# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-000369
**Filing Date:** 2026-1
**Character Count:** 1145058
**Document Hash:** 790c1c0da8e5f15b57c2652f5936eff7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000369.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000369

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26518882

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**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:** 44 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $133298898793.25

- **Amortized Cost of Portfolio Securities:** $133261518784.62

- **Cash:** $2354450939.78

- **Total Other Assets:** $309811500.90

- **Total Liabilities:** $1035860178.73

- **Net Assets of Series:** $134889921046.57

- **Number of Shares Outstanding (Series):** 134891054459.5100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $106371251703.21          | $118103224829.95           | 70.7300%                  | 78.5300%                   |
| 2025-12-02 | $106601039523.16          | $117133172219.60           | 71.2300%                  | 78.2600%                   |
| 2025-12-03 | $105041244105.54          | $116622668532.59           | 70.1200%                  | 77.8500%                   |
| 2025-12-04 | $108352377317.83          | $121233526998.36           | 71.0900%                  | 79.5400%                   |
| 2025-12-05 | $106103334241.21          | $118158240939.72           | 70.8100%                  | 78.8500%                   |
| 2025-12-08 | $102844144100.83          | $114899606793.19           | 69.6900%                  | 77.8600%                   |
| 2025-12-09 | $104669495337.29          | $115541434891.58           | 70.5500%                  | 77.8800%                   |
| 2025-12-10 | $108696323769.37          | $118296269475.80           | 71.6900%                  | 78.0200%                   |
| 2025-12-11 | $111273212683.38          | $121056937451.02           | 71.1600%                  | 77.4200%                   |
| 2025-12-12 | $112654486222.15          | $122498814097.94           | 71.6500%                  | 77.9200%                   |
| 2025-12-15 | $98695656777.05           | $108576337612.84           | 68.8900%                  | 75.7800%                   |
| 2025-12-16 | $100828334097.53          | $109882718057.49           | 69.6800%                  | 75.9400%                   |
| 2025-12-17 | $98016659686.08           | $107499510869.92           | 68.8700%                  | 75.5300%                   |
| 2025-12-18 | $98443063082.92           | $108162484058.34           | 68.8000%                  | 75.5900%                   |
| 2025-12-19 | $97047879019.30           | $106982023009.12           | 68.2900%                  | 75.2800%                   |
| 2025-12-22 | $92418414429.67           | $102766542405.04           | 67.1600%                  | 74.6800%                   |
| 2025-12-23 | $90866540475.63           | $100048631973.41           | 67.3100%                  | 74.1100%                   |
| 2025-12-24 | $92256300892.88           | $102132605831.78           | 67.4100%                  | 74.6300%                   |
| 2025-12-26 | $92547019500.23           | $103321676713.77           | 67.5200%                  | 75.3900%                   |
| 2025-12-29 | $91332762309.49           | $102107947830.51           | 67.1400%                  | 75.0600%                   |
| 2025-12-30 | $95049003541.90           | $105387290930.19           | 68.0400%                  | 75.4400%                   |
| 2025-12-31 | $91254051019.22           | $101427307285.14           | 67.1200%                  | 74.6000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0800%             |
| 2025-12-02 | 4.0800%             |
| 2025-12-03 | 4.0700%             |
| 2025-12-04 | 4.0600%             |
| 2025-12-05 | 4.0100%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9900%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9700%             |
| 2025-12-12 | 3.8900%             |
| 2025-12-15 | 3.8700%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8200%             |
| 2025-12-19 | 3.8200%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8100%             |
| 2025-12-24 | 3.8100%             |
| 2025-12-26 | 3.8200%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8400%             |
| 2025-12-31 | 3.8600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0002                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0003                      |
|  |  |
| 2025-12-16 | 1.0003                      |
|  |  |
| 2025-12-17 | 1.0003                      |
|  |  |
| 2025-12-18 | 1.0003                      |
|  |  |
| 2025-12-19 | 1.0003                      |
|  |  |
| 2025-12-22 | 1.0003                      |
|  |  |
| 2025-12-23 | 1.0003                      |
|  |  |
| 2025-12-24 | 1.0003                      |
|  |  |
| 2025-12-26 | 1.0003                      |
|  |  |
| 2025-12-29 | 1.0003                      |
|  |  |
| 2025-12-30 | 1.0003                      |
|  |  |
| 2025-12-31 | 1.0003                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $876964003.32

- **Number of Shares Outstanding:** 876971372.0100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $2519826.75               | $262245.10              |
| 2025-12-02 | $823079.65                | $500074.63              |
| 2025-12-03 | $58593.16                 | $1356285.73             |
| 2025-12-04 | $43992.20                 | $617710.13              |
| 2025-12-05 | $5479.60                  | $267959.61              |
| 2025-12-08 | $742772.83                | $401532.21              |
| 2025-12-09 | $710757.06                | $90545.99               |
| 2025-12-10 | $3674010.21               | $85457.00               |
| 2025-12-11 | $58322.45                 | $400971.59              |
| 2025-12-12 | $369439.99                | $214175.91              |
| 2025-12-15 | $202643.67                | $382735.48              |
| 2025-12-16 | $375523.81                | $3591554.14             |
| 2025-12-17 | $1231819.55               | $287902.30              |
| 2025-12-18 | $21509.94                 | $950762.01              |
| 2025-12-19 | $61093.04                 | $1126616.68             |
| 2025-12-22 | $780669.84                | $256997.62              |
| 2025-12-23 | $1485367.51               | $1906847.31             |
| 2025-12-24 | $60462.13                 | $349103.49              |
| 2025-12-26 | $25094.96                 | $267414.88              |
| 2025-12-29 | $109155.11                | $231916.00              |
| 2025-12-30 | $796390.03                | $496448.17              |
| 2025-12-31 | $5891.80                  | $333763.15              |

**Total Gross Subscriptions (Month):** $14161895.29

**Total Gross Redemptions (Month):** $14379019.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5200%           |
| 2025-12-02 | 3.5200%           |
| 2025-12-03 | 3.5100%           |
| 2025-12-04 | 3.5000%           |
| 2025-12-05 | 3.4800%           |
| 2025-12-08 | 3.4400%           |
| 2025-12-09 | 3.4300%           |
| 2025-12-10 | 3.4300%           |
| 2025-12-11 | 3.4100%           |
| 2025-12-12 | 3.3800%           |
| 2025-12-15 | 3.3100%           |
| 2025-12-16 | 3.2900%           |
| 2025-12-17 | 3.2700%           |
| 2025-12-18 | 3.2600%           |
| 2025-12-19 | 3.2600%           |
| 2025-12-22 | 3.2500%           |
| 2025-12-23 | 3.2500%           |
| 2025-12-24 | 3.2500%           |
| 2025-12-26 | 3.2500%           |
| 2025-12-29 | 3.2700%           |
| 2025-12-30 | 3.2800%           |
| 2025-12-31 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 58.8700%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4300753784.26

- **Number of Shares Outstanding:** 4300789921.3530

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $44558344.16              | $236111657.65           |
| 2025-12-02 | $975761272.48             | $6402978.46             |
| 2025-12-03 | $4573033.88               | $977780272.75           |
| 2025-12-04 | $85019237.76              | $1605279.31             |
| 2025-12-05 | $63040944.74              | $31533887.92            |
| 2025-12-08 | $132392104.95             | $331293.24              |
| 2025-12-09 | $38317001.85              | $566890.74              |
| 2025-12-10 | $67358826.72              | $20184526.92            |
| 2025-12-11 | $180614804.18             | $10726502.81            |
| 2025-12-12 | $251731091.88             | $42289702.37            |
| 2025-12-15 | $8955.41                  | $503601747.69           |
| 2025-12-16 | $124902974.01             | $922136.43              |
| 2025-12-17 | $178419587.32             | $669334.03              |
| 2025-12-18 | $9311880.65               | $349137333.69           |
| 2025-12-19 | $442536910.13             | $30081670.61            |
| 2025-12-22 | $4826623.41               | $89071633.22            |
| 2025-12-23 | $42274697.43              | $16988631.90            |
| 2025-12-24 | $22658481.93              | $58663618.93            |
| 2025-12-26 | $156394307.60             | $314851.01              |
| 2025-12-29 | $86630341.22              | $1394488.64             |
| 2025-12-30 | $29544893.60              | $92315568.14            |
| 2025-12-31 | $22706977.17              | $179759284.90           |

**Total Gross Subscriptions (Month):** $2963583292.48

**Total Gross Redemptions (Month):** $2650453291.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7500%           |
| 2025-12-02 | 3.7500%           |
| 2025-12-03 | 3.7400%           |
| 2025-12-04 | 3.7300%           |
| 2025-12-05 | 3.7100%           |
| 2025-12-08 | 3.6700%           |
| 2025-12-09 | 3.6600%           |
| 2025-12-10 | 3.6600%           |
| 2025-12-11 | 3.6400%           |
| 2025-12-12 | 3.6100%           |
| 2025-12-15 | 3.5400%           |
| 2025-12-16 | 3.5200%           |
| 2025-12-17 | 3.5000%           |
| 2025-12-18 | 3.4900%           |
| 2025-12-19 | 3.4900%           |
| 2025-12-22 | 3.4800%           |
| 2025-12-23 | 3.4800%           |
| 2025-12-24 | 3.4800%           |
| 2025-12-26 | 3.4800%           |
| 2025-12-29 | 3.5000%           |
| 2025-12-30 | 3.5100%           |
| 2025-12-31 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.8700%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $33203672867.03

- **Number of Shares Outstanding:** 33203951860.9800

- **Expense Reimbursement/Waiver:** 259553.05

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $900824664.00             | $409514318.39           |
| 2025-12-02 | $2684223345.23            | $603020069.76           |
| 2025-12-03 | $333534940.40             | $230842815.72           |
| 2025-12-04 | $457713239.02             | $333496428.39           |
| 2025-12-05 | $65209468.15              | $394177579.84           |
| 2025-12-08 | $139360633.80             | $972081985.63           |
| 2025-12-09 | $1165827129.76            | $141102947.45           |
| 2025-12-10 | $317777526.11             | $942839546.80           |
| 2025-12-11 | $495316168.35             | $173385995.99           |
| 2025-12-12 | $94203886.69              | $831096139.92           |
| 2025-12-15 | $473641555.49             | $696534672.38           |
| 2025-12-16 | $1073402436.74            | $188940960.49           |
| 2025-12-17 | $338924383.79             | $310477760.98           |
| 2025-12-18 | $136076424.67             | $2178814491.40          |
| 2025-12-19 | $618354371.57             | $666936808.96           |
| 2025-12-22 | $145168164.47             | $1452616303.21          |
| 2025-12-23 | $573973912.79             | $507942316.44           |
| 2025-12-24 | $491858055.08             | $469158046.70           |
| 2025-12-26 | $592712268.32             | $74122021.64            |
| 2025-12-29 | $862764370.80             | $164300133.92           |
| 2025-12-30 | $1259812209.58            | $818065232.70           |
| 2025-12-31 | $271723664.83             | $635478821.57           |

**Total Gross Subscriptions (Month):** $13492402819.64

**Total Gross Redemptions (Month):** $13194945398.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8700%           |
| 2025-12-04 | 3.8600%           |
| 2025-12-05 | 3.8400%           |
| 2025-12-08 | 3.8000%           |
| 2025-12-09 | 3.7900%           |
| 2025-12-10 | 3.7800%           |
| 2025-12-11 | 3.7700%           |
| 2025-12-12 | 3.7400%           |
| 2025-12-15 | 3.6700%           |
| 2025-12-16 | 3.6500%           |
| 2025-12-17 | 3.6300%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6200%           |
| 2025-12-22 | 3.6100%           |
| 2025-12-23 | 3.6100%           |
| 2025-12-24 | 3.6100%           |
| 2025-12-26 | 3.6100%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 64.4500%         | 0.0000%              |
| Non-financial corporation |  | 19.4100%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1112072479.35

- **Number of Shares Outstanding:** 1112081823.5450

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $4617088.79               | $60752225.74            |
| 2025-12-02 | $6272924.17               | $162366.69              |
| 2025-12-03 | $1345083.49               | $755458.27              |
| 2025-12-04 | $9926940.63               | $513545.65              |
| 2025-12-05 | $1428580.42               | $408589.50              |
| 2025-12-08 | $24931.55                 | $2020728.18             |
| 2025-12-09 | $1451445.27               | $259199.94              |
| 2025-12-10 | $1934846.20               | $5101937.59             |
| 2025-12-11 | $24785228.71              | $1024898.04             |
| 2025-12-12 | $6099633.24               | $67611.28               |
| 2025-12-15 | $7795021.67               | $9832821.76             |
| 2025-12-16 | $9791247.22               | $9562265.91             |
| 2025-12-17 | $798510.30                | $2333339.14             |
| 2025-12-18 | $67264959.32              | $21256.28               |
| 2025-12-19 | $19042396.41              | $15744339.72            |
| 2025-12-22 | $5499579.33               | $26790759.42            |
| 2025-12-23 | $16413606.69              | $12515827.45            |
| 2025-12-24 | $321237.22                | $6436010.76             |
| 2025-12-26 | $40619614.63              | $7160232.65             |
| 2025-12-29 | $8031034.19               | $98244.60               |
| 2025-12-30 | $1709665.56               | $52144370.55            |
| 2025-12-31 | $9588563.72               | $40975.95               |

**Total Gross Subscriptions (Month):** $244762138.73

**Total Gross Redemptions (Month):** $213747005.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5800%           |
| 2025-12-02 | 3.5800%           |
| 2025-12-03 | 3.5700%           |
| 2025-12-04 | 3.5600%           |
| 2025-12-05 | 3.5400%           |
| 2025-12-08 | 3.5000%           |
| 2025-12-09 | 3.4900%           |
| 2025-12-10 | 3.4900%           |
| 2025-12-11 | 3.4700%           |
| 2025-12-12 | 3.4400%           |
| 2025-12-15 | 3.3700%           |
| 2025-12-16 | 3.3500%           |
| 2025-12-17 | 3.3300%           |
| 2025-12-18 | 3.3200%           |
| 2025-12-19 | 3.3200%           |
| 2025-12-22 | 3.3100%           |
| 2025-12-23 | 3.3100%           |
| 2025-12-24 | 3.3100%           |
| 2025-12-26 | 3.3100%           |
| 2025-12-29 | 3.3300%           |
| 2025-12-30 | 3.3400%           |
| 2025-12-31 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.5600%          | 0.0000%              |
| Non-financial corporation |  | 88.9700%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $94312658335.15

- **Number of Shares Outstanding:** 94313450797.5220

- **Expense Reimbursement/Waiver:** 2571747.76

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $7361573256.98            | $4826096499.97          |
| 2025-12-02 | $3499028585.38            | $3654322130.54          |
| 2025-12-03 | $3262531937.74            | $3554454760.17          |
| 2025-12-04 | $8480454818.37            | $3696558118.34          |
| 2025-12-05 | $3311356112.74            | $5752552371.78          |
| 2025-12-08 | $3511564911.33            | $6255360896.45          |
| 2025-12-09 | $2746672823.19            | $3991168736.51          |
| 2025-12-10 | $6125722032.13            | $3223124866.93          |
| 2025-12-11 | $9951887939.87            | $4036260783.99          |
| 2025-12-12 | $8241060861.94            | $6630140302.62          |
| 2025-12-15 | $3345212265.04            | $16602309448.97         |
| 2025-12-16 | $5360039937.81            | $4392587841.45          |
| 2025-12-17 | $2870889378.23            | $4717368555.27          |
| 2025-12-18 | $6276228276.64            | $3419549638.22          |
| 2025-12-19 | $4567701411.36            | $6407108657.03          |
| 2025-12-22 | $5363830267.06            | $8869262466.93          |
| 2025-12-23 | $3927694010.52            | $6118546929.33          |
| 2025-12-24 | $6483630842.72            | $4183560715.74          |
| 2025-12-26 | $4514118755.00            | $5818163446.04          |
| 2025-12-29 | $4249467245.53            | $5423510625.20          |
| 2025-12-30 | $7170077231.71            | $4938321166.37          |
| 2025-12-31 | $3846636810.77            | $6287388879.63          |

**Total Gross Subscriptions (Month):** $114467379712.06

**Total Gross Redemptions (Month):** $122797717837.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9400%           |
| 2025-12-02 | 3.9400%           |
| 2025-12-03 | 3.9300%           |
| 2025-12-04 | 3.9200%           |
| 2025-12-05 | 3.9000%           |
| 2025-12-08 | 3.8600%           |
| 2025-12-09 | 3.8500%           |
| 2025-12-10 | 3.8400%           |
| 2025-12-11 | 3.8300%           |
| 2025-12-12 | 3.8000%           |
| 2025-12-15 | 3.7300%           |
| 2025-12-16 | 3.7100%           |
| 2025-12-17 | 3.6900%           |
| 2025-12-18 | 3.6800%           |
| 2025-12-19 | 3.6800%           |
| 2025-12-22 | 3.6700%           |
| 2025-12-23 | 3.6700%           |
| 2025-12-24 | 3.6700%           |
| 2025-12-26 | 3.6700%           |
| 2025-12-29 | 3.6900%           |
| 2025-12-30 | 3.7000%           |
| 2025-12-31 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 55.9000%         | 0.0000%              |
| Non-financial corporation |  | 16.1500%         | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $940156442.57

- **Number of Shares Outstanding:** 940164342.2400

- **Expense Reimbursement/Waiver:** 6370.17

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $59316298.26              | $24906334.23            |
| 2025-12-02 | $35376280.72              | $38805814.79            |
| 2025-12-03 | $26989250.81              | $38873758.62            |
| 2025-12-04 | $28296983.94              | $34086895.71            |
| 2025-12-05 | $36045093.55              | $30046601.44            |
| 2025-12-08 | $30198664.24              | $38607451.77            |
| 2025-12-09 | $34355360.03              | $27533675.76            |
| 2025-12-10 | $36472067.97              | $25623476.06            |
| 2025-12-11 | $45138961.56              | $36210904.55            |
| 2025-12-12 | $25930336.13              | $24364902.10            |
| 2025-12-15 | $39191564.34              | $37752230.82            |
| 2025-12-16 | $41652407.23              | $27075608.73            |
| 2025-12-17 | $20770040.88              | $26647724.46            |
| 2025-12-18 | $39868084.69              | $35396169.95            |
| 2025-12-19 | $91277745.21              | $27623629.82            |
| 2025-12-22 | $35269662.13              | $33784028.73            |
| 2025-12-23 | $53132215.38              | $42968272.66            |
| 2025-12-24 | $34467362.46              | $41722102.87            |
| 2025-12-26 | $37311911.01              | $27011365.15            |
| 2025-12-29 | $67419283.36              | $38510673.83            |
| 2025-12-30 | $68170514.20              | $40006831.66            |
| 2025-12-31 | $46333812.62              | $44232793.43            |

**Total Gross Subscriptions (Month):** $932983900.72

**Total Gross Redemptions (Month):** $741791247.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5800%           |
| 2025-12-02 | 3.5800%           |
| 2025-12-03 | 3.5700%           |
| 2025-12-04 | 3.5600%           |
| 2025-12-05 | 3.5400%           |
| 2025-12-08 | 3.5000%           |
| 2025-12-09 | 3.4900%           |
| 2025-12-10 | 3.4800%           |
| 2025-12-11 | 3.4700%           |
| 2025-12-12 | 3.4400%           |
| 2025-12-15 | 3.3700%           |
| 2025-12-16 | 3.3500%           |
| 2025-12-17 | 3.3300%           |
| 2025-12-18 | 3.3200%           |
| 2025-12-19 | 3.3200%           |
| 2025-12-22 | 3.3100%           |
| 2025-12-23 | 3.3100%           |
| 2025-12-24 | 3.3100%           |
| 2025-12-26 | 3.3100%           |
| 2025-12-29 | 3.3300%           |
| 2025-12-30 | 3.3400%           |
| 2025-12-31 | 3.3500%           |

**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:** $143532841.76

- **Number of Shares Outstanding:** 143534047.8000

- **Expense Reimbursement/Waiver:** 3617.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $456649.15                | $0.00                   |
| 2025-12-10 | $5.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $1.00                   |

**Total Gross Subscriptions (Month):** $456654.15

**Total Gross Redemptions (Month):** $1.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9200%           |
| 2025-12-02 | 3.9200%           |
| 2025-12-03 | 3.9100%           |
| 2025-12-04 | 3.9000%           |
| 2025-12-05 | 3.8800%           |
| 2025-12-08 | 3.8400%           |
| 2025-12-09 | 3.8300%           |
| 2025-12-10 | 3.8200%           |
| 2025-12-11 | 3.8100%           |
| 2025-12-12 | 3.7800%           |
| 2025-12-15 | 3.7100%           |
| 2025-12-16 | 3.6900%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6600%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6500%           |
| 2025-12-26 | 3.6500%           |
| 2025-12-29 | 3.6700%           |
| 2025-12-30 | 3.6800%           |
| 2025-12-31 | 3.6900%           |

**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:** $110293.13

- **Number of Shares Outstanding:** 110294.0600

- **Expense Reimbursement/Waiver:** 705.99

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $347.26                   | $0.00                   |
| 2025-12-30 | $0.00                     | $40000000.00            |
| 2025-12-31 | $0.00                     | $60000000.00            |

