  | 0.0000% | $55912.63          | $56013.79          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508             | 2055-02-01      | 6.5000%  | 0.0000% | $7862.81           | $8151.08           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3838             | 2053-10-01      | 6.0000%  | 0.0000% | $57736.10          | $59498.73          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3839             | 2053-09-01      | 5.5000%  | 0.0000% | $103538.39         | $104205.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0496             | 2051-05-01      | 2.0000%  | 0.0000% | $71715.09          | $56664.01          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G             | 2048-03-01      | 3.5000%  | 0.0000% | $2444431.20        | $2240973.04        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51803 G             | 2047-11-01      | 3.5000%  | 0.0000% | $90755.55          | $82592.70          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59742 G             | 2048-11-01      | 4.0000%  | 0.0000% | $221548.83         | $209101.40         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G             | 2048-11-01      | 3.5000%  | 0.0000% | $376.10            | $345.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA9142             | 2050-05-01      | 2.5000%  | 0.0000% | $131354.92         | $109476.23         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559             | 2047-05-01      | 3.0000%  | 0.0000% | $1437815.71        | $1253942.08        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123             | 2052-08-01      | 4.0000%  | 0.0000% | $4096239.22        | $3802695.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6784             | 2052-07-01      | 5.0000%  | 0.0000% | $348.10            | $342.05            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444             | 2052-08-01      | 4.5000%  | 0.0000% | $40601.42          | $38750.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257             | 2050-09-01      | 2.5000%  | 0.0000% | $610.96            | $509.48            | Agency Mortgage-Backed Securities  |
| BILL 11/25/25                    | 2025-11-25      | 0.0000%  | 0.0000% | $665.00            | $655.88            | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43                    | 2043-05-15      | 0.0000%  | 0.0000% | $140.00            | $57.98             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27                    | 2027-01-15      | 2.3750%  | 0.0000% | $13946044.22       | $14188393.12       | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29                    | 2029-01-15      | 2.5000%  | 0.0000% | $13099450.00       | $13646809.95       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $35.00             | $24.28             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $25763500.00       | $25656658.77       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $5879090.00        | $6018113.64        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $20427750.00       | $19019371.54       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $6572180.03        | $6135397.81        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $546175.00         | $509072.24         | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AC 25                 | 2025-08-31      | 0.2500%  | 0.0000% | $403200.00         | $402090.96         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2025-10-31      | 0.2500%  | 0.0000% | $11935.00          | $11818.22          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $70.00             | $68.88             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $35.00             | $34.46             | U.S. Treasuries (including strips) |
| BILL 10/07/25                    | 2025-10-07      | 0.0000%  | 0.0000% | $279405.00         | $277162.22         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29                 | 2029-10-15      | 1.6250%  | 0.0000% | $10386280.01       | $10576252.17       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $1399930.00        | $1417261.13        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $9554160.00        | $9734830.47        | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54                 | 2054-08-15      | 4.2500%  | 0.0000% | $10163650.00       | $9301660.17        | U.S. Treasuries (including strips) |

### Security 344: Citibank NA

- **C.1 - Title:** Citibank NA 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: 981ZCJ002, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCJ002_4.36_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDE6188 | 2055-07-01      | 6.0000%  | 0.0000% | $48104.00          | $49091.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE5603 | 2040-07-01      | 5.0000%  | 0.0000% | $525253.00         | $529437.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5735 | 2055-07-01      | 6.0000%  | 0.0000% | $1041486.00        | $1079403.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $1937.27           | $1853.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $175280.63         | $181493.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0140 | 2037-11-01      | 2.5000%  | 0.0000% | $638068.39         | $594329.65         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFA0548 | 2052-06-01      | 1.5000%  | 0.0000% | $203999.84         | $152166.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1742 | 2055-01-01      | 5.0000%  | 0.0000% | $1048.01           | $1028.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFA2046 | 2040-07-01      | 3.5000%  | 0.0000% | $1051773.19        | $1011314.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $1017.14           | $957.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $1702.13           | $1529.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $6364.65           | $5996.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $336.22            | $305.25            | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1364416.39        | $1392632.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $899.16            | $917.58            | Agency Mortgage-Backed Securities  |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $253.27            | $229.65            | Agency Mortgage-Backed Securities  |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $131.32            | $123.54            | Agency Mortgage-Backed Securities  |
| GNII SF AQ2288 C     | 2045-09-20      | 4.0000%  | 0.0000% | $26334.08          | $24773.51          | Agency Mortgage-Backed Securities  |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $1986.36           | $1999.72           | Agency Mortgage-Backed Securities  |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $208647.22         | $219641.61         | Agency Mortgage-Backed Securities  |
| GNII SF CU1579 C     | 2053-09-20      | 6.0000%  | 0.0000% | $3259.77           | $3377.77           | Agency Mortgage-Backed Securities  |
| GNII SF CV1406 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1907.22           | $1966.09           | Agency Mortgage-Backed Securities  |
| GNII SF CV4138 C     | 2053-07-20      | 5.0000%  | 0.0000% | $886.24            | $874.71            | Agency Mortgage-Backed Securities  |
| GNII SF CY9482 C     | 2054-01-20      | 6.0000%  | 0.0000% | $2666.80           | $2758.74           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0884 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1527.05           | $1574.19           | Agency Mortgage-Backed Securities  |
| GNII SF CZ0289 C     | 2054-01-20      | 6.0000%  | 0.0000% | $16341.66          | $16838.86          | Agency Mortgage-Backed Securities  |
| GNII SF CZ6387 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1171.50           | $1208.76           | Agency Mortgage-Backed Securities  |
| GNII SF DA0499 C     | 2054-03-20      | 6.0000%  | 0.0000% | $957.56            | $987.81            | Agency Mortgage-Backed Securities  |
| GNII SF DA5506 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1229.53           | $1267.76           | Agency Mortgage-Backed Securities  |
| GNII SF DA5507 C     | 2054-06-20      | 6.0000%  | 0.0000% | $1725.20           | $1774.62           | Agency Mortgage-Backed Securities  |
| GNII SF DA6077 C     | 2054-03-20      | 6.0000%  | 0.0000% | $554.54            | $570.93            | Agency Mortgage-Backed Securities  |
| GNII SF DA6119 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1095.98           | $1130.07           | Agency Mortgage-Backed Securities  |
| GNII SF DA8063 C     | 2054-03-20      | 6.0000%  | 0.0000% | $3471.94           | $3592.81           | Agency Mortgage-Backed Securities  |
| GNII SF DA8064 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2291.55           | $2372.00           | Agency Mortgage-Backed Securities  |
| GNII SF DA7868 C     | 2054-04-20      | 6.0000%  | 0.0000% | $4086.97           | $4226.12           | Agency Mortgage-Backed Securities  |
| GNII SF DI8323 C     | 2055-04-20      | 6.5000%  | 0.0000% | $995.93            | $1045.38           | Agency Mortgage-Backed Securities  |
| GNII ET DI9990 C     | 2064-10-20      | 6.0000%  | 0.0000% | $998.68            | $1011.06           | Agency Mortgage-Backed Securities  |
| GNII SF DI9986 C     | 2055-04-20      | 6.5000%  | 0.0000% | $996.97            | $1045.25           | Agency Mortgage-Backed Securities  |
| GNII SF 002577 M     | 2028-04-20      | 6.5000%  | 0.0000% | $3590.91           | $3709.30           | Agency Mortgage-Backed Securities  |
| GNII SF 002578 M     | 2028-04-20      | 7.0000%  | 0.0000% | $314.34            | $326.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002580 M     | 2028-04-20      | 7.5000%  | 0.0000% | $185.77            | $189.47            | Agency Mortgage-Backed Securities  |
| GNII SF 002590 M     | 2028-05-20      | 6.5000%  | 0.0000% | $137.60            | $142.13            | Agency Mortgage-Backed Securities  |
| GNII SF 002591 M     | 2028-05-20      | 7.0000%  | 0.0000% | $1032.96           | $1073.13           | Agency Mortgage-Backed Securities  |
| GNII SF 002592 M     | 2028-05-20      | 7.5000%  | 0.0000% | $1399.67           | $1435.18           | Agency Mortgage-Backed Securities  |
| GNII SF 002602 M     | 2028-06-20      | 6.0000%  | 0.0000% | $36.44             | $37.48             | Agency Mortgage-Backed Securities  |
| GNII SF 002604 M     | 2028-06-20      | 7.0000%  | 0.0000% | $100.57            | $104.48            | Agency Mortgage-Backed Securities  |
| GNII SF 002605 M     | 2028-06-20      | 7.5000%  | 0.0000% | $834.25            | $847.55            | Agency Mortgage-Backed Securities  |
| GNII SF 002616 M     | 2028-07-20      | 7.0000%  | 0.0000% | $1013.17           | $1052.56           | Agency Mortgage-Backed Securities  |
| GNII SF 002617 M     | 2028-07-20      | 7.5000%  | 0.0000% | $15.81             | $16.08             | Agency Mortgage-Backed Securities  |
| GNII SF 002632 M     | 2028-08-20      | 7.5000%  | 0.0000% | $134.52            | $137.57            | Agency Mortgage-Backed Securities  |
| GNII SF 002634 M     | 2028-08-20      | 8.5000%  | 0.0000% | $1943.22           | $1963.05           | Agency Mortgage-Backed Securities  |
| GNII SF 002645 M     | 2028-09-20      | 7.0000%  | 0.0000% | $881.87            | $916.16            | Agency Mortgage-Backed Securities  |
| GNII SF 002646 M     | 2028-09-20      | 7.5000%  | 0.0000% | $225.06            | $230.67            | Agency Mortgage-Backed Securities  |
| GNII SF 002657 M     | 2028-10-20      | 6.0000%  | 0.0000% | $158.08            | $162.70            | Agency Mortgage-Backed Securities  |
| GNII SF 002660 M     | 2028-10-20      | 7.5000%  | 0.0000% | $246.56            | $248.27            | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $2863.68           | $2958.09           | Agency Mortgage-Backed Securities  |
| GNII SF 002675 M     | 2028-11-20      | 7.0000%  | 0.0000% | $505.01            | $524.65            | Agency Mortgage-Backed Securities  |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $170.30            | $176.92            | Agency Mortgage-Backed Securities  |
| GNII SF 002691 M     | 2028-12-20      | 7.5000%  | 0.0000% | $260.05            | $263.41            | Agency Mortgage-Backed Securities  |
| GNII SF 002054 M     | 2025-08-20      | 7.0000%  | 0.0000% | $4.08              | $4.09              | Agency Mortgage-Backed Securities  |
| GNII SF 002077 M     | 2025-09-20      | 7.0000%  | 0.0000% | $0.58              | $0.58              | Agency Mortgage-Backed Securities  |
| GNII SF 002080 M     | 2025-09-20      | 7.5000%  | 0.0000% | $0.20              | $0.20              | Agency Mortgage-Backed Securities  |
| GNII SF 002116 M     | 2025-11-20      | 7.0000%  | 0.0000% | $5.72              | $5.95              | Agency Mortgage-Backed Securities  |
| GNII SF 002118 M     | 2025-11-20      | 7.5000%  | 0.0000% | $4.51              | $4.53              | Agency Mortgage-Backed Securities  |
| GNII SF 002097 M     | 2025-10-20      | 7.0000%  | 0.0000% | $9.64              | $10.02             | Agency Mortgage-Backed Securities  |
| GNII SF 002102 M     | 2025-10-20      | 8.0000%  | 0.0000% | $0.28              | $0.28              | Agency Mortgage-Backed Securities  |
| GNII SF 002122 M     | 2025-11-20      | 8.0000%  | 0.0000% | $1.18              | $1.18              | Agency Mortgage-Backed Securities  |
| GNII SF 002135 M     | 2025-12-20      | 6.5000%  | 0.0000% | $17.80             | $18.39             | Agency Mortgage-Backed Securities  |
| GNII SF 002136 M     | 2025-12-20      | 7.0000%  | 0.0000% | $112.72            | $117.11            | Agency Mortgage-Backed Securities  |
| GNII SF 002139 M     | 2025-12-20      | 7.5000%  | 0.0000% | $1.69              | $1.70              | Agency Mortgage-Backed Securities  |
| GNII SF 002141 M     | 2025-12-20      | 8.0000%  | 0.0000% | $9.79              | $9.83              | Agency Mortgage-Backed Securities  |
| GNII SF 002142 M     | 2025-12-20      | 8.5000%  | 0.0000% | $2.52              | $2.53              | Agency Mortgage-Backed Securities  |
| GNII SF 002183 M     | 2026-03-20      | 6.5000%  | 0.0000% | $15.93             | $16.46             | Agency Mortgage-Backed Securities  |
| GNII SF 002184 M     | 2026-03-20      | 7.0000%  | 0.0000% | $84.73             | $88.03             | Agency Mortgage-Backed Securities  |
| GNII SF 002153 M     | 2026-01-20      | 7.0000%  | 0.0000% | $4.65              | $4.83              | Agency Mortgage-Backed Securities  |
| GNII SF 002154 M     | 2026-01-20      | 7.5000%  | 0.0000% | $8.60              | $8.64              | Agency Mortgage-Backed Securities  |
| GNII SF 002156 M     | 2026-01-20      | 8.0000%  | 0.0000% | $20.89             | $21.01             | Agency Mortgage-Backed Securities  |
| GNII SF 002167 M     | 2026-02-20      | 6.5000%  | 0.0000% | $28.33             | $29.27             | Agency Mortgage-Backed Securities  |
| GNII SF 002168 M     | 2026-02-20      | 7.0000%  | 0.0000% | $14.41             | $14.97             | Agency Mortgage-Backed Securities  |
| GNII SF 002169 M     | 2026-02-20      | 7.5000%  | 0.0000% | $1.40              | $1.40              | Agency Mortgage-Backed Securities  |
| GNII SF 002171 M     | 2026-02-20      | 8.0000%  | 0.0000% | $5.88              | $5.91              | Agency Mortgage-Backed Securities  |
| GNII SF 002185 M     | 2026-03-20      | 7.5000%  | 0.0000% | $33.19             | $33.38             | Agency Mortgage-Backed Securities  |
| GNII SF 002200 M     | 2026-04-20      | 6.5000%  | 0.0000% | $56.32             | $58.17             | Agency Mortgage-Backed Securities  |
| GNII SF 002202 M     | 2026-04-20      | 7.0000%  | 0.0000% | $261.85            | $272.04            | Agency Mortgage-Backed Securities  |
| GNII SF 002204 M     | 2026-04-20      | 7.5000%  | 0.0000% | $91.87             | $92.39             | Agency Mortgage-Backed Securities  |
| GNII SF 002247 M     | 2026-07-20      | 7.0000%  | 0.0000% | $11.15             | $11.58             | Agency Mortgage-Backed Securities  |
| GNII SF 002217 M     | 2026-05-20      | 7.0000%  | 0.0000% | $126.27            | $131.18            | Agency Mortgage-Backed Securities  |
| GNII SF 002218 M     | 2026-05-20      | 7.5000%  | 0.0000% | $30.29             | $30.48             | Agency Mortgage-Backed Securities  |
| GNII SF 002219 M     | 2026-05-20      | 8.0000%  | 0.0000% | $24.59             | $24.77             | Agency Mortgage-Backed Securities  |
| GNII SF 002231 M     | 2026-06-20      | 7.0000%  | 0.0000% | $20.43             | $21.23             | Agency Mortgage-Backed Securities  |
| GNII SF 002233 M     | 2026-06-20      | 7.5000%  | 0.0000% | $480.45            | $484.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $819.08            | $760.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $1717.76           | $1481.00           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $2610.27           | $2488.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9839 | 2055-05-01      | 5.5000%  | 0.0000% | $233314.96         | $233361.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDE0634 | 2040-05-01      | 6.5000%  | 0.0000% | $380000.08         | $397470.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2224 | 2055-07-01      | 6.0000%  | 0.0000% | $245030.00         | $251084.45         | Agency Mortgage-Backed Securities  |
| GNII SF DA9639 C     | 2054-04-20      | 6.0000%  | 0.0000% | $868.55            | $894.23            | Agency Mortgage-Backed Securities  |
| GNII SF DB0304 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1276.34           | $1318.15           | Agency Mortgage-Backed Securities  |
| GNII SF DB0305 C     | 2054-03-20      | 6.0000%  | 0.0000% | $1169.02           | $1207.43           | Agency Mortgage-Backed Securities  |
| GNII SF DB0674 C     | 2054-04-20      | 6.0000%  | 0.0000% | $3499.60           | $3603.29           | Agency Mortgage-Backed Securities  |
| GNII SF DB0675 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2591.98           | $2668.26           | Agency Mortgage-Backed Securities  |
| GNII SF DC0195 C     | 2054-06-20      | 6.0000%  | 0.0000% | $891.21            | $918.92            | Agency Mortgage-Backed Securities  |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2022.24           | $2171.09           | Agency Mortgage-Backed Securities  |
| GNII SF DD0117 C     | 2054-06-20      | 7.0000%  | 0.0000% | $918.67            | $979.05            | Agency Mortgage-Backed Securities  |
| GNII SF 002234 M     | 2026-06-20      | 8.0000%  | 0.0000% | $115.43            | $116.33            | Agency Mortgage-Backed Securities  |
| GNII SF 002250 M     | 2026-07-20      | 8.5000%  | 0.0000% | $15.93             | $16.08             | Agency Mortgage-Backed Securities  |
| GNII SF 002266 M     | 2026-08-20      | 7.0000%  | 0.0000% | $159.08            | $165.27            | Agency Mortgage-Backed Securities  |
| GNII SF 002268 M     | 2026-08-20      | 7.5000%  | 0.0000% | $25.07             | $25.22             | Agency Mortgage-Backed Securities  |
| GNII SF 002270 M     | 2026-08-20      | 8.0000%  | 0.0000% | $92.08             | $93.09             | Agency Mortgage-Backed Securities  |
| GNII SF 002305 M     | 2026-10-20      | 8.0000%  | 0.0000% | $43.00             | $43.62             | Agency Mortgage-Backed Securities  |
| GNII SF 002306 M     | 2026-10-20      | 8.5000%  | 0.0000% | $8.40              | $8.48              | Agency Mortgage-Backed Securities  |
| GNII SF 002283 M     | 2026-09-20      | 7.0000%  | 0.0000% | $67.14             | $69.75             | Agency Mortgage-Backed Securities  |
| GNII SF 002284 M     | 2026-09-20      | 7.5000%  | 0.0000% | $39.24             | $39.48             | Agency Mortgage-Backed Securities  |
| GNII SF 002285 M     | 2026-09-20      | 8.0000%  | 0.0000% | $45.65             | $46.20             | Agency Mortgage-Backed Securities  |
| GNII SF 002301 M     | 2026-10-20      | 7.0000%  | 0.0000% | $151.28            | $157.16            | Agency Mortgage-Backed Securities  |
| GNII SF 002303 M     | 2026-10-20      | 7.5000%  | 0.0000% | $57.03             | $57.46             | Agency Mortgage-Backed Securities  |
| GNII SF 002340 M     | 2026-12-20      | 7.0000%  | 0.0000% | $38.92             | $40.43             | Agency Mortgage-Backed Securities  |
| GNII SF 002248 M     | 2026-07-20      | 7.5000%  | 0.0000% | $266.36            | $268.14            | Agency Mortgage-Backed Securities  |
| GNII SF 002172 M     | 2026-02-20      | 8.5000%  | 0.0000% | $3.00              | $3.02              | Agency Mortgage-Backed Securities  |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $64.89             | $66.70             | Agency Mortgage-Backed Securities  |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $1588.85           | $1650.63           | Agency Mortgage-Backed Securities  |
| GNII SF 002344 M     | 2026-12-20      | 8.0000%  | 0.0000% | $2.25              | $2.27              | Agency Mortgage-Backed Securities  |
| GNII SF 002322 M     | 2026-11-20      | 7.5000%  | 0.0000% | $53.81             | $54.44             | Agency Mortgage-Backed Securities  |
| GNII SF 002324 M     | 2026-11-20      | 8.0000%  | 0.0000% | $68.04             | $68.61             | Agency Mortgage-Backed Securities  |
| GNII SF 002325 M     | 2026-11-20      | 8.2500%  | 0.0000% | $5.98              | $6.00              | Agency Mortgage-Backed Securities  |
| GNII SF 002376 M     | 2027-02-20      | 7.0000%  | 0.0000% | $86.86             | $90.24             | Agency Mortgage-Backed Securities  |
| GNII SF 002356 M     | 2027-01-20      | 6.5000%  | 0.0000% | $176.14            | $181.95            | Agency Mortgage-Backed Securities  |
| GNII SF 002359 M     | 2027-01-20      | 7.0000%  | 0.0000% | $253.12            | $262.96            | Agency Mortgage-Backed Securities  |
| GNII SF 002378 M     | 2027-02-20      | 7.5000%  | 0.0000% | $144.04            | $145.76            | Agency Mortgage-Backed Securities  |
| GNII SF 002379 M     | 2027-02-20      | 8.0000%  | 0.0000% | $1119.15           | $1133.78           | Agency Mortgage-Backed Securities  |
| GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $165.41            | $171.84            | Agency Mortgage-Backed Securities  |
| GNII SF 002396 M     | 2027-03-20      | 7.5000%  | 0.0000% | $170.04            | $172.35            | Agency Mortgage-Backed Securities  |
| GNII SF 002397 M     | 2027-03-20      | 8.0000%  | 0.0000% | $973.20            | $982.42            | Agency Mortgage-Backed Securities  |
| GNII SF 002433 M     | 2027-05-20      | 8.0000%  | 0.0000% | $439.91            | $446.89            | Agency Mortgage-Backed Securities  |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $15.41             | $16.01             | Agency Mortgage-Backed Securities  |
| GNII SF 002413 M     | 2027-04-20      | 7.5000%  | 0.0000% | $39.02             | $39.56             | Agency Mortgage-Backed Securities  |
| GNII SF 002414 M     | 2027-04-20      | 8.0000%  | 0.0000% | $641.91            | $650.08            | Agency Mortgage-Backed Securities  |
| GNII SF 002430 M     | 2027-05-20      | 7.0000%  | 0.0000% | $268.13            | $278.55            | Agency Mortgage-Backed Securities  |
| GNII SF 002432 M     | 2027-05-20      | 7.5000%  | 0.0000% | $178.89            | $181.43            | Agency Mortgage-Backed Securities  |
| GNII SF 002471 M     | 2027-08-20      | 7.0000%  | 0.0000% | $2602.23           | $2703.41           | Agency Mortgage-Backed Securities  |
| GNII SF 002443 M     | 2027-06-20      | 7.0000%  | 0.0000% | $350.46            | $364.08            | Agency Mortgage-Backed Securities  |
| GNII SF 002444 M     | 2027-06-20      | 7.5000%  | 0.0000% | $465.86            | $471.20            | Agency Mortgage-Backed Securities  |
| GNII SF 002445 M     | 2027-06-20      | 8.0000%  | 0.0000% | $386.85            | $394.88            | Agency Mortgage-Backed Securities  |
| GNII SF 002446 M     | 2027-06-20      | 8.5000%  | 0.0000% | $33.87             | $34.21             | Agency Mortgage-Backed Securities  |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $207.17            | $210.58            | Agency Mortgage-Backed Securities  |
| GNII SF 002459 M     | 2027-07-20      | 8.0000%  | 0.0000% | $3021.77           | $3084.55           | Agency Mortgage-Backed Securities  |
| GNII SF 002460 M     | 2027-07-20      | 8.5000%  | 0.0000% | $79.56             | $80.37             | Agency Mortgage-Backed Securities  |
| GNII SF 002499 M     | 2027-10-20      | 8.0000%  | 0.0000% | $308.70            | $315.31            | Agency Mortgage-Backed Securities  |
| GNII SF 002473 M     | 2027-08-20      | 7.5000%  | 0.0000% | $10.54             | $10.68             | Agency Mortgage-Backed Securities  |
| GNII SF 002474 M     | 2027-08-20      | 8.0000%  | 0.0000% | $451.66            | $462.71            | Agency Mortgage-Backed Securities  |
| GNII SF 002476 M     | 2027-08-20      | 9.0000%  | 0.0000% | $19.72             | $19.93             | Agency Mortgage-Backed Securities  |
| GNII SF 002482 M     | 2027-09-20      | 6.5000%  | 0.0000% | $547.29            | $565.33            | Agency Mortgage-Backed Securities  |
| GNII SF 002486 M     | 2027-09-20      | 8.0000%  | 0.0000% | $139.57            | $141.15            | Agency Mortgage-Backed Securities  |
| GNII SF 002534 M     | 2028-01-20      | 6.5000%  | 0.0000% | $135.45            | $139.92            | Agency Mortgage-Backed Securities  |
| GNII SF 002535 M     | 2028-01-20      | 7.0000%  | 0.0000% | $2723.08           | $2828.96           | Agency Mortgage-Backed Securities  |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $1069.07           | $1088.33           | Agency Mortgage-Backed Securities  |
| GNII SF 002508 M     | 2027-11-20      | 6.5000%  | 0.0000% | $112.34            | $116.04            | Agency Mortgage-Backed Securities  |
| GNII SF 002510 M     | 2027-11-20      | 7.0000%  | 0.0000% | $556.26            | $577.89            | Agency Mortgage-Backed Securities  |
| GNII SF 002511 M     | 2027-11-20      | 7.5000%  | 0.0000% | $515.89            | $525.60            | Agency Mortgage-Backed Securities  |
| GNII SF 002512 M     | 2027-11-20      | 8.0000%  | 0.0000% | $309.13            | $315.92            | Agency Mortgage-Backed Securities  |
| GNII SF 002521 M     | 2027-12-20      | 6.5000%  | 0.0000% | $11.51             | $11.89             | Agency Mortgage-Backed Securities  |
| GNII SF 002522 M     | 2027-12-20      | 7.0000%  | 0.0000% | $57.37             | $59.61             | Agency Mortgage-Backed Securities  |
| GNII SF 002524 M     | 2027-12-20      | 7.5000%  | 0.0000% | $1076.88           | $1096.14           | Agency Mortgage-Backed Securities  |
| GNII SF 002525 M     | 2027-12-20      | 8.0000%  | 0.0000% | $3132.14           | $3198.77           | Agency Mortgage-Backed Securities  |
| GNII SF 002564 M     | 2028-03-20      | 7.0000%  | 0.0000% | $280.95            | $291.88            | Agency Mortgage-Backed Securities  |
| GNII SF 002565 M     | 2028-03-20      | 7.5000%  | 0.0000% | $24.92             | $25.45             | Agency Mortgage-Backed Securities  |
| GNII SF 002566 M     | 2028-03-20      | 8.0000%  | 0.0000% | $39.02             | $39.33             | Agency Mortgage-Backed Securities  |
| GNII SF 002538 M     | 2028-01-20      | 8.0000%  | 0.0000% | $185.01            | $186.72            | Agency Mortgage-Backed Securities  |
| GNII SF 002547 M     | 2028-02-20      | 6.5000%  | 0.0000% | $921.79            | $952.18            | Agency Mortgage-Backed Securities  |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $257.51            | $267.52            | Agency Mortgage-Backed Securities  |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $286.39            | $289.84            | Agency Mortgage-Backed Securities  |
| GNII SF 002550 M     | 2028-02-20      | 8.0000%  | 0.0000% | $3.62              | $3.65              | Agency Mortgage-Backed Securities  |
| GNII SF 003470 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1791.13           | $1779.73           | Agency Mortgage-Backed Securities  |
| GNII SF 003471 M     | 2033-09-20      | 4.7500%  | 0.0000% | $954.08            | $945.47            | Agency Mortgage-Backed Securities  |
| GNII SF 003474 M     | 2033-11-20      | 6.0000%  | 0.0000% | $224.53            | $231.71            | Agency Mortgage-Backed Securities  |
| GNII SF 003476 M     | 2033-11-20      | 7.0000%  | 0.0000% | $226.87            | $235.69            | Agency Mortgage-Backed Securities  |
| GNII SF 003501 M     | 2034-01-20      | 6.0000%  | 0.0000% | $833.10            | $866.60            | Agency Mortgage-Backed Securities  |
| GNII SF 003512 M     | 2034-02-20      | 4.5000%  | 0.0000% | $3972.12           | $3991.71           | Agency Mortgage-Backed Securities  |
| GNII SF 003514 M     | 2034-02-20      | 5.2500%  | 0.0000% | $3785.98           | $3784.48           | Agency Mortgage-Backed Securities  |
| GNII SF 003520 M     | 2034-01-20      | 7.0000%  | 0.0000% | $452.69            | $470.29            | Agency Mortgage-Backed Securities  |
| GNII SF 003528 M     | 2034-03-20      | 4.5000%  | 0.0000% | $650.57            | $645.09            | Agency Mortgage-Backed Securities  |
| GNII SF 003544 M     | 2034-04-20      | 5.5000%  | 0.0000% | $2166.41           | $2226.51           | Agency Mortgage-Backed Securities  |
| GNII SF 003546 M     | 2034-04-20      | 6.5000%  | 0.0000% | $2043.82           | $2127.72           | Agency Mortgage-Backed Securities  |
| GNII SF 003567 M     | 2034-06-20      | 4.5000%  | 0.0000% | $1750.21           | $1726.72           | Agency Mortgage-Backed Securities  |
| GNII SF 003570 M     | 2034-06-20      | 6.0000%  | 0.0000% | $1601.30           | $1671.04           | Agency Mortgage-Backed Securities  |
| GNII SF 003572 M     | 2034-06-20      | 7.0000%  | 0.0000% | $830.31            | $862.60            | Agency Mortgage-Backed Securities  |
| GNII SF 003583 M     | 2034-07-20      | 5.5000%  | 0.0000% | $3737.76           | $3842.12           | Agency Mortgage-Backed Securities  |
| GNII SF 003586 M     | 2034-07-20      | 6.5000%  | 0.0000% | $506.41            | $540.26            | Agency Mortgage-Backed Securities  |
| GNII SF 003596 M     | 2034-08-20      | 5.5000%  | 0.0000% | $876.05            | $909.60            | Agency Mortgage-Backed Securities  |
| GNII SF 003599 M     | 2034-08-20      | 6.5000%  | 0.0000% | $3643.80           | $3905.25           | Agency Mortgage-Backed Securities  |
| GNII SF 002727 M     | 2029-03-20      | 5.5000%  | 0.0000% | $134.57            | $137.11            | Agency Mortgage-Backed Securities  |
| GNII SF 002728 M     | 2029-03-20      | 6.0000%  | 0.0000% | $1313.06           | $1350.35           | Agency Mortgage-Backed Securities  |
| GNII SF 002730 M     | 2029-03-20      | 7.0000%  | 0.0000% | $71.51             | $74.29             | Agency Mortgage-Backed Securities  |
| GNII SF 002702 M     | 2029-01-20      | 7.0000%  | 0.0000% | $240.52            | $249.88            | Agency Mortgage-Backed Securities  |
| GNII SF 002704 M     | 2029-01-20      | 7.5000%  | 0.0000% | $253.69            | $260.30            | Agency Mortgage-Backed Securities  |
| GNII SF 002713 M     | 2029-02-20      | 6.0000%  | 0.0000% | $68.92             | $70.60             | Agency Mortgage-Backed Securities  |
| GNII SF 002714 M     | 2029-02-20      | 6.5000%  | 0.0000% | $4258.95           | $4399.36           | Agency Mortgage-Backed Securities  |
| GNII SF 002716 M     | 2029-02-20      | 7.0000%  | 0.0000% | $213.14            | $221.43            | Agency Mortgage-Backed Securities  |
| GNII SF 002742 M     | 2029-04-20      | 7.0000%  | 0.0000% | $350.18            | $363.80            | Agency Mortgage-Backed Securities  |
| GNII SF 002743 M     | 2029-04-20      | 7.5000%  | 0.0000% | $33.08             | $33.58             | Agency Mortgage-Backed Securities  |
| GNII SF 002744 M     | 2029-04-20      | 8.0000%  | 0.0000% | $324.58            | $326.94            | Agency Mortgage-Backed Securities  |
| GNII SF 002754 M     | 2029-05-20      | 6.5000%  | 0.0000% | $69.93             | $72.24             | Agency Mortgage-Backed Securities  |
| GNII SF 002755 M     | 2029-05-20      | 7.0000%  | 0.0000% | $2475.91           | $2572.18           | Agency Mortgage-Backed Securities  |
| GNII SF 002796 M     | 2029-08-20      | 7.0000%  | 0.0000% | $4315.59           | $4483.39           | Agency Mortgage-Backed Securities  |
| GNII SF 002767 M     | 2029-06-20      | 6.5000%  | 0.0000% | $755.54            | $780.45            | Agency Mortgage-Backed Securities  |
| GNII SF 002769 M     | 2029-06-20      | 7.5000%  | 0.0000% | $32.58             | $33.52             | Agency Mortgage-Backed Securities  |
| GNII SF 002781 M     | 2029-07-20      | 6.5000%  | 0.0000% | $3483.60           | $3598.44           | Agency Mortgage-Backed Securities  |
| GNII SF 002783 M     | 2029-07-20      | 7.0000%  | 0.0000% | $1602.02           | $1664.31           | Agency Mortgage-Backed Securities  |
| GNII SF 002785 M     | 2029-07-20      | 8.0000%  | 0.0000% | $400.02            | $403.74            | Agency Mortgage-Backed Securities  |
| GNII SF 002824 M     | 2029-10-20      | 7.0000%  | 0.0000% | $2031.83           | $2110.83           | Agency Mortgage-Backed Securities  |
| GNII SF 002826 M     | 2029-10-20      | 8.0000%  | 0.0000% | $69.50             | $72.45             | Agency Mortgage-Backed Securities  |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $652.09            | $672.73            | Agency Mortgage-Backed Securities  |
| GNII SF 002799 M     | 2029-08-20      | 8.0000%  | 0.0000% | $65.81             | $66.28             | Agency Mortgage-Backed Securities  |
| GNII SF 002808 M     | 2029-09-20      | 6.5000%  | 0.0000% | $214.40            | $221.46            | Agency Mortgage-Backed Securities  |
| GNII SF 002809 M     | 2029-09-20      | 7.0000%  | 0.0000% | $224.47            | $233.19            | Agency Mortgage-Backed Securities  |
| GNII SF 002810 M     | 2029-09-20      | 7.5000%  | 0.0000% | $639.14            | $659.28            | Agency Mortgage-Backed Securities  |
| GNII SF 002811 M     | 2029-09-20      | 8.0000%  | 0.0000% | $116.11            | $120.70            | Agency Mortgage-Backed Securities  |
| GNII SF 002853 M     | 2029-12-20      | 7.5000%  | 0.0000% | $1071.94           | $1101.88           | Agency Mortgage-Backed Securities  |
| GNII SF 002854 M     | 2029-12-20      | 8.0000%  | 0.0000% | $140.15            | $147.97            | Agency Mortgage-Backed Securities  |
| GNII SF 002855 M     | 2029-12-20      | 8.5000%  | 0.0000% | $15.95             | $16.10             | Agency Mortgage-Backed Securities  |
| GNII SF 002838 M     | 2029-11-20      | 7.0000%  | 0.0000% | $2434.51           | $2529.17           | Agency Mortgage-Backed Securities  |
| GNII SF 002839 M     | 2029-11-20      | 7.5000%  | 0.0000% | $86.26             | $89.61             | Agency Mortgage-Backed Securities  |
| GNII SF 002840 M     | 2029-11-20      | 8.0000%  | 0.0000% | $34.25             | $35.66             | Agency Mortgage-Backed Securities  |
| GNII SF 002852 M     | 2029-12-20      | 7.0000%  | 0.0000% | $57.58             | $59.81             | Agency Mortgage-Backed Securities  |
| GNII SF 002885 M     | 2030-02-20      | 8.5000%  | 0.0000% | $34.90             | $35.48             | Agency Mortgage-Backed Securities  |
| GNII SF 002864 M     | 2030-01-20      | 6.0000%  | 0.0000% | $37.79             | $38.56             | Agency Mortgage-Backed Securities  |
| GNII SF 002866 M     | 2030-01-20      | 7.0000%  | 0.0000% | $1536.78           | $1596.53           | Agency Mortgage-Backed Securities  |
| GNII SF 002867 M     | 2030-01-20      | 7.5000%  | 0.0000% | $188.90            | $196.05            | Agency Mortgage-Backed Securities  |
| GNII SF 002868 M     | 2030-01-20      | 8.0000%  | 0.0000% | $577.41            | $612.04            | Agency Mortgage-Backed Securities  |
| GNII SF 002882 M     | 2030-02-20      | 7.0000%  | 0.0000% | $753.27            | $782.56            | Agency Mortgage-Backed Securities  |
| GNII SF 002883 M     | 2030-02-20      | 7.5000%  | 0.0000% | $130.18            | $134.58            | Agency Mortgage-Backed Securities  |
| GNII SF 002884 M     | 2030-02-20      | 8.0000%  | 0.0000% | $38.34             | $40.64             | Agency Mortgage-Backed Securities  |
| GNII SF 002921 M     | 2030-05-20      | 7.5000%  | 0.0000% | $1203.08           | $1249.12           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $25.42             | $26.89             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01233 G | 2031-04-01      | 7.0000%  | 0.0000% | $26.64             | $28.18             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G01486 G | 2032-12-01      | 6.5000%  | 0.0000% | $2855.79           | $2963.67           | Agency Mortgage-Backed Securities  |
| FMAR 841019 G        | 2046-11-01      | 6.5550%  | 0.0000% | $551595.66         | $573875.99         | Agency Mortgage-Backed Securities  |
| FMAR 841073 G        | 2045-09-01      | 6.6310%  | 0.0000% | $94209.46          | $97533.72          | Agency Mortgage-Backed Securities  |
| FMAR 841076 G        | 2048-11-01      | 3.0050%  | 0.0000% | $177992.62         | $174378.34         | Agency Mortgage-Backed Securities  |
| FMAR 841077 G        | 2047-11-01      | 3.6540%  | 0.0000% | $39161.41          | $39929.56          | Agency Mortgage-Backed Securities  |
| FMAR 841081 G        | 2050-02-01      | 3.1040%  | 0.0000% | $1421477.24        | $1426021.22        | Agency Mortgage-Backed Securities  |
| FMAR 841084 G        | 2047-08-01      | 6.6950%  | 0.0000% | $30803.53          | $31850.83          | Agency Mortgage-Backed Securities  |
| FMAR 841249 G        | 2049-03-01      | 6.6980%  | 0.0000% | $176748.30         | $182427.16         | Agency Mortgage-Backed Securities  |
| FMAR 841383 G        | 2048-04-01      | 6.7440%  | 0.0000% | $395885.37         | $409649.12         | Agency Mortgage-Backed Securities  |
| FMAR 841384 G        | 2047-09-01      | 6.7480%  | 0.0000% | $71731.51          | $74141.93          | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 7.2500%  | 0.0000% | $303.35            | $310.37            | Agency Mortgage-Backed Securities  |
| FMAR 1B2566 G        | 2034-11-01      | 7.4000%  | 0.0000% | $222.59            | $228.99            | Agency Mortgage-Backed Securities  |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $200.11            | $204.27            | Agency Mortgage-Backed Securities  |
| FMAR 1B2642 G        | 2034-11-01      | 7.0180%  | 0.0000% | $668.45            | $688.76            | Agency Mortgage-Backed Securities  |
| FMAR 1B2810 G        | 2035-02-01      | 6.8410%  | 0.0000% | $881.51            | $915.36            | Agency Mortgage-Backed Securities  |
| FMAR 1B4060 G        | 2038-05-01      | 6.7670%  | 0.0000% | $102532.13         | $105751.15         | Agency Mortgage-Backed Securities  |
| FMAR 1B4843 G        | 2040-07-01      | 7.6300%  | 0.0000% | $27001.60          | $27933.40          | Agency Mortgage-Backed Securities  |
| FMAR 848005 G        | 2038-07-01      | 7.2760%  | 0.0000% | $201945.56         | $206448.01         | Agency Mortgage-Backed Securities  |
| FMAR 847340 G        | 2034-11-01      | 7.6470%  | 0.0000% | $296.98            | $304.42            | Agency Mortgage-Backed Securities  |
| FMAR 847415 G        | 2035-06-01      | 6.5080%  | 0.0000% | $1360.59           | $1408.30           | Agency Mortgage-Backed Securities  |
| FMAR 847581 G        | 2036-07-01      | 7.6900%  | 0.0000% | $1093.91           | $1123.92           | Agency Mortgage-Backed Securities  |
| FMAR 847640 G        | 2036-05-01      | 6.6860%  | 0.0000% | $8299.82           | $8518.79           | Agency Mortgage-Backed Securities  |
| FMAR 847797 G        | 2037-07-01      | 6.3840%  | 0.0000% | $137186.98         | $138396.01         | Agency Mortgage-Backed Securities  |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $117276.81         | $119096.21         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A65179 G | 2037-09-01      | 6.5000%  | 0.0000% | $2249.68           | $2362.33           | Agency Mortgage-Backed Securities  |
| FMAR 2B0811 G        | 2042-09-01      | 7.3520%  | 0.0000% | $10239.65          | $10678.59          | Agency Mortgage-Backed Securities  |
| FMAR 1J0780 G        | 2037-12-01      | 6.8010%  | 0.0000% | $1769.94           | $1839.14           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  | 0.0000% | $77.84             | $80.17             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $966.32            | $897.92            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $119.61            | $112.56            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $168.64            | $147.96            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $153.30            | $144.60            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  | 0.0000% | $406.19            | $370.64            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $78.37             | $73.84             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $106.21            | $92.59             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08615 G | 2044-11-01      | 3.5000%  | 0.0000% | $82.17             | $76.31             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $89.98             | $83.53             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $280.76            | $260.56            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $655.79            | $621.53            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $111.20            | $103.02            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $744.33            | $689.09            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  | 0.0000% | $113.14            | $106.95            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08701 G | 2046-04-01      | 3.0000%  | 0.0000% | $293.60            | $260.16            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $107.05            | $101.24            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08706 G | 2046-05-01      | 3.5000%  | 0.0000% | $114.60            | $105.63            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $4095.52           | $3623.27           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $935.92            | $826.40            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18537 G | 2030-01-01      | 3.0000%  | 0.0000% | $675.99            | $661.68            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  | 0.0000% | $97.42             | $95.74             | Agency Mortgage-Backed Securities  |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $119543.61         | $123287.62         | Agency Mortgage-Backed Securities  |
| FMAR 1G0438 G        | 2035-11-01      | 6.4370%  | 0.0000% | $247542.28         | $255243.12         | Agency Mortgage-Backed Securities  |
| FMAR 1A0051 G        | 2035-12-01      | 6.2050%  | 0.0000% | $29899.85          | $30183.72          | Agency Mortgage-Backed Securities  |
| FMAR 1A1085 G        | 2036-08-01      | 6.4950%  | 0.0000% | $2095.91           | $2151.07           | Agency Mortgage-Backed Securities  |
| FMAR 1A1077 G        | 2036-03-01      | 6.1340%  | 0.0000% | $51341.61          | $51786.57          | Agency Mortgage-Backed Securities  |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $876.36            | $907.07            | Agency Mortgage-Backed Securities  |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $1958.53           | $2013.51           | Agency Mortgage-Backed Securities  |
| FMAR 1J1418 G        | 2036-12-01      | 6.3150%  | 0.0000% | $936.34            | $957.07            | Agency Mortgage-Backed Securities  |
| FMAR 1J1516 G        | 2037-02-01      | 6.5960%  | 0.0000% | $1429.20           | $1482.37           | Agency Mortgage-Backed Securities  |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4238.05           | $4418.62           | Agency Mortgage-Backed Securities  |
| FMAR 1L0183 G        | 2035-08-01      | 6.9850%  | 0.0000% | $670.67            | $690.82            | Agency Mortgage-Backed Securities  |
| FMAR 1M1044 G        | 2036-09-01      | 6.4640%  | 0.0000% | $516134.99         | $531911.52         | Agency Mortgage-Backed Securities  |
| FMAR 1M1049 G        | 2036-10-01      | 6.3450%  | 0.0000% | $193085.63         | $196123.16         | Agency Mortgage-Backed Securities  |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $76011.84          | $77155.29          | Agency Mortgage-Backed Securities  |
| FMAR 1M1099 G        | 2035-09-01      | 6.1780%  | 0.0000% | $253076.67         | $257972.01         | Agency Mortgage-Backed Securities  |
| FMAR 1N0002 G        | 2035-04-01      | 6.2880%  | 0.0000% | $282412.19         | $290888.80         | Agency Mortgage-Backed Securities  |
| FMAR 1N0057 G        | 2035-11-01      | 6.5600%  | 0.0000% | $189534.43         | $192320.33         | Agency Mortgage-Backed Securities  |
| FMAR 1N0064 G        | 2035-10-01      | 6.1450%  | 0.0000% | $28776.16          | $29193.26          | Agency Mortgage-Backed Securities  |
| FMAR 1N0117 G        | 2035-12-01      | 6.3320%  | 0.0000% | $340876.45         | $346018.46         | Agency Mortgage-Backed Securities  |
| FMAR 1N0172 G        | 2036-07-01      | 6.2340%  | 0.0000% | $121007.70         | $123472.99         | Agency Mortgage-Backed Securities  |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $53842.88          | $55874.01          | Agency Mortgage-Backed Securities  |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $59082.84          | $59526.27          | Agency Mortgage-Backed Securities  |
| FMAR 1N1790 G        | 2037-08-01      | 5.8020%  | 0.0000% | $125290.62         | $125679.89         | Agency Mortgage-Backed Securities  |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $145015.09         | $149054.12         | Agency Mortgage-Backed Securities  |
| FMAR 1N1481 G        | 2037-06-01      | 6.5020%  | 0.0000% | $181295.21         | $186295.39         | Agency Mortgage-Backed Securities  |
| FMAR 1N1568 G        | 2037-03-01      | 6.2180%  | 0.0000% | $351932.96         | $358560.44         | Agency Mortgage-Backed Securities  |
| FMAR 1G1744 G        | 2035-08-01      | 6.5000%  | 0.0000% | $14074.90          | $14402.23          | Agency Mortgage-Backed Securities  |
| FMAR 1G1555 G        | 2037-02-01      | 7.2270%  | 0.0000% | $2476.88           | $2569.67           | Agency Mortgage-Backed Securities  |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2298.86           | $2363.33           | Agency Mortgage-Backed Securities  |
| FMAR 1G5114 G        | 2036-10-01      | 7.3550%  | 0.0000% | $81052.36          | $82751.47          | Agency Mortgage-Backed Securities  |
| FMAR 1G5143 G        | 2036-06-01      | 6.4860%  | 0.0000% | $142551.45         | $145073.47         | Agency Mortgage-Backed Securities  |
| FMAR 1H2520 G        | 2035-06-01      | 6.6060%  | 0.0000% | $20912.43          | $21669.08          | Agency Mortgage-Backed Securities  |
| FMAR 1H2623 G        | 2036-07-01      | 6.2500%  | 0.0000% | $345300.00         | $358023.38         | Agency Mortgage-Backed Securities  |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $1976.31           | $2034.95           | Agency Mortgage-Backed Securities  |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $14483.54          | $15031.02          | Agency Mortgage-Backed Securities  |
| FMAR 1B7536 G        | 2037-11-01      | 6.7500%  | 0.0000% | $190131.84         | $195853.67         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $396.88            | $373.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $708.60            | $609.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $4898.11           | $4402.49           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $8159.27           | $7012.08           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $3767.59           | $3131.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $2376.91           | $2135.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $3268.30           | $3029.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $4251.62           | $3944.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3547 | 2055-08-01      | 5.5000%  | 0.0000% | $2522.00           | $2534.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $4784.00           | $4887.67           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBA1645 | 2045-12-01      | 7.0900%  | 0.0000% | $133.72            | $136.87            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBC1196 | 2046-06-01      | 6.2890%  | 0.0000% | $42447.07          | $43970.96          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBD8032 | 2046-09-01      | 7.1270%  | 0.0000% | $15438.36          | $15948.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $309.47            | $280.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $497.41            | $466.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $1975.41           | $1842.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $2079.04           | $1943.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $1077.62           | $978.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $346.68            | $325.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $20141.66          | $18949.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $1236.72           | $1121.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $6315.27           | $5730.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $1444.88           | $1311.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $1014.17           | $834.31            | Agency Mortgage-Backed Securities  |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2289.84           | $2327.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM9039 | 2036-09-01      | 2.5000%  | 0.0000% | $407913.91         | $380658.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $101128.25         | $84378.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $3380.02           | $3176.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $1639.81           | $1488.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $4378.81           | $3982.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701 | 2051-12-01      | 3.0000%  | 0.0000% | $41939.59          | $36340.23          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $4773.89           | $4101.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $823.99            | $707.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $3251.48           | $2795.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  | 0.0000% | $43526.03          | $37881.14          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1648 | 2052-01-01      | 2.5000%  | 0.0000% | $4820.60           | $3971.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $3339.28           | $2873.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  | 0.0000% | $13681.59          | $11948.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $1658.78           | $1307.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $3250.81           | $2690.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2535 | 2052-08-01      | 2.5000%  | 0.0000% | $835.11            | $686.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $1709.32           | $1538.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $10309.40          | $9591.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9400 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9487 | 2055-08-01      | 6.5000%  | 0.0000% | $398937.00         | $416932.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0677 | 2054-09-01      | 6.5000%  | 0.0000% | $964.64            | $1013.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $1979.06           | $1834.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1428 | 2055-04-01      | 5.0000%  | 0.0000% | $1353.59           | $1331.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1431 | 2055-04-01      | 5.5000%  | 0.0000% | $2311.12           | $2334.45           | Agency Mortgage-Backed Securities  |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56690.81          | $44009.65          | Agency Mortgage-Backed Securities  |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51385.56          | $46468.73          | Agency Mortgage-Backed Securities  |
| FMAR 8D0268 G        | 2052-08-01      | 3.9510%  | 0.0000% | $147536.95         | $142340.48         | Agency Mortgage-Backed Securities  |
| FMAR 1G2602 G        | 2036-10-01      | 6.5000%  | 0.0000% | $2417.36           | $2475.13           | Agency Mortgage-Backed Securities  |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $179603.47         | $184364.45         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0895 G        | 2039-09-01      | 7.6040%  | 0.0000% | $129292.50         | $133567.51         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $94281.82          | $95867.81          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0105 G        | 2036-09-01      | 6.7670%  | 0.0000% | $2460.84           | $2533.01           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0219 G        | 2037-02-01      | 6.6330%  | 0.0000% | $38718.47          | $40148.48          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0223 G        | 2036-11-01      | 7.0350%  | 0.0000% | $11764.75          | $12088.03          | Agency Mortgage-Backed Securities  |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3803.25           | $3860.75           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4350%  | 0.0000% | $283340.71         | $293727.27         | Agency Mortgage-Backed Securities  |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $178341.52         | $180406.62         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1370%  | 0.0000% | $248035.95         | $250716.02         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2800%  | 0.0000% | $106062.63         | $107756.28         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1676 G        | 2038-02-01      | 6.2190%  | 0.0000% | $674127.24         | $694215.90         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1208 G        | 2038-04-01      | 5.2570%  | 0.0000% | $59990.12          | $59551.10          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $140124.09         | $144654.98         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1453 G        | 2038-02-01      | 6.7520%  | 0.0000% | $454739.53         | $469783.98         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1829 G        | 2038-10-01      | 6.9610%  | 0.0000% | $95343.00          | $97525.19          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1830 G        | 2037-05-01      | 6.3500%  | 0.0000% | $38716.88          | $39017.15          | Agency Mortgage-Backed Securities  |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3070%  | 0.0000% | $801874.60         | $820687.25         | Agency Mortgage-Backed Securities  |
| FMAR 1Q1903 G        | 2038-04-01      | 7.2140%  | 0.0000% | $1488820.81        | $1544470.95        | Agency Mortgage-Backed Securities  |
| FMAR 1Q1904 G        | 2040-09-01      | 6.7950%  | 0.0000% | $1154010.71        | $1196001.12        | Agency Mortgage-Backed Securities  |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $330219.26         | $344354.07         | Agency Mortgage-Backed Securities  |
| FMAR 1B8855 G        | 2041-10-01      | 6.8800%  | 0.0000% | $260911.93         | $270178.83         | Agency Mortgage-Backed Securities  |
| FMAR 1A1841 G        | 2037-06-01      | 6.2300%  | 0.0000% | $22520.61          | $22908.25          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C00785 G | 2029-06-01      | 6.5000%  | 0.0000% | $2458.87           | $2551.76           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $330.31            | $312.72            | Agency Mortgage-Backed Securities  |
| FMAR 788825 G        | 2031-11-01      | 6.9810%  | 0.0000% | $216.25            | $222.03            | Agency Mortgage-Backed Securities  |
| FMAR 848954 G        | 2043-02-01      | 6.7200%  | 0.0000% | $20825.66          | $21639.53          | Agency Mortgage-Backed Securities  |
| FMAR 848445 G        | 2035-08-01      | 6.9810%  | 0.0000% | $348165.60         | $358905.98         | Agency Mortgage-Backed Securities  |
| FMAR 848520 G        | 2040-05-01      | 6.9260%  | 0.0000% | $46940.13          | $48080.52          | Agency Mortgage-Backed Securities  |
| FMAR 848528 G        | 2038-06-01      | 6.7380%  | 0.0000% | $92527.20          | $95206.05          | Agency Mortgage-Backed Securities  |
| FMAR 848558 G        | 2041-08-01      | 6.8890%  | 0.0000% | $15326.86          | $15916.02          | Agency Mortgage-Backed Securities  |
| FMAR 848644 G        | 2040-09-01      | 7.4150%  | 0.0000% | $116855.80         | $120546.48         | Agency Mortgage-Backed Securities  |
| FMAR 849128 G        | 2043-09-01      | 7.0610%  | 0.0000% | $5853.75           | $6026.34           | Agency Mortgage-Backed Securities  |
| FMAR 849154 G        | 2043-10-01      | 6.6150%  | 0.0000% | $15673.64          | $16234.24          | Agency Mortgage-Backed Securities  |
| FMAR 849135 G        | 2043-08-01      | 7.2630%  | 0.0000% | $163202.22         | $167910.52         | Agency Mortgage-Backed Securities  |
| FMAR 849147 G        | 2043-10-01      | 7.1920%  | 0.0000% | $11073.04          | $11450.55          | Agency Mortgage-Backed Securities  |
| FMAR 849218 G        | 2044-01-01      | 6.7510%  | 0.0000% | $27818.62          | $28934.03          | Agency Mortgage-Backed Securities  |
| FMAR 849198 G        | 2043-11-01      | 6.7310%  | 0.0000% | $10147.75          | $10497.33          | Agency Mortgage-Backed Securities  |
| FMAR 849266 G        | 2043-08-01      | 6.8760%  | 0.0000% | $14639.85          | $15158.81          | Agency Mortgage-Backed Securities  |
| FMAR 849336 G        | 2034-12-01      | 6.4070%  | 0.0000% | $5932.68           | $6011.28           | Agency Mortgage-Backed Securities  |
| FMAR 849479 G        | 2037-10-01      | 6.4660%  | 0.0000% | $331054.55         | $339002.62         | Agency Mortgage-Backed Securities  |
| FMAR 849504 G        | 2044-10-01      | 6.8970%  | 0.0000% | $325756.90         | $337807.79         | Agency Mortgage-Backed Securities  |
| FMAR 849565 G        | 2038-08-01      | 6.5490%  | 0.0000% | $62446.35          | $64442.04          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $1254.32           | $1181.79           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $35.85             | $34.64             | Agency Mortgage-Backed Securities  |
| FMAR 780870 G        | 2033-09-01      | 7.3020%  | 0.0000% | $883.68            | $908.53            | Agency Mortgage-Backed Securities  |
| FMAR 840207 G        | 2045-09-01      | 6.3400%  | 0.0000% | $222860.07         | $229194.95         | Agency Mortgage-Backed Securities  |
| FMAR 840214 G        | 2043-09-01      | 7.1080%  | 0.0000% | $19491.85          | $20312.95          | Agency Mortgage-Backed Securities  |
| FMAR 840321 G        | 2045-11-01      | 6.6830%  | 0.0000% | $128053.55         | $132112.62         | Agency Mortgage-Backed Securities  |
| FMAR 840324 G        | 2037-06-01      | 6.3380%  | 0.0000% | $1139545.98        | $1175040.18        | Agency Mortgage-Backed Securities  |
| FMAR 840623 G        | 2047-05-01      | 6.5640%  | 0.0000% | $27066.50          | $28021.29          | Agency Mortgage-Backed Securities  |
| FMAR 840698 G        | 2047-03-01      | 2.6850%  | 0.0000% | $236945.15         | $226587.69         | Agency Mortgage-Backed Securities  |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $233.84            | $234.66            | Agency Mortgage-Backed Securities  |
| FMAR 786223 G        | 2028-01-01      | 7.4820%  | 0.0000% | $271.83            | $273.23            | Agency Mortgage-Backed Securities  |
| FMAR 782630 G        | 2036-01-01      | 6.5810%  | 0.0000% | $277518.22         | $286654.44         | Agency Mortgage-Backed Securities  |
| FMAR 782785 G        | 2034-10-01      | 6.8970%  | 0.0000% | $679.99            | $698.52            | Agency Mortgage-Backed Securities  |