**Total Gross Subscriptions (Month):** $347.26

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8700%           |
| 2025-12-04 | 3.8600%           |
| 2025-12-05 | 3.8400%           |
| 2025-12-08 | 3.8000%           |
| 2025-12-09 | 3.7900%           |
| 2025-12-10 | 3.7800%           |
| 2025-12-11 | 3.7700%           |
| 2025-12-12 | 3.7400%           |
| 2025-12-15 | 3.6700%           |
| 2025-12-16 | 3.6500%           |
| 2025-12-17 | 3.6300%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6200%           |
| 2025-12-22 | 3.6100%           |
| 2025-12-23 | 3.6100%           |
| 2025-12-24 | 3.6100%           |
| 2025-12-26 | 3.6100%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | LIMITED LIABILITY COMPANY | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 00799J004_3.84_0102
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bill      | 2026-02-24      | 0.0000%  | 0.0000% | $700.00            | $696.36            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $27202800.00       | $27922390.89       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $4316600.00        | $4363207.16        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $55678800.00       | $56162489.38       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $300.00            | $301.21            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $19071000.00       | $19584115.10       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $21665100.00       | $21808150.94       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $15715700.00       | $16664359.04       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $200.00            | $202.96            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                 | 2026-12-15      | 4.3750%  | 0.0000% | $9569500.00        | $9663119.15        | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $8883000.00        | $9087935.83        | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $6554900.00        | $6751281.10        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $219257600.00      | $227840483.60      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-03-31      | 4.5000%  | 0.0000% | $300.00            | $304.03            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $315082400.00      | $331019743.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $316800.00         | $326466.96         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $96862100.00       | $98617916.09       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $60512200.00       | $57166329.18       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                  | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $303.03            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $34707100.00       | $30463445.53       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 0.7500%  | 0.0000% | $300.00            | $295.26            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $188785200.00      | $180653666.60      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $500.00            | $488.21            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $300.00            | $300.69            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.55             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $50000000.00       | $49341162.98       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-02-15      | 1.8750%  | 0.0000% | $491294000.00      | $279967939.10      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $16000000.00       | $11874481.86       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $397259900.00      | $272100983.60      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $105923000.00      | $65600920.86       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $6915400.00        | $5177305.84        | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $250100700.00      | $183092970.20      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $34245400.00       | $29515331.18       | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $150310700.00      | $139192799.70      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $50000000.00       | $40933967.68       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $343895900.00      | $311613962.00      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $195.31            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $468506400.00      | $463527114.00      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $292833600.00      | $303997761.30      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $103200.00         | $103945.77         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $300.00            | $297.87            | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $41118000.00       | $44382670.15       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $8488900.00        | $8678058.16        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                    | 2039-11-15      | 4.3750%  | 0.0000% | $133144900.00      | $132560179.80      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40                    | 2040-08-15      | 3.8750%  | 0.0000% | $158063200.00      | $149286306.20      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $100000000.00      | $97406455.25       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                    | 2041-08-15      | 3.7500%  | 0.0000% | $175600000.00      | $161454278.60      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                    | 2042-02-15      | 3.1250%  | 0.0000% | $53155400.00       | $44545859.73       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $31076000.00       | $25630389.37       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $45300000.00       | $35498996.87       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $397603000.00      | $350285758.00      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $26955500.00       | $23870340.42       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $18757500.00       | $16441825.66       | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $27236900.00       | $21284933.40       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $17184400.00       | $13144317.49       | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-11-15      | 3.0000%  | 0.0000% | $4413000.00        | $3406585.14        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $55986200.00       | $39720921.22       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $370540000.00      | $248384634.00      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $50694900.00       | $37825356.57       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $100000000.00      | $71975447.51       | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $92504000.00       | $70273623.73       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $85150100.00       | $65383099.87       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $164481600.00      | $105171755.50      | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $9300000.00        | $5558070.60        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $765800.00         | $486271.32         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $95288300.00       | $50578354.73       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $200.00            | $203.41            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                  | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.69            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $312.39            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $22107000.00       | $22625478.47       | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.74_0107
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  | 0.0000% | $148144000.00      | $127854197.80      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3770 | 2052-06-01      | 3.5000%  | 0.0000% | $1824986.21        | $1699995.95        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $101916552.76      | $103627969.50      | Agency Mortgage-Backed Securities |
| GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $938993522.13      | $962674938.80      | Agency Mortgage-Backed Securities |
| GNAR AT MB0637 M     | 2055-08-20      | 3.5000%  | 0.0000% | $1539153.23        | $1516502.54        | Agency Mortgage-Backed Securities |
| GNAR AF MB0756 M     | 2055-11-20      | 5.0000%  | 0.0000% | $3414781.64        | $3466982.27        | Agency Mortgage-Backed Securities |
| GNII SF DI0933 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2359277.02        | $2515301.52        | Agency Mortgage-Backed Securities |
| GNII SF AR4870 C     | 2046-03-20      | 4.0000%  | 0.0000% | $801545.37         | $774028.59         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $25402.90          | $23191.75          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8620 | 2055-03-01      | 6.0000%  | 0.0000% | $5000483.94        | $5177656.09        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1057 | 2055-08-01      | 7.0000%  | 0.0000% | $1462450.34        | $1551701.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8235 | 2055-11-01      | 5.5000%  | 0.0000% | $7989642.78        | $8256739.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8480 | 2055-11-01      | 5.0000%  | 0.0000% | $1349771.35        | $1357683.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8742 | 2055-11-01      | 5.5000%  | 0.0000% | $8999286.80        | $9283541.27        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8103 | 2036-05-01      | 2.0000%  | 0.0000% | $4479541.69        | $4157089.35        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0242 | 2042-02-01      | 2.5000%  | 0.0000% | $235453.08         | $212084.68         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0488 | 2049-05-01      | 4.0000%  | 0.0000% | $1339604.39        | $1301885.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  | 0.0000% | $233290.74         | $237864.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA3977 | 2040-12-01      | 5.5000%  | 0.0000% | $30587168.00       | $31719178.69       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9485 | 2055-11-01      | 5.0000%  | 0.0000% | $6872123.34        | $6960166.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3871 | 2055-12-01      | 5.0000%  | 0.0000% | $22384416.00       | $22731635.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2976 | 2054-09-01      | 5.5000%  | 0.0000% | $104553.54         | $106618.82         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD5846 | 2052-08-01      | 2.0000%  | 0.0000% | $114021.68         | $92657.06          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $61334395.90       | $61846149.68       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $5025115.78        | $4939688.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4927 | 2055-12-01      | 5.5000%  | 0.0000% | $2390021.99        | $2456520.37        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2649 | 2056-01-01      | 5.5000%  | 0.0000% | $13740000.00       | $14009377.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2041 | 2056-01-01      | 6.0000%  | 0.0000% | $25130752.00       | $25941243.88       | Agency Mortgage-Backed Securities |
| GNII SF MA1155 M     | 2043-07-20      | 2.5000%  | 0.0000% | $598396.11         | $534063.94         | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M     | 2043-08-20      | 2.5000%  | 0.0000% | $74433.96          | $66401.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7393 | 2055-12-01      | 5.5000%  | 0.0000% | $1930520.00        | $1991499.98        | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $27566.37          | $27511.56          | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $8019741.32        | $7278380.39        | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $524942555.58      | $436408194.10      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5387 | 2053-01-01      | 5.5000%  | 0.0000% | $252795.11         | $258376.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7315 | 2053-07-01      | 4.5000%  | 0.0000% | $566290.22         | $556501.89         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6148 | 2054-10-01      | 4.5000%  | 0.0000% | $479904.78         | $474258.70         | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL   | 2033-09-26      | 4.0000%  | 0.0000% | $5271000.00        | $5180911.00        | Agency Mortgage-Backed Securities |
| 3.99 FCOR 23-33 AD   | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12737610.17       | Agency Mortgage-Backed Securities |
| 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  | 0.0000% | $2549000.00        | $1873736.48        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN9700 | 2037-03-01      | 1.5000%  | 0.0000% | $9357542.00        | $8486046.04        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7063 | 2052-04-01      | 3.5000%  | 0.0000% | $6064959.12        | $5649580.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889777 | 2036-11-01      | 5.5000%  | 0.0000% | $66359.05          | $69736.28          | Agency Mortgage-Backed Securities |
| GNII RG CO2850 C     | 2048-03-20      | 3.5000%  | 0.0000% | $183261.82         | $167537.34         | Agency Mortgage-Backed Securities |
| GNII SF BW4522 C     | 2035-04-20      | 6.5000%  | 0.0000% | $906078.56         | $950767.86         | Agency Mortgage-Backed Securities |
| GNII SF CJ9505 C     | 2052-02-20      | 3.5000%  | 0.0000% | $2044706.31        | $1876215.70        | Agency Mortgage-Backed Securities |
| GNMI SF AD5950 X     | 2043-03-15      | 3.5000%  | 0.0000% | $5839.72           | $5484.46           | Agency Mortgage-Backed Securities |
| GNII SF CU0864 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1685564.46        | $1751832.43        | Agency Mortgage-Backed Securities |
| GNII SF CY0864 C     | 2054-01-20      | 6.5000%  | 0.0000% | $2572230.65        | $2700391.19        | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $11961612.81       | $12812003.73       | Agency Mortgage-Backed Securities |
| GNII SF DJ1931 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3816133.10        | $3977058.16        | Agency Mortgage-Backed Securities |
| GNII SF DK4128 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1475842.73        | $1549118.81        | Agency Mortgage-Backed Securities |
| GNII SF DK4932 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2088171.42        | $2191849.83        | Agency Mortgage-Backed Securities |
| GNII BD DK5793 C     | 2055-08-20      | 4.0000%  | 0.0000% | $1022675.97        | $948596.73         | Agency Mortgage-Backed Securities |
| GNII ET DK7192 C     | 2065-05-20      | 6.0000%  | 0.0000% | $531575.16         | $542383.68         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0917 | 2037-09-01      | 3.0000%  | 0.0000% | $504154.67         | $486978.62         | Agency Mortgage-Backed Securities |
| 1.55 FMNT 20-34 C8   | 2034-01-27      | 1.5500%  | 0.0000% | $15000000.00       | $12350243.33       | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $460000.00         | $439464.76         | Agency Mortgage-Backed Securities |
| GNII SF DM0779 C     | 2055-08-20      | 7.0000%  | 0.0000% | $21084525.38       | $22478915.32       | Agency Mortgage-Backed Securities |
| GNII SF DN4043 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1167927.98        | $1214020.26        | Agency Mortgage-Backed Securities |
| 0.75 FHOR 21-26 5405 | 2026-02-24      | 0.7500%  | 0.0000% | $350000.00         | $349461.99         | Agency Mortgage-Backed Securities |
| 2.65 FHOR 22-41 AQ   | 2041-11-05      | 2.6500%  | 0.0000% | $2000000.00        | $1496874.44        | Agency Mortgage-Backed Securities |
| GNMI SF 487694 X     | 2039-02-15      | 5.0000%  | 0.0000% | $67351.47          | $68962.76          | Agency Mortgage-Backed Securities |
| GNII EP 788073 C     | 2065-06-20      | 3.0000%  | 0.0000% | $113677904.02      | $101570752.50      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL2942 | 2027-03-01      | 4.5000%  | 0.0000% | $5242.05           | $5273.08           | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $450000.00         | $385630.20         | Corporate Debt Securities         |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 10/29/26               | 2026-10-29      | 0.0000%  | 0.0000% | $653200.00         | $634829.40         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-06-25      | 0.0000%  | 0.0000% | $719614400.00      | $707493215.10      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29             | 2029-05-31      | 2.7500%  | 0.0000% | $59258300.00       | $57861050.50       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26             | 2026-05-15      | 1.6250%  | 0.0000% | $900.00            | $895.48            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27             | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.26             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28             | 2028-03-31      | 1.2500%  | 0.0000% | $27899900.00       | $26654764.87       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41               | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $148.43            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $66721500.00       | $47175190.70       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45               | 2045-08-15      | 2.8750%  | 0.0000% | $31386500.00       | $24007478.92       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $50579700.00       | $35444321.39       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46               | 2046-08-15      | 2.2500%  | 0.0000% | $28460100.00       | $19077701.52       | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-02-15      | 3.0000%  | 0.0000% | $300.00            | $230.50            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $72.86             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-11-15      | 2.7500%  | 0.0000% | $7391600.00        | $5320137.18        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $84128500.00       | $44654811.93       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32             | 2032-11-30      | 3.7500%  | 0.0000% | $35366900.00       | $35166888.91       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31             | 2031-10-31      | 4.1250%  | 0.0000% | $16113800.00       | $16508200.83       | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 066982000, C.3 - LEI: N/A, C.5 - Other ID: 066982000_3.75_0102
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 4.99 FCOR 26-35 CQ | 2035-04-23      | 4.9900%  | 0.0000% | $75945000.00       | $76500959.59       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799C006_3.84_0102
- **C.18 - Value (incl. sponsor support):** $17500000000.00
- **C.18.a - Value (excl. sponsor support):** $17500000000.00
- **C.19 - Percentage of Net Assets:** 12.9700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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

**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 H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $23863000.00       | $24585259.84       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-26      | 0.0000%  | 0.0000% | $2699800.00        | $2685064.49        | U.S. Treasuries (including strips) |
| BILL 02/26/26                    | 2026-02-26      | 0.0000%  | 0.0000% | $38700.00          | $38488.78          | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-01-20      | 0.0000%  | 0.0000% | $700.00            | $698.76            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-02-17      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-28      | 0.0000%  | 0.0000% | $1999800.00        | $1971444.84        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-21      | 0.0000%  | 0.0000% | $49600.00          | $49071.36          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $823703000.00      | $845492270.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $300000000.00      | $307935847.30      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $204220400.00      | $209200087.80      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $116280900.00      | $117950572.30      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $8876800.00        | $8998356.17        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $180721900.00      | $182466419.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $352485000.00      | $358102446.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $142230000.00      | $144496676.30      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $279000.00         | $283359.19         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $2000.00           | $2034.04           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $1039834300.00     | $1057533894.00     | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $166473100.00      | $167919274.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $25498500.00       | $25981952.82       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $226030200.00      | $227906702.70      | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $19030600.00       | $19188592.04       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $83558600.00       | $83894338.45       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $38000000.00       | $39022409.62       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $149223400.00      | $152971702.90      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $90652800.00       | $92664905.41       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $26370000.00       | $26955301.50       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $93400000.00       | $95674797.61       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $192278800.00      | $196961833.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $4865000.00        | $4936456.39        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $63275500.00       | $64092981.01       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $200000000.00      | $201320565.80      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $391309600.00      | $393893350.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $1957100.00        | $1975226.57        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $3146400.00        | $3168384.17        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $106950200.00      | $107717016.50      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $19300900.00       | $20095464.63       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                 | 2026-01-31      | 4.2500%  | 0.0000% | $85174000.00       | $86694001.32       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                 | 2026-01-31      | 4.2500%  | 0.0000% | $546100.00         | $555845.61         | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $27416000.00       | $28243344.55       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $165642400.00      | $168099705.00      | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $181357600.00      | $184048040.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                 | 2027-02-15      | 4.1250%  | 0.0000% | $25000000.00       | $25553568.75       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $322479200.00      | $335102714.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $400.00            | $415.66            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                  | 2029-02-28      | 4.2500%  | 0.0000% | $4322100.00        | $4475604.59        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                 | 2026-03-31      | 4.5000%  | 0.0000% | $1500.00           | $1520.14           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                 | 2026-03-31      | 4.5000%  | 0.0000% | $7032300.00        | $7126720.06        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $30638000.00       | $31901159.04       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $206.10            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $716938200.00      | $738815133.50      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $43962000.00       | $44800233.66       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $141498000.00      | $146273758.10      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $158401800.00      | $163748085.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $570252000.00      | $584376571.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.46            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 4.6250%  | 0.0000% | $25000800.00       | $25133454.24       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 4.3750%  | 0.0000% | $2607000.00        | $2666962.40        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                 | 2026-07-31      | 4.3750%  | 0.0000% | $99636100.00       | $101927783.90      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $107204000.00      | $110493601.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $50000100.00       | $51775160.34       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $81214200.00       | $84097396.35       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $35000000.00       | $33064762.50       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $13999900.00       | $14070204.25       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $32791400.00       | $32616122.36       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $27454100.00       | $28033939.69       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $1497300.00        | $1525948.91        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $2999800.00        | $3057197.31        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $7993400.00        | $8096531.94        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                  | 2028-01-31      | 3.5000%  | 0.0000% | $9000000.00        | $9135176.67        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                  | 2030-01-31      | 3.5000%  | 0.0000% | $34050100.00       | $34394027.48       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                  | 2030-01-31      | 3.5000%  | 0.0000% | $9724900.00        | $9823127.62        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $150406500.00      | $148527020.40      | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $19604000.00       | $20146338.05       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $312179000.00      | $320815326.80      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $78166000.00       | $79130028.15       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-15      | 3.7500%  | 0.0000% | $56310000.00       | $56780002.24       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $6803800.00        | $6846070.58        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $15040400.00       | $14564411.56       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $34887500.00       | $35136690.29       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $109267500.00      | $109705334.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $18117700.00       | $18190297.62       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $545549600.00      | $552222762.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $61743900.00       | $63782556.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                 | 2026-09-15      | 4.6250%  | 0.0000% | $76100.00          | $77694.03          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26                 | 2026-09-15      | 4.6250%  | 0.0000% | $24999900.00       | $25523562.41       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $59100.00          | $61721.01          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $29352900.00       | $29119480.23       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $63000000.00       | $60007081.28       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $6699800.00        | $6381514.97        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $91387600.00       | $86785920.01       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $2421100.00        | $2299189.29        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $9325000.00        | $8830168.88        | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $195351000.00      | $184214549.10      | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $66009400.00       | $62246376.30       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $58900000.00       | $51698267.55       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $400000000.00      | $377495374.60      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $50017200.00       | $47270054.75       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $600.00            | $524.77            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $40866400.00       | $38397701.64       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $49999900.00       | $45044572.41       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $43782200.00       | $41896371.96       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $433600.00         | $428359.54         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $695878300.00      | $675177832.30      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $99999300.00       | $97024595.55       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $257294800.00      | $255777707.90      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $17200200.00       | $16919228.08       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $152852200.00      | $144995492.20      | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                  | 2029-06-30      | 3.2500%  | 0.0000% | $43050000.00       | $42594617.10       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $1606400.00        | $1606823.16        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $1527200.00        | $1527602.30        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $11433800.00       | $11382913.87       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $5513900.00        | $5458178.26        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                  | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26                  | 2026-01-31      | 2.6250%  | 0.0000% | $51264700.00       | $51770155.73       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                  | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $800.00            | $772.40            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $26020400.00       | $25122825.15       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $16579500.00       | $16490990.34       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $313634000.00      | $311959664.90      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $1000.00           | $940.63            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $36122400.00       | $35646424.52       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $13877600.00       | $13694738.47       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $241186100.00      | $212152165.30      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                  | 2027-05-31      | 0.5000%  | 0.0000% | $81709000.00       | $78414478.75       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $349.56            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                  | 2027-09-30      | 0.3750%  | 0.0000% | $8987600.00        | $8529095.81        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $5522200.00        | $4841510.87        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $67700000.00       | $64207240.57       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $12499900.00       | $11855008.66       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $208500000.00      | $197151762.00      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                  | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $100000000.00      | $88616375.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $5917400.00        | $5243785.37        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $50000000.00       | $49456575.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $42064900.00       | $42336504.23       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $1000.00           | $997.88            | U.S. Treasuries (including strips) |
| 4 NOTE F 35                      | 2035-11-15      | 4.0000%  | 0.0000% | $76000.00          | $75539.96          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $673500.00         | $669959.26         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $3200.00           | $3183.18           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $795200.00         | $796142.68         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $35460100.00       | $35502136.58       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $771476000.00      | $773174983.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $6787500.00        | $6802447.77        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 3.7500%  | 0.0000% | $400.00            | $405.53            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $11841200.00       | $12004775.78       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $42935400.00       | $43425684.55       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $191354600.00      | $193911068.90      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $527502300.00      | $531989671.70      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 3.5000%  | 0.0000% | $200.00            | $201.65            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $117000.00         | $119967.82         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51223798.34       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $9720000.00        | $9957906.40        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $131385600.00      | $133889619.40      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 4.2500%  | 0.0000% | $6963100.00        | $7031940.73        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $172479000.00      | $176060190.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $269517000.00      | $275112994.80      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                  | 2031-12-31      | 4.5000%  | 0.0000% | $48399800.00       | $50186962.62       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $35243300.00       | $36233072.84       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $69031000.00       | $71419794.49       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $13121300.00       | $13575358.17       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $100000000.00      | $104130683.70      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $328364000.00      | $341927678.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $400.00            | $409.38            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $268383000.00      | $274677423.00      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $615743600.00      | $645369203.10      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $340000000.00      | $356358602.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $124144300.00      | $131429428.90      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $233482400.00      | $247183789.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $769000.00         | $793352.31         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $300.00            | $309.50            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $72016000.00       | $73516016.49       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $204.17            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 12599G007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 12599G007_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1849999999.97
- **C.18.a - Value (excl. sponsor support):** $1849999999.97
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51477254.56       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50976062.04       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $15884000.00       | $15745221.29       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |
| T 4.625 11/15/44 | 2044-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $49563149.37       | U.S. Treasuries (including strips) |

### Security 7: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2042-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.830000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39370000.00
- **C.18.a - Value (excl. sponsor support):** $39370000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2052-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 199203AA8, C.4 - ISIN: US199203AA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6535000.00
- **C.18.a - Value (excl. sponsor support):** $6535000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23346PAA7, C.4 - ISIN: US23346PAA75, C.3 - LEI: 2549005Z5PNNRPOHZP76
- **C.18 - Value (incl. sponsor support):** $21620000.00
- **C.18.a - Value (excl. sponsor support):** $21620000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_3.84_0102
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $29141.44          | $30634.68          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G16756 G | 2034-01-01      | 3.5000%  | 0.0000% | $77.43             | $76.88             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $18638151.59       | $17596403.18       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $82.66             | $78.07             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $80.00             | $75.58             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  | 0.0000% | $56.15             | $54.60             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $113.26            | $110.46            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $467.77            | $426.62            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  | 0.0000% | $74.24             | $72.89             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $73.40             | $70.39             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A88168 G | 2039-09-01      | 6.0000%  | 0.0000% | $9.75              | $10.18             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $21118.56          | $21762.26          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $7.99              | $8.17              | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G | 2030-02-01      | 2.5000%  | 0.0000% | $29.86             | $29.19             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL6566 | 2039-03-01      | 7.0000%  | 0.0000% | $172.41            | $183.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7227 | 2030-08-01      | 3.0000%  | 0.0000% | $49.13             | $48.45             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  | 0.0000% | $426.06            | $424.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $142.04            | $135.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $79.66             | $84.20             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL8567 | 2031-06-01      | 3.0000%  | 0.0000% | $91.50             | $89.93             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $3267763.46        | $3197383.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $56135.69          | $55139.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $152630.48         | $146161.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $421855.57         | $402743.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $7796380.72        | $7632526.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $1231116.27        | $1121583.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $61670.86          | $54853.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3688 | 2052-05-01      | 3.5000%  | 0.0000% | $536987.36         | $500209.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $16690570.32       | $17246032.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $844662.01         | $884245.12         | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $20293230.55       | $19902159.71       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $69680706.60       | $70799314.18       | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $20438200.12       | $20768345.16       | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $43055254.19       | $44778526.41       | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $40424.32          | $41563.61          | Agency Mortgage-Backed Securities  |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $731087.73         | $716545.66         | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $20101.46          | $20179.58          | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | 0.0000% | $1073689.37        | $1019697.11        | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $10431149.33       | $10848663.04       | Agency Mortgage-Backed Securities  |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $32749.47          | $34060.29          | Agency Mortgage-Backed Securities  |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | 0.0000% | $875681.12         | $858262.07         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZL0207 | 2036-11-01      | 3.0000%  | 0.0000% | $129.01            | $123.38            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1891 | 2041-08-01      | 4.5000%  | 0.0000% | $216.82            | $217.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $772.18            | $759.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3304 | 2042-07-01      | 3.5000%  | 0.0000% | $195.82            | $187.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  | 0.0000% | $82.88             | $79.88             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $3404108.52        | $3169531.40        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $133.29            | $129.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4707 | 2047-11-01      | 3.5000%  | 0.0000% | $458898.45         | $431819.62         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7668 | 2048-08-01      | 4.5000%  | 0.0000% | $127.34            | $127.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $4772456.53        | $4555484.75        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1066799.10        | $1018298.86        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  | 0.0000% | $84.89             | $79.76             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $45.45             | $42.53             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PZA3130 | 2042-10-01      | 2.5000%  | 0.0000% | $52.81             | $46.07             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $2325274.03        | $2270093.73        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2874 | 2039-01-01      | 5.5000%  | 0.0000% | $33.80             | $34.93             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $124.43            | $113.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $83.59             | $79.11             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS7738 | 2031-01-01      | 2.5000%  | 0.0000% | $75.68             | $73.81             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8522 | 2029-04-01      | 3.0000%  | 0.0000% | $26282.06          | $26006.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9378 | 2043-07-01      | 3.5000%  | 0.0000% | $102.60            | $98.38             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $135.57            | $135.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $9.62              | $10.11             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL787216 | 2034-07-01      | 5.5000%  | 0.0000% | $46.63             | $47.53             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $20.56             | $21.43             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | 0.0000% | $9.92              | $10.48             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628 | 2036-06-01      | 5.0000%  | 0.0000% | $17.76             | $18.23             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108 | 2036-05-01      | 5.0000%  | 0.0000% | $11.30             | $11.40             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  | 0.0000% | $613.51            | $635.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $19439099.23       | $19827323.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $2203322.37        | $2229428.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $6040226.90        | $6254081.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0620 | 2055-02-01      | 5.0000%  | 0.0000% | $2567464.65        | $2608841.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769 | 2055-01-01      | 5.0000%  | 0.0000% | $10822415.13       | $10937605.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179 | 2055-01-01      | 5.0000%  | 0.0000% | $278610.26         | $279733.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $16593.98          | $16931.53          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $529382.21         | $546456.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3449 | 2055-05-01      | 6.0000%  | 0.0000% | $148131.67         | $152926.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3774 | 2055-05-01      | 6.0000%  | 0.0000% | $154661.67         | $159691.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4859 | 2055-06-01      | 6.5000%  | 0.0000% | $1070161.76        | $1126229.32        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139 | 2055-06-01      | 7.0000%  | 0.0000% | $663004.18         | $707986.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8339 | 2055-07-01      | 6.5000%  | 0.0000% | $3449123.80        | $3630798.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $744496.20         | $777910.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8819 | 2055-07-01      | 6.0000%  | 0.0000% | $661426.84         | $685094.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9774 | 2055-07-01      | 6.0000%  | 0.0000% | $1008243.56        | $1042688.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9318 | 2055-07-01      | 6.0000%  | 0.0000% | $1390600.71        | $1444380.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9445 | 2055-07-01      | 6.5000%  | 0.0000% | $1212882.05        | $1269701.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9474 | 2055-08-01      | 6.0000%  | 0.0000% | $1720739.76        | $1785066.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9525 | 2055-08-01      | 6.0000%  | 0.0000% | $3359163.11        | $3467865.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0040 | 2055-08-01      | 6.0000%  | 0.0000% | $643229.58         | $669702.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $180336.94         | $188987.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $1534413.67        | $1540592.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324 | 2055-06-01      | 5.5000%  | 0.0000% | $924478.90         | $944127.16         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1364 | 2055-08-01      | 6.5000%  | 0.0000% | $684531.75         | $716981.75         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1366 | 2055-08-01      | 6.0000%  | 0.0000% | $802270.70         | $828143.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1368 | 2055-07-01      | 6.0000%  | 0.0000% | $1429194.50        | $1475264.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1893 | 2055-08-01      | 6.5000%  | 0.0000% | $2011069.13        | $2120717.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1961 | 2055-09-01      | 6.5000%  | 0.0000% | $3531762.73        | $3719707.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2151 | 2055-09-01      | 6.0000%  | 0.0000% | $6043894.42        | $6269827.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2225 | 2055-08-01      | 6.0000%  | 0.0000% | $2655645.61        | $2742102.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $1097525.32        | $1137766.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3333 | 2055-09-01      | 6.0000%  | 0.0000% | $3821211.71        | $3990113.09        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  | 0.0000% | $146.37            | $139.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $3507599.87        | $3438494.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $4030090.24        | $3945753.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806 | 2029-02-01      | 5.5000%  | 0.0000% | $31.22             | $31.83             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $1372.18           | $1236.03           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  | 0.0000% | $386.23            | $367.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1309 | 2038-07-01      | 2.0000%  | 0.0000% | $578635.61         | $536971.92         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1504 | 2038-01-01      | 2.5000%  | 0.0000% | $1155.16           | $1095.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $274.74            | $255.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $8639044.30        | $7836865.84        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  | 0.0000% | $431.88            | $404.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  | 0.0000% | $215.76            | $205.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $257.52            | $248.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | 0.0000% | $414.14            | $355.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $214.19            | $212.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  | 0.0000% | $427.39            | $385.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741 | 2052-10-01      | 5.0000%  | 0.0000% | $488.93            | $496.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $476.83            | $484.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0952 | 2052-04-01      | 3.0000%  | 0.0000% | $499.68            | $449.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $449.64            | $427.49            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | 0.0000% | $1014.24           | $866.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $2918682.90        | $2888757.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $685.22            | $678.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $4055888.73        | $4018858.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1582 | 2052-05-01      | 3.0000%  | 0.0000% | $504.68            | $452.49            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1610 | 2052-09-01      | 4.5000%  | 0.0000% | $510.07            | $502.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1628 | 2052-09-01      | 5.0000%  | 0.0000% | $480.03            | $484.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $1519.34           | $1463.72           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $482.80            | $479.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $474.28            | $481.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1991 | 2052-12-01      | 5.0000%  | 0.0000% | $498.90            | $506.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081 | 2052-12-01      | 5.0000%  | 0.0000% | $482.30            | $489.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $432.37            | $448.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $20925.60          | $19572.20          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $454.14            | $470.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $513.09            | $518.40            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3520 | 2053-07-01      | 4.5000%  | 0.0000% | $475.25            | $472.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $468.86            | $482.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $547.82            | $551.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $11352659.74       | $12002327.05       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $503.77            | $436.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $548.73            | $551.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0412 | 2054-09-01      | 5.5000%  | 0.0000% | $670909.50         | $695147.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0390 | 2054-09-01      | 5.5000%  | 0.0000% | $901.38            | $919.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC0454 | 2054-10-01      | 4.5000%  | 0.0000% | $532.05            | $527.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2392 | 2054-09-01      | 6.0000%  | 0.0000% | $597.26            | $626.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  | 0.0000% | $625.37            | $648.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732 | 2054-12-01      | 6.0000%  | 0.0000% | $578.90            | $598.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025 | 2054-10-01      | 5.5000%  | 0.0000% | $781052.25         | $810182.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $1154.34           | $1158.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382 | 2054-10-01      | 5.5000%  | 0.0000% | $677514.57         | $702579.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3790 | 2054-10-01      | 5.5000%  | 0.0000% | $597999.15         | $620301.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $630.66            | $652.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | 0.0000% | $539.62            | $564.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | 0.0000% | $631.17            | $634.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | 0.0000% | $631.19            | $645.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $633.13            | $662.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $1161.03           | $1183.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $632.35            | $666.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7132 | 2054-12-01      | 5.5000%  | 0.0000% | $5606024.12        | $5745632.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  | 0.0000% | $534.61            | $536.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $626.11            | $629.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $581.03            | $579.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $16987054.93       | $17093677.02       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $502.92            | $519.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $18010510.80       | $18077792.07       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC8683 | 2054-10-01      | 7.0000%  | 0.0000% | $633.34            | $678.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  | 0.0000% | $596.04            | $600.14            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115 | 2055-01-01      | 7.0000%  | 0.0000% | $381.64            | $407.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  | 0.0000% | $761.48            | $799.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  | 0.0000% | $202609.33         | $199158.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2481 | 2055-02-01      | 5.0000%  | 0.0000% | $595.10            | $598.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  | 0.0000% | $241971.01         | $249801.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  | 0.0000% | $504.87            | $518.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6408 | 2055-03-01      | 6.5000%  | 0.0000% | $510.62            | $537.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8031 | 2055-05-01      | 5.5000%  | 0.0000% | $1904.43           | $1968.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8368 | 2055-05-01      | 5.5000%  | 0.0000% | $584.00            | $604.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8864 | 2055-07-01      | 6.0000%  | 0.0000% | $993195.44         | $1027000.83        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | 0.0000% | $638.73            | $699.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8854 | 2055-07-01      | 6.5000%  | 0.0000% | $574026.82         | $600919.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1221 | 2055-06-01      | 6.5000%  | 0.0000% | $2969046.68        | $3102958.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1291 | 2055-05-01      | 6.5000%  | 0.0000% | $759298.73         | $794892.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1521 | 2055-06-01      | 6.5000%  | 0.0000% | $2911908.12        | $3042322.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $482004.57         | $506078.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2022 | 2055-06-01      | 6.5000%  | 0.0000% | $803772.99         | $841450.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3546 | 2055-07-01      | 6.0000%  | 0.0000% | $724615.18         | $748149.96         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268 | 2055-06-01      | 7.0000%  | 0.0000% | $943895.06         | $1004495.33        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3307 | 2055-07-01      | 7.0000%  | 0.0000% | $637.16            | $681.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $637.25            | $656.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE4426 | 2055-11-01      | 5.0000%  | 0.0000% | $2920716.60        | $2952428.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4166 | 2055-08-01      | 6.0000%  | 0.0000% | $649301.15         | $675217.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4204 | 2055-08-01      | 6.0000%  | 0.0000% | $734361.90         | $760942.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4185 | 2055-08-01      | 6.0000%  | 0.0000% | $850222.58         | $884899.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $724998.55         | $761209.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $8122795.70        | $8296975.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $3646021.28        | $3743258.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2938 | 2053-02-01      | 6.0000%  | 0.0000% | $2348213.48        | $2433190.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3879 | 2050-07-01      | 2.5000%  | 0.0000% | $805989.59         | $698267.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $572729.21         | $533515.97         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  | 0.0000% | $7716967.39        | $7966765.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875 | 2055-04-01      | 6.0000%  | 0.0000% | $9121359.30        | $9427554.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0333 | 2055-02-01      | 5.5000%  | 0.0000% | $2275527.99        | $2324331.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $23068059.33       | $23819155.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $2811548.40        | $2871303.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $290765.38         | $297000.36         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2627 | 2054-10-01      | 6.5000%  | 0.0000% | $2700841.12        | $2843963.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $1422158.19        | $1437612.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4379 | 2055-06-01      | 6.0000%  | 0.0000% | $2353635.86        | $2473843.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $32180970.68       | $32893403.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $850384.70         | $895020.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5290 | 2054-05-01      | 5.5000%  | 0.0000% | $561.27            | $576.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $576.99            | $537.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $499.08            | $509.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $541.63            | $545.48            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $39836.59          | $32379.44          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $9401746.96        | $9703546.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $7798.81           | $8273.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $565.06            | $579.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $578.89            | $604.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $10091632.95       | $10200891.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $6075902.44        | $6273733.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $1180.82           | $1161.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $369.23            | $332.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $3132301.68        | $3199468.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $124.62            | $117.33            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $453.65            | $393.95            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $430.17            | $389.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $429.97            | $352.33            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $700.47            | $601.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $1606.30           | $1377.79           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $422.88            | $346.78            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $803625.87         | $688581.47         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $2399.01           | $2052.59           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $512.17            | $417.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $660.20            | $565.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $1411.99           | $1208.76           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $5647.97           | $4835.05           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $495.79            | $423.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.76           | $891.19            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1023.44           | $912.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  | 0.0000% | $467.00            | $478.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $525.65            | $468.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  | 0.0000% | $2056.66           | $1915.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $511.66            | $515.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $488507.77         | $492583.72         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $536.22            | $527.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $515.96            | $519.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $468.01            | $478.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $483.15            | $493.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $490.96            | $501.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $2529.05           | $2585.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $506.47            | $517.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $541.70            | $552.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $567.65            | $570.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $520.44            | $530.91            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $605.33            | $577.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $4049140.60        | $4130173.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $395.75            | $413.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $10831496.25       | $11043818.85       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $585.58            | $587.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $1624695.09        | $1676920.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $24143343.02       | $24616633.02       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $3780497.79        | $3607579.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4257 | 2055-07-01      | 6.5000%  | 0.0000% | $1050723.91        | $1099337.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5289 | 2055-09-01      | 6.5000%  | 0.0000% | $3329168.70        | $3491827.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4951 | 2055-06-01      | 6.0000%  | 0.0000% | $178237.57         | $186201.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5265 | 2055-08-01      | 6.0000%  | 0.0000% | $840366.82         | $873615.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5591 | 2055-07-01      | 6.0000%  | 0.0000% | $4350774.09        | $4492200.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6069 | 2055-07-01      | 6.0000%  | 0.0000% | $736253.63         | $767388.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6076 | 2055-07-01      | 6.0000%  | 0.0000% | $2203428.97        | $2278444.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7645 | 2055-09-01      | 6.0000%  | 0.0000% | $335514.09         | $346437.42         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7821 | 2055-08-01      | 6.0000%  | 0.0000% | $638975.74         | $662006.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $925545.71         | $975511.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $419110.41         | $422254.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $638.66            | $652.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $1124094.44        | $1160656.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9369 | 2055-09-01      | 6.0000%  | 0.0000% | $3002261.47        | $3099084.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9570 | 2055-10-01      | 6.0000%  | 0.0000% | $1914.27           | $1995.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9558 | 2055-10-01      | 5.5000%  | 0.0000% | $676.23            | $700.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0155 | 2055-09-01      | 6.5000%  | 0.0000% | $3479686.14        | $3666544.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0219 | 2055-10-01      | 5.5000%  | 0.0000% | $640.07            | $662.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  | 0.0000% | $638.41            | $658.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0231 | 2055-10-01      | 5.5000%  | 0.0000% | $639.48            | $658.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1682 | 2055-10-01      | 5.5000%  | 0.0000% | $638.24            | $654.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  | 0.0000% | $637.24            | $628.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2386 | 2055-10-01      | 6.0000%  | 0.0000% | $1938.06           | $2048.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2520 | 2055-11-01      | 5.5000%  | 0.0000% | $276621.62         | $283834.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3218 | 2055-11-01      | 5.0000%  | 0.0000% | $930.28            | $939.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  | 0.0000% | $1211.76           | $1250.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3689 | 2055-11-01      | 5.0000%  | 0.0000% | $639.37            | $642.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3802 | 2055-12-01      | 5.5000%  | 0.0000% | $640.00            | $652.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3916 | 2055-11-01      | 5.5000%  | 0.0000% | $639.33            | $660.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5443 | 2055-12-01      | 5.0000%  | 0.0000% | $639.43            | $646.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $11103456.18       | $10045807.57       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2035 | 2037-05-01      | 2.0000%  | 0.0000% | $1203112.46        | $1117194.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $1801373.59        | $1817142.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5223 | 2055-11-01      | 5.0000%  | 0.0000% | $24771453.39       | $25040636.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $181910934.61      | $185476995.26      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $85503.86          | $88287.01          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $15495060.10       | $15798814.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $2435345.58        | $2514616.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $18956497.33       | $19328107.86       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $467525.72         | $495072.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0084 | 2055-12-01      | 5.0000%  | 0.0000% | $5464991.36        | $5483581.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $13584.04          | $14170.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0055 | 2040-12-01      | 5.5000%  | 0.0000% | $640.00            | $659.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0216 | 2055-11-01      | 5.5000%  | 0.0000% | $488103.68         | $497673.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0196 | 2055-12-01      | 5.5000%  | 0.0000% | $6693718.96        | $6865053.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0403 | 2055-11-01      | 5.5000%  | 0.0000% | $438366.08         | $448851.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2686 | 2056-01-01      | 5.0000%  | 0.0000% | $298236.16         | $301410.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2881 | 2056-01-01      | 5.0000%  | 0.0000% | $3653749.12        | $3695583.33        | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $15.39             | $15.56             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  | 0.0000% | $612.17            | $600.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $40533738.74       | $41328335.12       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1720738.67        | $1754470.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $6873410.27        | $7008152.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $580.37            | $591.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $7741123.36        | $7979490.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $1383927.14        | $1464648.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $522.57            | $518.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | 0.0000% | $1098.37           | $1154.13           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $237452.81         | $233577.19         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q14866 G | 2043-01-01      | 3.0000%  | 0.0000% | $245.83            | $228.66            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1063321.02        | $1015018.25        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $3951119.56        | $3757462.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869 | 2049-10-01      | 3.5000%  | 0.0000% | $170.94            | $160.48            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB4948 | 2050-11-01      | 2.0000%  | 0.0000% | $413.23            | $338.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6059 | 2050-12-01      | 2.0000%  | 0.0000% | $433.11            | $355.16            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7172 | 2051-01-01      | 2.0000%  | 0.0000% | $436.72            | $355.60            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $353397.10         | $287179.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  | 0.0000% | $388.62            | $352.40            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4690 | 2051-08-01      | 2.5000%  | 0.0000% | $459.63            | $399.34            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $462564.56         | $359255.39         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | 0.0000% | $455.01            | $427.05            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0024 | 2052-04-01      | 2.0000%  | 0.0000% | $509.29            | $413.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $515.53            | $418.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $515532.81         | $418935.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  | 0.0000% | $499.20            | $465.01            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $510.73            | $454.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE1088 | 2052-04-01      | 3.5000%  | 0.0000% | $418.05            | $391.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  | 0.0000% | $13928795.91       | $14306702.71       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $2742568.51        | $2613411.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $482.46            | $440.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBE0506 | 2031-10-01      | 2.5000%  | 0.0000% | $96.91             | $94.05             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $434809.23         | $421066.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $258.38            | $240.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $227.46            | $217.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $197.42            | $188.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $139.49            | $136.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $518.71            | $473.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $4645002.03        | $4534773.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $105.01            | $99.52             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $106901.74         | $104516.05         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $129488.20         | $126106.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $210127.78         | $209442.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $123.22            | $119.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $191562.94         | $190782.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093 | 2048-03-01      | 4.0000%  | 0.0000% | $130.66            | $126.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $308422.81         | $299738.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $868901.11         | $868153.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $487456.00         | $488060.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $386094.17         | $377979.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $737.37            | $699.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM3176 | 2032-08-01      | 3.0000%  | 0.0000% | $112.49            | $110.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | 0.0000% | $300.20            | $292.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  | 0.0000% | $156.39            | $149.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $177.14            | $173.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  | 0.0000% | $139.95            | $140.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5106 | 2048-12-01      | 4.5000%  | 0.0000% | $111.82            | $111.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $516.65            | $518.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $2759345.25        | $2678891.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $306364.47         | $303749.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $2687397.47        | $2865858.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $4635355.38        | $4899362.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $215717.24         | $220616.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $363002.36         | $347984.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6038 | 2052-02-01      | 2.5000%  | 0.0000% | $1639561.33        | $1398830.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $13603273.24       | $14057214.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $287897.68         | $249754.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $185766.93         | $168022.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $6241742.93        | $5763042.86        | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $288451.60         | $239802.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $122526.66         | $106253.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1399.80           | $1163.72           | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $57805.03          | $48055.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $300882.13         | $302600.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $8095673.85        | $8446246.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $9586680.26        | $9747662.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $464.61            | $467.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513 | 2053-01-01      | 5.5000%  | 0.0000% | $249165.24         | $257253.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | 0.0000% | $521.68            | $534.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327 | 2053-04-01      | 4.5000%  | 0.0000% | $5804224.51        | $5711542.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $255217.97         | $257663.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6153 | 2053-07-01      | 5.5000%  | 0.0000% | $1940.11           | $1995.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $4810470.68        | $5031333.82        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4725 | 2053-11-01      | 7.0000%  | 0.0000% | $418.03            | $448.65            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7920 | 2053-12-01      | 7.5000%  | 0.0000% | $281621.95         | $300471.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3596 | 2054-09-01      | 6.0000%  | 0.0000% | $482.32            | $507.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $1989895.15        | $2029514.62        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3513 | 2050-09-01      | 2.5000%  | 0.0000% | $342.71            | $296.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4215 | 2050-12-01      | 2.0000%  | 0.0000% | $436.51            | $357.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $500.67            | $445.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $437.35            | $361.59            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $490.91            | $460.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $469.36            | $405.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $509.72            | $516.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $156.78            | $157.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $238.65            | $239.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $200.51            | $189.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $192180.17         | $192474.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $104.02            | $100.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $574.61            | $558.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  | 0.0000% | $76.19             | $71.60             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  | 0.0000% | $219.14            | $207.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446 | 2053-07-01      | 5.5000%  | 0.0000% | $430251.97         | $445045.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $172.28            | $148.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $370.29            | $318.23            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $812492.47         | $883918.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  | 0.0000% | $374.70            | $307.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $508.67            | $414.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $444.71            | $362.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | 0.0000% | $442.83            | $363.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT2234 | 2037-04-01      | 2.0000%  | 0.0000% | $2584884.76        | $2400263.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5621 | 2055-02-01      | 6.5000%  | 0.0000% | $522.73            | $558.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5820 | 2055-03-01      | 6.5000%  | 0.0000% | $637.82            | $674.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $2229748.25        | $2115458.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $8255105.39        | $8458010.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $391215.41         | $402730.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $6999892.31        | $7132913.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5286 | 2044-04-01      | 5.5000%  | 0.0000% | $1052.44           | $1079.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5349 | 2045-06-01      | 5.0000%  | 0.0000% | $574.12            | $581.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $677.85            | $685.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5384 | 2045-12-01      | 5.0000%  | 0.0000% | $710706.56         | $717846.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $469.80            | $408.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6041 | 2050-05-01      | 3.0000%  | 0.0000% | $124.63            | $109.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  | 0.0000% | $505.04            | $522.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  | 0.0000% | $1508.86           | $1572.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5580 | 2054-05-01      | 6.5000%  | 0.0000% | $508.55            | $542.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820 | 2054-05-01      | 6.0000%  | 0.0000% | $9753964.30        | $10099625.29       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6073 | 2054-05-01      | 6.0000%  | 0.0000% | $437.67            | $454.80            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374 | 2054-07-01      | 7.0000%  | 0.0000% | $677647.47         | $729056.74         | Agency Mortgage-Backed Securities  |
| 4.125 FMNT 26-30 V9  | 2030-12-16      | 4.1250%  | 0.0000% | $7821440.00        | $7812852.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $3.93              | $4.05              | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU7509 | 2051-12-01      | 2.5000%  | 0.0000% | $492.98            | $426.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3211 | 2052-03-01      | 3.0000%  | 0.0000% | $454.65            | $411.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  | 0.0000% | $174029.99         | $169842.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | 0.0000% | $638.25            | $650.76            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW4934 | 2053-05-01      | 5.4890%  | 0.0000% | $474.13            | $485.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3507 | 2055-10-01      | 5.5000%  | 0.0000% | $891603.36         | $915493.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $887386.54         | $906246.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $60188.99          | $58695.49          | Agency Mortgage-Backed Securities  |
| GNII SF MB0810 M     | 2055-11-20      | 3.5000%  | 0.0000% | $2953203.20        | $2703677.22        | Agency Mortgage-Backed Securities  |
| GNII SF MB0812 M     | 2055-12-20      | 4.5000%  | 0.0000% | $5372390.40        | $5265522.81        | Agency Mortgage-Backed Securities  |
| GNII SF MB0814 M     | 2055-10-20      | 5.5000%  | 0.0000% | $1667683.84        | $1695701.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $166159.76         | $163499.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | 0.0000% | $3719580.00        | $3732325.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $210527.30         | $201431.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $695.64            | $644.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $197199.76         | $188882.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $8737741.16        | $8559660.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $7039770.34        | $6895548.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  | 0.0000% | $449.19            | $428.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8242 | 2031-11-01      | 2.5000%  | 0.0000% | $93.07             | $90.44             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  | 0.0000% | $90.50             | $88.69             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9465 | 2047-04-01      | 4.0000%  | 0.0000% | $397.85            | $388.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $4014209.98        | $3831670.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  | 0.0000% | $90.79             | $89.35             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $134.85            | $128.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL708631 | 2033-06-01      | 6.0000%  | 0.0000% | $11.94             | $12.31             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB4006 | 2037-05-01      | 2.0000%  | 0.0000% | $1009233.52        | $936856.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $7998644.59        | $8075316.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $298773.87         | $295979.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $14341743.52       | $14852787.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $1706238.33        | $1727424.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $79320.18          | $83931.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $613819.04         | $585745.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $814430.16         | $840578.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $7171464.72        | $7314616.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $2579368.23        | $2630724.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $205271.97         | $209337.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $31607693.53       | $32623722.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $24824852.79       | $25311502.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $884749.11         | $913118.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $19851986.02       | $20241151.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $284666.10         | $293822.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $7136.02           | $7275.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $14217061.59       | $14675846.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | 0.0000% | $1200173.64        | $1145269.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $316481357.20      | $322685446.66      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $4140145.55        | $4274907.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $3431007.59        | $3274050.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $23816898.30       | $24283788.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $640078.87         | $660930.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  | 0.0000% | $15717.93          | $15430.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $2766469.19        | $2820701.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $151880.32         | $156835.71         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $165784.11         | $175453.19         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI5011 | 2041-06-01      | 4.5000%  | 0.0000% | $30.78             | $31.13             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $495.40            | $512.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL5759 | 2029-07-01      | 3.5000%  | 0.0000% | $29.87             | $29.70             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $6672006.90        | $6532317.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  | 0.0000% | $32.88             | $34.30             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $37.41             | $37.73             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $45.76             | $45.01             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $80856.67          | $80548.88          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $14.32             | $15.32             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $149557.33         | $150938.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $25.34             | $25.64             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2283 | 2027-08-01      | 3.0000%  | 0.0000% | $80.21             | $79.78             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $3220971.73        | $3074554.94        | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $64.00             | $64.62             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $3774976.00        | $3783733.95        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $192.00            | $195.48            | U.S. Treasuries (including strips) |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $3966912.00        | $4076655.28        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $768.00            | $772.96            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $12775936.00       | $12993519.30       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $38336.00          | $39412.63          | U.S. Treasuries (including strips) |