| FMAR 782837 G        | 2034-11-01      | 6.4020%  | 0.0000% | $932.67            | $966.72            | Agency Mortgage-Backed Securities  |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $25383.93          | $26332.37          | Agency Mortgage-Backed Securities  |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $740.33            | $768.17            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $93.36             | $93.37             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $413.16            | $413.97            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2100%  | 0.0000% | $14228.69          | $14117.76          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.6250%  | 0.0000% | $130.22            | $133.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255883 | 2035-08-01      | 7.2980%  | 0.0000% | $9909.03           | $10233.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $145.47            | $141.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $65806.42          | $58910.15          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5134 | 2047-09-01      | 7.3700%  | 0.0000% | $3374.70           | $3493.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 7.3700%  | 0.0000% | $1470.77           | $1513.94           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 6.6060%  | 0.0000% | $23742.55          | $24626.62          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH9206 | 2047-09-01      | 7.3500%  | 0.0000% | $29607.34          | $30854.55          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 7.1000%  | 0.0000% | $2794.38           | $2898.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBK7907 | 2048-11-01      | 3.6720%  | 0.0000% | $14005.73          | $14356.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $71.54             | $67.41             | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0477 | 2028-11-01      | 4.0000%  | 0.0000% | $1037.19           | $1032.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $412.06            | $389.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1332 | 2047-05-01      | 6.4510%  | 0.0000% | $17091.08          | $17713.08          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1130%  | 0.0000% | $2287.90           | $2235.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX JUBM1876 | 2044-09-01      | 5.1940%  | 0.0000% | $5682.35           | $5779.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3332 | 2048-01-01      | 3.5000%  | 0.0000% | $371044.63         | $339463.79         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3344 | 2047-12-01      | 6.6080%  | 0.0000% | $6520.52           | $6750.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4372 | 2048-03-01      | 4.0550%  | 0.0000% | $20869.40          | $20856.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4564 | 2046-08-01      | 6.0220%  | 0.0000% | $8968.14           | $9267.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4576 | 2047-11-01      | 6.7510%  | 0.0000% | $16207.05          | $16798.23          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6249 | 2044-04-01      | 6.8760%  | 0.0000% | $42395.91          | $44004.19          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6054 | 2045-06-01      | 6.7080%  | 0.0000% | $43405.01          | $44942.05          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6056 | 2048-09-01      | 6.5350%  | 0.0000% | $37632.23          | $38933.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6120 | 2049-09-01      | 2.9950%  | 0.0000% | $9847.78           | $9966.67           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6557 | 2050-01-01      | 6.4410%  | 0.0000% | $9775.29           | $10114.56          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6760 | 2046-08-01      | 6.6370%  | 0.0000% | $38660.35          | $40187.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $165.52            | $160.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $26892.04          | $23101.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | 0.0000% | $2267.78           | $2116.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $1599.04           | $1373.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $188310.67         | $171461.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $848.33            | $762.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $14542.43          | $13241.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $1387.54           | $1197.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $870.49            | $716.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $5084.86           | $4597.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  | 0.0000% | $1557250.47        | $1283164.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $1711.46           | $1646.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $900.43            | $808.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $5550.16           | $4985.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6606 | 2052-10-01      | 2.0000%  | 0.0000% | $3627.81           | $2855.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $10677.14          | $9182.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $924.80            | $794.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $53495.94          | $52284.08          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $2976.61           | $2758.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRQ0017 | 2055-06-01      | 3.5000%  | 0.0000% | $990.71            | $889.94            | Agency Mortgage-Backed Securities  |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $3060.87           | $2766.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | 0.0000% | $1264.86           | $1246.89           | Agency Mortgage-Backed Securities  |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $502.57            | $516.32            | Agency Mortgage-Backed Securities  |
| GNII SF MA0463 M     | 2042-10-20      | 4.0000%  | 0.0000% | $187.11            | $178.03            | Agency Mortgage-Backed Securities  |
| GNII SF MA0466 M     | 2042-10-20      | 5.5000%  | 0.0000% | $4719.13           | $4848.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $124532.35         | $112659.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA0626 M     | 2042-12-20      | 4.0000%  | 0.0000% | $49683.75          | $47271.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA1063 M     | 2028-05-20      | 2.0000%  | 0.0000% | $4416.87           | $4294.73           | Agency Mortgage-Backed Securities  |
| GNII SF MA1291 M     | 2038-11-20      | 6.5000%  | 0.0000% | $2085.34           | $2188.29           | Agency Mortgage-Backed Securities  |
| GNII SF MA1374 M     | 2043-10-20      | 3.0000%  | 0.0000% | $5333.86           | $4807.68           | Agency Mortgage-Backed Securities  |
| GNII SF MA1380 M     | 2035-06-20      | 6.0000%  | 0.0000% | $137.28            | $144.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA1452 M     | 2043-11-20      | 5.5000%  | 0.0000% | $2150.91           | $2218.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA2600 M     | 2045-02-20      | 3.0000%  | 0.0000% | $3884.53           | $3457.38           | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $83.18             | $76.67             | Agency Mortgage-Backed Securities  |
| GNII SF MA2076 M     | 2044-07-20      | 5.0000%  | 0.0000% | $1664.42           | $1676.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA2147 M     | 2044-08-20      | 3.0000%  | 0.0000% | $137.33            | $123.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA2149 M     | 2044-08-20      | 4.0000%  | 0.0000% | $4503.09           | $4260.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $70.43             | $66.60             | Agency Mortgage-Backed Securities  |
| GNII SF MA2310 M     | 2032-06-20      | 7.0000%  | 0.0000% | $4664.26           | $4845.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA2499 M     | 2030-01-20      | 8.0000%  | 0.0000% | $3035.04           | $3064.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA2521 M     | 2045-01-20      | 3.5000%  | 0.0000% | $1907.55           | $1760.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA3504 M     | 2027-03-20      | 7.0000%  | 0.0000% | $4257.88           | $4423.45           | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $121.66            | $108.46            | Agency Mortgage-Backed Securities  |
| GNII SF MA3582 M     | 2031-07-20      | 8.0000%  | 0.0000% | $1050.08           | $1058.36           | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $231.16            | $213.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA2895 M     | 2045-06-20      | 5.0000%  | 0.0000% | $1014.30           | $1020.81           | Agency Mortgage-Backed Securities  |
| GNII SF DE1128 C     | 2054-09-20      | 6.5000%  | 0.0000% | $6608.40           | $6964.64           | Agency Mortgage-Backed Securities  |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1018964.98        | $1077017.11        | Agency Mortgage-Backed Securities  |
| GNII SF DF8362 C     | 2055-01-20      | 7.0000%  | 0.0000% | $996.56            | $1035.24           | Agency Mortgage-Backed Securities  |
| GNII SF 002922 M     | 2030-05-20      | 8.0000%  | 0.0000% | $309.78            | $327.32            | Agency Mortgage-Backed Securities  |
| GNII SF 002924 M     | 2030-05-20      | 8.5000%  | 0.0000% | $91.80             | $95.12             | Agency Mortgage-Backed Securities  |
| GNII SF 002895 M     | 2030-03-20      | 7.0000%  | 0.0000% | $80.69             | $83.83             | Agency Mortgage-Backed Securities  |
| GNII SF 002896 M     | 2030-03-20      | 7.5000%  | 0.0000% | $65.11             | $67.33             | Agency Mortgage-Backed Securities  |
| GNII SF 002897 M     | 2030-03-20      | 8.0000%  | 0.0000% | $610.34            | $642.69            | Agency Mortgage-Backed Securities  |
| GNII SF 002898 M     | 2030-03-20      | 8.5000%  | 0.0000% | $30.17             | $31.66             | Agency Mortgage-Backed Securities  |
| GNII SF 002908 M     | 2030-04-20      | 7.5000%  | 0.0000% | $639.31            | $656.41            | Agency Mortgage-Backed Securities  |
| GNII SF 002909 M     | 2030-04-20      | 8.0000%  | 0.0000% | $1439.18           | $1487.58           | Agency Mortgage-Backed Securities  |
| GNII SF 002910 M     | 2030-04-20      | 8.5000%  | 0.0000% | $307.32            | $317.07            | Agency Mortgage-Backed Securities  |
| GNII SF 002956 M     | 2030-08-20      | 7.0000%  | 0.0000% | $2376.96           | $2469.39           | Agency Mortgage-Backed Securities  |
| GNII SF 002935 M     | 2030-06-20      | 8.0000%  | 0.0000% | $1050.47           | $1114.20           | Agency Mortgage-Backed Securities  |
| GNII SF 002936 M     | 2030-06-20      | 8.5000%  | 0.0000% | $575.69            | $601.16            | Agency Mortgage-Backed Securities  |
| GNII SF 002944 M     | 2030-07-20      | 7.0000%  | 0.0000% | $31.78             | $33.02             | Agency Mortgage-Backed Securities  |
| GNII SF 002945 M     | 2030-07-20      | 7.5000%  | 0.0000% | $204.59            | $210.17            | Agency Mortgage-Backed Securities  |
| GNII SF 002946 M     | 2030-07-20      | 8.0000%  | 0.0000% | $95.63             | $100.18            | Agency Mortgage-Backed Securities  |
| GNII SF 002947 M     | 2030-07-20      | 8.5000%  | 0.0000% | $484.19            | $507.51            | Agency Mortgage-Backed Securities  |
| GNII SF 002986 M     | 2030-10-20      | 7.0000%  | 0.0000% | $1905.52           | $1979.61           | Agency Mortgage-Backed Securities  |
| GNII SF 002987 M     | 2030-10-20      | 7.5000%  | 0.0000% | $226.28            | $237.94            | Agency Mortgage-Backed Securities  |
| GNII SF 002988 M     | 2030-10-20      | 8.0000%  | 0.0000% | $186.05            | $194.61            | Agency Mortgage-Backed Securities  |
| GNII SF 002959 M     | 2030-08-20      | 8.5000%  | 0.0000% | $1596.02           | $1681.49           | Agency Mortgage-Backed Securities  |
| GNII SF 002960 M     | 2030-08-20      | 9.0000%  | 0.0000% | $3.32              | $3.35              | Agency Mortgage-Backed Securities  |
| GNII SF 002971 M     | 2030-09-20      | 7.0000%  | 0.0000% | $344.70            | $358.20            | Agency Mortgage-Backed Securities  |
| GNII SF 002972 M     | 2030-09-20      | 7.5000%  | 0.0000% | $558.66            | $589.99            | Agency Mortgage-Backed Securities  |
| GNII SF 002973 M     | 2030-09-20      | 8.0000%  | 0.0000% | $121.16            | $125.69            | Agency Mortgage-Backed Securities  |
| GNII SF 002974 M     | 2030-09-20      | 8.5000%  | 0.0000% | $8.32              | $8.77              | Agency Mortgage-Backed Securities  |
| GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $196.78            | $199.35            | Agency Mortgage-Backed Securities  |
| GNII SF 002989 M     | 2030-10-20      | 8.5000%  | 0.0000% | $25.23             | $26.51             | Agency Mortgage-Backed Securities  |
| GNII SF 002990 M     | 2030-10-20      | 9.0000%  | 0.0000% | $195.86            | $198.02            | Agency Mortgage-Backed Securities  |
| GNII SF 002998 M     | 2030-11-20      | 7.0000%  | 0.0000% | $48.76             | $50.66             | Agency Mortgage-Backed Securities  |
| GNII SF 002999 M     | 2030-11-20      | 7.5000%  | 0.0000% | $3164.18           | $3329.05           | Agency Mortgage-Backed Securities  |
| GNII SF 003010 M     | 2030-12-20      | 7.0000%  | 0.0000% | $316.45            | $328.75            | Agency Mortgage-Backed Securities  |
| GNII SF 003011 M     | 2030-12-20      | 7.5000%  | 0.0000% | $261.33            | $272.17            | Agency Mortgage-Backed Securities  |
| GNII SF 003012 M     | 2030-12-20      | 8.0000%  | 0.0000% | $656.81            | $688.86            | Agency Mortgage-Backed Securities  |
| GNII SF 003024 M     | 2031-01-20      | 6.0000%  | 0.0000% | $103.87            | $106.00            | Agency Mortgage-Backed Securities  |
| GNII SF 003026 M     | 2031-01-20      | 7.0000%  | 0.0000% | $1868.13           | $1952.44           | Agency Mortgage-Backed Securities  |
| GNII SF 003027 M     | 2031-01-20      | 7.5000%  | 0.0000% | $88.97             | $94.31             | Agency Mortgage-Backed Securities  |
| GNII SF 003028 M     | 2031-01-20      | 8.0000%  | 0.0000% | $25.53             | $26.64             | Agency Mortgage-Backed Securities  |
| GNII SF 003029 M     | 2031-01-20      | 8.5000%  | 0.0000% | $4339.42           | $4562.74           | Agency Mortgage-Backed Securities  |
| GNII SF 003038 M     | 2031-02-20      | 6.0000%  | 0.0000% | $41.97             | $43.55             | Agency Mortgage-Backed Securities  |
| GNII SF 003040 M     | 2031-02-20      | 7.0000%  | 0.0000% | $759.77            | $791.55            | Agency Mortgage-Backed Securities  |
| GNII SF 003041 M     | 2031-02-20      | 7.5000%  | 0.0000% | $244.76            | $254.64            | Agency Mortgage-Backed Securities  |
| GNII SF 003042 M     | 2031-02-20      | 8.0000%  | 0.0000% | $592.09            | $621.48            | Agency Mortgage-Backed Securities  |
| GNII SF 003081 M     | 2031-05-20      | 7.0000%  | 0.0000% | $1447.00           | $1503.27           | Agency Mortgage-Backed Securities  |
| GNII SF 003082 M     | 2031-05-20      | 7.5000%  | 0.0000% | $840.52            | $862.04            | Agency Mortgage-Backed Securities  |
| GNII SF 003083 M     | 2031-05-20      | 8.0000%  | 0.0000% | $34.54             | $34.93             | Agency Mortgage-Backed Securities  |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $998.77            | $1042.03           | Agency Mortgage-Backed Securities  |
| GNII SF 003055 M     | 2031-03-20      | 7.5000%  | 0.0000% | $263.42            | $274.92            | Agency Mortgage-Backed Securities  |
| GNII SF 003056 M     | 2031-03-20      | 8.0000%  | 0.0000% | $55.15             | $57.61             | Agency Mortgage-Backed Securities  |
| GNII SF 003067 M     | 2031-04-20      | 6.0000%  | 0.0000% | $473.32            | $489.60            | Agency Mortgage-Backed Securities  |
| GNII SF 003068 M     | 2031-04-20      | 6.5000%  | 0.0000% | $79.25             | $82.58             | Agency Mortgage-Backed Securities  |
| GNII SF 003070 M     | 2031-04-20      | 7.5000%  | 0.0000% | $726.30            | $758.94            | Agency Mortgage-Backed Securities  |
| GNII SF 003072 M     | 2031-04-20      | 8.5000%  | 0.0000% | $447.85            | $451.28            | Agency Mortgage-Backed Securities  |
| GNII SF 003109 M     | 2031-07-20      | 7.5000%  | 0.0000% | $131.55            | $134.49            | Agency Mortgage-Backed Securities  |
| GNII SF 003110 M     | 2031-07-20      | 8.0000%  | 0.0000% | $46.57             | $48.21             | Agency Mortgage-Backed Securities  |
| GNII SF 003095 M     | 2031-06-20      | 6.5000%  | 0.0000% | $1260.03           | $1311.73           | Agency Mortgage-Backed Securities  |
| GNII SF 003096 M     | 2031-06-20      | 7.0000%  | 0.0000% | $1729.39           | $1796.64           | Agency Mortgage-Backed Securities  |
| GNII SF 003097 M     | 2031-06-20      | 7.5000%  | 0.0000% | $75.74             | $78.86             | Agency Mortgage-Backed Securities  |
| GNII SF 003098 M     | 2031-06-20      | 8.0000%  | 0.0000% | $36.43             | $36.77             | Agency Mortgage-Backed Securities  |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $256.17            | $265.33            | Agency Mortgage-Backed Securities  |
| GNII SF 003108 M     | 2031-07-20      | 7.0000%  | 0.0000% | $2171.93           | $2297.91           | Agency Mortgage-Backed Securities  |
| GNII SF 003118 M     | 2031-08-20      | 5.5000%  | 0.0000% | $4587.77           | $4654.20           | Agency Mortgage-Backed Securities  |
| GNII SF 003121 M     | 2031-08-20      | 7.0000%  | 0.0000% | $1552.84           | $1642.93           | Agency Mortgage-Backed Securities  |
| GNII SF 003122 M     | 2031-08-20      | 7.5000%  | 0.0000% | $327.90            | $339.30            | Agency Mortgage-Backed Securities  |
| GNII SF 003123 M     | 2031-08-20      | 8.0000%  | 0.0000% | $111.17            | $111.96            | Agency Mortgage-Backed Securities  |
| GNII SF 003135 M     | 2031-09-20      | 7.5000%  | 0.0000% | $49.39             | $51.61             | Agency Mortgage-Backed Securities  |
| GNII SF 003174 M     | 2031-12-20      | 7.0000%  | 0.0000% | $1161.00           | $1206.15           | Agency Mortgage-Backed Securities  |
| GNII SF 003152 M     | 2031-10-20      | 7.5000%  | 0.0000% | $1485.05           | $1545.16           | Agency Mortgage-Backed Securities  |
| GNII SF 003153 M     | 2031-10-20      | 8.0000%  | 0.0000% | $22.64             | $22.85             | Agency Mortgage-Backed Securities  |
| GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $943.85            | $987.21            | Agency Mortgage-Backed Securities  |
| GNII SF 003162 M     | 2031-11-20      | 7.0000%  | 0.0000% | $2267.49           | $2355.66           | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $128.66            | $133.23            | Agency Mortgage-Backed Securities  |
| GNII SF 003188 M     | 2032-01-20      | 6.5000%  | 0.0000% | $1170.59           | $1211.69           | Agency Mortgage-Backed Securities  |
| GNII SF 003202 M     | 2032-02-20      | 7.0000%  | 0.0000% | $797.22            | $828.22            | Agency Mortgage-Backed Securities  |
| GNII SF 003237 M     | 2032-05-20      | 5.5000%  | 0.0000% | $147.40            | $152.16            | Agency Mortgage-Backed Securities  |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $158.60            | $164.54            | Agency Mortgage-Backed Securities  |
| GNII SF 003239 M     | 2032-05-20      | 6.5000%  | 0.0000% | $182.52            | $192.95            | Agency Mortgage-Backed Securities  |
| GNII SF 003240 M     | 2032-05-20      | 7.0000%  | 0.0000% | $2497.29           | $2646.53           | Agency Mortgage-Backed Securities  |
| GNII SF 003229 M     | 2032-04-20      | 7.0000%  | 0.0000% | $741.30            | $771.04            | Agency Mortgage-Backed Securities  |
| GNII SF 003274 M     | 2032-08-20      | 6.5000%  | 0.0000% | $310.29            | $325.04            | Agency Mortgage-Backed Securities  |
| GNII SF 003251 M     | 2032-06-20      | 7.0000%  | 0.0000% | $516.51            | $536.59            | Agency Mortgage-Backed Securities  |
| GNII SF 003252 M     | 2032-06-20      | 7.5000%  | 0.0000% | $1085.72           | $1124.71           | Agency Mortgage-Backed Securities  |
| GNII SF 003261 M     | 2032-07-20      | 6.5000%  | 0.0000% | $271.63            | $283.21            | Agency Mortgage-Backed Securities  |
| GNII SF 003262 M     | 2032-07-20      | 7.0000%  | 0.0000% | $545.64            | $579.03            | Agency Mortgage-Backed Securities  |
| GNII SF 003263 M     | 2032-07-20      | 7.5000%  | 0.0000% | $80.18             | $83.63             | Agency Mortgage-Backed Securities  |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $123.93            | $128.48            | Agency Mortgage-Backed Securities  |
| GNII SF 003284 M     | 2032-09-20      | 5.5000%  | 0.0000% | $90.90             | $93.13             | Agency Mortgage-Backed Securities  |
| GNII SF 003287 M     | 2032-09-20      | 7.0000%  | 0.0000% | $1803.29           | $1876.27           | Agency Mortgage-Backed Securities  |
| GNII SF 003293 M     | 2032-07-20      | 4.5000%  | 0.0000% | $407.52            | $403.21            | Agency Mortgage-Backed Securities  |
| GNII SF 003298 M     | 2032-10-20      | 7.0000%  | 0.0000% | $62.29             | $64.71             | Agency Mortgage-Backed Securities  |
| GNII SF 003333 M     | 2033-01-20      | 5.5000%  | 0.0000% | $336.32            | $349.57            | Agency Mortgage-Backed Securities  |
| GNII SF 003334 M     | 2033-01-20      | 6.0000%  | 0.0000% | $1601.58           | $1653.33           | Agency Mortgage-Backed Securities  |
| GNII SF 003309 M     | 2032-11-20      | 7.0000%  | 0.0000% | $671.80            | $697.92            | Agency Mortgage-Backed Securities  |
| GNII SF 003323 M     | 2032-12-20      | 7.0000%  | 0.0000% | $788.43            | $819.09            | Agency Mortgage-Backed Securities  |
| GNII SF 003346 M     | 2033-02-20      | 5.5000%  | 0.0000% | $308.10            | $316.73            | Agency Mortgage-Backed Securities  |
| GNII SF 003348 M     | 2033-02-20      | 6.5000%  | 0.0000% | $146.50            | $151.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003358 M     | 2033-03-20      | 4.5000%  | 0.0000% | $2912.18           | $2884.13           | Agency Mortgage-Backed Securities  |
| GNII SF 003364 M     | 2033-03-20      | 7.0000%  | 0.0000% | $1066.47           | $1107.94           | Agency Mortgage-Backed Securities  |
| GNII SF 003401 M     | 2033-06-20      | 4.5000%  | 0.0000% | $522.27            | $525.04            | Agency Mortgage-Backed Securities  |
| GNII SF 003388 M     | 2033-05-20      | 4.5000%  | 0.0000% | $953.09            | $948.43            | Agency Mortgage-Backed Securities  |
| GNII SF 003432 M     | 2033-08-20      | 6.5000%  | 0.0000% | $394.17            | $407.16            | Agency Mortgage-Backed Securities  |
| GNII SF 003433 M     | 2033-08-20      | 7.0000%  | 0.0000% | $46.03             | $47.82             | Agency Mortgage-Backed Securities  |
| GNII SF 003413 M     | 2033-07-20      | 4.5000%  | 0.0000% | $1683.78           | $1671.27           | Agency Mortgage-Backed Securities  |
| GNII SF 003428 M     | 2033-08-20      | 5.0000%  | 0.0000% | $384.87            | $392.15            | Agency Mortgage-Backed Securities  |
| GNII SF 003447 M     | 2033-09-20      | 7.0000%  | 0.0000% | $114.50            | $118.95            | Agency Mortgage-Backed Securities  |
| GNII SF 003457 M     | 2033-10-20      | 4.5000%  | 0.0000% | $380.63            | $377.54            | Agency Mortgage-Backed Securities  |
| GNII FS 004385 M     | 2039-03-20      | 5.0000%  | 0.0000% | $67.93             | $66.62             | Agency Mortgage-Backed Securities  |
| GNII FS 004412 M     | 2039-04-20      | 5.0000%  | 0.0000% | $25.97             | $25.56             | Agency Mortgage-Backed Securities  |
| GNII JM 004417 M     | 2039-04-20      | 5.0000%  | 0.0000% | $3848.54           | $3797.56           | Agency Mortgage-Backed Securities  |
| GNII FS 004435 M     | 2039-05-20      | 4.0000%  | 0.0000% | $184.88            | $173.12            | Agency Mortgage-Backed Securities  |
| GNII JM 004440 M     | 2039-05-20      | 4.5000%  | 0.0000% | $703.02            | $679.18            | Agency Mortgage-Backed Securities  |
| GNII FS 004459 M     | 2039-06-20      | 5.0000%  | 0.0000% | $2649.37           | $2668.38           | Agency Mortgage-Backed Securities  |
| GNII JM 004461 M     | 2039-06-20      | 4.5000%  | 0.0000% | $2533.71           | $2466.90           | Agency Mortgage-Backed Securities  |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $53.72             | $53.01             | Agency Mortgage-Backed Securities  |
| GNII JM 004463 M     | 2039-06-20      | 5.5000%  | 0.0000% | $574.40            | $568.29            | Agency Mortgage-Backed Securities  |
| GNII FS 004483 M     | 2039-07-20      | 4.0000%  | 0.0000% | $896.67            | $825.53            | Agency Mortgage-Backed Securities  |
| GNII FS 004485 M     | 2039-07-20      | 5.0000%  | 0.0000% | $587.45            | $584.43            | Agency Mortgage-Backed Securities  |
| GNII JM 004488 M     | 2039-07-20      | 4.5000%  | 0.0000% | $725.63            | $716.50            | Agency Mortgage-Backed Securities  |
| GNII JM 004489 M     | 2039-07-20      | 5.0000%  | 0.0000% | $7.92              | $7.81              | Agency Mortgage-Backed Securities  |
| FMAR 2B1277 G        | 2043-03-01      | 6.6130%  | 0.0000% | $15673.56          | $16258.63          | Agency Mortgage-Backed Securities  |
| FMAR 2B1341 G        | 2043-05-01      | 6.5070%  | 0.0000% | $54617.72          | $56091.28          | Agency Mortgage-Backed Securities  |
| FMAR 2B1384 G        | 2043-05-01      | 6.4130%  | 0.0000% | $5868.96           | $6079.62           | Agency Mortgage-Backed Securities  |
| FMAR 2B1454 G        | 2043-06-01      | 6.3920%  | 0.0000% | $156969.10         | $161636.52         | Agency Mortgage-Backed Securities  |
| FMAR 2B1538 G        | 2043-07-01      | 7.2740%  | 0.0000% | $8330.22           | $8632.88           | Agency Mortgage-Backed Securities  |
| FMAR 2B1569 G        | 2043-08-01      | 7.3500%  | 0.0000% | $1205.62           | $1236.57           | Agency Mortgage-Backed Securities  |
| FMAR 2B3360 G        | 2044-11-01      | 6.9410%  | 0.0000% | $3145.85           | $3253.99           | Agency Mortgage-Backed Securities  |
| FMAR 2B3957 G        | 2042-07-01      | 6.6330%  | 0.0000% | $246659.80         | $256656.55         | Agency Mortgage-Backed Securities  |
| FMAR 2B4849 G        | 2045-10-01      | 3.0640%  | 0.0000% | $779915.17         | $798112.41         | Agency Mortgage-Backed Securities  |
| FMAR 2B5033 G        | 2046-01-01      | 2.7810%  | 0.0000% | $5848.47           | $5928.98           | Agency Mortgage-Backed Securities  |
| FMAR 2B5201 G        | 2046-03-01      | 6.5000%  | 0.0000% | $8115.97           | $8413.23           | Agency Mortgage-Backed Securities  |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $5051.66           | $5091.13           | Agency Mortgage-Backed Securities  |
| FMAR 2B6174 G        | 2047-06-01      | 3.0840%  | 0.0000% | $17403.32          | $16958.32          | Agency Mortgage-Backed Securities  |
| FMAR 2B6154 G        | 2047-06-01      | 6.3800%  | 0.0000% | $27489.32          | $28400.22          | Agency Mortgage-Backed Securities  |
| FMAR 2B6311 G        | 2047-07-01      | 6.3160%  | 0.0000% | $4550.78           | $4691.87           | Agency Mortgage-Backed Securities  |
| FMAR 2B6384 G        | 2047-08-01      | 7.1670%  | 0.0000% | $7383.25           | $7635.24           | Agency Mortgage-Backed Securities  |
| FMAR 2B6451 G        | 2047-08-01      | 7.3900%  | 0.0000% | $21975.81          | $22757.89          | Agency Mortgage-Backed Securities  |
| FMAR 2B6628 G        | 2047-11-01      | 6.5670%  | 0.0000% | $20237.27          | $20912.21          | Agency Mortgage-Backed Securities  |
| FMAR 2B7592 G        | 2049-08-01      | 3.3620%  | 0.0000% | $722288.57         | $693014.70         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $3462.91           | $3312.63           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5785 | 2048-10-01      | 4.5000%  | 0.0000% | $456.98            | $443.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $356.09            | $335.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  | 0.0000% | $330.62            | $318.98            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $88.64             | $83.37             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $725.16            | $681.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $140.06            | $137.66            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $4755.81           | $4429.01           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $4154.59           | $3866.76           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $763.49            | $734.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $763.65            | $790.48            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS303469 | 2028-11-01      | 4.4470%  | 0.0000% | $6484.66           | $6433.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $5829.75           | $5863.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS313783 | 2036-05-01      | 4.4010%  | 0.0000% | $15191.13          | $15065.25          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS323919 | 2029-08-01      | 7.2500%  | 0.0000% | $3636.28           | $3664.17           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN347547 | 2026-08-01      | 7.2500%  | 0.0000% | $19.65             | $19.70             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD361373 | 2026-07-01      | 7.2650%  | 0.0000% | $135.95            | $136.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.4630%  | 0.0000% | $720.75            | $724.03            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS434001 | 2027-12-01      | 7.4250%  | 0.0000% | $10308.64          | $10426.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL491672 | 2029-03-01      | 6.5000%  | 0.0000% | $215.19            | $223.61            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.0860%  | 0.0000% | $659.04            | $664.26            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $3205.38           | $3233.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.3140%  | 0.0000% | $4967.13           | $4988.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6120%  | 0.0000% | $4761.34           | $4744.36           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8850%  | 0.0000% | $3531.08           | $3515.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545176 | 2031-08-01      | 7.1870%  | 0.0000% | $1003.65           | $1023.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.9150%  | 0.0000% | $148.60            | $149.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $87.98             | $92.29             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555378 | 2033-04-01      | 6.4300%  | 0.0000% | $12692.26          | $12979.96          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.9020%  | 0.0000% | $3874.35           | $3890.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $850.10            | $868.34            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $524.22            | $537.10            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2110%  | 0.0000% | $161.93            | $165.41            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.1050%  | 0.0000% | $107.16            | $108.23            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6350%  | 0.0000% | $2883.60           | $2857.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $2963.96           | $2981.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.7970%  | 0.0000% | $6776.55           | $6821.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.6500%  | 0.0000% | $2922.75           | $2942.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.9950%  | 0.0000% | $3483.80           | $3550.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL607695 | 2031-11-01      | 6.5000%  | 0.0000% | $47.55             | $49.47             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $567.50            | $580.81            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB629640 | 2026-12-01      | 5.2300%  | 0.0000% | $13487.05          | $13519.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH3401 | 2041-01-01      | 4.5000%  | 0.0000% | $397.05            | $393.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH8844 | 2041-05-01      | 6.7290%  | 0.0000% | $18600.38          | $19282.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $3683.63           | $3646.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAI4027 | 2041-08-01      | 7.1800%  | 0.0000% | $8972.41           | $9318.68           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $79.37             | $78.60             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  | 0.0000% | $879.10            | $870.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ1463 | 2041-11-01      | 6.8670%  | 0.0000% | $9242.93           | $9562.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ2126 | 2043-07-01      | 6.4570%  | 0.0000% | $22834.43          | $23515.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAJ3210 | 2041-07-01      | 7.3750%  | 0.0000% | $36966.65          | $38197.00          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK0714 | 2042-02-01      | 6.7070%  | 0.0000% | $10722.00          | $11123.70          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.6250%  | 0.0000% | $3030.83           | $3118.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $600.26            | $594.59            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1280 | 2042-01-01      | 6.8190%  | 0.0000% | $20509.24          | $21233.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1437 | 2042-01-01      | 6.7110%  | 0.0000% | $5663.25           | $5870.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1497 | 2036-10-01      | 6.5320%  | 0.0000% | $6434.66           | $6639.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1666 | 2035-07-01      | 6.8140%  | 0.0000% | $13446.02          | $13825.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL2596 | 2027-11-01      | 2.5000%  | 0.0000% | $805.45            | $790.68            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2478 | 2040-01-01      | 6.6370%  | 0.0000% | $26598.27          | $27313.72          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.4040%  | 0.0000% | $867.02            | $888.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $823.64            | $815.27            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 6.5660%  | 0.0000% | $4706.42           | $4861.72           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4089 | 2042-10-01      | 6.8400%  | 0.0000% | $6933.00           | $7212.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4611 | 2043-11-01      | 6.8750%  | 0.0000% | $20117.45          | $20764.18          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL4664 | 2043-10-01      | 6.8800%  | 0.0000% | $29442.27          | $30518.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $455.00            | $443.77            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7160 | 2045-07-01      | 6.6690%  | 0.0000% | $47450.00          | $49109.49          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $128.26            | $122.48            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9680%  | 0.0000% | $3112.35           | $3204.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $435.12            | $409.07            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO1843 | 2049-08-01      | 3.0320%  | 0.0000% | $36929.18          | $37280.07          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO4956 | 2049-11-01      | 2.8470%  | 0.0000% | $17728.05          | $17712.86          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO5007 | 2049-12-01      | 2.8290%  | 0.0000% | $15611.95          | $15577.17          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBO6254 | 2049-12-01      | 2.7450%  | 0.0000% | $40899.45          | $40494.77          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $1232.52           | $1154.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $678.93            | $589.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  | 0.0000% | $16245.27          | $14825.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $1431.98           | $1125.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $500000.00         | $411306.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR9747 | 2051-04-01      | 2.0000%  | 0.0000% | $745.17            | $587.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  | 0.0000% | $361149.77         | $297148.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $5098.95           | $4580.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $2548.68           | $2682.47           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7780 | 2037-05-01      | 2.5000%  | 0.0000% | $20956.85          | $19594.24          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $946.56            | $813.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $3252.38           | $3337.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $5350.79           | $5388.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $4639.38           | $3646.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $432070.60         | $449848.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9839 | 2054-08-01      | 6.0000%  | 0.0000% | $270908.35         | $276074.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $1223746.41        | $1251393.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICC0765 | 2040-07-01      | 5.0000%  | 0.0000% | $360767.00         | $365782.62         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODA9619 | 2055-07-01      | 5.3270%  | 0.0000% | $400920.00         | $405038.32         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB886970 | 2036-06-01      | 6.2500%  | 0.0000% | $5295.52           | $5397.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6220%  | 0.0000% | $1117.00           | $1147.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888321 | 2034-08-01      | 6.5010%  | 0.0000% | $3224.77           | $3316.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888370 | 2035-07-01      | 6.3970%  | 0.0000% | $6239.92           | $6432.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888386 | 2038-03-01      | 6.5060%  | 0.0000% | $3526.53           | $3634.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888148 | 2037-02-01      | 6.4800%  | 0.0000% | $13054.50          | $13534.90          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888241 | 2034-05-01      | 6.7150%  | 0.0000% | $1850.71           | $1900.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888490 | 2035-05-01      | 6.3980%  | 0.0000% | $9385.38           | $9601.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.7970%  | 0.0000% | $91.18             | $94.52             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888498 | 2034-09-01      | 5.9880%  | 0.0000% | $14401.37          | $14598.21          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888501 | 2035-06-01      | 6.0600%  | 0.0000% | $3920.92           | $3953.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0560%  | 0.0000% | $409.16            | $415.37            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4290%  | 0.0000% | $1142.73           | $1186.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3784.78           | $3854.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6230%  | 0.0000% | $1884.10           | $1933.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888520 | 2033-07-01      | 6.8910%  | 0.0000% | $27221.58          | $27649.94          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888553 | 2037-04-01      | 6.4690%  | 0.0000% | $664.83            | $679.68            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888715 | 2035-10-01      | 7.0840%  | 0.0000% | $3301.30           | $3392.72           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888757 | 2037-09-01      | 7.5940%  | 0.0000% | $2927.93           | $3027.55           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888760 | 2037-09-01      | 6.3150%  | 0.0000% | $350.93            | $357.03            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.5450%  | 0.0000% | $2118.10           | $2177.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889611 | 2035-07-01      | 5.9960%  | 0.0000% | $43981.49          | $44673.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA2896 M     | 2045-06-20      | 5.5000%  | 0.0000% | $178574.53         | $182583.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA2937 M     | 2030-06-20      | 4.0000%  | 0.0000% | $1809.81           | $1794.27           | Agency Mortgage-Backed Securities  |
| GNII SF MA2965 M     | 2045-07-20      | 5.5000%  | 0.0000% | $2428.68           | $2495.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA3087 M     | 2027-03-20      | 7.5000%  | 0.0000% | $1251.19           | $1257.21           | Agency Mortgage-Backed Securities  |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $82.81             | $83.35             | Agency Mortgage-Backed Securities  |
| GNII SF MA3180 M     | 2038-08-20      | 7.0000%  | 0.0000% | $28531.60          | $29641.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $562.79            | $530.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA3351 M     | 2031-01-20      | 4.0000%  | 0.0000% | $2721.78           | $2684.14           | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $55932.49          | $54447.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $90.13             | $85.06             | Agency Mortgage-Backed Securities  |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $90.02             | $92.49             | Agency Mortgage-Backed Securities  |
| GNII SF MA4494 M     | 2029-11-20      | 8.0000%  | 0.0000% | $1829.81           | $1858.70           | Agency Mortgage-Backed Securities  |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $101.91            | $96.09             | Agency Mortgage-Backed Securities  |
| GNII SF MA3665 M     | 2046-04-20      | 4.5000%  | 0.0000% | $44022.31          | $42889.97          | Agency Mortgage-Backed Securities  |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $121.79            | $112.39            | Agency Mortgage-Backed Securities  |
| GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $102.45            | $96.73             | Agency Mortgage-Backed Securities  |
| GNII SF MA3780 M     | 2031-07-20      | 4.0000%  | 0.0000% | $2425.52           | $2405.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $194.40            | $189.52            | Agency Mortgage-Backed Securities  |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $191.69            | $165.58            | Agency Mortgage-Backed Securities  |
| GNII SF MA4237 M     | 2032-02-20      | 4.0000%  | 0.0000% | $840.31            | $827.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA4362 M     | 2026-04-20      | 6.0000%  | 0.0000% | $281.90            | $287.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA5375 M     | 2028-02-20      | 7.5000%  | 0.0000% | $1314.60           | $1324.94           | Agency Mortgage-Backed Securities  |
| GNII SF MA4566 M     | 2031-04-20      | 6.5000%  | 0.0000% | $4086.92           | $4221.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $402.84            | $369.33            | Agency Mortgage-Backed Securities  |
| GNII SF MA4631 M     | 2031-04-20      | 6.5000%  | 0.0000% | $1743.49           | $1800.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA4632 M     | 2031-09-20      | 7.0000%  | 0.0000% | $3044.72           | $3163.12           | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1626.10           | $1485.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA4775 M     | 2041-12-20      | 2.0000%  | 0.0000% | $56665.29          | $46153.07          | Agency Mortgage-Backed Securities  |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $303.65            | $270.06            | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $135.89            | $124.54            | Agency Mortgage-Backed Securities  |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $323.39            | $331.46            | Agency Mortgage-Backed Securities  |
| GNII SF MA5120 M     | 2027-08-20      | 8.0000%  | 0.0000% | $3738.87           | $3774.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA5196 M     | 2048-05-20      | 6.0000%  | 0.0000% | $3463.61           | $3642.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $422.42            | $358.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA6291 M     | 2037-10-20      | 7.0000%  | 0.0000% | $812.16            | $843.74            | Agency Mortgage-Backed Securities  |
| GNII SF MA5439 M     | 2026-03-20      | 5.5000%  | 0.0000% | $394.72            | $399.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $4141.84           | $4229.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $3403.39           | $3117.80           | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $125.98            | $125.69            | Agency Mortgage-Backed Securities  |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $674.14            | $688.50            | Agency Mortgage-Backed Securities  |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $127.96            | $114.08            | Agency Mortgage-Backed Securities  |
| GNII SF MA3314 M     | 2045-12-20      | 5.5000%  | 0.0000% | $588.34            | $604.43            | Agency Mortgage-Backed Securities  |
| GNII SF MA3293 M     | 2029-12-20      | 8.0000%  | 0.0000% | $1091.49           | $1100.84           | Agency Mortgage-Backed Securities  |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $101.64            | $93.09             | Agency Mortgage-Backed Securities  |
| GNII SF DH6513 C     | 2055-03-20      | 6.5000%  | 0.0000% | $429921.65         | $455743.03         | Agency Mortgage-Backed Securities  |
| GNII SF 003627 M     | 2034-10-20      | 7.0000%  | 0.0000% | $326.00            | $338.68            | Agency Mortgage-Backed Securities  |
| GNII SF 003624 M     | 2034-10-20      | 5.5000%  | 0.0000% | $335.75            | $344.91            | Agency Mortgage-Backed Securities  |
| GNII SF 003663 M     | 2035-01-20      | 4.5000%  | 0.0000% | $925.61            | $914.76            | Agency Mortgage-Backed Securities  |
| GNII SF 003640 M     | 2034-11-20      | 7.0000%  | 0.0000% | $728.46            | $756.79            | Agency Mortgage-Backed Securities  |
| GNII SF 003666 M     | 2035-01-20      | 6.0000%  | 0.0000% | $689.06            | $722.56            | Agency Mortgage-Backed Securities  |
| GNII SF 003667 M     | 2035-01-20      | 6.5000%  | 0.0000% | $763.95            | $812.70            | Agency Mortgage-Backed Securities  |
| GNII SF 003700 M     | 2035-04-20      | 4.5000%  | 0.0000% | $958.11            | $946.88            | Agency Mortgage-Backed Securities  |
| GNII SF 003702 M     | 2035-04-20      | 5.5000%  | 0.0000% | $906.38            | $931.12            | Agency Mortgage-Backed Securities  |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $378.45            | $388.78            | Agency Mortgage-Backed Securities  |
| GNII JM 004163 M     | 2038-06-20      | 5.5000%  | 0.0000% | $1.17              | $1.18              | Agency Mortgage-Backed Securities  |
| GNII FS 004182 M     | 2038-07-20      | 5.5000%  | 0.0000% | $4184.66           | $4155.43           | Agency Mortgage-Backed Securities  |
| GNII FS 004184 M     | 2038-07-20      | 6.5000%  | 0.0000% | $1328.84           | $1332.09           | Agency Mortgage-Backed Securities  |
| GNII JM 004238 M     | 2038-09-20      | 5.5000%  | 0.0000% | $4839.38           | $4861.99           | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $2.06              | $2.10              | Agency Mortgage-Backed Securities  |
| GNII JM 004240 M     | 2038-09-20      | 6.5000%  | 0.0000% | $10.64             | $10.99             | Agency Mortgage-Backed Securities  |
| GNII JM 004214 M     | 2038-08-20      | 5.0000%  | 0.0000% | $12.32             | $12.25             | Agency Mortgage-Backed Securities  |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $22667.92          | $24522.24          | Agency Mortgage-Backed Securities  |
| GNII JM 004241 M     | 2038-09-20      | 7.0000%  | 0.0000% | $669.49            | $684.15            | Agency Mortgage-Backed Securities  |
| GNII JM 004258 M     | 2038-10-20      | 5.0000%  | 0.0000% | $31.83             | $31.41             | Agency Mortgage-Backed Securities  |
| GNII JM 004259 M     | 2038-10-20      | 5.5000%  | 0.0000% | $3.90              | $3.86              | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $3.65              | $3.76              | Agency Mortgage-Backed Securities  |
| GNII JM 004261 M     | 2038-10-20      | 6.5000%  | 0.0000% | $1514.44           | $1548.90           | Agency Mortgage-Backed Securities  |
| GNII JM 004262 M     | 2038-10-20      | 7.0000%  | 0.0000% | $12.41             | $12.76             | Agency Mortgage-Backed Securities  |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $3356.98           | $3484.97           | Agency Mortgage-Backed Securities  |
| GNII JM 004335 M     | 2039-01-20      | 5.0000%  | 0.0000% | $2986.41           | $2968.30           | Agency Mortgage-Backed Securities  |
| GNII JM 004336 M     | 2039-01-20      | 5.5000%  | 0.0000% | $6.15              | $6.18              | Agency Mortgage-Backed Securities  |
| GNII JM 004308 M     | 2038-12-20      | 5.0000%  | 0.0000% | $1969.52           | $1943.43           | Agency Mortgage-Backed Securities  |
| GNII JM 004309 M     | 2038-12-20      | 5.5000%  | 0.0000% | $2.62              | $2.63              | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $534.42            | $535.50            | Agency Mortgage-Backed Securities  |
| GNII JM 004363 M     | 2039-02-20      | 5.5000%  | 0.0000% | $642.98            | $645.99            | Agency Mortgage-Backed Securities  |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $951.00            | $976.92            | Agency Mortgage-Backed Securities  |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $6151.38           | $6319.82           | Agency Mortgage-Backed Securities  |
| GNII JM 004533 M     | 2039-09-20      | 5.0000%  | 0.0000% | $1271.83           | $1254.97           | Agency Mortgage-Backed Securities  |
| GNII JM 004534 M     | 2039-09-20      | 5.5000%  | 0.0000% | $414.56            | $417.13            | Agency Mortgage-Backed Securities  |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $35.97             | $35.54             | Agency Mortgage-Backed Securities  |
| GNII JM 004553 M     | 2039-10-20      | 4.5000%  | 0.0000% | $639.40            | $617.70            | Agency Mortgage-Backed Securities  |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $10.27             | $10.21             | Agency Mortgage-Backed Securities  |
| GNII JM 004612 M     | 2040-01-20      | 5.0000%  | 0.0000% | $35.17             | $34.71             | Agency Mortgage-Backed Securities  |
| GNII JM 004613 M     | 2040-01-20      | 5.5000%  | 0.0000% | $3269.81           | $3226.32           | Agency Mortgage-Backed Securities  |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $39.13             | $38.67             | Agency Mortgage-Backed Securities  |
| GNII JM 004631 M     | 2040-02-20      | 4.5000%  | 0.0000% | $2353.10           | $2273.23           | Agency Mortgage-Backed Securities  |
| GNII JM 004632 M     | 2040-02-20      | 5.0000%  | 0.0000% | $791.82            | $781.33            | Agency Mortgage-Backed Securities  |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $510.27            | $504.83            | Agency Mortgage-Backed Securities  |
| GNII FS 004648 M     | 2040-03-20      | 4.0000%  | 0.0000% | $770.90            | $709.73            | Agency Mortgage-Backed Securities  |
| GNII FS 004649 M     | 2040-03-20      | 4.5000%  | 0.0000% | $10.32             | $9.90              | Agency Mortgage-Backed Securities  |
| GNII JM 004692 M     | 2040-05-20      | 5.0000%  | 0.0000% | $61.22             | $60.41             | Agency Mortgage-Backed Securities  |
| GNII JM 004674 M     | 2040-04-20      | 5.0000%  | 0.0000% | $667.43            | $663.44            | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $65251.40          | $64484.04          | Agency Mortgage-Backed Securities  |
| GNII JM 004710 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1855.29           | $1830.69           | Agency Mortgage-Backed Securities  |
| GNII FS 004733 M     | 2040-07-20      | 5.0000%  | 0.0000% | $2614.52           | $2601.13           | Agency Mortgage-Backed Securities  |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $46.37             | $45.76             | Agency Mortgage-Backed Securities  |
| GNII JM 004768 M     | 2040-08-20      | 5.0000%  | 0.0000% | $618.08            | $614.35            | Agency Mortgage-Backed Securities  |
| GNII SF 004815 M     | 2025-10-20      | 4.0000%  | 0.0000% | $808.85            | $809.29            | Agency Mortgage-Backed Securities  |
| GNII JM 004796 M     | 2040-09-20      | 4.5000%  | 0.0000% | $13.62             | $13.16             | Agency Mortgage-Backed Securities  |
| GNII JM 004797 M     | 2040-09-20      | 5.0000%  | 0.0000% | $3682.82           | $3660.62           | Agency Mortgage-Backed Securities  |
| GNII JM 004829 M     | 2040-10-20      | 5.0000%  | 0.0000% | $480.09            | $477.30            | Agency Mortgage-Backed Securities  |
| GNII SF 004841 M     | 2031-08-20      | 8.0000%  | 0.0000% | $272.93            | $281.73            | Agency Mortgage-Backed Securities  |
| GNII SF 004878 M     | 2025-12-20      | 4.0000%  | 0.0000% | $492.38            | $492.30            | Agency Mortgage-Backed Securities  |
| GNII JM 004879 M     | 2040-12-20      | 4.0000%  | 0.0000% | $72.02             | $67.02             | Agency Mortgage-Backed Securities  |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $143.36            | $133.27            | Agency Mortgage-Backed Securities  |
| GNII JM 004949 M     | 2041-02-20      | 4.0000%  | 0.0000% | $56.84             | $52.89             | Agency Mortgage-Backed Securities  |
| GNII JM 004983 M     | 2041-03-20      | 5.0000%  | 0.0000% | $43.25             | $43.00             | Agency Mortgage-Backed Securities  |
| GNII FS 005040 M     | 2041-04-20      | 5.0000%  | 0.0000% | $212.13            | $211.05            | Agency Mortgage-Backed Securities  |
| GNII JM 005029 M     | 2041-04-20      | 4.0000%  | 0.0000% | $15.82             | $14.87             | Agency Mortgage-Backed Securities  |
| GNII JM 005033 M     | 2041-04-20      | 5.0000%  | 0.0000% | $886.28            | $880.94            | Agency Mortgage-Backed Securities  |
| GNII SF 005050 M     | 2026-05-20      | 4.0000%  | 0.0000% | $2786.29           | $2783.71           | Agency Mortgage-Backed Securities  |
| GNII JM 005053 M     | 2041-05-20      | 5.0000%  | 0.0000% | $313.18            | $309.04            | Agency Mortgage-Backed Securities  |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $50.79             | $48.33             | Agency Mortgage-Backed Securities  |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1394.46           | $1463.05           | Agency Mortgage-Backed Securities  |
| GNII SF 005108 M     | 2026-07-20      | 4.5000%  | 0.0000% | $2141.69           | $2142.18           | Agency Mortgage-Backed Securities  |
| GNII SF 005080 M     | 2026-06-20      | 4.0000%  | 0.0000% | $160.18            | $160.00            | Agency Mortgage-Backed Securities  |
| GNII SF 005088 M     | 2032-08-20      | 7.0000%  | 0.0000% | $87.77             | $91.18             | Agency Mortgage-Backed Securities  |
| GNII JM 005093 M     | 2041-06-20      | 5.0000%  | 0.0000% | $4740.39           | $4636.65           | Agency Mortgage-Backed Securities  |
| GNII JM 005095 M     | 2041-06-20      | 4.5000%  | 0.0000% | $294.54            | $284.54            | Agency Mortgage-Backed Securities  |
| GNII FS 005112 M     | 2041-07-20      | 6.5000%  | 0.0000% | $219.31            | $225.45            | Agency Mortgage-Backed Securities  |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $129.92            | $123.62            | Agency Mortgage-Backed Securities  |
| GNII JM 005121 M     | 2041-07-20      | 4.0000%  | 0.0000% | $36.85             | $34.29             | Agency Mortgage-Backed Securities  |
| GNII JM 005145 M     | 2026-07-20      | 3.0000%  | 0.0000% | $4589.42           | $4586.25           | Agency Mortgage-Backed Securities  |
| GNII FS 005158 M     | 2041-08-20      | 5.0000%  | 0.0000% | $311.82            | $310.22            | Agency Mortgage-Backed Securities  |