### Security 12: ELK Grove Independent Living LLC/ELK Grove Memory Care LLC

- **C.1 - Title:** ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 287295AA7, C.4 - ISIN: US287295AA70, C.3 - LEI: 549300WMQF4NHYKQLX60
- **C.18 - Value (incl. sponsor support):** $57250000.00
- **C.18.a - Value (excl. sponsor support):** $57250000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2065-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244000000.01
- **C.18.a - Value (excl. sponsor support):** $244000000.01
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000668.00
- **C.18.a - Value (excl. sponsor support):** $100000668.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225016949.25
- **C.18.a - Value (excl. sponsor support):** $225016949.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $396040700.88
- **C.18.a - Value (excl. sponsor support):** $396040700.88
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100016479.00
- **C.18.a - Value (excl. sponsor support):** $100016479.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200053434.00
- **C.18.a - Value (excl. sponsor support):** $200053434.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170065093.00
- **C.18.a - Value (excl. sponsor support):** $170065093.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100020206.00
- **C.18.a - Value (excl. sponsor support):** $100020206.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50014785.00
- **C.18.a - Value (excl. sponsor support):** $50014785.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145008265.00
- **C.18.a - Value (excl. sponsor support):** $145008265.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200023050.00
- **C.18.a - Value (excl. sponsor support):** $200023050.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50022663.00
- **C.18.a - Value (excl. sponsor support):** $50022663.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150017287.50
- **C.18.a - Value (excl. sponsor support):** $150017287.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150077056.50
- **C.18.a - Value (excl. sponsor support):** $150077056.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300063621.00
- **C.18.a - Value (excl. sponsor support):** $300063621.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132863910.22
- **C.18.a - Value (excl. sponsor support):** $132863910.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248019594.48
- **C.18.a - Value (excl. sponsor support):** $248019594.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $106500647.70
- **C.18.a - Value (excl. sponsor support):** $106500647.70
- **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 31: 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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69018400.23
- **C.18.a - Value (excl. sponsor support):** $69018400.23
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150006726.00
- **C.18.a - Value (excl. sponsor support):** $150006726.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199983102.00
- **C.18.a - Value (excl. sponsor support):** $199983102.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499980000.00
- **C.18.a - Value (excl. sponsor support):** $499980000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $160019080.00
- **C.18.a - Value (excl. sponsor support):** $160019080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64350000.00
- **C.18.a - Value (excl. sponsor support):** $64350000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150032125.50
- **C.18.a - Value (excl. sponsor support):** $150032125.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $370064679.70
- **C.18.a - Value (excl. sponsor support):** $370064679.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249976935.00
- **C.18.a - Value (excl. sponsor support):** $249976935.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299949216.00
- **C.18.a - Value (excl. sponsor support):** $299949216.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99990888.00
- **C.18.a - Value (excl. sponsor support):** $99990888.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249977100.00
- **C.18.a - Value (excl. sponsor support):** $249977100.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249970572.50
- **C.18.a - Value (excl. sponsor support):** $249970572.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 45: 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: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249825752.50
- **C.18.a - Value (excl. sponsor support):** $249825752.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DZ4, C.4 - ISIN: US3130B7DZ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249987332.50
- **C.18.a - Value (excl. sponsor support):** $249987332.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003771.00
- **C.18.a - Value (excl. sponsor support):** $100003771.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JW5, C.4 - ISIN: US3130B7JW50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150025522.50
- **C.18.a - Value (excl. sponsor support):** $150025522.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: 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: 3130B7NV2, C.4 - ISIN: US3130B7NV22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750063907.50
- **C.18.a - Value (excl. sponsor support):** $750063907.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VA9, C.4 - ISIN: US3130B7VA92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249944427.50
- **C.18.a - Value (excl. sponsor support):** $249944427.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WB6, C.4 - ISIN: US3130B7WB66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499933360.00
- **C.18.a - Value (excl. sponsor support):** $499933360.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.4 - ISIN: US3130B84L34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499099985.00
- **C.18.a - Value (excl. sponsor support):** $499099985.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JX1, C.4 - ISIN: US3130B8JX17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499702235.00
- **C.18.a - Value (excl. sponsor support):** $499702235.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500057925.00
- **C.18.a - Value (excl. sponsor support):** $500057925.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500141225.00
- **C.18.a - Value (excl. sponsor support):** $500141225.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249984042.50
- **C.18.a - Value (excl. sponsor support):** $249984042.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250034987.50
- **C.18.a - Value (excl. sponsor support):** $250034987.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8W32, C.4 - ISIN: US3130B8W325, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500168950.00
- **C.18.a - Value (excl. sponsor support):** $500168950.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24457743.00
- **C.18.a - Value (excl. sponsor support):** $24457743.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313J74, C.4 - ISIN: US313313J742, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $38974350.00
- **C.18.a - Value (excl. sponsor support):** $38974350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313K64, C.4 - ISIN: US313313K641, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $38948800.00
- **C.18.a - Value (excl. sponsor support):** $38948800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313TG3, C.4 - ISIN: US313313TG34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64681771.05
- **C.18.a - Value (excl. sponsor support):** $64681771.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34712533.45
- **C.18.a - Value (excl. sponsor support):** $34712533.45
- **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 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: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64453422.15
- **C.18.a - Value (excl. sponsor support):** $64453422.15
- **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 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14807500.05
- **C.18.a - Value (excl. sponsor support):** $14807500.05
- **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 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: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49154222.00
- **C.18.a - Value (excl. sponsor support):** $49154222.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19603066.60
- **C.18.a - Value (excl. sponsor support):** $19603066.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25843865.19
- **C.18.a - Value (excl. sponsor support):** $25843865.19
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32194923.75
- **C.18.a - Value (excl. sponsor support):** $32194923.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142433803.13
- **C.18.a - Value (excl. sponsor support):** $142433803.13
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499902500.00
- **C.18.a - Value (excl. sponsor support):** $499902500.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 73: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199883000.00
- **C.18.a - Value (excl. sponsor support):** $199883000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499268750.00
- **C.18.a - Value (excl. sponsor support):** $499268750.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $112680492.50
- **C.18.a - Value (excl. sponsor support):** $112680492.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 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: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349281563.67
- **C.18.a - Value (excl. sponsor support):** $349281563.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $248264445.00
- **C.18.a - Value (excl. sponsor support):** $248264445.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245300730.00
- **C.18.a - Value (excl. sponsor support):** $245300730.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245276875.00
- **C.18.a - Value (excl. sponsor support):** $245276875.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003031.80
- **C.18.a - Value (excl. sponsor support):** $30003031.80
- **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 81: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.815000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000251.10
- **C.18.a - Value (excl. sponsor support):** $30000251.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10017647.40
- **C.18.a - Value (excl. sponsor support):** $10017647.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50010732.50
- **C.18.a - Value (excl. sponsor support):** $50010732.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10034764.10
- **C.18.a - Value (excl. sponsor support):** $10034764.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999123.60
- **C.18.a - Value (excl. sponsor support):** $39999123.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24007088.16
- **C.18.a - Value (excl. sponsor support):** $24007088.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139987867.60
- **C.18.a - Value (excl. sponsor support):** $139987867.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124989498.75
- **C.18.a - Value (excl. sponsor support):** $124989498.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99979035.00
- **C.18.a - Value (excl. sponsor support):** $99979035.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130143761.80
- **C.18.a - Value (excl. sponsor support):** $130143761.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144987545.95
- **C.18.a - Value (excl. sponsor support):** $144987545.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40036468.80
- **C.18.a - Value (excl. sponsor support):** $40036468.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60016045.80
- **C.18.a - Value (excl. sponsor support):** $60016045.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBX8, C.4 - ISIN: US3133ERBX80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100003772.00
- **C.18.a - Value (excl. sponsor support):** $100003772.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.762000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150058209.00
- **C.18.a - Value (excl. sponsor support):** $150058209.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 96: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40002275.20
- **C.18.a - Value (excl. sponsor support):** $40002275.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDZ1, C.4 - ISIN: US3133ERDZ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24970053.45
- **C.18.a - Value (excl. sponsor support):** $24970053.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200012476.00
- **C.18.a - Value (excl. sponsor support):** $200012476.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200007334.00
- **C.18.a - Value (excl. sponsor support):** $200007334.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90027379.80
- **C.18.a - Value (excl. sponsor support):** $90027379.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60074088.00
- **C.18.a - Value (excl. sponsor support):** $60074088.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150020029.50
- **C.18.a - Value (excl. sponsor support):** $150020029.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155059823.80
- **C.18.a - Value (excl. sponsor support):** $155059823.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280103835.20
- **C.18.a - Value (excl. sponsor support):** $280103835.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.835000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $185004891.40
- **C.18.a - Value (excl. sponsor support):** $185004891.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.840000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60002254.80
- **C.18.a - Value (excl. sponsor support):** $60002254.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175009688.00
- **C.18.a - Value (excl. sponsor support):** $175009688.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62027831.80
- **C.18.a - Value (excl. sponsor support):** $62027831.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $375088008.75
- **C.18.a - Value (excl. sponsor support):** $375088008.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150059406.00
- **C.18.a - Value (excl. sponsor support):** $150059406.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110043469.80
- **C.18.a - Value (excl. sponsor support):** $110043469.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50027942.50
- **C.18.a - Value (excl. sponsor support):** $50027942.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45073975.50
- **C.18.a - Value (excl. sponsor support):** $45073975.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70033291.30
- **C.18.a - Value (excl. sponsor support):** $70033291.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70032401.60
- **C.18.a - Value (excl. sponsor support):** $70032401.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225026241.75
- **C.18.a - Value (excl. sponsor support):** $225026241.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174099300.24
- **C.18.a - Value (excl. sponsor support):** $174099300.24
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25013102.25
- **C.18.a - Value (excl. sponsor support):** $25013102.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125021697.50
- **C.18.a - Value (excl. sponsor support):** $125021697.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39987893.65
- **C.18.a - Value (excl. sponsor support):** $39987893.65
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124918317.50
- **C.18.a - Value (excl. sponsor support):** $124918317.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39012420.72
- **C.18.a - Value (excl. sponsor support):** $39012420.72
- **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 123: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175128471.00
- **C.18.a - Value (excl. sponsor support):** $175128471.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2A4, C.4 - ISIN: US3133ET2A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $269977814.10
- **C.18.a - Value (excl. sponsor support):** $269977814.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154990757.35
- **C.18.a - Value (excl. sponsor support):** $154990757.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300018192.00
- **C.18.a - Value (excl. sponsor support):** $300018192.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119998755.60
- **C.18.a - Value (excl. sponsor support):** $119998755.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $275001311.75
- **C.18.a - Value (excl. sponsor support):** $275001311.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135020569.95
- **C.18.a - Value (excl. sponsor support):** $135020569.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: 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: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209999661.90
- **C.18.a - Value (excl. sponsor support):** $209999661.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: 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: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125100743.75
- **C.18.a - Value (excl. sponsor support):** $125100743.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $399963280.00
- **C.18.a - Value (excl. sponsor support):** $399963280.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149985477.00
- **C.18.a - Value (excl. sponsor support):** $149985477.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60009667.80
- **C.18.a - Value (excl. sponsor support):** $60009667.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.782100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95060123.60
- **C.18.a - Value (excl. sponsor support):** $95060123.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 137: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149995009.50
- **C.18.a - Value (excl. sponsor support):** $149995009.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG68, C.4 - ISIN: US3133ETG687, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997802.20
- **C.18.a - Value (excl. sponsor support):** $89997802.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-16
- **C.13 - Final Legal Maturity Date:** 2027-08-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114980057.85
- **C.18.a - Value (excl. sponsor support):** $114980057.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJW8, C.4 - ISIN: US3133ETJW81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $108142061.58
- **C.18.a - Value (excl. sponsor support):** $108142061.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229977071.30
- **C.18.a - Value (excl. sponsor support):** $229977071.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124997837.50
- **C.18.a - Value (excl. sponsor support):** $124997837.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL62, C.4 - ISIN: US3133ETL620, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $102951513.78
- **C.18.a - Value (excl. sponsor support):** $102951513.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139948250.40
- **C.18.a - Value (excl. sponsor support):** $139948250.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279977852.00
- **C.18.a - Value (excl. sponsor support):** $279977852.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209998183.50
- **C.18.a - Value (excl. sponsor support):** $209998183.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64988710.80
- **C.18.a - Value (excl. sponsor support):** $64988710.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999415.00
- **C.18.a - Value (excl. sponsor support):** $99999415.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319878182.40
- **C.18.a - Value (excl. sponsor support):** $319878182.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124986456.25
- **C.18.a - Value (excl. sponsor support):** $124986456.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85005512.25
- **C.18.a - Value (excl. sponsor support):** $85005512.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.757000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199954524.00
- **C.18.a - Value (excl. sponsor support):** $199954524.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR41, C.4 - ISIN: US3133ETR411, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99974573.00
- **C.18.a - Value (excl. sponsor support):** $99974573.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149992431.00
- **C.18.a - Value (excl. sponsor support):** $149992431.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64996588.15
- **C.18.a - Value (excl. sponsor support):** $64996588.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.767100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998971.50
- **C.18.a - Value (excl. sponsor support):** $49998971.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129987855.40
- **C.18.a - Value (excl. sponsor support):** $129987855.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997080.00
- **C.18.a - Value (excl. sponsor support):** $99997080.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89988381.00
- **C.18.a - Value (excl. sponsor support):** $89988381.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUL9, C.4 - ISIN: US3133ETUL97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33292587.75
- **C.18.a - Value (excl. sponsor support):** $33292587.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100027738.00
- **C.18.a - Value (excl. sponsor support):** $100027738.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW45, C.4 - ISIN: US3133ETW452, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997554.00
- **C.18.a - Value (excl. sponsor support):** $99997554.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW52, C.4 - ISIN: US3133ETW528, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19039536.62
- **C.18.a - Value (excl. sponsor support):** $19039536.62
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129990963.70
- **C.18.a - Value (excl. sponsor support):** $129990963.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100008174.00
- **C.18.a - Value (excl. sponsor support):** $100008174.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $255040358.85
- **C.18.a - Value (excl. sponsor support):** $255040358.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1128287673.84
- **C.18.a - Value (excl. sponsor support):** $1128287673.84
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $141067125.87
- **C.18.a - Value (excl. sponsor support):** $141067125.87
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300099528.00
- **C.18.a - Value (excl. sponsor support):** $300099528.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $268192692.00
- **C.18.a - Value (excl. sponsor support):** $268192692.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $664847889.05
- **C.18.a - Value (excl. sponsor support):** $664847889.05
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250450910.00
- **C.18.a - Value (excl. sponsor support):** $250450910.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300500475.00
- **C.18.a - Value (excl. sponsor support):** $300500475.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $250021227.50
- **C.18.a - Value (excl. sponsor support):** $250021227.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50021409.00
- **C.18.a - Value (excl. sponsor support):** $50021409.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149072637.50
- **C.18.a - Value (excl. sponsor support):** $149072637.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $329263795.49
- **C.18.a - Value (excl. sponsor support):** $329263795.49
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $229307408.55
- **C.18.a - Value (excl. sponsor support):** $229307408.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $183030949.08
- **C.18.a - Value (excl. sponsor support):** $183030949.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $478938868.48
- **C.18.a - Value (excl. sponsor support):** $478938868.48
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $213997506.90
- **C.18.a - Value (excl. sponsor support):** $213997506.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20075000.00
- **C.18.a - Value (excl. sponsor support):** $20075000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 183: Federal Reserve Bank of New York

- **C.1 - Title:** Federal Reserve Bank of New York 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 43999X9F9, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: 43999X9F9_3.50_0102
- **C.18 - Value (incl. sponsor support):** $2400000000.00
- **C.18.a - Value (excl. sponsor support):** $2400000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE B 31 | 2031-02-15      | 1.1250%  | 0.0000% | $2707873300.00     | $2400466722.00     | U.S. Treasuries (including strips) |

### Security 184: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45699W001, C.3 - LEI: N/A, C.5 - Other ID: 45699W001_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 01/08/26                    | 2026-01-08      | 0.0000%  | 0.0000% | $3700.00           | $3697.87           | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-03-05      | 0.0000%  | 0.0000% | $700.00            | $695.75            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $400.00            | $420.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $265200000.00      | $272335342.90      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $600.00            | $624.70            | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $300.00            | $309.05            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1050.58           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $5000.00           | $5206.14           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $1000.00           | $1030.51           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $1000.00           | $1033.75           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $600.00            | $613.38            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $206.14            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-01-15      | 3.8750%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $32600000.00       | $32192630.40       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $10400.00          | $10687.71          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $200.00            | $210.53            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.43            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49836750.00       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $43694437.50       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $39650500.00       | $39124050.40       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $28000.00          | $28495.08          | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38                    | 2038-05-15      | 4.5000%  | 0.0000% | $14200.00          | $14597.18          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $116500.00         | $91294.33          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $8100000.00        | $6195675.83        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $1000.00           | $994.34            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $525714500.00      | $524725631.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $49999900.00       | $51730129.69       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $400.00            | $416.52            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $3300.00           | $3493.65           | U.S. Treasuries (including strips) |