| GNII SF 005200 M     | 2026-10-20      | 4.0000%  | 0.0000% | $800.77            | $800.04            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8167 | 2037-08-01      | 2.0000%  | 0.0000% | $718.30            | $654.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $3120.28           | $3099.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  | 0.0000% | $596.80            | $616.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $3830.48           | $3801.48           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0853 | 2052-01-01      | 2.5000%  | 0.0000% | $856.78            | $704.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $8367.03           | $7572.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $852.06            | $765.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $2530.39           | $2285.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $2632.98           | $2365.17           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $899.88            | $773.69            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7309 | 2045-09-01      | 7.0800%  | 0.0000% | $46283.96          | $47879.30          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7335 | 2045-04-01      | 6.2400%  | 0.0000% | $10018.84          | $10289.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  | 0.0000% | $337.20            | $347.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.5780%  | 0.0000% | $1101.18           | $1147.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.4940%  | 0.0000% | $2992.78           | $3100.75           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9684 | 2043-08-01      | 6.4250%  | 0.0000% | $6345.77           | $6494.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.6330%  | 0.0000% | $3734.10           | $3883.48           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.7610%  | 0.0000% | $1133.57           | $1168.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1406831.93        | $1412533.59        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $363093.30         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $6934.00           | $5983.17           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAP1961 | 2042-08-01      | 6.3200%  | 0.0000% | $19537.13          | $20300.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $398.07            | $393.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $204.60            | $199.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3855 | 2044-11-01      | 3.5000%  | 0.0000% | $3143.37           | $2914.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  | 0.0000% | $139.48            | $131.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $1911.27           | $1808.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  | 0.0000% | $99.78             | $94.38             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $24351.16          | $23837.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $215.63            | $199.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $195.10            | $180.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $99.36             | $93.85             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  | 0.0000% | $274.04            | $258.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $92.43             | $89.88             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $111.64            | $108.42            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT2075 | 2043-06-01      | 6.2330%  | 0.0000% | $9917.83           | $10263.28          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.4230%  | 0.0000% | $2159.31           | $2232.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $95.72             | $94.61             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAV9481 | 2043-07-01      | 6.3450%  | 0.0000% | $30800.47          | $31604.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAW3187 | 2044-06-01      | 5.0000%  | 0.0000% | $2737.35           | $2693.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  | 0.0000% | $137.14            | $130.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $243.62            | $237.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX3008 | 2044-10-01      | 4.0000%  | 0.0000% | $3076.57           | $2912.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $192.24            | $178.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5554 | 2055-01-01      | 4.5000%  | 0.0000% | $49277.19          | $46957.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBU7269 | 2037-02-01      | 2.5000%  | 0.0000% | $323733.35         | $301543.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8404 | 2051-12-01      | 3.5000%  | 0.0000% | $380952.11         | $342440.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $3179.74           | $2736.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $1637.85           | $1408.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  | 0.0000% | $1685.14           | $1449.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $6608.21           | $5936.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0972 | 2052-07-01      | 4.5000%  | 0.0000% | $167193.90         | $160395.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $7088.83           | $6091.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $1673.05           | $1550.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW7290 | 2052-07-01      | 3.0000%  | 0.0000% | $74983.48          | $64415.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $5923.42           | $5495.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $28747.24          | $27501.22          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1040%  | 0.0000% | $1915.26           | $1934.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $795.92            | $738.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $1910.97           | $1641.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $22.82             | $22.62             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893424 | 2036-09-01      | 7.2750%  | 0.0000% | $14384.94          | $14739.70          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $11159.36          | $11464.65          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.1930%  | 0.0000% | $2250.10           | $2366.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1893933 | 2036-10-01      | 6.2780%  | 0.0000% | $27592.50          | $28452.11          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894452 | 2036-09-01      | 7.4450%  | 0.0000% | $5135.34           | $5312.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS896463 | 2034-10-01      | 7.2530%  | 0.0000% | $12149.00          | $12601.63          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB896286 | 2036-06-01      | 5.9860%  | 0.0000% | $8294.42           | $8540.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB897494 | 2036-12-01      | 6.6550%  | 0.0000% | $5709.81           | $5859.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB898756 | 2034-06-01      | 6.1970%  | 0.0000% | $11356.08          | $11533.16          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $417.32            | $429.80            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.2600%  | 0.0000% | $3020.32           | $3088.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.4670%  | 0.0000% | $2528.75           | $2621.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $4017.84           | $4121.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.7500%  | 0.0000% | $368.21            | $378.36            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS907897 | 2036-12-01      | 6.2800%  | 0.0000% | $574.91            | $592.62            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.7350%  | 0.0000% | $4762.80           | $4956.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $453.88            | $460.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8930%  | 0.0000% | $1369.20           | $1390.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $3046.75           | $3108.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL938289 | 2037-07-01      | 5.5000%  | 0.0000% | $220.11            | $226.24            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938298 | 2037-06-01      | 6.5860%  | 0.0000% | $4960.41           | $5127.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1938346 | 2037-07-01      | 7.0780%  | 0.0000% | $5900.59           | $6070.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946362 | 2037-09-01      | 7.2620%  | 0.0000% | $2120.22           | $2177.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946664 | 2037-09-01      | 7.4760%  | 0.0000% | $1174.68           | $1210.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB948208 | 2037-07-01      | 5.9330%  | 0.0000% | $12153.27          | $12328.07          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1711.62           | $1754.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.7000%  | 0.0000% | $3169.28           | $3269.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD995552 | 2035-05-01      | 6.7030%  | 0.0000% | $8804.38           | $9053.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.7990%  | 0.0000% | $2427.43           | $2499.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995604 | 2035-11-01      | 7.0620%  | 0.0000% | $14418.40          | $14975.27          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.7020%  | 0.0000% | $4683.85           | $4815.48           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.2850%  | 0.0000% | $3714.55           | $3818.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAA7730 | 2039-08-01      | 7.4400%  | 0.0000% | $10111.30          | $10391.61          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7080%  | 0.0000% | $2629.00           | $2735.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2670 | 2046-06-01      | 3.0000%  | 0.0000% | $169.61            | $150.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $158.31            | $153.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $78.36             | $76.87             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $951.48            | $896.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $87.19             | $84.41             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $1171.52           | $1103.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $690.51            | $668.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $609.29            | $573.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $197.82            | $174.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $259.21            | $227.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $205.03            | $193.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $582.51            | $534.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $111.11            | $105.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $634.85            | $598.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $135.63            | $123.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $131.37            | $120.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $127.10            | $119.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3154 | 2032-10-01      | 2.5000%  | 0.0000% | $4104.93           | $3918.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $141.54            | $129.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $267.57            | $252.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $125.02            | $117.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3214 | 2037-12-01      | 3.0000%  | 0.0000% | $159.33            | $149.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $143.45            | $130.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $141.14            | $128.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3389 | 2038-06-01      | 4.0000%  | 0.0000% | $2137.01           | $2090.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $313.51            | $285.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $153.21            | $144.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $630.36            | $618.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $79.59             | $74.95             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $56132.05          | $44266.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $44913.26          | $37121.36          | Agency Mortgage-Backed Securities  |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $303.71            | $303.41            | Agency Mortgage-Backed Securities  |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $2828.66           | $2816.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $4923.18           | $4180.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $257.04            | $233.73            | Agency Mortgage-Backed Securities  |
| GNII JM MA7131 M     | 2050-12-20      | 4.5000%  | 0.0000% | $700.71            | $663.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $3731.69           | $3019.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $1766.87           | $1556.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1910.95           | $1547.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $578.07            | $509.29            | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1633.43           | $1437.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $3898.84           | $3649.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $4024.54           | $4134.79           | Agency Mortgage-Backed Securities  |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $691.87            | $585.64            | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $3742.50           | $3296.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA6746 M     | 2034-07-20      | 5.5000%  | 0.0000% | $512.41            | $519.73            | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $1239.54           | $1091.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $3222.89           | $2608.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $1806.06           | $1526.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $365.16            | $321.65            | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $2949.64           | $2387.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $16947.95          | $13713.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $2640.53           | $2552.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $811.68            | $656.72            | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $783.42            | $730.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $772.09            | $740.34            | Agency Mortgage-Backed Securities  |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $689.90            | $679.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $603.20            | $608.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $764.13            | $644.87            | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $25461.32          | $22358.78          | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $3158.71           | $2944.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $5693.54           | $4606.78           | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $3245.22           | $2626.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $1030.48           | $905.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $939.71            | $853.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $2655.67           | $2148.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $49297.91          | $41621.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $1113.09           | $977.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $2708.24           | $2191.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $16141469.95       | $13625552.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1733.57           | $1523.51           | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $2028.27           | $1711.75           | Agency Mortgage-Backed Securities  |
| GNII SF MA7477 M     | 2051-07-20      | 5.0000%  | 0.0000% | $83495.41          | $83157.81          | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $2759.79           | $2329.11           | Agency Mortgage-Backed Securities  |
| GNII SF DJ2692 C     | 2055-05-20      | 6.5000%  | 0.0000% | $596874.94         | $627240.16         | Agency Mortgage-Backed Securities  |
| GNII ET DJ2992 C     | 2065-07-20      | 6.0000%  | 0.0000% | $2047.00           | $2072.37           | Agency Mortgage-Backed Securities  |
| GNII SF DJ4256 C     | 2055-04-20      | 6.5000%  | 0.0000% | $235010.82         | $245813.95         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1980.95           | $2144.97           | Agency Mortgage-Backed Securities  |
| GNII SF 381333 C     | 2025-11-20      | 7.0000%  | 0.0000% | $8.31              | $8.33              | Agency Mortgage-Backed Securities  |
| GNII SF 411153 C     | 2026-07-20      | 7.0000%  | 0.0000% | $156.71            | $157.37            | Agency Mortgage-Backed Securities  |
| GNII SF 417330 C     | 2026-03-20      | 7.5000%  | 0.0000% | $45.66             | $45.88             | Agency Mortgage-Backed Securities  |
| GNII SF 441126 C     | 2027-02-20      | 7.2100%  | 0.0000% | $1212.17           | $1217.30           | Agency Mortgage-Backed Securities  |
| GNII SF 467023 C     | 2028-05-20      | 6.5000%  | 0.0000% | $179.17            | $180.48            | Agency Mortgage-Backed Securities  |
| GNII SF 474472 C     | 2028-04-20      | 6.7500%  | 0.0000% | $10.10             | $10.15             | Agency Mortgage-Backed Securities  |
| GNII SF 723593 C     | 2033-11-20      | 6.5000%  | 0.0000% | $519.26            | $531.00            | Agency Mortgage-Backed Securities  |
| GNII SF 723503 C     | 2032-10-20      | 6.5000%  | 0.0000% | $1281.82           | $1291.24           | Agency Mortgage-Backed Securities  |
| GNHF RF 725891 H     | 2064-02-20      | 5.2000%  | 0.0000% | $45.86             | $45.71             | Agency Mortgage-Backed Securities  |
| GNHF RF 725893 H     | 2064-09-20      | 5.2000%  | 0.0000% | $34.70             | $34.59             | Agency Mortgage-Backed Securities  |
| GNII SF 737769 C     | 2033-05-20      | 6.5000%  | 0.0000% | $1491.98           | $1517.99           | Agency Mortgage-Backed Securities  |
| GNII SF 536606 C     | 2030-02-20      | 6.5000%  | 0.0000% | $77.86             | $78.89             | Agency Mortgage-Backed Securities  |
| GNAR AR 080095 M     | 2027-07-20      | 4.6250%  | 0.0000% | $79.08             | $79.63             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  | 0.0000% | $944.60            | $952.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $1889.34           | $1697.39           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $2862.36           | $2572.71           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $10485.34          | $10003.43          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $661.33            | $600.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $326.84            | $307.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $184.45            | $160.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8043 | 2050-02-01      | 2.5000%  | 0.0000% | $4443.74           | $3709.56           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $665.05            | $602.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $184.76            | $172.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $246.57            | $223.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $2878.55           | $2692.55           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $1969.11           | $1876.41           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $2268.80           | $1880.89           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $695.11            | $574.99            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $4595.34           | $3623.71           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $1323.54           | $1192.07           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $3048.67           | $2518.81           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $9663.55           | $7617.23           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $7305.18           | $5750.25           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $820.66            | $737.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $4679.83           | $4025.54           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $815.16            | $673.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $3229.21           | $2775.15           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $3298.32           | $2836.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $4828.78           | $4340.41           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $6747.22           | $6260.16           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $1687.73           | $1516.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $5094.02           | $4380.73           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $6736.50           | $6250.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $738.08            | $739.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1696.49           | $1524.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.7880%  | 0.0000% | $3565.86           | $3567.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD669201 | 2032-11-01      | 6.4150%  | 0.0000% | $150.77            | $155.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1277.86           | $1302.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $895.86            | $921.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS674190 | 2042-11-01      | 5.5980%  | 0.0000% | $6385.44           | $6410.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8330%  | 0.0000% | $1105.95           | $1147.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681767 | 2033-01-01      | 6.2500%  | 0.0000% | $43.17             | $44.23             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $589.21            | $603.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD685511 | 2033-07-01      | 7.4050%  | 0.0000% | $4677.80           | $4810.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $184.95            | $190.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD690595 | 2033-10-01      | 6.7730%  | 0.0000% | $25825.90          | $26616.87          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB695016 | 2033-02-01      | 6.1330%  | 0.0000% | $10899.29          | $11072.78          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS696488 | 2033-05-01      | 6.4650%  | 0.0000% | $13923.00          | $14306.20          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705324 | 2033-06-01      | 6.2730%  | 0.0000% | $7207.20           | $7405.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $1182.70           | $1217.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $773.51            | $781.91            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2574.44           | $2586.30           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD723639 | 2033-06-01      | 6.2590%  | 0.0000% | $7563.90           | $7780.22           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.4450%  | 0.0000% | $2613.44           | $2672.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725008 | 2033-12-01      | 6.9870%  | 0.0000% | $11776.38          | $12123.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1764.12           | $1837.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.6750%  | 0.0000% | $10.61             | $10.68             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.4380%  | 0.0000% | $2462.89           | $2545.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.0860%  | 0.0000% | $390.93            | $400.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.7500%  | 0.0000% | $2115.04           | $2183.91           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD728646 | 2033-07-01      | 7.3000%  | 0.0000% | $433.28            | $444.14            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.5970%  | 0.0000% | $44819.86          | $45415.79          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735322 | 2034-07-01      | 6.3780%  | 0.0000% | $1095.71           | $1122.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.5190%  | 0.0000% | $2796.84           | $2869.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735362 | 2035-03-01      | 6.0470%  | 0.0000% | $5678.04           | $5744.87           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735086 | 2034-06-01      | 6.7590%  | 0.0000% | $7688.80           | $7912.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.5310%  | 0.0000% | $153.30            | $156.76            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5120%  | 0.0000% | $577.47            | $594.72            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.4220%  | 0.0000% | $2997.77           | $3100.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $176.33            | $178.18            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.5980%  | 0.0000% | $5285.05           | $5351.32           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735691 | 2032-04-01      | 6.4530%  | 0.0000% | $996.47            | $1019.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735805 | 2035-07-01      | 5.9410%  | 0.0000% | $13533.30          | $13689.72          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.8570%  | 0.0000% | $3078.86           | $3162.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1381.52           | $1393.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB737652 | 2033-09-01      | 6.8750%  | 0.0000% | $4.50              | $4.58              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD739403 | 2033-09-01      | 7.1310%  | 0.0000% | $6590.56           | $6772.60           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS742955 | 2033-10-01      | 6.5150%  | 0.0000% | $3722.97           | $3811.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.4920%  | 0.0000% | $3488.75           | $3563.99           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745054 | 2035-09-01      | 7.1920%  | 0.0000% | $239.16            | $246.46            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745059 | 2035-09-01      | 6.9670%  | 0.0000% | $6933.36           | $7123.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745362 | 2033-05-01      | 6.8210%  | 0.0000% | $11508.60          | $11818.49          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5220%  | 0.0000% | $356.48            | $368.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745446 | 2033-04-01      | 6.5810%  | 0.0000% | $14587.36          | $15023.77          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2604.66           | $2687.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.4450%  | 0.0000% | $414.35            | $426.12            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3330%  | 0.0000% | $10597.95          | $10926.10          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745702 | 2034-11-01      | 7.0870%  | 0.0000% | $308.45            | $316.81            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745705 | 2032-11-01      | 6.5000%  | 0.0000% | $181.37            | $184.09            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745777 | 2036-07-01      | 6.6230%  | 0.0000% | $9186.90           | $9485.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.5580%  | 0.0000% | $558.29            | $576.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.5480%  | 0.0000% | $2246.90           | $2311.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745895 | 2036-10-01      | 7.5940%  | 0.0000% | $3962.56           | $4067.31           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.6260%  | 0.0000% | $1313.18           | $1344.67           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD747302 | 2034-07-01      | 6.5700%  | 0.0000% | $17618.20          | $18075.03          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.9250%  | 0.0000% | $2895.85           | $2992.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $3093.69           | $3189.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.4350%  | 0.0000% | $981.04            | $1007.23           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758614 | 2033-11-01      | 6.1750%  | 0.0000% | $4034.39           | $4109.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6050%  | 0.0000% | $270.98            | $277.74            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $358.03            | $366.63            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.2720%  | 0.0000% | $942.60            | $972.45            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $618.51            | $634.05            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS773341 | 2035-06-01      | 6.1830%  | 0.0000% | $17795.17          | $18277.54          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB773856 | 2034-04-01      | 7.2080%  | 0.0000% | $12742.69          | $13195.99          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS775852 | 2044-03-01      | 5.5980%  | 0.0000% | $8463.82           | $8587.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB776488 | 2034-03-01      | 6.2030%  | 0.0000% | $8681.60           | $8944.82           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4649.13           | $4751.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1506.70           | $1551.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  | 0.0000% | $21.57             | $22.12             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781309 | 2034-07-01      | 7.4350%  | 0.0000% | $3622.68           | $3736.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781563 | 2034-11-01      | 6.4990%  | 0.0000% | $1957.80           | $2005.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2518.28           | $2594.50           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB786142 | 2034-07-01      | 6.4150%  | 0.0000% | $10056.33          | $10272.05          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB788987 | 2034-10-01      | 6.5000%  | 0.0000% | $18372.65          | $18740.93          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790762 | 2034-09-01      | 7.1650%  | 0.0000% | $1069.86           | $1088.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790764 | 2034-09-01      | 7.1420%  | 0.0000% | $17556.19          | $18061.43          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790964 | 2034-09-01      | 7.3960%  | 0.0000% | $12245.52          | $12539.77          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD791972 | 2034-09-01      | 7.3930%  | 0.0000% | $616.98            | $637.04            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $3006.56           | $3040.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793025 | 2034-07-01      | 6.2570%  | 0.0000% | $17433.17          | $17714.36          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793065 | 2034-08-01      | 7.6520%  | 0.0000% | $782.89            | $803.81            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB794792 | 2034-10-01      | 7.0700%  | 0.0000% | $2046.49           | $2097.61           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.5980%  | 0.0000% | $20587.78          | $20839.78          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795718 | 2034-09-01      | 7.3000%  | 0.0000% | $2629.90           | $2706.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $930.18            | $944.83            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800171 | 2034-12-01      | 6.0080%  | 0.0000% | $2850.56           | $2893.17           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS801344 | 2034-10-01      | 7.4400%  | 0.0000% | $1216.62           | $1254.56           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.5850%  | 0.0000% | $2296.45           | $2348.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.5980%  | 0.0000% | $1041.44           | $1056.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806513 | 2034-12-01      | 6.4260%  | 0.0000% | $32886.48          | $33897.11          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.8480%  | 0.0000% | $833.96            | $864.45            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.2100%  | 0.0000% | $3747.86           | $3794.