### Security 185: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: N/A, C.5 - Other ID: 46799N008_3.72_0129
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $113.98            | $118.02            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9337 | 2044-10-01      | 6.4300%  | 0.0000% | $33.58             | $35.13             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3537 | 2042-06-01      | 3.5000%  | 0.0000% | $168.32            | $161.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3973 | 2049-08-01      | 4.0000%  | 0.0000% | $301.54            | $293.52            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4226 | 2047-09-01      | 4.0000%  | 0.0000% | $86.71             | $84.19             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  | 0.0000% | $333.60            | $327.02            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7101 | 2048-07-01      | 4.5000%  | 0.0000% | $495.60            | $492.05            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7842 | 2048-08-01      | 4.0000%  | 0.0000% | $377.99            | $366.31            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $41878514.03       | $41842498.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9005 | 2054-08-01      | 6.0000%  | 0.0000% | $895.53            | $942.10            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2664 | 2055-01-01      | 5.5000%  | 0.0000% | $2092301.35        | $2142829.04        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX6978 | 2055-02-01      | 7.0000%  | 0.0000% | $929.56            | $1000.55           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9571 | 2055-04-01      | 6.5000%  | 0.0000% | $2142691.22        | $2262546.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9665 | 2055-04-01      | 6.0000%  | 0.0000% | $22721679.64       | $23491626.48       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY5610 | 2055-06-01      | 6.5000%  | 0.0000% | $992.19            | $1051.75           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1428 | 2055-08-01      | 6.0000%  | 0.0000% | $906.89            | $936.42            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1901 | 2055-08-01      | 6.0000%  | 0.0000% | $3461639.41        | $3584285.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2066 | 2055-09-01      | 6.5000%  | 0.0000% | $996.57            | $1057.07           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2974 | 2055-09-01      | 6.5000%  | 0.0000% | $11352306.01       | $11934425.78       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1487 | 2052-08-01      | 4.0000%  | 0.0000% | $770.11            | $740.22            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2850 | 2049-10-01      | 3.5000%  | 0.0000% | $803.44            | $754.31            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ0928 | 2054-02-01      | 5.5000%  | 0.0000% | $42688881.00       | $43621775.33       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1056 | 2054-03-01      | 5.0000%  | 0.0000% | $17313707.28       | $17501157.02       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2448 | 2054-10-01      | 5.5000%  | 0.0000% | $61471473.51       | $63310228.70       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | 0.0000% | $10177560.16       | $10569440.33       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  | 0.0000% | $37939457.66       | $39225984.67       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $106674347.12      | $96481506.58       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5598 | 2055-12-01      | 5.0000%  | 0.0000% | $5058000.00        | $5113671.72        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4106 | 2053-10-01      | 6.5000%  | 0.0000% | $727.81            | $778.30            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $50.29             | $52.02             | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $64.89             | $67.19             | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20366885.28       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59265 G | 2048-10-01      | 4.5000%  | 0.0000% | $551.49            | $554.00            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4252 | 2052-06-01      | 5.0000%  | 0.0000% | $705.37            | $716.73            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5111 | 2052-07-01      | 5.0000%  | 0.0000% | $801.99            | $814.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6911 | 2047-10-01      | 4.0000%  | 0.0000% | $214.51            | $208.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4285 | 2048-09-01      | 4.5000%  | 0.0000% | $366.56            | $367.23            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6101 | 2048-06-01      | 4.0000%  | 0.0000% | $404.78            | $396.28            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3183 | 2037-08-01      | 3.1800%  | 0.0000% | $15729560.90       | $14028723.48       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6338 | 2052-07-01      | 5.0000%  | 0.0000% | $10194338.19       | $10351969.84       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG2086 | 2053-05-01      | 6.0000%  | 0.0000% | $6664147.14        | $7020392.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5553 | 2053-06-01      | 6.0000%  | 0.0000% | $12815690.66       | $13287410.60       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6104 | 2053-07-01      | 6.0000%  | 0.0000% | $800.48            | $838.11            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH3821 | 2053-11-01      | 6.0000%  | 0.0000% | $867.88            | $907.72            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH8503 | 2054-01-01      | 6.5000%  | 0.0000% | $664.75            | $703.79            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  | 0.0000% | $971.15            | $1007.08           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6219 | 2054-10-01      | 5.5000%  | 0.0000% | $886.96            | $918.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $917.16            | $948.70            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9868 | 2054-12-01      | 6.0000%  | 0.0000% | $871.15            | $912.96            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9614 | 2054-11-01      | 7.0000%  | 0.0000% | $1091.94           | $1167.41           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $75610384.10       | $74964671.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8218 | 2052-11-01      | 6.0000%  | 0.0000% | $690.92            | $716.68            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9876 | 2053-09-01      | 5.5000%  | 0.0000% | $13564633.61       | $13871646.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7951 | 2052-11-01      | 6.0000%  | 0.0000% | $550.07            | $585.01            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5185 | 2054-05-01      | 7.0000%  | 0.0000% | $631.22            | $677.61            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $831.23            | $858.88            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4767 | 2049-11-01      | 3.5000%  | 0.0000% | $276.51            | $262.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1508 | 2052-10-01      | 5.0000%  | 0.0000% | $786.12            | $798.31            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5022 | 2032-09-01      | 4.1800%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT8491 | 2043-08-01      | 3.5000%  | 0.0000% | $229.83            | $220.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  | 0.0000% | $151.08            | $152.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV1862 | 2043-12-01      | 4.0000%  | 0.0000% | $196.92            | $193.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4098 | 2052-07-01      | 4.5000%  | 0.0000% | $764.00            | $757.47            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3562 | 2035-11-01      | 5.5000%  | 0.0000% | $117.29            | $123.26            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0732 | 2040-12-01      | 6.4800%  | 0.0000% | $9.54              | $9.99              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK5709 | 2042-03-01      | 3.5000%  | 0.0000% | $139.94            | $134.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $116.56            | $117.90            | Agency Mortgage-Backed Securities |

### Security 186: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 48849PAB4, C.4 - ISIN: US48849PAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45930000.00
- **C.18.a - Value (excl. sponsor support):** $45930000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 187: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50248DAA6, C.4 - ISIN: US50248DAA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21350000.00
- **C.18.a - Value (excl. sponsor support):** $21350000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 188: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 189: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52473EAA6, C.4 - ISIN: US52473EAA64, C.3 - LEI: 549300TDU6EBKEPEUV84
- **C.18 - Value (incl. sponsor support):** $18680000.00
- **C.18.a - Value (excl. sponsor support):** $18680000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 190: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 191: Magnolia Place Arlington LLC / MP Smokey Point LLC

- **C.1 - Title:** Magnolia Place Arlington LLC / MP Smokey Point LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55967TAA9, C.4 - ISIN: US55967TAA97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 193: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.750000%
- **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_3.75_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 842081 G        | 2055-12-01      | 4.0950%  | 0.0000% | $9315300.00        | $9227526.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6144 | 2050-06-01      | 2.5000%  | 0.0000% | $10392166.25       | $8925138.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3130 | 2052-03-01      | 3.5000%  | 0.0000% | $27380680.79       | $25839604.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $6171995.31        | $6385176.03        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $32760420.84       | $33272084.00       | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $19582439.20       | $20077267.86       | Agency Mortgage-Backed Securities  |
| 4.23 FHOR 26-31 1L   | 2031-06-04      | 4.2300%  | 0.0000% | $19000000.00       | $19035767.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8352 | 2054-04-01      | 6.0000%  | 0.0000% | $5660198.94        | $5879814.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8494 | 2054-05-01      | 6.0000%  | 0.0000% | $8443579.33        | $8731471.61        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9855 | 2055-01-01      | 7.0000%  | 0.0000% | $12843703.70       | $13670919.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451 | 2054-10-01      | 6.0000%  | 0.0000% | $22223485.56       | $22982528.71       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3640 | 2052-06-01      | 3.5000%  | 0.0000% | $9335773.02        | $8758268.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL2688 | 2052-06-01      | 3.0000%  | 0.0000% | $15249881.63       | $13711077.08       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4760 | 2054-01-01      | 7.0000%  | 0.0000% | $5839323.35        | $6276112.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8117 | 2055-08-01      | 6.0000%  | 0.0000% | $18839420.69       | $19485028.79       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0992 | 2055-10-01      | 6.0000%  | 0.0000% | $485143.86         | $500790.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6928 | 2051-04-01      | 2.0000%  | 0.0000% | $27466096.64       | $22636641.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3111 | 2052-09-01      | 5.0000%  | 0.0000% | $7532297.51        | $7639569.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $7538508.68        | $7704795.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $8853468.92        | $9295611.16        | Agency Mortgage-Backed Securities  |
| 2.10 FCOR 22-41 B    | 2041-01-28      | 2.1000%  | 0.0000% | $21000000.00       | $14887950.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0915 | 2051-06-01      | 2.5000%  | 0.0000% | $15022251.26       | $12876492.91       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 26-29 U2   | 2029-06-20      | 4.0000%  | 0.0000% | $6050000.00        | $6049782.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | 0.0000% | $12890758.50       | $11029247.03       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $29240342.96       | $27725010.93       | Agency Mortgage-Backed Securities  |
| GNAR AT MB0832 M     | 2055-12-20      | 4.5000%  | 0.0000% | $7500000.00        | $7551045.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $14549860.50       | $13265398.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $13967354.01       | $14293119.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $10578809.13       | $10704873.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $13928357.28       | $14349304.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7906 | 2053-11-01      | 6.0000%  | 0.0000% | $5484160.19        | $5665219.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $15695488.21       | $16229291.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5740 | 2045-06-01      | 5.0000%  | 0.0000% | $17768804.00       | $17960576.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $12912605.09       | $13344015.23       | Agency Mortgage-Backed Securities  |
| 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $700.00            | $736.53            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $22760300.00       | $23531246.39       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30      | 2030-07-15      | 0.1250%  | 0.0000% | $9904050.00        | $9368389.94        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $24638400.00       | $16861966.60       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $5700.00           | $5668.51           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $1027600.00        | $1020629.86        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $2623000.00        | $2592932.74        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $290500.00         | $227749.48         | U.S. Treasuries (including strips) |
| 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.16             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $6184600.00        | $4462677.48        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $48.39             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $53.11             | U.S. Treasuries (including strips) |

### Security 194: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.750000%
- **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_3.75_0106
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC G08334 G | 2039-03-01      | 5.5000%  | 0.0000% | $96.65             | $101.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $622.12            | $622.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  | 0.0000% | $576.50            | $581.06            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7767 | 2044-06-01      | 4.5000%  | 0.0000% | $765.01            | $772.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  | 0.0000% | $126.71            | $127.38            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8418 | 2044-04-01      | 4.0000%  | 0.0000% | $436.76            | $428.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  | 0.0000% | $383082.19         | $384373.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2671 | 2042-07-01      | 4.0000%  | 0.0000% | $62724.60          | $61679.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP4781 | 2042-09-01      | 3.0000%  | 0.0000% | $16440.57          | $15280.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2493 | 2048-10-01      | 4.5000%  | 0.0000% | $52887.89          | $52760.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4427 | 2049-10-01      | 3.0000%  | 0.0000% | $1596294.57        | $1432450.90        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  | 0.0000% | $13123.39          | $11796.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  | 0.0000% | $1558811.74        | $1339086.83        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6591 | 2050-08-01      | 2.5000%  | 0.0000% | $112111.10         | $97597.57          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $9313.97           | $8098.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  | 0.0000% | $705911.96         | $641264.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  | 0.0000% | $110443.06         | $94541.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $185488.00         | $159941.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0045 | 2051-04-01      | 3.0000%  | 0.0000% | $990224.01         | $887862.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $571735.23         | $510073.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $9469532.05        | $8106594.93        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2371 | 2051-12-01      | 2.5000%  | 0.0000% | $287216.68         | $248899.48         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $36528.93          | $32697.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $149441.01         | $123430.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $71911.15          | $67573.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $62106.89          | $61366.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  | 0.0000% | $722123.29         | $647734.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3936 | 2050-02-01      | 2.5000%  | 0.0000% | $43936.49          | $37745.11          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $834242.23         | $804479.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $6785769.86        | $6050592.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $3780585.27        | $3796753.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $9718.00           | $10032.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $22175.98          | $22305.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5327 | 2054-04-01      | 5.0000%  | 0.0000% | $395741.55         | $397322.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $120368.85         | $103024.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $3937575.71        | $3509285.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $14666.66          | $13919.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $4511141.48        | $4017216.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $624896.06         | $615853.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4686 | 2052-06-01      | 5.0000%  | 0.0000% | $680041.22         | $685084.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $30224.11          | $29777.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $637655.85         | $642321.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $142801.86         | $145542.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $180672.66         | $187157.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $658457.18         | $648586.91         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  | 0.0000% | $24848.09          | $25012.04          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $2525.97           | $2506.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $23229724.43       | $23759114.35       | Agency Mortgage-Backed Securities |
| GNAR AT MB0765 M     | 2055-11-20      | 5.0000%  | 0.0000% | $5993365.44        | $6083192.01        | Agency Mortgage-Backed Securities |
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1093.85           | $1149.98           | Agency Mortgage-Backed Securities |
| GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $96.55             | $101.57            | Agency Mortgage-Backed Securities |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $201.57            | $211.81            | Agency Mortgage-Backed Securities |
| GNII SF 003460 M     | 2033-10-20      | 6.0000%  | 0.0000% | $673.34            | $706.07            | Agency Mortgage-Backed Securities |
| GNII SF 003986 M     | 2037-05-20      | 6.0000%  | 0.0000% | $5573.09           | $5954.54           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2750.70           | $2965.83           | Agency Mortgage-Backed Securities |
| GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $98.48             | $104.19            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0547 | 2028-08-01      | 6.0000%  | 0.0000% | $235.51            | $242.85            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $14841.97          | $14807.91          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0719 | 2033-06-01      | 5.5000%  | 0.0000% | $657.56            | $679.33            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1462 | 2037-05-01      | 5.5000%  | 0.0000% | $2446.21           | $2570.87           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2349 | 2038-09-01      | 5.5000%  | 0.0000% | $72180.90          | $75595.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3073 | 2040-05-01      | 5.5000%  | 0.0000% | $4075.66           | $4272.21           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3934 | 2044-03-01      | 4.5000%  | 0.0000% | $6052.43           | $6082.81           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $85144.97          | $79028.75          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $4503.74           | $4290.40           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4673 | 2046-08-01      | 4.0000%  | 0.0000% | $55105.39          | $53576.35          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $5912.67           | $5748.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  | 0.0000% | $3120.15           | $2959.83           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  | 0.0000% | $3753.73           | $3725.98           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $87.67             | $88.14             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $7420.89           | $7218.25           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $44400.48          | $45990.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $11472.72          | $12097.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780213 | 2034-05-01      | 5.5000%  | 0.0000% | $4154.34           | $4303.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808438 | 2034-12-01      | 5.5000%  | 0.0000% | $1078.30           | $1123.74           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL809974 | 2035-03-01      | 4.5000%  | 0.0000% | $24347.00          | $24403.78          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL821079 | 2035-03-01      | 6.0000%  | 0.0000% | $52265.58          | $54989.03          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0847 | 2053-11-01      | 6.0000%  | 0.0000% | $6675290.39        | $6903985.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $20701890.72       | $21428464.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA5091 | 2053-12-01      | 5.5000%  | 0.0000% | $1537181.84        | $1578062.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4146 | 2054-08-01      | 6.0000%  | 0.0000% | $9848644.71        | $10164520.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $78698.54          | $81634.00          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $186734.94         | $190797.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  | 0.0000% | $189667.92         | $196932.02         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9378 | 2054-10-01      | 6.5000%  | 0.0000% | $12261593.48       | $12827817.52       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0898 | 2051-11-01      | 3.0000%  | 0.0000% | $3943821.79        | $3511732.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0528 | 2050-07-01      | 3.5000%  | 0.0000% | $8854191.26        | $8375442.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0977 | 2052-04-01      | 2.5000%  | 0.0000% | $5459398.64        | $4674459.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0980 | 2051-07-01      | 3.5000%  | 0.0000% | $2936554.90        | $2759955.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0982 | 2051-02-01      | 4.0000%  | 0.0000% | $1601283.22        | $1559304.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1779 | 2049-03-01      | 5.0000%  | 0.0000% | $178458.59         | $182757.06         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1821 | 2048-11-01      | 5.0000%  | 0.0000% | $249.09            | $254.78            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $4206.05           | $4286.66           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8370 | 2040-03-01      | 4.5000%  | 0.0000% | $4469.71           | $4495.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $616646.60         | $636650.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8823 | 2054-12-01      | 5.5000%  | 0.0000% | $491160.42         | $500813.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9771 | 2055-09-01      | 5.5000%  | 0.0000% | $3240760.54        | $3319421.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1645 | 2055-05-01      | 5.5000%  | 0.0000% | $504757.99         | $515581.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  | 0.0000% | $32260730.10       | $32864640.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $14632793.89       | $15380046.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $47190139.65       | $48767391.40       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $31212.06          | $30177.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  | 0.0000% | $682.32            | $644.26            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $526.36            | $511.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $1264091.95        | $1293333.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2077 | 2049-12-01      | 3.0000%  | 0.0000% | $6111.50           | $5572.21           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  | 0.0000% | $29.42             | $29.58             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM2337 | 2049-02-01      | 4.5000%  | 0.0000% | $158542.64         | $158097.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2338 | 2029-05-01      | 4.0000%  | 0.0000% | $144.27            | $144.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $104.88            | $106.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM2899 | 2046-11-04      | 4.5000%  | 0.0000% | $65922.33          | $66764.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3002 | 2049-11-01      | 4.5000%  | 0.0000% | $160740.39         | $161216.02         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $768211.31         | $743823.17         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM3977 | 2050-08-01      | 2.0000%  | 0.0000% | $305327.12         | $250567.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4138 | 2050-09-01      | 2.5000%  | 0.0000% | $489452.90         | $425843.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $18476.70          | $17339.19          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4946 | 2048-09-01      | 5.0000%  | 0.0000% | $59819.29          | $60715.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4925 | 2050-11-01      | 3.0000%  | 0.0000% | $67395.38          | $60782.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4956 | 2050-08-01      | 3.0000%  | 0.0000% | $26356.97          | $24014.36          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  | 0.0000% | $1601606.66        | $1634778.60        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0775 | 2054-05-01      | 6.0000%  | 0.0000% | $7901.73           | $8191.80           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1329 | 2055-05-01      | 5.0000%  | 0.0000% | $2839187.96        | $2879861.22        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2680 | 2052-04-01      | 2.5000%  | 0.0000% | $7850659.62        | $6748029.24        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL2689 | 2052-04-01      | 3.0000%  | 0.0000% | $1827270.32        | $1638370.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $780563.01         | $809662.40         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3356 | 2053-07-01      | 6.0000%  | 0.0000% | $40897.16          | $42307.71          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $274970.73         | $289467.65         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8021 | 2049-09-01      | 2.5000%  | 0.0000% | $1060580.50        | $909196.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8037 | 2050-01-01      | 2.5000%  | 0.0000% | $102889.55         | $88505.42          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $7670.75           | $6259.14           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $5318819.09        | $5357469.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $7312.59           | $7482.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $562321.59         | $582295.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4744 | 2055-08-01      | 6.0000%  | 0.0000% | $745714.70         | $769890.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  | 0.0000% | $3439694.99        | $2926710.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $15779.27          | $15081.55          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7126 | 2048-08-01      | 4.5000%  | 0.0000% | $38918.61          | $38825.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7151 | 2051-05-01      | 2.0000%  | 0.0000% | $33109381.56       | $27242123.25       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM6315 | 2040-06-01      | 6.5000%  | 0.0000% | $102594.55         | $108181.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  | 0.0000% | $80956.32          | $76100.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7001 | 2051-05-01      | 3.0000%  | 0.0000% | $21123.65          | $18887.50          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7201 | 2051-05-01      | 2.0000%  | 0.0000% | $28981746.51       | $24042783.55       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  | 0.0000% | $52104.19          | $46734.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  | 0.0000% | $43199.59          | $38495.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7910 | 2051-07-01      | 2.5000%  | 0.0000% | $110915.99         | $96761.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8404 | 2051-08-01      | 3.5000%  | 0.0000% | $1032.08           | $973.44            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $93032.48          | $79183.98          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8577 | 2051-08-01      | 3.0000%  | 0.0000% | $1089528.28        | $990130.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $322710.34         | $275423.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8821 | 2051-09-01      | 3.0000%  | 0.0000% | $1170734.84        | $1049692.56        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9097 | 2051-11-01      | 2.0000%  | 0.0000% | $34343489.71       | $28255476.54       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $11384860.97       | $10130704.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $1370.09           | $1328.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $3472.54           | $3380.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $1009580.62        | $915757.27         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0434 | 2051-11-01      | 2.5000%  | 0.0000% | $297571.35         | $259304.67         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1015 | 2052-02-01      | 2.0000%  | 0.0000% | $619824.19         | $511848.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  | 0.0000% | $11621.75          | $10448.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | 0.0000% | $785922.40         | $705153.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $720.25            | $645.78            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1227 | 2052-04-01      | 3.0000%  | 0.0000% | $48986.85          | $44100.41          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $97222.66          | $99120.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  | 0.0000% | $476895.31         | $411729.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2604 | 2052-08-01      | 5.0000%  | 0.0000% | $506874.61         | $514303.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1822 | 2052-05-01      | 3.5000%  | 0.0000% | $704.02            | $663.31            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2098 | 2050-12-01      | 3.0000%  | 0.0000% | $176116.27         | $158512.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2222 | 2048-03-01      | 3.0000%  | 0.0000% | $126983.40         | $116933.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2245 | 2056-01-01      | 6.0000%  | 0.0000% | $20684512.00       | $21523744.71       | Agency Mortgage-Backed Securities |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $235886.92         | $216470.60         | Agency Mortgage-Backed Securities |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $9161.83           | $8875.51           | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $216627.81         | $198580.55         | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $29382.64          | $27435.35          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $919550.27         | $937576.52         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3993 | 2053-09-01      | 5.5000%  | 0.0000% | $215295.60         | $222086.74         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $13797462.91       | $12583424.15       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  | 0.0000% | $1534.05           | $1382.66           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $17493.31          | $16980.81          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6272 | 2050-01-01      | 3.0000%  | 0.0000% | $99431.11          | $89470.90          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9177 | 2045-09-01      | 4.0000%  | 0.0000% | $15823.71          | $15411.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4738 | 2045-12-01      | 4.0000%  | 0.0000% | $183321.07         | $179149.29         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4815 | 2048-09-01      | 4.0000%  | 0.0000% | $17206.37          | $16691.39          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1759 | 2046-11-01      | 4.0000%  | 0.0000% | $359275.42         | $353237.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM4912 | 2039-07-01      | 6.0000%  | 0.0000% | $736.26            | $782.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $45732.14          | $46750.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3481 | 2052-07-01      | 2.5000%  | 0.0000% | $7068805.54        | $6051366.43        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2835 | 2051-12-01      | 3.5000%  | 0.0000% | $2262658.83        | $2130079.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2889 | 2051-07-01      | 3.5000%  | 0.0000% | $266502.13         | $250516.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $275772.13         | $272606.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $318400.00         | $321452.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3384 | 2050-10-02      | 4.5000%  | 0.0000% | $1235613.44        | $1232707.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $736.19            | $766.56            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | 0.0000% | $502162.86         | $427887.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3834 | 2052-09-01      | 4.5000%  | 0.0000% | $2209392.43        | $2188414.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  | 0.0000% | $327692.79         | $323982.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $1265591.72        | $1275762.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4132 | 2053-03-01      | 6.0000%  | 0.0000% | $77429.87          | $80969.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $45067.21          | $44730.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTFS4918 | 2043-06-01      | 5.0000%  | 0.0000% | $165940.96         | $170604.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  | 0.0000% | $6106671.23        | $5910899.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5079 | 2050-03-01      | 5.0000%  | 0.0000% | $307235.19         | $313852.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5120 | 2053-07-01      | 6.0000%  | 0.0000% | $269380.42         | $283619.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $260437.49         | $265701.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $3320.77           | $3396.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $14664.79          | $14820.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6404 | 2053-07-01      | 4.0000%  | 0.0000% | $32063.49          | $30740.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6485 | 2051-12-01      | 3.0000%  | 0.0000% | $2961923.48        | $2664952.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $42704.15          | $39779.42          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  | 0.0000% | $11833578.27       | $12734247.68       | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $378980.01         | $352793.88         | Agency Mortgage-Backed Securities |
| GNII JM MA5753 M     | 2049-02-20      | 4.0000%  | 0.0000% | $48622.87          | $45580.55          | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $15196.79          | $14128.41          | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $5924107.75        | $4925224.20        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $50930.69          | $42340.95          | Agency Mortgage-Backed Securities |
| GNII SF MA6411 M     | 2049-12-20      | 4.0000%  | 0.0000% | $1274.22           | $1224.55           | Agency Mortgage-Backed Securities |
| GNII SF MA6480 M     | 2050-02-20      | 6.0000%  | 0.0000% | $121558.12         | $130393.81         | Agency Mortgage-Backed Securities |
| GNII SF MA6605 M     | 2038-10-20      | 6.0000%  | 0.0000% | $17510.06          | $18527.92          | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $735.13            | $664.91            | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $51318.70          | $44502.46          | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $199553.01         | $180491.71         | Agency Mortgage-Backed Securities |
| GNII SF MA7425 M     | 2051-06-20      | 6.0000%  | 0.0000% | $17857.76          | $18895.04          | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $124325.27         | $107813.55         | Agency Mortgage-Backed Securities |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $419191.86         | $379150.65         | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $4694133.72        | $3902443.03        | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $391073.29         | $353717.97         | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $129510.07         | $117139.27         | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $4449910.27        | $3699409.17        | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $3059524.06        | $2543519.01        | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $8824706.95        | $8176132.18        | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $20002.64          | $18091.99          | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $288493.10         | $260936.24         | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $1255707.37        | $1239871.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $38513764.00       | $36816436.73       | Agency Mortgage-Backed Securities |
| GNII SF MA8322 M     | 2036-12-20      | 6.0000%  | 0.0000% | $32204.17          | $33047.18          | Agency Mortgage-Backed Securities |
| GNII SF MA8400 M     | 2034-07-20      | 6.0000%  | 0.0000% | $66683.49          | $68428.59          | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $2571594.71        | $2537971.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8462 M     | 2037-12-20      | 6.0000%  | 0.0000% | $214372.79         | $220005.43         | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $83152.85          | $82024.97          | Agency Mortgage-Backed Securities |
| GNII SF MA8724 M     | 2053-03-20      | 4.5000%  | 0.0000% | $650994.05         | $641841.07         | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $687774.79         | $699324.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | 0.0000% | $106959.98         | $111777.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  | 0.0000% | $22238.62          | $20176.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $2599285.53        | $2624204.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4708 | 2049-11-01      | 3.0000%  | 0.0000% | $17648.37          | $15897.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  | 0.0000% | $176634.43         | $160380.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1418 | 2050-03-01      | 3.0000%  | 0.0000% | $166754.95         | $150947.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2362 | 2050-09-01      | 2.0000%  | 0.0000% | $32813.82          | $26865.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7729 | 2051-03-01      | 2.5000%  | 0.0000% | $491032.98         | $417560.37         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  | 0.0000% | $10132.85          | $8299.89           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $3750837.49        | $3197188.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2761 | 2051-08-01      | 2.5000%  | 0.0000% | $148711.91         | $128746.34         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT2780 | 2051-08-01      | 2.0000%  | 0.0000% | $54858.42          | $44831.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6727 | 2051-09-01      | 2.5000%  | 0.0000% | $15292857.54       | $13106060.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1061 | 2051-10-01      | 2.5000%  | 0.0000% | $10551743.74       | $9152058.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $1858059.35        | $1917652.89        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU5913 | 2051-12-01      | 2.5000%  | 0.0000% | $5136229.57        | $4423682.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7757 | 2052-02-01      | 2.5000%  | 0.0000% | $1075149.50        | $916912.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7898 | 2038-10-01      | 6.5000%  | 0.0000% | $1271719.41        | $1326779.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $15244843.84       | $15654889.48       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8680 | 2037-09-01      | 3.0000%  | 0.0000% | $16953.86          | $16402.18          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $1872.04           | $1521.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9376 | 2052-06-01      | 3.0000%  | 0.0000% | $11639477.84       | $10484434.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  | 0.0000% | $75337.96          | $79222.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888021 | 2036-12-01      | 6.0000%  | 0.0000% | $129.07            | $137.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888023 | 2036-06-01      | 5.5000%  | 0.0000% | $193250.10         | $199455.23         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $16618.78          | $17338.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888657 | 2035-02-01      | 5.5000%  | 0.0000% | $6618.34           | $6827.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $1806.92           | $1897.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $8519.32           | $8937.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL910434 | 2037-01-01      | 6.0000%  | 0.0000% | $5767.95           | $6057.41           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929962 | 2038-09-01      | 6.0000%  | 0.0000% | $387.40            | $411.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  | 0.0000% | $1082.00           | $1095.99           | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $224227.62         | $214631.43         | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $635557.00         | $640130.90         | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $6799929.30        | $6971423.52        | Agency Mortgage-Backed Securities |
| GNII SF CU2162 C     | 2053-06-20      | 7.0000%  | 0.0000% | $3055021.93        | $3206915.58        | Agency Mortgage-Backed Securities |
| GNII SF CU2165 C     | 2053-07-20      | 6.0000%  | 0.0000% | $1726764.14        | $1790424.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255661 | 2035-02-01      | 6.5000%  | 0.0000% | $9909.42           | $10407.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL256514 | 2036-12-01      | 6.0000%  | 0.0000% | $4707.38           | $5003.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $25919.18          | $25729.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3044 | 2052-02-01      | 3.0000%  | 0.0000% | $232195.66         | $209688.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV7939 | 2052-08-01      | 5.5000%  | 0.0000% | $10376513.72       | $10626227.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0954 | 2052-07-01      | 4.5000%  | 0.0000% | $349413.22         | $343906.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $819.55            | $786.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0091 | 2052-10-01      | 5.0000%  | 0.0000% | $1261297.16        | $1269680.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $1720809.06        | $1729321.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $179028.75         | $170169.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $346085.61         | $337801.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $113939.17         | $113453.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL932124 | 2039-11-01      | 4.5000%  | 0.0000% | $54459.70          | $55213.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL935533 | 2039-08-01      | 4.5000%  | 0.0000% | $33341.91          | $33803.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL937666 | 2037-06-01      | 6.0000%  | 0.0000% | $10929.76          | $11583.79          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL970958 | 2039-01-01      | 6.0000%  | 0.0000% | $151.98            | $159.61            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL992144 | 2038-10-01      | 6.0000%  | 0.0000% | $21.98             | $23.08             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $2999.15           | $3187.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $211.97            | $225.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1466 | 2040-09-01      | 4.5000%  | 0.0000% | $40529.27          | $41028.51          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7728 | 2043-01-01      | 2.5000%  | 0.0000% | $93687.47          | $84455.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  | 0.0000% | $80679.41          | $74934.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9551 | 2043-06-01      | 3.0000%  | 0.0000% | $102992.93         | $95626.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC5003 | 2040-01-01      | 4.5000%  | 0.0000% | $22099.12          | $22236.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0562 | 2040-11-01      | 4.5000%  | 0.0000% | $56033.82          | $56732.56          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0732 | 2026-04-01      | 4.0000%  | 0.0000% | $66.32             | $66.37             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA1599 | 2043-09-01      | 3.0000%  | 0.0000% | $222436.55         | $202238.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  | 0.0000% | $6812.96           | $6546.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $162102.30         | $157401.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  | 0.0000% | $40829.12          | $41384.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  | 0.0000% | $274546.90         | $261501.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $15933.12          | $15114.43          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $654800.77         | $636625.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3107 | 2027-08-01      | 2.5000%  | 0.0000% | $116831.55         | $115679.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  | 0.0000% | $117565.63         | $117052.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3245 | 2038-01-01      | 4.5000%  | 0.0000% | $83429.64          | $84786.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $1433730.37        | $1393344.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $9207741.70        | $8339773.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4380 | 2051-07-01      | 3.0000%  | 0.0000% | $647084.67         | $578782.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $1154800.30        | $1107803.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | 0.0000% | $5894.93           | $5599.79           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  | 0.0000% | $5561.94           | $5283.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $1171854.91        | $1100635.04        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $112398.87         | $101280.26         | Agency Mortgage-Backed Securities |
| GNAR AF MB0822 M     | 2055-12-20      | 4.0000%  | 0.0000% | $12482800.00       | $12408431.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  | 0.0000% | $3951.58           | $3883.52           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAR6322 | 2043-02-01      | 2.5000%  | 0.0000% | $36579.93          | $32841.14          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $65794.78          | $61162.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  | 0.0000% | $215475.42         | $199336.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0330 | 2043-08-01      | 3.0000%  | 0.0000% | $29776.47          | $27656.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $263114.78         | $265261.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  | 0.0000% | $105544.20         | $102703.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  | 0.0000% | $11610.83          | $11705.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6385 | 2045-12-01      | 4.0000%  | 0.0000% | $22591.21          | $21966.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8471 | 2046-12-01      | 3.0000%  | 0.0000% | $197961.28         | $181016.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $11134.73          | $10851.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $147623.73         | $133984.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9470 | 2047-04-01      | 4.5000%  | 0.0000% | $99904.94          | $99870.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT8912 | 2043-07-01      | 3.0000%  | 0.0000% | $44932.32          | $41709.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  | 0.0000% | $51.39             | $50.06             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4688 | 2031-08-01      | 4.0000%  | 0.0000% | $3050.99           | $3054.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  | 0.0000% | $1.48              | $1.51              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5328 | 2052-12-01      | 6.5000%  | 0.0000% | $24963005.09       | $26226324.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4835 | 2052-10-01      | 5.0000%  | 0.0000% | $332489.82         | $337655.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $1320588.46        | $1356195.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $62567.48          | $65838.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | 0.0000% | $205609.78         | $211202.43         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6129 | 2053-04-01      | 5.0000%  | 0.0000% | $9910456.87        | $10029210.57       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  | 0.0000% | $376423.63         | $380282.97         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $12409.86          | $11878.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8006 | 2054-02-01      | 6.0000%  | 0.0000% | $7650269.49        | $7937758.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7573 | 2053-11-01      | 6.0000%  | 0.0000% | $1069649.74        | $1111808.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7758 | 2054-01-01      | 4.5000%  | 0.0000% | $225850.43         | $222069.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $4479811.02        | $4621293.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8149 | 2054-03-01      | 5.5000%  | 0.0000% | $5369290.85        | $5497634.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $20388.90          | $21297.06          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $40340.76          | $40575.69          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $4454146.59        | $4475493.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $5955817.13        | $6155325.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $561576.47         | $579606.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $21719551.48       | $22153102.68       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $14264.26          | $14899.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5452 | 2044-08-01      | 5.0000%  | 0.0000% | $652130.53         | $668617.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  | 0.0000% | $4526260.44        | $4671417.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $27804.24          | $26532.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  | 0.0000% | $129075.09         | $129517.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $628913.23         | $649302.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $16985991.65       | $17318973.70       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $14983509.12       | $15472376.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0095 | 2038-11-01      | 6.0000%  | 0.0000% | $13800.47          | $14669.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD1593 | 2040-02-01      | 4.5000%  | 0.0000% | $46188.74          | $46800.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD4567 | 2040-04-01      | 5.5000%  | 0.0000% | $6262.42           | $6612.20           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $36617.54          | $37062.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  | 0.0000% | $208.60            | $206.82            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0218 | 2040-08-01      | 4.5000%  | 0.0000% | $12956.46          | $13123.99          | Agency Mortgage-Backed Securities |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $279.64            | $285.14            | Agency Mortgage-Backed Securities |
| GNII JM 004310 M     | 2038-12-20      | 6.0000%  | 0.0000% | $62.23             | $62.97             | Agency Mortgage-Backed Securities |
| GNII SF 005259 M     | 2041-12-20      | 4.0000%  | 0.0000% | $564969.51         | $551805.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL535126 | 2028-12-01      | 6.0000%  | 0.0000% | $620.30            | $639.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  | 0.0000% | $240.92            | $251.35            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI4871 | 2026-06-01      | 4.0000%  | 0.0000% | $43.75             | $43.77             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  | 0.0000% | $1247.67           | $1261.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4142 | 2043-09-01      | 6.0000%  | 0.0000% | $36576.31          | $38878.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5379 | 2044-06-01      | 4.5000%  | 0.0000% | $819.11            | $823.22            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL4502 | 2028-11-01      | 4.0000%  | 0.0000% | $2536.28           | $2545.40           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL5616 | 2041-09-01      | 5.5000%  | 0.0000% | $17186.38          | $18041.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK9445 | 2042-03-01      | 4.0000%  | 0.0000% | $12484868.95       | $12277661.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0814 | 2040-06-01      | 6.5000%  | 0.0000% | $10193.71          | $10900.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0393 | 2041-06-01      | 4.5000%  | 0.0000% | $1957.96           | $1980.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0519 | 2026-03-01      | 4.0000%  | 0.0000% | $939.44            | $940.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  | 0.0000% | $14760.87          | $15419.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  | 0.0000% | $954.76            | $915.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL555647 | 2033-07-01      | 4.5000%  | 0.0000% | $2234.90           | $2238.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  | 0.0000% | $720.72            | $751.93            | Agency Mortgage-Backed Securities |

### Security 195: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 196: Natixis

- **C.1 - Title:** Natixis 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: N/A, C.5 - Other ID: 63899Y008_3.83_0102
- **C.18 - Value (incl. sponsor support):** $1178625000.00
- **C.18.a - Value (excl. sponsor support):** $1178625000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $67239672.28       | $68879237.07       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $425130.04         | $426838.21         | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28                 | 2028-10-15      | 2.3750%  | 0.0000% | $110761049.73      | $114707359.42      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $3808962.41        | $3912314.65        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34                  | 2034-01-15      | 1.7500%  | 0.0000% | $13830076.34       | $13896608.48       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-30      | 4.8750%  | 0.0000% | $12535384.05       | $12689553.97       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                 | 2027-10-15      | 1.6250%  | 0.0000% | $1844049.70        | $1864648.66        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $60638279.37       | $56332600.67       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 0.6250%  | 0.0000% | $765281.21         | $754446.75         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $58931250.00       | $51725696.60       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28                  | 2028-11-30      | 1.5000%  | 0.0000% | $820971.24         | $776419.17         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $10690364.48       | $10229899.05       | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $6080755.19        | $5735217.76        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $2767234.71        | $2737537.95        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31                  | 2031-01-15      | 0.1250%  | 0.0000% | $36849710.62       | $34432113.46       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51                    | 2051-02-15      | 0.1250%  | 0.0000% | $73689402.94       | $40014432.71       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $245325607.80      | $156398989.36      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $43575416.32       | $32339718.16       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $29465625.00       | $16477990.65       | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $58931250.00       | $41493577.78       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                    | 2052-02-15      | 0.1250%  | 0.0000% | $40571048.63       | $21569953.00       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $58931250.00       | $44119661.15       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $102273652.16      | $97652134.12       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                  | 2027-07-15      | 0.3750%  | 0.0000% | $8150680.69        | $8070935.63        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $7896787.50        | $7804186.23        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $42053340.00       | $37240175.16       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $44198437.50       | $31357774.84       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $10397417.23       | $7545003.46        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50                    | 2050-02-15      | 0.2500%  | 0.0000% | $76814100.01       | $44478013.99       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                 | 2030-12-31      | 3.6250%  | 0.0000% | $157110.71         | $156632.78         | U.S. Treasuries (including strips) |
| TINT 11/15/28                    | 2028-11-15      | 0.0000%  | 0.0000% | $30594597.23       | $27615968.44       | U.S. Treasuries (including strips) |
| TINT 05/15/48                    | 2048-05-15      | 0.0000%  | 0.0000% | $54806062.50       | $17733323.61       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34                  | 2034-07-15      | 1.8750%  | 0.0000% | $68478772.53       | $69533669.78       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $4532461.37        | $4595073.34        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29                 | 2029-10-15      | 1.6250%  | 0.0000% | $22617577.94       | $22951198.52       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                  | 2035-01-15      | 2.1250%  | 0.0000% | $91188448.31       | $93948616.10       | U.S. Treasuries (including strips) |

### Security 197: Fixed Income Clearing Corp. - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30, C.5 - Other ID: 66585Q007_3.82_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 4.125 02/29/2032  | 2032-02-29      | 4.1250%  | 0.0000% | $465742900.00      | $480149808.96      | U.S. Treasuries (including strips) |
| T Note 4.25 05/15/2035   | 2035-05-15      | 4.2500%  | 0.0000% | $110237700.00      | $112176566.18      | U.S. Treasuries (including strips) |
| T Note 4 06/30/2032      | 2032-06-30      | 4.0000%  | 0.0000% | $120650000.00      | $121724539.06      | U.S. Treasuries (including strips) |
| T Note 3.875 07/31/2030  | 2030-07-31      | 3.8750%  | 0.0000% | $100000000.00      | $102564198.00      | U.S. Treasuries (including strips) |
| TII Note .125 01/15/2031 | 2031-01-15      | 0.1250%  | 0.0000% | $49000000.00       | $57258855.92       | U.S. Treasuries (including strips) |
| T Note 3.5 09/30/2029    | 2029-09-30      | 3.5000%  | 0.0000% | $1317700.00        | $1325238.76        | U.S. Treasuries (including strips) |
| T Note 4.25 01/31/2030   | 2030-01-31      | 4.2500%  | 0.0000% | $139000000.00      | $144800795.26      | U.S. Treasuries (including strips) |