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809181 | 2035-01-01      | 6.5980%  | 0.0000% | $22757.53          | $23265.80          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $938.10            | $964.76            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.7350%  | 0.0000% | $1830.18           | $1871.26           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB810896 | 2035-01-01      | 6.1150%  | 0.0000% | $13369.28          | $13756.66          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD813570 | 2034-10-01      | 6.9940%  | 0.0000% | $24052.82          | $24701.87          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $55.36             | $57.01             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $1242.77           | $1275.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813842 | 2035-01-01      | 6.0940%  | 0.0000% | $1041.26           | $1071.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2146.00           | $2176.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815261 | 2035-05-01      | 6.1420%  | 0.0000% | $6797.43           | $6885.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS815587 | 2035-04-01      | 6.4580%  | 0.0000% | $910.94            | $939.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1792.87           | $1832.16           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $2000.00           | $2079.08           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $16957324.40       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2073 | 2034-10-01      | 4.4200%  | 0.0000% | $1065.00           | $1042.77           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3527 | 2032-04-01      | 4.3200%  | 0.0000% | $349132.00         | $345059.72         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2734 | 2035-01-01      | 4.7550%  | 0.0000% | $120241.00         | $120492.97         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2737 | 2035-01-01      | 4.6200%  | 0.0000% | $1355000.00        | $1340891.74        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ2740 | 2035-01-01      | 4.8850%  | 0.0000% | $679420.00         | $686021.81         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2923 | 2032-02-01      | 4.4300%  | 0.0000% | $1799.00           | $1795.85           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3088 | 2035-02-01      | 5.1700%  | 0.0000% | $901390.17         | $925255.67         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4443 | 2030-07-01      | 4.1000%  | 0.0000% | $70820.00          | $69990.11          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4446 | 2030-07-01      | 4.5500%  | 0.0000% | $1060.00           | $1069.11           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4453 | 2030-07-01      | 4.6900%  | 0.0000% | $2174430.00        | $2202176.45        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $332831.00         | $337392.34         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3861 | 2032-05-01      | 4.9450%  | 0.0000% | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $890728.00         | $888867.57         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $139280.00         | $140682.69         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4127 | 2030-07-01      | 4.4700%  | 0.0000% | $2564.00           | $2575.55           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4173 | 2032-06-01      | 4.8100%  | 0.0000% | $3210.00           | $3255.09           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4335 | 2030-07-01      | 4.1700%  | 0.0000% | $1000.00           | $993.52            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4318 | 2030-07-01      | 4.1700%  | 0.0000% | $1073.00           | $1066.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $1302.22           | $1226.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBCA2903 | 2048-12-01      | 6.6900%  | 0.0000% | $25024.41          | $25933.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $100.69            | $97.39             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $4089.60           | $3712.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $846.47            | $795.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $5477.09           | $4972.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $155.96            | $141.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $1579.00           | $1370.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7021 | 2050-09-01      | 2.0000%  | 0.0000% | $2100.10           | $1652.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $770.93            | $607.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $599.49            | $558.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $2960.56           | $2442.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $3358.09           | $2894.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $399999.58         | $364397.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $6456.06           | $5078.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $3924.98           | $3573.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $334.73            | $304.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $401.13            | $364.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $1545.46           | $1493.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  | 0.0000% | $633.88            | $595.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $112.67            | $98.00             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $382.82            | $347.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $199.96            | $185.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $227.04            | $213.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $202.53            | $195.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $5946.39           | $5398.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $6589.20           | $6147.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $1995.63           | $1811.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $148.08            | $138.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $5875.45           | $5108.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $5425.29           | $4716.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $457.60            | $415.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $2244.92           | $2170.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $199.45            | $173.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $3897.10           | $3765.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $1579.84           | $1314.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $3576.42           | $3094.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $356.61            | $323.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $175.51            | $163.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $3631.59           | $3026.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $1143.45           | $993.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  | 0.0000% | $1016.45           | $952.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  | 0.0000% | $256.36            | $244.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $1039.27           | $971.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $337.61            | $293.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $14831.84          | $12324.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $23746.71          | $21752.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $26822.65          | $22182.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $132602.73         | $109877.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $4288.83           | $4002.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $758.17            | $595.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $3488.94           | $3014.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $3494.01           | $3156.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $7351.27           | $7183.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $1752.30           | $1752.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $1891.80           | $1753.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $2435.45           | $2482.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $2884.32           | $2679.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $3751.05           | $3094.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $831.93            | $655.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $6621.57           | $5211.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $3174.00           | $2617.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4567 | 2037-03-01      | 2.0000%  | 0.0000% | $1365360.61        | $1243197.24        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $9306.86           | $7312.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $1636.53           | $1348.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $802.42            | $690.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $10123.01          | $8706.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $161994.59         | $145611.05         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $10849.96          | $10068.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $3346.26           | $2758.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $625.90            | $567.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $2208.95           | $1787.60           | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $3512.74           | $2964.54           | Agency Mortgage-Backed Securities  |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $4488.03           | $3631.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $450290.97         | $407956.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $2912.89           | $2458.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $3502.35           | $3076.29           | Agency Mortgage-Backed Securities  |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $1445.20           | $1309.88           | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $5327.02           | $4310.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $771.94            | $624.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $3657.84           | $3086.97           | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $2280.88           | $2003.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $2357.03           | $1907.04           | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $8451.58           | $7132.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $2070.41           | $1930.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1040.88           | $1030.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $794.13            | $642.62            | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $3030.30           | $2557.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1608.96           | $1301.77           | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $2324.35           | $1961.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $4498.78           | $3950.60           | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $9434.36           | $8378.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $6335.86           | $6381.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $862.39            | $849.29            | Agency Mortgage-Backed Securities  |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $28939.65          | $29249.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $2116.04           | $1712.33           | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $799.37            | $745.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $948439.66         | $908851.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $2414.45           | $2252.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $51620832.17       | $49625532.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $30414.60          | $31260.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $2241.11           | $1891.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $2419.82           | $2188.86           | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $51113282.94       | $49011300.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $2519.23           | $2350.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $24343.17          | $23357.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA8423 M     | 2052-06-20      | 2.5000%  | 0.0000% | $1497.55           | $1264.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $591.82            | $607.91            | Agency Mortgage-Backed Securities  |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $389.59            | $405.94            | Agency Mortgage-Backed Securities  |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $799.83            | $675.01            | Agency Mortgage-Backed Securities  |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $1511.85           | $1328.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $1669.59           | $1507.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $3310.27           | $3173.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $59155.71          | $61270.69          | Agency Mortgage-Backed Securities  |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $779.28            | $657.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $3774.98           | $3804.96           | Agency Mortgage-Backed Securities  |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1819886.58        | $1472751.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $2974.83           | $2997.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $810.44            | $737.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1721.34           | $1647.66           | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $1656.47           | $1632.91           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9525 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2155.21           | $2229.54           | Agency Mortgage-Backed Securities  |
| GNII SF DK0063 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1152864.68        | $1186968.72        | Agency Mortgage-Backed Securities  |
| GNII SF DK0384 C     | 2055-06-20      | 6.5000%  | 0.0000% | $999.19            | $1046.35           | Agency Mortgage-Backed Securities  |
| GNII SF DK1717 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2000.00           | $2059.16           | Agency Mortgage-Backed Securities  |
| GNII SF DK6013 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2104.19           | Agency Mortgage-Backed Securities  |
| GNII SF DK6014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.87           | Agency Mortgage-Backed Securities  |
| GNII SF DK6018 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2000.00           | $2096.84           | Agency Mortgage-Backed Securities  |
| GNII SF DK6022 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.75           | Agency Mortgage-Backed Securities  |
| GNII SF DK6024 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3000.00           | $3134.23           | Agency Mortgage-Backed Securities  |
| GNII AP 784449 M     | 2044-09-20      | 4.5000%  | 0.0000% | $537.09            | $519.98            | Agency Mortgage-Backed Securities  |
| GNII SP 784106 M     | 2046-01-20      | 3.5000%  | 0.0000% | $108.49            | $100.17            | Agency Mortgage-Backed Securities  |
| GNMI SP 784571 X     | 2048-06-15      | 3.5000%  | 0.0000% | $262.63            | $243.45            | Agency Mortgage-Backed Securities  |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $86.07             | $77.66             | Agency Mortgage-Backed Securities  |
| GNII SP 784899 C     | 2048-02-20      | 4.0000%  | 0.0000% | $159.85            | $147.95            | Agency Mortgage-Backed Securities  |
| GNII SP 785043 M     | 2049-04-20      | 3.0000%  | 0.0000% | $239.43            | $213.24            | Agency Mortgage-Backed Securities  |
| GNII SP 785057 M     | 2050-05-20      | 2.0000%  | 0.0000% | $4572.28           | $3734.35           | Agency Mortgage-Backed Securities  |
| GNII SP 787239 C     | 2052-05-20      | 2.5000%  | 0.0000% | $22366868.83       | $18877331.60       | Agency Mortgage-Backed Securities  |
| GNII SP 786518 M     | 2050-12-20      | 4.5000%  | 0.0000% | $761.88            | $754.28            | Agency Mortgage-Backed Securities  |
| GNII SP 787830 C     | 2050-12-20      | 2.5000%  | 0.0000% | $966.31            | $806.06            | Agency Mortgage-Backed Securities  |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $10831023.18       | $10922776.38       | Agency Mortgage-Backed Securities  |
| GNII SF 616571 C     | 2034-08-20      | 6.5000%  | 0.0000% | $2205.49           | $2288.70           | Agency Mortgage-Backed Securities  |
| GNII SF 616624 C     | 2034-09-20      | 6.5000%  | 0.0000% | $1645.15           | $1725.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $4101.89           | $4026.96           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $1746.70           | $1437.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $2487.20           | $2441.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $3492.32           | $3000.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $5323.56           | $4574.25           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $1750.37           | $1572.38           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $3501.98           | $3342.49           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $3433.32           | $3084.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $1642.91           | $1646.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $1776.58           | $1595.88           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $8801.80           | $8393.80           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $896.60            | $855.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $905.15            | $863.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $3427.13           | $3429.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $7205.10           | $6677.99           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  | 0.0000% | $962.09            | $891.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $1719.58           | $1719.92           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $944.69            | $875.58            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $3880.11           | $3596.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $1821.38           | $1821.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $319830.90         | $331556.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $1841.51           | $1840.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $885.43            | $902.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $3891.72           | $3607.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $974.66            | $903.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $2841.03           | $2839.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $4871.77           | $4872.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | 0.0000% | $4952.37           | $4448.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1389.65           | $1442.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1795.14           | $1808.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3953.91           | $4032.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5860%  | 0.0000% | $3705.59           | $3794.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS825395 | 2035-07-01      | 6.2230%  | 0.0000% | $7523.64           | $7758.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826046 | 2035-07-01      | 7.0900%  | 0.0000% | $341.36            | $347.41            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826082 | 2035-07-01      | 7.4300%  | 0.0000% | $280.46            | $284.71            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826128 | 2035-07-01      | 7.5290%  | 0.0000% | $7901.32           | $8093.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.9640%  | 0.0000% | $3356.75           | $3402.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB826364 | 2035-07-01      | 6.6090%  | 0.0000% | $1736.99           | $1756.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB828056 | 2035-06-01      | 6.3820%  | 0.0000% | $24373.54          | $24986.42          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS829596 | 2035-07-01      | 7.4380%  | 0.0000% | $1698.86           | $1753.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB829708 | 2035-06-01      | 6.4060%  | 0.0000% | $662.72            | $682.08            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB832801 | 2035-09-01      | 7.2050%  | 0.0000% | $3165.60           | $3239.71           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $736.61            | $753.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS836852 | 2035-10-01      | 6.3440%  | 0.0000% | $4722.77           | $4846.87           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS837329 | 2035-09-01      | 7.1680%  | 0.0000% | $5475.38           | $5601.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB839175 | 2035-11-01      | 6.5370%  | 0.0000% | $11164.76          | $11396.35          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.9590%  | 0.0000% | $13869.81          | $14470.39          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB841775 | 2035-09-01      | 7.1900%  | 0.0000% | $14076.05          | $14533.20          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS841978 | 2035-03-01      | 5.2020%  | 0.0000% | $18098.36          | $17861.76          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB843026 | 2035-09-01      | 6.1600%  | 0.0000% | $10305.07          | $10451.02          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844237 | 2035-11-01      | 6.0790%  | 0.0000% | $3999.49           | $4095.23           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843823 | 2035-11-01      | 6.3310%  | 0.0000% | $3182.96           | $3258.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.2350%  | 0.0000% | $6283.10           | $6450.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB844000 | 2035-11-01      | 6.5830%  | 0.0000% | $10318.36          | $10462.26          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.0980%  | 0.0000% | $25665.48          | $26268.98          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS846171 | 2035-10-01      | 6.6080%  | 0.0000% | $15474.67          | $15912.23          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1849025 | 2036-01-01      | 6.3080%  | 0.0000% | $476.92            | $489.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $33754.52          | $34665.66          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS849930 | 2034-08-01      | 6.4400%  | 0.0000% | $22176.79          | $22495.49          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS863729 | 2036-01-01      | 6.5180%  | 0.0000% | $13512.92          | $13947.51          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1865915 | 2036-03-01      | 6.3720%  | 0.0000% | $916.77            | $942.84            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1226.62           | $1267.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868877 | 2036-04-01      | 6.3070%  | 0.0000% | $817.49            | $845.61            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868952 | 2036-05-01      | 6.8050%  | 0.0000% | $5038.62           | $5176.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS877000 | 2035-06-01      | 6.2600%  | 0.0000% | $2095.34           | $2163.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881670 | 2036-03-01      | 6.1750%  | 0.0000% | $25557.10          | $26370.19          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9430%  | 0.0000% | $3191.89           | $3312.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $15191.56          | $15612.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $1840.43           | $1840.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | 0.0000% | $2163.85           | $1698.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | 0.0000% | $999901.01         | $859000.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $40192.62          | $33385.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1559 | 2051-09-01      | 3.0000%  | 0.0000% | $786292.26         | $687717.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $866.12            | $715.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1989 | 2036-10-01      | 2.5000%  | 0.0000% | $950978.44         | $885649.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $6671.39           | $5496.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $3139.46           | $2605.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $1907.17           | $1652.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $1681.47           | $1446.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $749.84            | $673.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  | 0.0000% | $1717.77           | $1412.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3441 | 2037-04-01      | 2.5000%  | 0.0000% | $367711.00         | $342235.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $274678.98         | $255849.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  | 0.0000% | $3390.31           | $2912.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $14962.48          | $13885.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $8320.74           | $7474.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $3424.89           | $2944.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $3260.91           | $2943.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $36886.94          | $35242.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $3285.32           | $3136.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $826.74            | $711.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $9581.71           | $8612.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $6384.67           | $6093.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $1697.76           | $1459.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $2488.92           | $2309.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $7694.53           | $6616.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $168547.02         | $151473.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $80333.21          | $74542.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $10165.36          | $9135.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $15080.83          | $13980.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $188425.20         | $180304.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $2302.70           | $2260.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $342222.60         | $335988.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4802 | 2052-11-01      | 3.0000%  | 0.0000% | $1817.58           | $1561.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $873.16            | $784.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $2624.60           | $2435.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $701.99            | $674.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $1370200.29        | $1276250.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2461.67           | $2413.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $1712.79           | $1538.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $7051.73           | $6334.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $4029.38           | $4033.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $4572.25           | $4107.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $2574.28           | $2524.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $14935.83          | $13416.66          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $1778.02           | $1648.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $3529.54           | $3367.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $1796.60           | $1713.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $3402.09           | $3332.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $14143.35          | $13112.14          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $7177.54           | $6652.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $767.89            | $784.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $815.71            | $784.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $4494.70           | $4166.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $682.21            | $687.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $2247.15           | $2248.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5263 | 2054-01-01      | 4.0000%  | 0.0000% | $1857.96           | $1722.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $3691.85           | $3614.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $1367.22           | $1337.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $6461.82           | $6463.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $1930.08           | $1788.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $953.72            | $883.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $1925.31           | $1729.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $927.61            | $927.23            | Agency Mortgage-Backed Securities  |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $1646.02           | $1331.82           | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $1850.39           | $1855.87           | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $4879.75           | $4654.36           | Agency Mortgage-Backed Securities  |
| GNII SF MA9854 M     | 2054-08-20      | 7.0000%  | 0.0000% | $2395.10           | $2488.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $751.48            | $608.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1646.39           | $1449.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $2550.32           | $2317.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $2685.02           | $2569.86           | Agency Mortgage-Backed Securities  |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $784.69            | $634.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA9100 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1664.84           | $1406.94           | Agency Mortgage-Backed Securities  |
| GNII SF MA9101 M     | 2053-07-20      | 3.0000%  | 0.0000% | $2494.28           | $2192.50           | Agency Mortgage-Backed Securities  |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $4526.69           | $4326.86           | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $807.40            | $812.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA9109 M     | 2053-08-20      | 7.0000%  | 0.0000% | $386.01            | $402.33            | Agency Mortgage-Backed Securities  |
| GNII SF MA9110 M     | 2053-08-20      | 7.5000%  | 0.0000% | $273.34            | $286.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $793.28            | $799.43            | Agency Mortgage-Backed Securities  |
| GNII SF MA9174 M     | 2053-08-20      | 7.0000%  | 0.0000% | $393.58            | $409.76            | Agency Mortgage-Backed Securities  |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1705.51           | $1380.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA9237 M     | 2053-10-20      | 3.5000%  | 0.0000% | $1688.16           | $1526.88           | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $397.76            | $414.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $848.41            | $765.47            | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M     | 2053-11-20      | 4.5000%  | 0.0000% | $2083.06           | $1989.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $3159.98           | $2557.23           | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M     | 2053-11-20      | 5.0000%  | 0.0000% | $3709.73           | $3639.66           | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2782.95           | $2905.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $417.31            | $435.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $1889.38           | $1803.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $934.94            | $974.10            | Agency Mortgage-Backed Securities  |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $773.67            | $625.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $1709.45           | $1506.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA9545 M     | 2054-01-20      | 7.5000%  | 0.0000% | $485.39            | $507.02            | Agency Mortgage-Backed Securities  |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $929.39            | $844.71            | Agency Mortgage-Backed Securities  |
| GNII SF MA9604 M     | 2054-04-20      | 5.0000%  | 0.0000% | $929.39            | $911.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $3822.09           | $3910.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $485.34            | $506.09            | Agency Mortgage-Backed Securities  |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $885.94            | $716.96            | Agency Mortgage-Backed Securities  |
| GNII SF MA9599 M     | 2054-02-20      | 2.5000%  | 0.0000% | $1832.47           | $1546.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $2896.00           | $2763.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $4972.05           | $5136.81           | Agency Mortgage-Backed Securities  |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $1001.89           | $1042.31           | Agency Mortgage-Backed Securities  |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $873.50            | $767.08            | Agency Mortgage-Backed Securities  |
| GNII SF AO1099 C     | 2045-09-20      | 3.5000%  | 0.0000% | $3392.79           | $3076.10           | Agency Mortgage-Backed Securities  |
| GNII SF AO1103 C     | 2045-09-20      | 3.5000%  | 0.0000% | $190.53            | $173.57            | Agency Mortgage-Backed Securities  |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $202.88            | $190.86            | Agency Mortgage-Backed Securities  |
| GNII SF BA6138 C     | 2047-06-20      | 3.5000%  | 0.0000% | $230.22            | $210.28            | Agency Mortgage-Backed Securities  |
| GNII SF BC1888 C     | 2047-08-20      | 3.5000%  | 0.0000% | $498.24            | $453.87            | Agency Mortgage-Backed Securities  |
| GNII SF BC4862 C     | 2047-10-20      | 3.5000%  | 0.0000% | $3534.35           | $3232.71           | Agency Mortgage-Backed Securities  |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5793.00           | $5865.81           | Agency Mortgage-Backed Securities  |
| GNII SF DK9973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4272.00           | $4463.15           | Agency Mortgage-Backed Securities  |
| GNII SF DL2682 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3000.00           | $3052.08           | Agency Mortgage-Backed Securities  |
| GNII SF DL2018 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1057.71           | Agency Mortgage-Backed Securities  |
| GNII SF DL2754 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2008.00           | $2031.76           | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $2968.46           | $2911.15           | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $947.13            | $966.53            | Agency Mortgage-Backed Securities  |
| GNII SF MB0020 M     | 2051-11-20      | 2.5000%  | 0.0000% | $914.65            | $772.19            | Agency Mortgage-Backed Securities  |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1967.00           | $1875.73           | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $7487939.93        | $7343390.24        | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $2940.35           | $2950.86           | Agency Mortgage-Backed Securities  |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $1937.88           | $2013.71           | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $2957.03           | $2899.94           | Agency Mortgage-Backed Securities  |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $2004.28           | $2082.21           | Agency Mortgage-Backed Securities  |
| FKAR 04.250 WAWA3329 | 2034-03-01      | 4.2500%  | 0.0000% | $1000.00           | $973.12            | Agency Mortgage-Backed Securities  |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $1055782.72        | $1000827.47        | Agency Mortgage-Backed Securities  |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $1130789.00        | $1126856.12        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $5185.33           | $4889.71           | Agency Mortgage-Backed Securities  |
| 08.500 FRPC G80204 G | 2027-10-20      | 8.5000%  | 0.0000% | $1900.31           | $1919.59           | Agency Mortgage-Backed Securities  |
| 06.875 FRPC G80338 G | 2039-05-01      | 6.8750%  | 0.0000% | $2722.54           | $2787.61           | Agency Mortgage-Backed Securities  |
| 09.000 FRPC G80360 G | 2040-09-01      | 9.0000%  | 0.0000% | $189.44            | $189.56            | Agency Mortgage-Backed Securities  |
| FMAR 972136 G        | 2034-01-01      | 6.4300%  | 0.0000% | $1229.79           | $1264.74           | Agency Mortgage-Backed Securities  |
| FMAR 1B0097 G        | 2031-08-01      | 7.6580%  | 0.0000% | $2444.03           | $2498.14           | Agency Mortgage-Backed Securities  |
| FMAR 1B0118 G        | 2031-08-01      | 7.6580%  | 0.0000% | $438.90            | $447.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $3171.23           | $2733.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQC9480 | 2051-10-01      | 4.0000%  | 0.0000% | $723.47            | $671.50            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $4141.17           | $3251.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $858.08            | $796.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $822.81            | $739.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $4183.15           | $3877.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6077 | 2055-04-01      | 4.5000%  | 0.0000% | $36047.46          | $34350.46          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6529 | 2054-12-01      | 4.5000%  | 0.0000% | $921135.38         | $879159.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6809 | 2054-12-01      | 4.5000%  | 0.0000% | $927046.04         | $883402.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6818 | 2054-12-01      | 5.5000%  | 0.0000% | $431886.26         | $432240.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLCB5341 | 2052-12-01      | 6.0000%  | 0.0000% | $392785.60         | $403685.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $3378.40           | $3225.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $750.59            | $754.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $1628.07           | $1510.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $3533.50           | $3275.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $10469.19          | $9722.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.8160%  | 0.0000% | $967.66            | $989.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $10339.18          | $9582.78           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 6.0040%  | 0.0000% | $8834.01           | $9064.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $2918.07           | $2704.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $7741.46           | $6954.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $1015.43           | $992.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $592757.05         | $569951.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $2924.73           | $2627.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $975.28            | $903.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5667 | 2040-03-01      | 3.5000%  | 0.0000% | $527907.49         | $507598.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $1054733.90        | $1075206.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $853910.31         | $873202.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $1961.72           | $1960.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $1444556.88        | $1388991.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $177321.60         | $178617.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  | 0.0000% | $251526.51         | $241851.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $5960.88           | $5354.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5773 | 2040-07-01      | 6.0000%  | 0.0000% | $252935.14         | $261046.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $204776.00         | $210157.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  | 0.0000% | $497529.41         | $478388.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-07-01      | 4.0000%  | 0.0000% | $1140122.00        | $1056712.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5790 | 2055-07-01      | 4.5000%  | 0.0000% | $1134992.00        | $1081556.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5791 | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1000.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-07-01      | 6.0000%  | 0.0000% | $12593302.00       | $12833456.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5799 | 2040-07-01      | 4.5000%  | 0.0000% | $741571.00         | $735957.31         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.9010%  | 0.0000% | $51.10             | $53.55             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAD3532 | 2040-04-01      | 6.7050%  | 0.0000% | $20096.64          | $20710.10          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0881 | 2041-02-01      | 6.7720%  | 0.0000% | $26135.24          | $27164.76          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7400%  | 0.0000% | $4803.62           | $5010.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0277 | 2039-09-01      | 6.8790%  | 0.0000% | $15151.68          | $15684.17          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0279 | 2038-11-01      | 6.7870%  | 0.0000% | $18297.19          | $18756.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE5471 | 2040-10-01      | 4.5000%  | 0.0000% | $189.90            | $188.26            | Agency Mortgage-Backed Securities  |
| FKAR WG9005          | 2029-09-01      | 4.0000%  | 0.0000% | $719300.00         | $710318.34         | Agency Mortgage-Backed Securities  |
| GNII SF BI6900 C     | 2049-03-20      | 6.0000%  | 0.0000% | $527.31            | $547.84            | Agency Mortgage-Backed Securities  |
| GNII SF BO3369 C     | 2049-06-20      | 5.0000%  | 0.0000% | $4613.88           | $4609.07           | Agency Mortgage-Backed Securities  |
| GNII SF BP2045 C     | 2049-07-20      | 5.0000%  | 0.0000% | $2221.77           | $2249.78           | Agency Mortgage-Backed Securities  |
| GNII SF BQ6394 C     | 2049-11-20      | 3.0000%  | 0.0000% | $3024.77           | $2574.07           | Agency Mortgage-Backed Securities  |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $5626.68           | $4729.50           | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $634.00            | $529.78            | Agency Mortgage-Backed Securities  |
| GNII SF BT0303 C     | 2050-02-20      | 4.5000%  | 0.0000% | $3249.60           | $3099.16           | Agency Mortgage-Backed Securities  |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $698.90            | $583.78            | Agency Mortgage-Backed Securities  |
| GNII SF BV9153 C     | 2035-07-20      | 2.0000%  | 0.0000% | $1189913.41        | $1083447.90        | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $3963.56           | $3157.83           | Agency Mortgage-Backed Securities  |
| GNII SF CD8312 C     | 2051-05-20      | 2.5000%  | 0.0000% | $4360.59           | $3653.17           | Agency Mortgage-Backed Securities  |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $825.46            | $749.24            | Agency Mortgage-Backed Securities  |
| GNII SF CE9952 C     | 2051-09-20      | 3.5000%  | 0.0000% | $825.92            | $736.77            | Agency Mortgage-Backed Securities  |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1833.41           | $1517.79           | Agency Mortgage-Backed Securities  |
| GNII SF CJ5947 C     | 2051-12-20      | 2.0000%  | 0.0000% | $906.30            | $724.30            | Agency Mortgage-Backed Securities  |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $322279.15         | $292395.39         | Agency Mortgage-Backed Securities  |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $204895.18         | $177273.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $974.16            | $928.96            | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M     | 2055-02-20      | 5.0000%  | 0.0000% | $992.81            | $973.48            | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $2965.04           | $3025.78           | Agency Mortgage-Backed Securities  |
| GNII SF MB0262 M     | 2055-03-20      | 7.0000%  | 0.0000% | $2034.34           | $2113.44           | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M     | 2052-07-20      | 5.0000%  | 0.0000% | $4972.21           | $4875.44           | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $2975.53           | $3036.48           | Agency Mortgage-Backed Securities  |
| GNII SF MB0311 M     | 2055-03-20      | 7.0000%  | 0.0000% | $2031.89           | $2111.75           | Agency Mortgage-Backed Securities  |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $994.31            | $1014.68           | Agency Mortgage-Backed Securities  |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2029.53           | $2108.91           | Agency Mortgage-Backed Securities  |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $998.52            | $952.18            | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2043.28           | $2085.13           | Agency Mortgage-Backed Securities  |
| GNII JM MB0471 M     | 2055-07-20      | 5.0000%  | 0.0000% | $4828.00           | $4699.81           | Agency Mortgage-Backed Securities  |
| GNII SF MB0483 M     | 2055-06-20      | 4.5000%  | 0.0000% | $3072.00           | $2929.44           | Agency Mortgage-Backed Securities  |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $2048.00           | $2008.14           | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.93           | Agency Mortgage-Backed Securities  |
| GNII SF DI1430 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1994.25           | $1967.74           | Agency Mortgage-Backed Securities  |
| GNII SF DI3302 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1054.10           | $1114.15           | Agency Mortgage-Backed Securities  |
| GNII SF DI4012 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2995.11           | $3097.86           | Agency Mortgage-Backed Securities  |
| GNII SF AF5104 C     | 2043-08-20      | 4.5000%  | 0.0000% | $219285.28         | $210836.43         | Agency Mortgage-Backed Securities  |
| GNHF RF AG8139 H     | 2064-06-20      | 5.1940%  | 0.0000% | $23.27             | $23.20             | Agency Mortgage-Backed Securities  |
| GNHF RF AG8142 H     | 2064-06-20      | 4.8160%  | 0.0000% | $52.58             | $52.56             | Agency Mortgage-Backed Securities  |
| GNII SF AH5883 C     | 2044-07-20      | 3.7500%  | 0.0000% | $373.08            | $340.71            | Agency Mortgage-Backed Securities  |
| GNII SF AJ4118 C     | 2044-08-20      | 3.5000%  | 0.0000% | $1948.04           | $1774.57           | Agency Mortgage-Backed Securities  |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $783.88            | $710.72            | Agency Mortgage-Backed Securities  |
| GNII SF AM5217 C     | 2045-05-20      | 3.0000%  | 0.0000% | $238.71            | $209.66            | Agency Mortgage-Backed Securities  |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.48             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $61.74             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.32             | U.S. Treasuries (including strips) |
| T 2 3/8 02/15/42     | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| T 3 5/8 02/15/53     | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $81.78             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $108.13            | $84.85             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |

### Security 345: Citibank NA

- **C.1 - Title:** Citibank NA 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCL007, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCL007_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDE6188 | 2055-07-01      | 6.0000%  | 0.0000% | $5212.00           | $5319.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5735 | 2055-07-01      | 6.0000%  | 0.0000% | $47692.00          | $49428.32          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $1974370.65        | $2044352.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2246 | 2055-07-01      | 5.5000%  | 0.0000% | $91659.00          | $92772.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $5615.12           | $5290.57           | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $1222.05           | $1108.07           | Agency Mortgage-Backed Securities |
| GNPL PN CQ0057       | 2060-03-15      | 5.8500%  | 0.0000% | $2956.80           | $3111.62           | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $2648.48           | $2666.29           | Agency Mortgage-Backed Securities |
| GNII SF CR9210 C     | 2053-01-20      | 5.5000%  | 0.0000% | $3358.64           | $3364.60           | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $777563.48         | $818536.15         | Agency Mortgage-Backed Securities |
| GNII SF CV1213 C     | 2053-08-20      | 7.0000%  | 0.0000% | $147.66            | $153.40            | Agency Mortgage-Backed Securities |
| GNII SF CV6207 C     | 2053-07-20      | 7.0000%  | 0.0000% | $1960.09           | $2090.78           | Agency Mortgage-Backed Securities |
| GNII SF CY3694 C     | 2053-11-20      | 7.0000%  | 0.0000% | $356.80            | $373.81            | Agency Mortgage-Backed Securities |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1159656.63        | $1249876.37        | Agency Mortgage-Backed Securities |
| GNII SF CZ1439 C     | 2054-05-20      | 7.0000%  | 0.0000% | $669.94            | $695.96            | Agency Mortgage-Backed Securities |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2181344.45        | $2324720.59        | Agency Mortgage-Backed Securities |
| GNII SF CZ4781 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1060.45           | $1106.17           | Agency Mortgage-Backed Securities |
| GNII SF CZ8986 C     | 2054-03-20      | 6.0000%  | 0.0000% | $2954.39           | $3077.55           | Agency Mortgage-Backed Securities |
| GNII SF DA5250 C     | 2054-05-20      | 7.0000%  | 0.0000% | $738.89            | $767.59            | Agency Mortgage-Backed Securities |
| GNII SF DI6744 C     | 2055-04-20      | 6.0000%  | 0.0000% | $443130.12         | $460018.69         | Agency Mortgage-Backed Securities |
| GNII SF DI9986 C     | 2055-04-20      | 6.5000%  | 0.0000% | $996.97            | $1045.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2224 | 2055-07-01      | 6.0000%  | 0.0000% | $89880.00          | $92100.84          | Agency Mortgage-Backed Securities |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $911798.22         | $958077.75         | Agency Mortgage-Backed Securities |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1280419.96        | $1358105.18        | Agency Mortgage-Backed Securities |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4903153.84        | $5122524.21        | Agency Mortgage-Backed Securities |
| GNII SF DB1839 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1485.43           | $1570.07           | Agency Mortgage-Backed Securities |
| GNII SF DB3625 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1736.18           | $1825.68           | Agency Mortgage-Backed Securities |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $795682.27         | $829987.32         | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1345460.45        | $1411689.84        | Agency Mortgage-Backed Securities |
| GNII SF DB9877 C     | 2054-04-20      | 6.5000%  | 0.0000% | $2947.15           | $3078.94           | Agency Mortgage-Backed Securities |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1127529.41        | $1236376.22        | Agency Mortgage-Backed Securities |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1435885.63        | $1593258.21        | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $2125878.77        | $2350013.71        | Agency Mortgage-Backed Securities |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1013178.34        | $1120073.38        | Agency Mortgage-Backed Securities |
| GNII SF DC0526 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1088.30           | $1138.55           | Agency Mortgage-Backed Securities |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1058790.21        | $1125792.93        | Agency Mortgage-Backed Securities |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $994046.85         | $1056955.44        | Agency Mortgage-Backed Securities |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1104185.96        | $1174064.73        | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1001951.50        | $1055559.24        | Agency Mortgage-Backed Securities |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1095706.47        | $1166486.56        | Agency Mortgage-Backed Securities |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $980945.81         | $1046319.31        | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2272999.79        | $2440315.31        | Agency Mortgage-Backed Securities |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2407889.86        | $2585137.04        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3557030.13        | $3818866.68        | Agency Mortgage-Backed Securities |
| GNII SF DC7433 C     | 2054-08-20      | 6.5000%  | 0.0000% | $658484.75         | $698439.41         | Agency Mortgage-Backed Securities |
| GNII SF DD4298 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1098266.14        | $1079433.80        | Agency Mortgage-Backed Securities |
| GNII SF DD6896 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2271.65           | $2373.23           | Agency Mortgage-Backed Securities |
| GNII SF 003542 M     | 2034-04-20      | 4.5000%  | 0.0000% | $207912.20         | $206510.45         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4432 | 2054-09-01      | 6.5000%  | 0.0000% | $79254.21          | $82356.12          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6953 | 2054-10-01      | 5.0000%  | 0.0000% | $379743.32         | $375810.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7353 | 2045-11-01      | 3.5000%  | 0.0000% | $293133.21         | $271029.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $5793.68           | $5299.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  | 0.0000% | $144519.93         | $124152.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $12303.44          | $10238.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  | 0.0000% | $285756.69         | $248225.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $834.82            | $718.49            | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4790%  | 0.0000% | $21723.59          | $22060.24          | Agency Mortgage-Backed Securities |
| FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  | 0.0000% | $8000.00           | $7104.32           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE1670 | 2046-10-01      | 4.0000%  | 0.0000% | $188008.16         | $177380.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE9535 | 2047-03-01      | 4.5000%  | 0.0000% | $93363.61          | $90737.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3844 | 2044-12-01      | 6.4170%  | 0.0000% | $128868.84         | $133550.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3318 | 2052-12-01      | 5.5000%  | 0.0000% | $16274.04          | $16468.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $36909.43          | $31707.23          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $91399.88          | $75573.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $878.60            | $724.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | 0.0000% | $14424.76          | $14544.39          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $54708.84          | $57343.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $4636.16           | $3987.33           | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $239.96            | $221.13            | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-01-20      | 3.5000%  | 0.0000% | $98.06             | $90.85             | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1734.45           | $1806.50           | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $336.78            | $304.95            | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1610.43           | $1654.48           | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $109.06            | $101.18            | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $192.82            | $188.17            | Agency Mortgage-Backed Securities |
| GNII SF MA1602 M     | 2044-01-20      | 4.5000%  | 0.0000% | $77.32             | $75.48             | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $82.36             | $75.92             | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $116.58            | $107.77            | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $47028.43          | $44472.92          | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $80.38             | $74.29             | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $69.64             | $65.83             | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4279.91           | $4497.03           | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $580262.65         | $517284.43         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $115.29            | $106.45            | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $114543.93         | $111502.79         | Agency Mortgage-Backed Securities |
| GNII SF MA2757 M     | 2045-03-20      | 5.0000%  | 0.0000% | $209329.75         | $210158.00         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $80.91             | $74.59             | Agency Mortgage-Backed Securities |
| GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $100665.42         | $92946.96          | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $82463.46          | $80391.90          | Agency Mortgage-Backed Securities |
| GNII SF DF2725 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1033806.28        | $1089088.38        | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $550728.11         | $582104.01         | Agency Mortgage-Backed Securities |
| GNII SF DF5203 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1570347.06        | $1659856.32        | Agency Mortgage-Backed Securities |
| GNII SF DF9469 C     | 2054-11-20      | 7.0000%  | 0.0000% | $766650.21         | $802120.30         | Agency Mortgage-Backed Securities |
| GNII SF DG2280 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2007.25           | $2140.96           | Agency Mortgage-Backed Securities |
| GNCL CL DG2524       | 2065-02-15      | 6.2600%  | 0.0000% | $97067.00          | $103921.65         | Agency Mortgage-Backed Securities |
| GNII SF DG4485 C     | 2054-12-20      | 6.5000%  | 0.0000% | $994.65            | $1044.03           | Agency Mortgage-Backed Securities |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1003.85           | $1042.82           | Agency Mortgage-Backed Securities |