### Security 198: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 199: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532P1, C.4 - ISIN: US6903532P13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6657550.00
- **C.18.a - Value (excl. sponsor support):** $6657550.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 200: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **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:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 201: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2000000.35
- **C.18.a - Value (excl. sponsor support):** $2000000.35
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 202: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2875603.99
- **C.18.a - Value (excl. sponsor support):** $2875603.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 203: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6249999.08
- **C.18.a - Value (excl. sponsor support):** $6249999.08
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 204: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **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):** $14166665.68
- **C.18.a - Value (excl. sponsor support):** $14166665.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $36279070.23
- **C.18.a - Value (excl. sponsor support):** $36279070.23
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 206: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4210000.01
- **C.18.a - Value (excl. sponsor support):** $4210000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 207: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7893750.02
- **C.18.a - Value (excl. sponsor support):** $7893750.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2473375.01
- **C.18.a - Value (excl. sponsor support):** $2473375.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **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:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 210: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6415094.12
- **C.18.a - Value (excl. sponsor support):** $6415094.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 211: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6660383.00
- **C.18.a - Value (excl. sponsor support):** $6660383.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **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:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10102478.00
- **C.18.a - Value (excl. sponsor support):** $10102478.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 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:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VS3, C.4 - ISIN: US690353VS38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11696000.00
- **C.18.a - Value (excl. sponsor support):** $11696000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7045125.00
- **C.18.a - Value (excl. sponsor support):** $7045125.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 217: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7609438.00
- **C.18.a - Value (excl. sponsor support):** $7609438.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11283761.79
- **C.18.a - Value (excl. sponsor support):** $11283761.79
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6683375.02
- **C.18.a - Value (excl. sponsor support):** $6683375.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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. 3.920000%
- **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):** $12991454.53
- **C.18.a - Value (excl. sponsor support):** $12991454.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2631250.01
- **C.18.a - Value (excl. sponsor support):** $2631250.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z59, C.4 - ISIN: US690353Z598, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $1983100.00
- **C.18.a - Value (excl. sponsor support):** $1983100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 223: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.930000%
- **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:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 224: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6157125.02
- **C.18.a - Value (excl. sponsor support):** $6157125.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3578500.01
- **C.18.a - Value (excl. sponsor support):** $3578500.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3683750.01
- **C.18.a - Value (excl. sponsor support):** $3683750.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 227: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10682875.03
- **C.18.a - Value (excl. sponsor support):** $10682875.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10156493.01
- **C.18.a - Value (excl. sponsor support):** $10156493.01
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 229: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72820VAA6, C.4 - ISIN: US72820VAA61, C.3 - LEI: 549300PD6SGONNYS0B90
- **C.18 - Value (incl. sponsor support):** $16505000.00
- **C.18.a - Value (excl. sponsor support):** $16505000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 230: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 231: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 232: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 233: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81723AAA1, C.4 - ISIN: US81723AAA16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43940000.00
- **C.18.a - Value (excl. sponsor support):** $43940000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 235: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 236: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.830000%
- **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: N/A, C.5 - Other ID: 857466007_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 06.000 FGPC G02385 G        | 2036-11-01      | 6.0000%  | 0.0000% | $4.30              | $4.58              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035        | 2046-08-01      | 3.0000%  | 0.0000% | $13605551.37       | $12440997.81       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070        | 2034-08-01      | 4.0000%  | 0.0000% | $166.48            | $165.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682        | 2050-05-01      | 2.5000%  | 0.0000% | $51408536.93       | $44525259.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427        | 2050-07-01      | 3.0000%  | 0.0000% | $380.69            | $341.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033        | 2050-09-01      | 2.5000%  | 0.0000% | $13059019.72       | $11322004.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7036        | 2050-09-01      | 2.5000%  | 0.0000% | $532.50            | $457.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986        | 2050-12-01      | 2.0000%  | 0.0000% | $6213055.94        | $5125675.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019        | 2050-12-01      | 2.0000%  | 0.0000% | $476011.43         | $387096.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289        | 2050-10-01      | 2.0000%  | 0.0000% | $4971180.52        | $4099457.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334        | 2050-10-01      | 2.0000%  | 0.0000% | $8652422.11        | $7163302.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340        | 2050-10-01      | 2.0000%  | 0.0000% | $62150251.71       | $50919680.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963        | 2050-11-01      | 2.5000%  | 0.0000% | $15990.35          | $13788.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548        | 2052-01-01      | 2.5000%  | 0.0000% | $11366.15          | $9786.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582        | 2052-05-01      | 3.0000%  | 0.0000% | $76883.27          | $68934.31          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966        | 2037-03-01      | 2.0000%  | 0.0000% | $89451.57          | $83119.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174        | 2052-03-01      | 3.5000%  | 0.0000% | $1245935.67        | $1166029.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255        | 2052-04-01      | 3.5000%  | 0.0000% | $365763.67         | $343059.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303        | 2052-04-01      | 3.0000%  | 0.0000% | $35467309.91       | $32080713.82       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386        | 2052-08-01      | 4.5000%  | 0.0000% | $933191.26         | $919687.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079        | 2050-07-01      | 3.0000%  | 0.0000% | $942467.87         | $846303.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055        | 2050-06-01      | 2.5000%  | 0.0000% | $226963.77         | $195162.37         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119        | 2050-09-01      | 2.0000%  | 0.0000% | $588.36            | $483.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4146        | 2050-09-01      | 5.0000%  | 0.0000% | $184.01            | $186.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158        | 2050-10-01      | 2.0000%  | 0.0000% | $1514568.59        | $1242315.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255        | 2051-02-01      | 2.0000%  | 0.0000% | $416408.91         | $341122.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307        | 2051-04-01      | 3.0000%  | 0.0000% | $512.54            | $458.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5270        | 2054-02-01      | 5.0000%  | 0.0000% | $2911523.32        | $2924726.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4523        | 2032-01-01      | 2.0000%  | 0.0000% | $434.77            | $416.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600        | 2052-05-01      | 3.5000%  | 0.0000% | $807.38            | $752.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640        | 2037-06-01      | 3.5000%  | 0.0000% | $56957.14          | $55590.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698        | 2052-08-01      | 3.0000%  | 0.0000% | $824.42            | $733.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731        | 2052-09-01      | 3.5000%  | 0.0000% | $1330314.10        | $1239203.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733        | 2052-09-01      | 4.5000%  | 0.0000% | $45400516.55       | $44738985.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842        | 2052-12-01      | 5.5000%  | 0.0000% | $701425.20         | $718665.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876        | 2052-12-01      | 6.0000%  | 0.0000% | $16455.09          | $17086.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978        | 2053-04-01      | 5.0000%  | 0.0000% | $95259.19          | $95936.74          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980        | 2053-04-01      | 6.0000%  | 0.0000% | $17794737.71       | $18449317.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072        | 2053-07-01      | 5.5000%  | 0.0000% | $929.54            | $950.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107        | 2053-08-01      | 5.5000%  | 0.0000% | $2929633.74        | $2995047.58        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862        | 2042-03-01      | 3.5000%  | 0.0000% | $7312348.64        | $7038579.18        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524        | 2047-06-01      | 4.5000%  | 0.0000% | $280.73            | $282.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4763        | 2048-04-01      | 3.5000%  | 0.0000% | $56120.00          | $52956.83          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542        | 2048-07-01      | 4.0000%  | 0.0000% | $5705.01           | $5547.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885        | 2036-03-01      | 6.0000%  | 0.0000% | $70033.03          | $74220.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674        | 2053-10-01      | 6.0000%  | 0.0000% | $13087182.82       | $13688015.38       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723        | 2053-10-01      | 6.0000%  | 0.0000% | $854.68            | $899.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013        | 2053-11-01      | 6.5000%  | 0.0000% | $44978.75          | $47610.22          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014        | 2053-11-01      | 6.5000%  | 0.0000% | $11365.26          | $12030.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709        | 2054-07-01      | 5.5000%  | 0.0000% | $491654.56         | $501291.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704        | 2054-06-01      | 6.5000%  | 0.0000% | $140405.94         | $148321.14         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023        | 2054-06-01      | 7.0000%  | 0.0000% | $3137711.35        | $3340276.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737        | 2054-06-01      | 6.5000%  | 0.0000% | $3929760.81        | $4117814.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223        | 2054-03-01      | 6.0000%  | 0.0000% | $74706.16          | $77492.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348        | 2054-04-01      | 6.0000%  | 0.0000% | $11659995.97       | $12327367.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344        | 2054-04-01      | 6.0000%  | 0.0000% | $31690260.23       | $33221692.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491        | 2054-05-01      | 5.5000%  | 0.0000% | $813.60            | $831.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8718        | 2054-06-01      | 6.5000%  | 0.0000% | $842.24            | $897.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8789        | 2054-04-01      | 5.5000%  | 0.0000% | $944446.12         | $964405.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775        | 2055-01-01      | 5.0000%  | 0.0000% | $7435137.56        | $7538409.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816        | 2055-01-01      | 6.0000%  | 0.0000% | $866.04            | $895.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9017        | 2054-08-01      | 6.0000%  | 0.0000% | $926.82            | $960.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358        | 2054-10-01      | 6.5000%  | 0.0000% | $7061034.79        | $7415955.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434        | 2054-11-01      | 5.0000%  | 0.0000% | $950.00            | $960.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9473        | 2054-11-01      | 5.0000%  | 0.0000% | $6739001.98        | $6817178.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993        | 2055-02-01      | 6.0000%  | 0.0000% | $814.34            | $840.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9964        | 2055-02-01      | 5.0000%  | 0.0000% | $940.08            | $944.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423        | 2054-04-01      | 4.5000%  | 0.0000% | $11277289.79       | $11134970.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4193        | 2055-06-01      | 5.5000%  | 0.0000% | $8261545.61        | $8434156.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580        | 2055-06-01      | 5.5000%  | 0.0000% | $982.31            | $1004.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4696        | 2055-06-01      | 6.0000%  | 0.0000% | $814.36            | $847.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840        | 2055-06-01      | 6.0000%  | 0.0000% | $10307829.79       | $10714700.45       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9779        | 2055-07-01      | 6.5000%  | 0.0000% | $1207756.17        | $1287140.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9414        | 2055-07-01      | 5.0000%  | 0.0000% | $1240447.77        | $1252009.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0105        | 2055-08-01      | 6.5000%  | 0.0000% | $996.31            | $1052.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ6150        | 2055-10-01      | 6.5000%  | 0.0000% | $997.94            | $1059.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6608        | 2055-11-01      | 5.5000%  | 0.0000% | $3666326.76        | $3751269.44        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164        | 2037-07-01      | 3.5000%  | 0.0000% | $50773.32          | $49570.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958        | 2052-04-01      | 3.5000%  | 0.0000% | $703.69            | $660.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549        | 2052-04-01      | 3.5000%  | 0.0000% | $447850.32         | $419381.22         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1807        | 2052-07-01      | 4.5000%  | 0.0000% | $732.59            | $724.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349        | 2053-02-01      | 5.5000%  | 0.0000% | $17850753.78       | $18455293.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1867        | 2054-09-01      | 5.5000%  | 0.0000% | $9359114.64        | $9654687.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019        | 2054-12-01      | 5.0000%  | 0.0000% | $1054809.23        | $1066002.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013        | 2055-02-01      | 6.5000%  | 0.0000% | $1297266.54        | $1364884.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4474        | 2055-04-01      | 5.5000%  | 0.0000% | $2493586.86        | $2581222.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981        | 2055-04-01      | 5.5000%  | 0.0000% | $1176458.51        | $1207835.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7122        | 2055-08-01      | 6.5000%  | 0.0000% | $1042397.24        | $1091739.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2737        | 2055-08-01      | 6.0000%  | 0.0000% | $992.24            | $1041.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396        | 2055-10-01      | 5.5000%  | 0.0000% | $1869166.48        | $1924186.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613        | 2055-07-01      | 5.5000%  | 0.0000% | $32953362.12       | $33622655.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1816        | 2052-01-01      | 3.5000%  | 0.0000% | $7091994.46        | $6637373.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2978        | 2055-07-01      | 6.5000%  | 0.0000% | $25378502.74       | $26806694.91       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3829        | 2049-08-01      | 3.5000%  | 0.0000% | $1023538.00        | $960774.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076        | 2050-03-01      | 3.0000%  | 0.0000% | $350.16            | $316.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577        | 2034-09-01      | 3.5000%  | 0.0000% | $213.80            | $211.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664        | 2049-03-01      | 4.0000%  | 0.0000% | $13266.38          | $12845.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873        | 2035-08-01      | 2.5000%  | 0.0000% | $65148.42          | $62172.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293        | 2051-01-01      | 3.0000%  | 0.0000% | $118851.57         | $106051.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5446        | 2050-08-01      | 4.0000%  | 0.0000% | $7763487.20        | $7419155.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9712        | 2055-12-01      | 5.0000%  | 0.0000% | $12260872.87       | $12367942.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0315        | 2055-02-01      | 5.5000%  | 0.0000% | $4026377.12        | $4141714.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0441        | 2054-11-01      | 5.5000%  | 0.0000% | $953.56            | $972.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0436        | 2054-05-01      | 5.5000%  | 0.0000% | $928.25            | $953.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497        | 2055-02-01      | 6.0000%  | 0.0000% | $23688976.84       | $24681308.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542        | 2055-03-01      | 5.5000%  | 0.0000% | $903444.95         | $923785.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0690        | 2054-08-01      | 6.5000%  | 0.0000% | $948.13            | $991.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119        | 2055-05-01      | 5.5000%  | 0.0000% | $14681944.19       | $14980139.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1128        | 2055-04-01      | 5.0000%  | 0.0000% | $8231168.46        | $8326671.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1130        | 2054-12-01      | 5.0000%  | 0.0000% | $997.99            | $1008.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1220        | 2055-04-01      | 6.0000%  | 0.0000% | $947.75            | $981.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1354        | 2055-04-01      | 6.0000%  | 0.0000% | $891.38            | $927.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2246        | 2053-09-01      | 4.5000%  | 0.0000% | $2474139.29        | $2446107.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2511        | 2055-09-01      | 5.5000%  | 0.0000% | $1006.57           | $1037.97           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2945        | 2054-09-01      | 6.0000%  | 0.0000% | $13297364.94       | $13768437.39       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3265        | 2052-03-01      | 2.0000%  | 0.0000% | $1002.77           | $831.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3688        | 2052-03-01      | 2.0000%  | 0.0000% | $4985952.00        | $4120000.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3693        | 2056-01-01      | 5.0000%  | 0.0000% | $47360.00          | $47997.54          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0095        | 2053-10-01      | 6.0000%  | 0.0000% | $16706607.91       | $17281983.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0309        | 2053-11-01      | 6.0000%  | 0.0000% | $794.82            | $825.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0714        | 2054-01-01      | 6.5000%  | 0.0000% | $27649633.00       | $28912520.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767        | 2054-06-01      | 5.5000%  | 0.0000% | $908.19            | $934.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1770        | 2054-06-01      | 5.5000%  | 0.0000% | $6926456.85        | $7130318.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933        | 2054-02-01      | 6.0000%  | 0.0000% | $21157441.06       | $22134428.22       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100        | 2054-03-01      | 5.5000%  | 0.0000% | $42153938.91       | $43077334.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218        | 2054-04-01      | 5.5000%  | 0.0000% | $924.89            | $944.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262        | 2054-04-01      | 5.5000%  | 0.0000% | $5840664.62        | $6012563.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1266        | 2054-04-01      | 5.5000%  | 0.0000% | $10221900.79       | $10439017.37       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269        | 2054-04-01      | 6.0000%  | 0.0000% | $189636.65         | $198076.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1355        | 2054-04-01      | 6.5000%  | 0.0000% | $902.31            | $966.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538        | 2054-05-01      | 6.5000%  | 0.0000% | $7797834.68        | $8151206.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517        | 2054-05-01      | 5.5000%  | 0.0000% | $899.58            | $918.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856        | 2054-06-01      | 5.5000%  | 0.0000% | $507944.64         | $520007.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2295        | 2054-09-01      | 5.5000%  | 0.0000% | $959.07            | $986.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2317        | 2054-09-01      | 6.5000%  | 0.0000% | $851.29            | $902.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3481        | 2055-02-15      | 5.5000%  | 0.0000% | $664344.49         | $684817.15         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2923        | 2054-11-01      | 6.0000%  | 0.0000% | $861.57            | $895.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173        | 2055-05-01      | 6.5000%  | 0.0000% | $1002.41           | $1068.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961        | 2053-11-01      | 5.0000%  | 0.0000% | $24334.52          | $24768.32          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001        | 2049-07-01      | 3.5000%  | 0.0000% | $10902.65          | $10243.44          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089        | 2050-07-01      | 2.5000%  | 0.0000% | $39938.27          | $34313.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508        | 2049-10-01      | 3.5000%  | 0.0000% | $33047.29          | $31273.20          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548        | 2051-11-01      | 2.5000%  | 0.0000% | $783.25            | $680.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553        | 2052-03-01      | 3.0000%  | 0.0000% | $141012.32         | $127538.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567        | 2054-02-01      | 5.5000%  | 0.0000% | $20048303.57       | $20789756.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569        | 2054-04-01      | 6.0000%  | 0.0000% | $76075140.71       | $79941279.36       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146        | 2051-05-01      | 2.0000%  | 0.0000% | $70347.17          | $57631.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299        | 2053-02-01      | 5.0000%  | 0.0000% | $1260124.88        | $1269217.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342        | 2053-07-01      | 5.5000%  | 0.0000% | $790.33            | $807.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515        | 2055-03-01      | 5.5000%  | 0.0000% | $49361274.78       | $50328920.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4673        | 2055-07-01      | 5.5000%  | 0.0000% | $991.22            | $1025.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6529        | 2055-08-01      | 6.5000%  | 0.0000% | $1002058.65        | $1065981.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8509        | 2055-08-01      | 6.0000%  | 0.0000% | $996.69            | $1040.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8719        | 2055-09-01      | 5.5000%  | 0.0000% | $995.86            | $1015.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773        | 2055-10-01      | 5.5000%  | 0.0000% | $2511057.47        | $2571702.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0642        | 2055-09-01      | 6.0000%  | 0.0000% | $981.36            | $1023.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1068        | 2055-10-01      | 5.5000%  | 0.0000% | $1829811.97        | $1875874.44        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF1074        | 2055-09-01      | 7.0000%  | 0.0000% | $997.87            | $1064.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF1181        | 2055-09-01      | 4.0000%  | 0.0000% | $1051478.64        | $1010542.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3253        | 2055-10-01      | 5.5000%  | 0.0000% | $4535165.95        | $4678419.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4404        | 2055-11-01      | 5.0000%  | 0.0000% | $999.00            | $1008.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5684        | 2049-09-01      | 5.0000%  | 0.0000% | $1698441.76        | $1753550.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460        | 2051-03-01      | 4.0000%  | 0.0000% | $145040.66         | $140396.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751        | 2051-05-01      | 2.0000%  | 0.0000% | $4982565.52        | $4048965.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786        | 2049-01-01      | 4.0000%  | 0.0000% | $213785.67         | $207858.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422        | 2051-08-01      | 2.5000%  | 0.0000% | $89311.19          | $76016.62          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM9886        | 2041-12-01      | 2.0000%  | 0.0000% | $69851.09          | $61023.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS0106        | 2041-11-01      | 2.0000%  | 0.0000% | $37909.57          | $33165.82          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0146        | 2043-09-01      | 3.5000%  | 0.0000% | $623.25            | $599.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584        | 2052-02-01      | 2.0000%  | 0.0000% | $71474.06          | $58439.81          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612        | 2052-02-01      | 2.0000%  | 0.0000% | $69405.25          | $57472.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0697        | 2042-02-01      | 2.5000%  | 0.0000% | $265833.13         | $240273.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790        | 2052-05-01      | 4.0000%  | 0.0000% | $604172.22         | $578599.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1206        | 2052-04-01      | 3.5000%  | 0.0000% | $759.44            | $711.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2602        | 2051-12-01      | 3.0000%  | 0.0000% | $190795.94         | $171574.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637        | 2052-05-01      | 2.5000%  | 0.0000% | $29951.17          | $25790.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1949        | 2052-06-01      | 4.0000%  | 0.0000% | $38083.59          | $36534.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2180        | 2052-04-01      | 2.0000%  | 0.0000% | $53277.86          | $43819.80          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157        | 2052-06-01      | 4.5000%  | 0.0000% | $699.45            | $695.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490        | 2038-10-01      | 5.5000%  | 0.0000% | $101.49            | $103.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4591        | 2055-08-01      | 6.0000%  | 0.0000% | $3491769.75        | $3617445.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4570        | 2055-08-01      | 6.0000%  | 0.0000% | $4983712.21        | $5153427.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5002        | 2055-10-01      | 6.0000%  | 0.0000% | $1004.90           | $1050.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136        | 2055-10-01      | 5.5000%  | 0.0000% | $19775396.39       | $20357511.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0057        | 2055-10-01      | 6.0000%  | 0.0000% | $4999049.38        | $5162153.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0053        | 2040-12-01      | 4.5000%  | 0.0000% | $4507753.00        | $4532000.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533        | 2055-05-01      | 5.5000%  | 0.0000% | $77450558.25       | $78968847.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619        | 2053-09-01      | 5.5000%  | 0.0000% | $64556.49          | $66632.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231        | 2052-08-01      | 4.5000%  | 0.0000% | $19397978.90       | $19225336.89       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G        | 2043-10-01      | 4.5000%  | 0.0000% | $1228340.77        | $1239998.95        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G        | 2049-03-01      | 4.0000%  | 0.0000% | $3309775.89        | $3244051.47        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G        | 2048-03-01      | 3.5000%  | 0.0000% | $3114061.38        | $2950625.06        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G        | 2039-09-01      | 6.5000%  | 0.0000% | $140.92            | $148.84            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G        | 2031-12-01      | 7.0000%  | 0.0000% | $247025.18         | $260932.28         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G        | 2044-02-01      | 3.5000%  | 0.0000% | $331.04            | $319.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061        | 2051-12-01      | 2.5000%  | 0.0000% | $699.19            | $605.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE4075        | 2052-06-01      | 4.0000%  | 0.0000% | $833.38            | $799.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5927        | 2055-12-01      | 5.0000%  | 0.0000% | $999.50            | $1006.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195        | 2051-05-01      | 4.0000%  | 0.0000% | $43928.38          | $42519.30          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0479        | 2060-06-01      | 2.5000%  | 0.0000% | $29110.80          | $24606.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503        | 2060-09-01      | 3.0000%  | 0.0000% | $343228.37         | $301755.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665        | 2061-11-01      | 4.0000%  | 0.0000% | $3118775.40        | $2921554.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0567        | 2047-06-01      | 3.5000%  | 0.0000% | $29219.48          | $27312.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623        | 2047-08-01      | 4.0000%  | 0.0000% | $101201.43         | $98387.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775        | 2032-11-01      | 3.0000%  | 0.0000% | $255484.69         | $250369.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517        | 2048-09-01      | 4.0000%  | 0.0000% | $1383561.24        | $1343228.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740        | 2049-06-01      | 3.5000%  | 0.0000% | $741.82            | $702.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2961        | 2052-10-01      | 5.5000%  | 0.0000% | $23674647.67       | $24836204.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045        | 2052-10-01      | 5.0000%  | 0.0000% | $35254.04          | $35713.99          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3695        | 2044-11-01      | 4.0000%  | 0.0000% | $17901832.39       | $17355080.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095        | 2053-02-01      | 5.0000%  | 0.0000% | $3454968.81        | $3497626.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4205        | 2053-03-01      | 2.5000%  | 0.0000% | $858.19            | $731.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269        | 2051-10-01      | 2.0000%  | 0.0000% | $1787120.77        | $1481066.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529        | 2053-03-01      | 5.5000%  | 0.0000% | $833.04            | $853.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523        | 2053-04-01      | 5.0000%  | 0.0000% | $4833229.93        | $4873837.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4786        | 2053-05-01      | 5.5000%  | 0.0000% | $767.80            | $788.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832        | 2053-05-01      | 5.0000%  | 0.0000% | $1382761.48        | $1397289.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134        | 2049-12-01      | 3.5000%  | 0.0000% | $76886.44          | $73000.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298        | 2053-11-01      | 5.5000%  | 0.0000% | $7766612.16        | $7971692.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5719        | 2052-05-01      | 3.0000%  | 0.0000% | $455794.97         | $412277.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5954        | 2053-10-01      | 6.0000%  | 0.0000% | $37317650.58       | $38674147.18       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS7113        | 2039-02-01      | 4.5000%  | 0.0000% | $740.42            | $744.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333        | 2052-10-01      | 4.0000%  | 0.0000% | $9010755.81        | $8734696.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599        | 2052-09-01      | 3.5000%  | 0.0000% | $54905.34          | $51144.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631        | 2052-07-01      | 2.5000%  | 0.0000% | $56952.70          | $48621.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596        | 2052-09-01      | 4.5000%  | 0.0000% | $10097434.75       | $9962007.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486        | 2052-09-01      | 5.5000%  | 0.0000% | $13775361.39       | $14206493.46       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390        | 2052-10-01      | 5.0000%  | 0.0000% | $725.95            | $730.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG3534        | 2053-05-01      | 4.5000%  | 0.0000% | $3776908.21        | $3714664.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482        | 2054-01-01      | 6.0000%  | 0.0000% | $2139829.24        | $2258211.01        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195        | 2052-04-01      | 3.5000%  | 0.0000% | $14658.18          | $13748.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8790        | 2053-04-01      | 5.0000%  | 0.0000% | $639392.15         | $645521.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411        | 2049-04-01      | 4.5000%  | 0.0000% | $4237323.51        | $4251497.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710        | 2049-06-01      | 4.5000%  | 0.0000% | $24157.64          | $24136.87          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9657        | 2050-07-01      | 2.0000%  | 0.0000% | $3595121.58        | $2977108.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421        | 2052-01-01      | 3.0000%  | 0.0000% | $35983.16          | $32439.18          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787        | 2054-06-01      | 7.5000%  | 0.0000% | $1153010.54        | $1231598.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733        | 2051-10-01      | 4.0000%  | 0.0000% | $1898388.02        | $1853945.49        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761        | 2031-09-01      | 1.5000%  | 0.0000% | $2340803.26        | $2219736.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288        | 2052-03-01      | 2.0000%  | 0.0000% | $17187.53          | $13979.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278        | 2054-06-01      | 6.0000%  | 0.0000% | $22116312.85       | $23382140.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356        | 2052-08-01      | 3.5000%  | 0.0000% | $4418469.55        | $4115855.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761        | 2054-07-01      | 6.5000%  | 0.0000% | $193310.23         | $203319.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9051        | 2054-08-01      | 5.5000%  | 0.0000% | $3460200.51        | $3585402.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203        | 2054-09-01      | 6.0000%  | 0.0000% | $460127.40         | $475318.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345        | 2054-10-01      | 5.0000%  | 0.0000% | $1901132.48        | $1907589.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9941        | 2054-11-01      | 5.0000%  | 0.0000% | $909.72            | $915.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998        | 2054-12-01      | 6.0000%  | 0.0000% | $838.81            | $872.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 ZLFP0057        | 2050-08-25      | 4.0000%  | 0.0000% | $741.04            | $727.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZLFP0039        | 2050-11-25      | 3.5000%  | 0.0000% | $847.23            | $804.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0848        | 2055-08-01      | 5.5000%  | 0.0000% | $979.17            | $1013.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0861        | 2055-08-01      | 5.5000%  | 0.0000% | $949.21            | $970.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0213        | 2055-04-01      | 5.0000%  | 0.0000% | $992.39            | $1001.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0245        | 2055-04-01      | 5.5000%  | 0.0000% | $857424.93         | $874540.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0247        | 2055-04-01      | 5.5000%  | 0.0000% | $1034.85           | $1060.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389        | 2055-05-01      | 5.5000%  | 0.0000% | $15866380.30       | $16393101.81       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0546        | 2055-06-01      | 7.0000%  | 0.0000% | $851.94            | $906.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1699        | 2055-12-01      | 5.5000%  | 0.0000% | $7290898.09        | $7489832.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0996        | 2055-09-01      | 5.0000%  | 0.0000% | $15693.54          | $15839.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1002        | 2055-09-01      | 5.0000%  | 0.0000% | $994.50            | $1007.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007        | 2055-09-01      | 5.5000%  | 0.0000% | $1006.93           | $1039.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1028        | 2055-09-01      | 6.0000%  | 0.0000% | $3282237.93        | $3452881.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1239        | 2055-10-01      | 6.0000%  | 0.0000% | $1012.63           | $1059.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1404        | 2055-11-01      | 6.0000%  | 0.0000% | $995.03            | $1045.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1440        | 2055-11-01      | 5.5000%  | 0.0000% | $975.31            | $996.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1550        | 2055-11-01      | 6.5000%  | 0.0000% | $18836343.09       | $19836923.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA8158        | 2054-03-01      | 5.5000%  | 0.0000% | $840.39            | $857.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9101        | 2054-03-01      | 5.5000%  | 0.0000% | $2950758.75        | $3010261.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482        | 2039-01-01      | 6.5000%  | 0.0000% | $24102.88          | $25693.23          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056        | 2053-05-01      | 5.0000%  | 0.0000% | $78700.90          | $79264.69          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473        | 2053-07-01      | 5.5000%  | 0.0000% | $62072332.59       | $63673509.08       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019        | 2050-11-01      | 2.0000%  | 0.0000% | $60296.27          | $48355.59          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQO0277        | 2037-05-01      | 2.0000%  | 0.0000% | $220020.51         | $204292.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU8948        | 2052-04-01      | 4.0000%  | 0.0000% | $139500.48         | $133826.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214        | 2052-02-01      | 2.5000%  | 0.0000% | $751.62            | $648.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8535        | 2052-05-01      | 3.0000%  | 0.0000% | $51462.16          | $46338.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022        | 2052-07-01      | 4.0000%  | 0.0000% | $424974.03         | $410556.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316        | 2052-11-01      | 4.5000%  | 0.0000% | $10658772.11       | $10587123.85       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860        | 2052-09-01      | 4.5000%  | 0.0000% | $65349.80          | $64517.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705        | 2038-02-01      | 4.5000%  | 0.0000% | $306278.59         | $308298.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063        | 2053-06-01      | 5.0000%  | 0.0000% | $21550460.69       | $21711586.31       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343        | 2038-03-01      | 4.0000%  | 0.0000% | $144.39            | $143.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378        | 2048-03-01      | 4.0000%  | 0.0000% | $41755.14          | $40570.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937        | 2033-06-01      | 4.0000%  | 0.0000% | $89662.43          | $90144.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487        | 2027-02-01      | 3.0000%  | 0.0000% | $52540.51          | $52315.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466        | 2027-10-01      | 2.5000%  | 0.0000% | $35.14             | $34.76             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335        | 2042-12-01      | 3.5000%  | 0.0000% | $2478405.26        | $2365728.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8725        | 2043-03-01      | 3.5000%  | 0.0000% | $206.68            | $198.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241        | 2043-05-01      | 3.0000%  | 0.0000% | $1784942.13        | $1657657.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200        | 2029-10-01      | 4.5000%  | 0.0000% | $37455.58          | $37756.24          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268        | 2029-12-01      | 5.0000%  | 0.0000% | $56610.09          | $57687.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0908        | 2031-11-01      | 4.0000%  | 0.0000% | $57471.93          | $57489.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253        | 2042-11-01      | 4.0000%  | 0.0000% | $186126.08         | $182231.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356        | 2043-02-01      | 3.5000%  | 0.0000% | $435788.35         | $415978.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1463        | 2043-06-01      | 3.5000%  | 0.0000% | $165.44            | $157.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635        | 2028-09-01      | 3.0000%  | 0.0000% | $53.82             | $53.24             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1608        | 2033-10-01      | 3.5000%  | 0.0000% | $81157.61          | $79946.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087        | 2034-11-01      | 3.0000%  | 0.0000% | $61868.00          | $59445.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138        | 2035-01-01      | 3.5000%  | 0.0000% | $137891.77         | $135165.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2176        | 2035-02-01      | 3.0000%  | 0.0000% | $122281.91         | $117356.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2169        | 2034-12-01      | 4.5000%  | 0.0000% | $135.37            | $136.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2508        | 2036-01-01      | 4.0000%  | 0.0000% | $120211.74         | $119920.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3486        | 2028-10-01      | 3.5000%  | 0.0000% | $40788.98          | $40676.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3364        | 2033-05-01      | 3.5000%  | 0.0000% | $86.22             | $85.58             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438        | 2033-08-01      | 3.5000%  | 0.0000% | $183212.93         | $181799.75         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418        | 2036-09-01      | 2.0000%  | 0.0000% | $14184106.96       | $13171569.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465        | 2051-11-01      | 2.0000%  | 0.0000% | $5172252.97        | $4211060.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3656        | 2029-05-01      | 3.5000%  | 0.0000% | $58.82             | $58.61             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687        | 2049-06-01      | 4.0000%  | 0.0000% | $74277.51          | $71297.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3931        | 2035-02-01      | 3.0000%  | 0.0000% | $2170940.09        | $2121195.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535        | 2042-11-01      | 3.0000%  | 0.0000% | $7921632.22        | $7361715.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866        | 2043-06-01      | 3.5000%  | 0.0000% | $237.57            | $227.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558        | 2043-09-01      | 4.5000%  | 0.0000% | $5880860.57        | $5929730.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403        | 2045-02-01      | 3.5000%  | 0.0000% | $6645000.17        | $6345408.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811        | 2045-09-01      | 3.5000%  | 0.0000% | $3447957.53        | $3289277.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402        | 2045-12-01      | 3.5000%  | 0.0000% | $15785371.38       | $15018070.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928        | 2046-09-01      | 3.0000%  | 0.0000% | $175.12            | $159.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922        | 2047-03-01      | 3.5000%  | 0.0000% | $218.50            | $207.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946        | 2047-03-01      | 3.5000%  | 0.0000% | $264402.51         | $250816.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980        | 2047-03-01      | 4.5000%  | 0.0000% | $32703.05          | $32719.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109        | 2046-10-01      | 3.0000%  | 0.0000% | $266.82            | $243.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689        | 2047-01-01      | 3.5000%  | 0.0000% | $238.46            | $226.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938        | 2029-04-01      | 3.0000%  | 0.0000% | $43.91             | $43.45             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648        | 2045-04-01      | 3.0000%  | 0.0000% | $157.64            | $145.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106        | 2045-04-01      | 3.0000%  | 0.0000% | $14996692.57       | $13819887.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4775        | 2045-10-01      | 3.5000%  | 0.0000% | $110.97            | $105.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4341        | 2052-08-01      | 4.5000%  | 0.0000% | $750.52            | $744.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310        | 2052-12-01      | 6.0000%  | 0.0000% | $193569.85         | $201556.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555        | 2052-09-01      | 4.5000%  | 0.0000% | $177615.24         | $175284.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765        | 2052-09-01      | 5.0000%  | 0.0000% | $372457.70         | $376354.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136        | 2052-11-01      | 5.5000%  | 0.0000% | $38998586.62       | $40331532.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139        | 2052-11-01      | 5.5000%  | 0.0000% | $48210.07          | $49236.58          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122        | 2052-11-01      | 4.5000%  | 0.0000% | $396228.21         | $393961.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202        | 2053-05-01      | 5.0000%  | 0.0000% | $12180220.53       | $12327670.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450        | 2053-01-01      | 5.0000%  | 0.0000% | $1377833.11        | $1390187.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468        | 2053-01-01      | 5.5000%  | 0.0000% | $18596724.44       | $19296692.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479        | 2053-01-01      | 6.0000%  | 0.0000% | $19293013.39       | $20153578.26       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631        | 2053-02-01      | 4.5000%  | 0.0000% | $842.59            | $836.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773        | 2053-02-01      | 5.5000%  | 0.0000% | $5927394.98        | $6077336.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793        | 2053-02-01      | 4.5000%  | 0.0000% | $1102095.53        | $1085806.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5917        | 2053-03-01      | 6.0000%  | 0.0000% | $1042207.33        | $1101854.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988        | 2053-04-01      | 5.5000%  | 0.0000% | $50105345.42       | $51524696.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7114        | 2053-09-01      | 5.5000%  | 0.0000% | $1459456.22        | $1490907.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540        | 2053-06-01      | 6.0000%  | 0.0000% | $675928.67         | $706757.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616        | 2053-06-01      | 6.0000%  | 0.0000% | $25459717.18       | $26468736.69       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718        | 2053-07-01      | 4.5000%  | 0.0000% | $18871046.37       | $18660256.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821        | 2053-08-01      | 5.5000%  | 0.0000% | $77543582.26       | $79337423.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904        | 2053-08-01      | 5.0000%  | 0.0000% | $6249593.27        | $6326136.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273        | 2053-10-01      | 6.0000%  | 0.0000% | $680.76            | $722.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416        | 2053-11-01      | 5.5000%  | 0.0000% | $22484006.37       | $23013714.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617        | 2053-12-01      | 6.0000%  | 0.0000% | $13119731.80       | $13585967.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138        | 2053-09-01      | 5.5000%  | 0.0000% | $11048269.52       | $11289821.52       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583        | 2055-01-01      | 4.0000%  | 0.0000% | $137474.74         | $131186.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877        | 2055-11-01      | 4.5000%  | 0.0000% | $169459.02         | $166357.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909        | 2055-12-01      | 5.0000%  | 0.0000% | $4134323.65        | $4148387.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1059        | 2054-12-01      | 6.0000%  | 0.0000% | $3087113.15        | $3192062.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041        | 2033-08-01      | 4.0000%  | 0.0000% | $31132.75          | $31141.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435        | 2042-03-01      | 3.5000%  | 0.0000% | $83968103.37       | $80930109.43       | Agency Mortgage-Backed Securities  |
| United States Treasury Bill | 2026-02-12      | 0.0000%  | 0.0000% | $103800.00         | $103376.39         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32             | 2032-09-30      | 3.8750%  | 0.0000% | $38224800.00       | $38578836.42       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29             | 2029-03-31      | 4.1250%  | 0.0000% | $40306800.00       | $41428853.61       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29             | 2029-05-31      | 4.5000%  | 0.0000% | $203900.00         | $210781.91         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27            | 2027-10-31      | 4.1250%  | 0.0000% | $5919300.00        | $6027664.43        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32             | 2032-11-15      | 4.1250%  | 0.0000% | $5612500.00        | $5719887.96        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33             | 2033-08-15      | 3.8750%  | 0.0000% | $25966800.00       | $26200585.59       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28             | 2028-05-31      | 1.2500%  | 0.0000% | $4700.00           | $4463.34           | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41               | 2041-02-15      | 1.8750%  | 0.0000% | $2259500.00        | $1602178.12        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40               | 2040-08-15      | 3.8750%  | 0.0000% | $2540800.00        | $2399715.09        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $41925500.00       | $29745177.96       | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-02-15      | 3.0000%  | 0.0000% | $622600.00         | $478371.60         | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-02-15      | 3.0000%  | 0.0000% | $13253600.00       | $10068521.36       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26            | 2026-10-31      | 4.1250%  | 0.0000% | $18817300.00       | $19028203.67       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31             | 2031-11-30      | 4.1250%  | 0.0000% | $1056200.00        | $1078129.93        | U.S. Treasuries (including strips) |

### Security 237: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.000000%
- **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_4.00_0107
- **C.18 - Value (incl. sponsor support):** $469925000.00
- **C.18.a - Value (excl. sponsor support):** $469925000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $89643024.00       | $82184724.40       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $67064047.20       | $62555107.78       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $22581068.40       | $21062867.91       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $81869603.00       | $79081888.41       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $64016400.00       | $61614654.02       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $171154146.60      | $167860798.50      | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $9250000.00        | $9587943.90        | U.S. Treasuries (including strips) |

### Security 238: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.80_0107
- **C.18 - Value (incl. sponsor support):** $112570625.00
- **C.18.a - Value (excl. sponsor support):** $112570625.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $4200000.00        | $4341755.95        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6538442.38        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7090852.50        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5937240.93        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5479556.00        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $21769839.45       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25576540.00       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $31811581.83       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6349847.50        | U.S. Treasuries (including strips) |

### Security 239: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.80_0121
- **C.18 - Value (incl. sponsor support):** $112915625.00
- **C.18.a - Value (excl. sponsor support):** $112915625.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6360937.45        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5482219.04        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5942145.59        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $25582019.57       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $31825412.29       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $21763087.62       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7098289.08        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4653989.11        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6548051.22        | U.S. Treasuries (including strips) |

### Security 240: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_3.84_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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

**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 CLCA7024 | 2050-09-01      | 2.5000%  | 0.0000% | $58333950.57       | $50714564.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1707 | 2055-03-01      | 5.5000%  | 0.0000% | $119452406.96      | $122569198.90      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6020 | 2051-10-01      | 2.5000%  | 0.0000% | $105039722.40      | $89921180.05       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $150785165.95      | $132198883.80      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5697 | 2053-02-01      | 5.5000%  | 0.0000% | $116718441.09      | $119596173.10      | Agency Mortgage-Backed Securities |

### Security 241: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 242: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMZC 11/15/38 U4                 | 2038-11-15      | 0.0000%  | 0.0000% | $359000.00         | $198390.58         | Agency Mortgage-Backed Securities  |
| FMZC 12/17/2029 A                | 2029-12-17      | 0.0000%  | 0.0000% | $49352000.00       | $42602225.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5833             | 2054-01-01      | 6.0000%  | 0.0000% | $4619221.92        | $4783204.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2586             | 2052-10-01      | 5.5000%  | 0.0000% | $423757.77         | $439175.49         | Agency Mortgage-Backed Securities  |
| FHDN 01/28/26                    | 2026-01-28      | 0.0000%  | 0.0000% | $249000.00         | $248297.82         | Agency Mortgage-Backed Securities  |
| FHDN 02/06/26                    | 2026-02-06      | 0.0000%  | 0.0000% | $100000.00         | $99628.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6713             | 2047-02-01      | 4.5000%  | 0.0000% | $91403.75          | $91900.07          | Agency Mortgage-Backed Securities  |
| GNII JM MA8336 M                 | 2052-09-20      | 3.0000%  | 0.0000% | $53628.57          | $47523.44          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1964             | 2054-08-01      | 6.0000%  | 0.0000% | $862153.13         | $911501.91         | Agency Mortgage-Backed Securities  |
| 3.40 FCSB 27 CB                  | 2027-11-23      | 3.4000%  | 0.0000% | $1000.00           | $1001.05           | Agency Mortgage-Backed Securities  |
| 2.10 FCOR 22-36 AH               | 2036-02-25      | 2.1000%  | 0.0000% | $15000.00          | $12203.18          | Agency Mortgage-Backed Securities  |
| 1.70 FCOR 21-31 CV               | 2031-04-28      | 1.7000%  | 0.0000% | $973000.00         | $877026.20         | Agency Mortgage-Backed Securities  |
| 4 5/8 FCSB 26 FQ                 | 2026-03-05      | 4.6250%  | 0.0000% | $999000.00         | $1015526.24        | Agency Mortgage-Backed Securities  |
| 4.22 FCOR 26-28 KM               | 2028-05-15      | 4.2200%  | 0.0000% | $418000.00         | $420592.53         | Agency Mortgage-Backed Securities  |
| FCFR 03SF FG 27/11               | 2027-11-12      | 3.8850%  | 0.0000% | $173000.00         | $174032.23         | Agency Mortgage-Backed Securities  |
| 4.95 FCOR 25-33 FF               | 2033-09-26      | 4.9500%  | 0.0000% | $34652000.00       | $35072761.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8405             | 2053-01-01      | 5.0000%  | 0.0000% | $5432406.81        | $5486984.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM7485             | 2050-09-01      | 3.0000%  | 0.0000% | $562980.44         | $497821.65         | Agency Mortgage-Backed Securities  |
| GNMI SF CL5027 X                 | 2052-03-15      | 4.0000%  | 0.0000% | $761748.93         | $725719.99         | Agency Mortgage-Backed Securities  |
| 6.75 FMNT GB 29 A                | 2029-09-15      | 6.7500%  | 0.0000% | $10000.00          | $11283.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2027-05-05      | 3.8650%  | 0.0000% | $70750000.00       | $71317886.67       | Agency Mortgage-Backed Securities  |
| 7.125 FNPR BB 01/30              | 2030-01-15      | 0.0000%  | 0.0000% | $155796000.00      | $133662841.30      | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30               | 2030-05-15      | 0.0000%  | 0.0000% | $480420000.00      | $406640459.30      | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30              | 2030-11-15      | 0.0000%  | 0.0000% | $78720000.00       | $65372315.52       | Agency Mortgage-Backed Securities  |
| 5.625 FNPR A 07/37               | 2037-07-15      | 0.0000%  | 0.0000% | $87980000.00       | $51368618.66       | Agency Mortgage-Backed Securities  |
| 3.25 FHLB 28 G4973               | 2028-11-16      | 3.2500%  | 0.0000% | $70000.00          | $69894.48          | Agency Mortgage-Backed Securities  |
| 1.61 FHOR 22-33 DY               | 2033-01-27      | 1.6100%  | 0.0000% | $30000.00          | $25563.22          | Agency Mortgage-Backed Securities  |
| 0.75 FHOR 21-26 5405             | 2026-02-24      | 0.7500%  | 0.0000% | $20000.00          | $19962.92          | Agency Mortgage-Backed Securities  |
| 0.96 FHOR 21-26 5418             | 2026-03-05      | 0.9600%  | 0.0000% | $575000.00         | $574093.42         | Agency Mortgage-Backed Securities  |
| 4.75 FHLB 27 G6982               | 2027-04-09      | 4.7500%  | 0.0000% | $190000.00         | $195067.76         | Agency Mortgage-Backed Securities  |
| FHFR 03SO 09/26 8319             | 2026-09-11      | 3.8350%  | 0.0000% | $945000.00         | $947185.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5692             | 2053-02-01      | 5.5000%  | 0.0000% | $670050.96         | $692472.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5554             | 2054-12-01      | 6.0000%  | 0.0000% | $105561.19         | $108946.54         | Agency Mortgage-Backed Securities  |
| GNII SP 786108 C                 | 2052-03-20      | 3.5000%  | 0.0000% | $74539.87          | $67141.54          | Agency Mortgage-Backed Securities  |
| GNII SP 787089 C                 | 2053-08-20      | 5.5000%  | 0.0000% | $16659449.09       | $17333545.93       | Agency Mortgage-Backed Securities  |
| 4.875 TVBD 48 A                  | 2048-01-15      | 4.8750%  | 0.0000% | $796000.00         | $787526.71         | Agency Mortgage-Backed Securities  |
| 3.50 TVBD 42 B                   | 2042-12-15      | 3.5000%  | 0.0000% | $32000.00          | $26677.94          | Agency Mortgage-Backed Securities  |
| TVIN 07/15/36                    | 2036-07-15      | 0.0000%  | 0.0000% | $869000.00         | $533794.55         | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A                  | 2030-01-15      | 0.0000%  | 0.0000% | $423000.00         | $362449.24         | Corporate Debt Securities          |
| 8.875 RFPR 30 B                  | 2030-04-15      | 0.0000%  | 0.0000% | $204998000.00      | $174070976.70      | Corporate Debt Securities          |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $65309500.00       | $66210293.84       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $15061500.00       | $15397081.27       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35                  | 2035-07-15      | 1.8750%  | 0.0000% | $111931.25         | $112897.30         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $154583600.00      | $156