| GNII SF 003013 M     | 2030-12-20      | 8.5000%  | 0.0000% | $27.89             | $29.45             | Agency Mortgage-Backed Securities |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $29.12             | $30.37             | Agency Mortgage-Backed Securities |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $31.07             | $31.92             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.8450%  | 0.0000% | $13731.67          | $14281.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $66118.52          | $66582.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $56695.29          | $58562.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $357434.76         | $372142.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $27416.19          | $24627.60          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC0637 | 2055-06-01      | 3.8600%  | 0.0000% | $1539556.44        | $1483203.55        | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $164.90            | $165.96            | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $508.41            | $465.66            | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $1118749.28        | $1055096.18        | Agency Mortgage-Backed Securities |
| GNII SF MA3430 M     | 2031-02-20      | 4.0000%  | 0.0000% | $118669.05         | $116947.67         | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $460723.65         | $434795.66         | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $89.84             | $92.30             | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $128.23            | $117.73            | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $99.91             | $94.21             | Agency Mortgage-Backed Securities |
| GNII SF MA3665 M     | 2046-04-20      | 4.5000%  | 0.0000% | $77.70             | $75.70             | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1332.05           | $1340.60           | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $359.89            | $332.11            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1260465.80        | $1161223.86        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $1006.09           | $925.84            | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $70018.94          | $62340.60          | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $198.24            | $192.79            | Agency Mortgage-Backed Securities |
| GNII SF MA5329 M     | 2048-06-20      | 3.5000%  | 0.0000% | $114962.53         | $104975.23         | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $387.53            | $363.43            | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $361.49            | $350.85            | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $1171458.85        | $1073040.69        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $281832.28         | $264221.24         | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $208.57            | $195.60            | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $104.37            | $97.91             | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $186.27            | $181.09            | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3310.45           | $2940.94           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $114.74            | $107.61            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $136.42            | $125.03            | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $1376.58           | $1261.49           | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2306.53           | $2122.48           | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $3243.85           | $2972.01           | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4510.61           | $4132.13           | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $193.77            | $181.72            | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $183.66            | $178.55            | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2923.49           | $2675.01           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $475.57            | $444.82            | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $4336.02           | $3973.08           | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $230.51            | $229.58            | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $86.76             | $84.28             | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $397.68            | $360.80            | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $153.63            | $153.01            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $358.63            | $328.14            | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $305.92            | $286.89            | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1355.89           | $1314.83           | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $104721.83         | $104513.09         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1018.76           | $930.96            | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $154.47            | $150.39            | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $150.61            | $150.27            | Agency Mortgage-Backed Securities |
| GNII SF DG7403 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2007.32           | $2124.48           | Agency Mortgage-Backed Securities |
| GNII SF DH0400 C     | 2055-02-20      | 7.0000%  | 0.0000% | $500484.48         | $528715.47         | Agency Mortgage-Backed Securities |
| GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3012.11           | $3187.90           | Agency Mortgage-Backed Securities |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $12.63             | $13.66             | Agency Mortgage-Backed Securities |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $60396.26          | $57464.23          | Agency Mortgage-Backed Securities |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $31.71             | $32.58             | Agency Mortgage-Backed Securities |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $35.97             | $35.54             | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $8046.01           | $7951.39           | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $152980.51         | $151181.46         | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $188865.64         | $175565.09         | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 4.8750%  | 0.0000% | $116.72            | $116.96            | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $96.63             | $97.01             | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $669.79            | $673.33            | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.0000%  | 0.0000% | $61.48             | $61.63             | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.0000%  | 0.0000% | $289.62            | $290.39            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 4.6250%  | 0.0000% | $310.98            | $310.74            | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 4.6250%  | 0.0000% | $114.68            | $115.34            | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $25.04             | $25.07             | Agency Mortgage-Backed Securities |
| GNAR AR 008703 M     | 2025-09-20      | 4.6250%  | 0.0000% | $0.62              | $0.62              | Agency Mortgage-Backed Securities |
| GNAR AR 008685 M     | 2025-08-20      | 4.6250%  | 0.0000% | $0.10              | $0.10              | Agency Mortgage-Backed Securities |
| GNAR AR 008770 M     | 2025-12-20      | 4.7500%  | 0.0000% | $5.93              | $5.94              | Agency Mortgage-Backed Securities |
| GNAR AR 008744 M     | 2025-11-20      | 4.7500%  | 0.0000% | $11.40             | $11.42             | Agency Mortgage-Backed Securities |
| GNAR AR 008746 M     | 2025-11-20      | 4.7500%  | 0.0000% | $67.64             | $67.80             | Agency Mortgage-Backed Securities |
| GNAR AR 008747 M     | 2025-11-20      | 4.7500%  | 0.0000% | $334.21            | $335.15            | Agency Mortgage-Backed Securities |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $463.32            | $464.22            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 4.8750%  | 0.0000% | $914.19            | $917.52            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 7.2060%  | 0.0000% | $115096.73         | $119219.40         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $344766.00         | $298111.12         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN9573 | 2048-07-01      | 4.0400%  | 0.0000% | $20508.00          | $17695.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU4376 | 2043-10-01      | 4.5000%  | 0.0000% | $105.11            | $103.04            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBU6968 | 2051-10-01      | 1.5000%  | 0.0000% | $454764.29         | $339120.91         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $22887.57          | $19818.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV7937 | 2052-08-01      | 4.0000%  | 0.0000% | $330933.29         | $307148.56         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1040%  | 0.0000% | $5359.34           | $5413.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2320 | 2052-12-01      | 5.0000%  | 0.0000% | $449295.15         | $440589.90         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $62786.77          | $65505.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $36835.19          | $30444.74          | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $135.33            | $131.48            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $227.49            | $208.39            | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $109.00            | $102.23            | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $172.17            | $175.32            | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $78.09             | $75.94             | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $213.03            | $212.10            | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $257.60            | $243.25            | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $281.57            | $280.88            | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $461.09            | $417.38            | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $241.47            | $219.62            | Agency Mortgage-Backed Securities |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $132.80            | $120.52            | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $1031.12           | $937.59            | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $256.10            | $255.06            | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $305825.69         | $247463.04         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2800487.02        | $2267449.79        | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $535.98            | $453.07            | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $446.77            | $393.88            | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $59490.02          | $59249.96          | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $787.22            | $735.39            | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $136.11            | $131.71            | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $143.12            | $138.39            | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $55646.67          | $58531.11          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $277.93            | $244.93            | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $63948.61          | $51755.96          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2258.03           | $1907.90           | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1992.91           | $1612.77           | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $7079.72           | $5729.99           | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $60182.94          | $48695.56          | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $1566.84           | $1461.35           | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1840592.22        | $1764903.39        | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $689.21            | $679.20            | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $75832.83          | $76482.97          | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $649.69            | $525.78            | Agency Mortgage-Backed Securities |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $1327837.40        | $1074372.72        | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3660929.08        | $3090898.02        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $2762935.27        | $2332285.76        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1942634.58        | $1707235.83        | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $2079.89           | $1682.84           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $679.47            | $573.44            | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $322660.69         | $302226.05         | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $93461.81          | $75619.64          | Agency Mortgage-Backed Securities |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1317196.89        | $1434304.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ8575 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1001.07           | $1030.69           | Agency Mortgage-Backed Securities |
| GNII SF DJ8558 C     | 2055-05-20      | 6.5000%  | 0.0000% | $560177.76         | $585585.56         | Agency Mortgage-Backed Securities |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $211.15            | $211.72            | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $326.02            | $326.88            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $50.08             | $50.11             | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $210.41            | $211.27            | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $609.72            | $611.50            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $166.11            | $166.71            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $1576.98           | $1587.54           | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $828.00            | $835.56            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 4.8750%  | 0.0000% | $169.15            | $169.77            | Agency Mortgage-Backed Securities |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $393.68            | $393.61            | Agency Mortgage-Backed Securities |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $1895.88           | $1902.61           | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 4.8750%  | 0.0000% | $1793.26           | $1799.64           | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 4.8750%  | 0.0000% | $543.64            | $547.81            | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $400.59            | $404.53            | Agency Mortgage-Backed Securities |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $701.28            | $704.41            | Agency Mortgage-Backed Securities |
| GNAR AR 080408 M     | 2030-05-20      | 4.8750%  | 0.0000% | $961.60            | $963.31            | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M     | 2030-04-20      | 4.8750%  | 0.0000% | $3582.01           | $3578.87           | Agency Mortgage-Backed Securities |
| GNAR AR 080395 M     | 2030-04-20      | 4.8750%  | 0.0000% | $456.65            | $457.79            | Agency Mortgage-Backed Securities |
| GNAR AR 080397 M     | 2030-04-20      | 5.0000%  | 0.0000% | $3538.43           | $3545.58           | Agency Mortgage-Backed Securities |
| GNAR AR 080407 M     | 2030-05-20      | 4.8750%  | 0.0000% | $3068.34           | $3067.84           | Agency Mortgage-Backed Securities |
| GNAR AR 080418 M     | 2030-06-20      | 5.0000%  | 0.0000% | $4099.42           | $4109.38           | Agency Mortgage-Backed Securities |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $3264.22           | $3270.84           | Agency Mortgage-Backed Securities |
| GNAR AF 081882 M     | 2037-04-20      | 4.8750%  | 0.0000% | $4388.14           | $4415.74           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  | 0.0000% | $83233.28          | $83899.75          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $1000.00           | $1039.54           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1057.54           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $1939.66           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3525 | 2032-05-01      | 4.8300%  | 0.0000% | $34278.00          | $34821.13          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2923 | 2032-02-01      | 4.4300%  | 0.0000% | $11300.00          | $11280.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4443 | 2030-07-01      | 4.1000%  | 0.0000% | $2200.00           | $2174.22           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4453 | 2030-07-01      | 4.6900%  | 0.0000% | $111390.00         | $112811.37         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3705 | 2032-05-01      | 4.7900%  | 0.0000% | $247030.00         | $250415.46         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3979 | 2030-06-01      | 4.5000%  | 0.0000% | $910000.00         | $915838.56         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3952 | 2032-06-01      | 4.5100%  | 0.0000% | $2193600.00        | $2189018.30        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3987 | 2032-06-01      | 4.9100%  | 0.0000% | $299506.00         | $305148.59         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4070 | 2032-06-01      | 4.8650%  | 0.0000% | $1000.00           | $1017.48           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4081 | 2032-06-01      | 4.7400%  | 0.0000% | $133690.00         | $135036.39         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4127 | 2030-07-01      | 4.4700%  | 0.0000% | $1270.00           | $1275.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $26994.45          | $24697.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $53692.20          | $45025.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $20382.74          | $18990.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $9471.19           | $9473.10           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $34916.72          | $30920.78          | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $734.90            | $594.60            | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $1400.94           | $1230.52           | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $505566.63         | $458228.74         | Agency Mortgage-Backed Securities |
| GNII SF MA7773 M     | 2039-09-20      | 5.5000%  | 0.0000% | $81444.72          | $83235.72          | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $26507.55          | $22370.60          | Agency Mortgage-Backed Securities |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $1048.22           | $1037.74           | Agency Mortgage-Backed Securities |
| GNII SF MA7860 M     | 2035-10-20      | 6.0000%  | 0.0000% | $53827.73          | $55929.92          | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $757.38            | $639.18            | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2246.78           | $1973.00           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $4113775.76        | $3653312.61        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $1217.63           | $1165.84           | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $768.45            | $757.29            | Agency Mortgage-Backed Securities |
| GNII SF MA8318 M     | 2037-09-20      | 4.0000%  | 0.0000% | $289452.39         | $281564.91         | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $397594.04         | $381243.78         | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $389.59            | $405.94            | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $4143104.59        | $4176014.65        | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $410.56            | $428.39            | Agency Mortgage-Backed Securities |
| GNII SF DK0088 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1015256.35        | $1031073.37        | Agency Mortgage-Backed Securities |
| GNII SF DK2800 C     | 2055-05-20      | 6.5000%  | 0.0000% | $369271.11         | $388963.11         | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3000.00           | $3134.24           | Agency Mortgage-Backed Securities |
| GNII SP 787913 C     | 2055-04-20      | 5.5000%  | 0.0000% | $83726320.81       | $84435594.35       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $920.75            | $920.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4407 | 2054-06-01      | 6.5000%  | 0.0000% | $425631.16         | $442246.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB9957 | 2054-09-01      | 5.5000%  | 0.0000% | $822739.23         | $822799.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1559 | 2051-09-01      | 3.0000%  | 0.0000% | $535694.81         | $468536.36         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $11219.27          | $9274.00           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2946 | 2036-12-01      | 1.5000%  | 0.0000% | $50184.16          | $44440.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $16079.19          | $14451.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $16586.12          | $15390.58          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $7241.00           | $6507.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $56280.47          | $53854.78          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $648755.55         | $534648.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $873.16            | $784.35            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $8748.66           | $8116.74           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  | 0.0000% | $161253.73         | $158234.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $40066.54          | $38244.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $496941.79         | $446396.19         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $12446.16          | $11542.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $138949.24         | $136131.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $5233.99           | $5126.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $15191.41          | $15202.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $23210749.00       | $23201054.64       | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $2013043.48        | $1700664.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9782 M     | 2054-05-20      | 7.0000%  | 0.0000% | $11854488.73       | $12315430.77       | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $214795.94         | $173824.19         | Agency Mortgage-Backed Securities |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $2744.80           | $2622.71           | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2780009.47        | $2801552.68        | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $397.37            | $414.36            | Agency Mortgage-Backed Securities |
| GNII SF MA9299 M     | 2052-05-20      | 2.5000%  | 0.0000% | $809921.48         | $684042.94         | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $826.27            | $834.30            | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $397.51            | $415.05            | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $773.67            | $625.97            | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $635.81            | $656.88            | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $565693.02         | $588517.79         | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $15776783.51       | $14236837.97       | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $873.50            | $767.08            | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $201.88            | $189.92            | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1012.57           | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1003.30           | $956.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $4038.30           | $3853.96           | Agency Mortgage-Backed Securities |
| GNAR AF 082138 M     | 2038-08-20      | 4.6250%  | 0.0000% | $1344.47           | $1366.80           | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $743.71            | $749.25            | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20753.45          | $19673.20          | Agency Mortgage-Backed Securities |
| FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $2854049.00        | $2844122.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0503 | 2054-09-01      | 6.0000%  | 0.0000% | $124987.80         | $127371.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2017 | 2054-09-01      | 5.5000%  | 0.0000% | $960574.18         | $960529.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $939.10            | $957.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5564 | 2054-10-01      | 5.5000%  | 0.0000% | $172815.07         | $172822.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5565 | 2054-10-01      | 6.0000%  | 0.0000% | $217853.26         | $222099.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6155 | 2055-05-01      | 4.5000%  | 0.0000% | $943428.67         | $899014.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7378 | 2054-11-01      | 4.5000%  | 0.0000% | $329999.55         | $316911.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1919 | 2055-02-01      | 5.5000%  | 0.0000% | $634656.63         | $634627.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $827.72            | $789.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $913926.03         | $900151.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $946.11            | $876.89            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | 0.0000% | $221401.04         | $221873.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $2316217.52        | $2207170.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $10702.87          | $9919.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $22364.78          | $21856.33          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $1548.31           | $1578.36           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $157249.83         | $160248.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-07-01      | 5.0000%  | 0.0000% | $792067.00         | $773997.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-07-01      | 6.0000%  | 0.0000% | $143752.00         | $146493.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $36.22             | $35.90             | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $68491.10          | $57209.48          | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $11304677.30       | $9540360.07        | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $711.53            | $589.05            | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $2850197.93        | $2377601.86        | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1326.48           | $1191.15           | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $916.24            | $758.52            | Agency Mortgage-Backed Securities |
| GNII SF CL1818 C     | 2052-02-20      | 3.5000%  | 0.0000% | $976479.73         | $886308.33         | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $797.72            | $723.75            | Agency Mortgage-Backed Securities |
| GNII SF CL4915 C     | 2052-03-20      | 3.5000%  | 0.0000% | $901982.50         | $804892.81         | Agency Mortgage-Backed Securities |
| GNII SF CL5523 C     | 2052-04-20      | 3.0000%  | 0.0000% | $706.54            | $611.29            | Agency Mortgage-Backed Securities |
| GNII SF CL7352 C     | 2052-03-20      | 3.7500%  | 0.0000% | $1067951.73        | $989111.27         | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $528795.92         | $530362.39         | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $206796.46         | $211032.69         | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $3000.00           | $3107.80           | Agency Mortgage-Backed Securities |
| GNII SF DI3302 C     | 2055-03-20      | 6.5000%  | 0.0000% | $995.37            | $1052.08           | Agency Mortgage-Backed Securities |
| GNII SF DI4012 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1997.07           | $2065.58           | Agency Mortgage-Backed Securities |
| GNII SF DI5736 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1060035.67        | $1069061.17        | Agency Mortgage-Backed Securities |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $842.38            | Agency Mortgage-Backed Securities |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $817.36            | Agency Mortgage-Backed Securities |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $1965.24           | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $131193.58         | $123419.22         | Agency Mortgage-Backed Securities |
| GNII SF AL9364 C     | 2045-03-20      | 3.5000%  | 0.0000% | $4389.72           | $3980.04           | Agency Mortgage-Backed Securities |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $250007.59         | Corporate Debt Securities         |

### Security 346: Societe Generale

- **C.1 - Title:** Societe Generale 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: 988APS006, C.3 - LEI: N/A, C.5 - Other ID: 988APS006_4.36_0818
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 11/15/52  | 2052-11-15      | 4.0000%  | 0.0000% | $294228800.00      | $255000028.80      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-08-07

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer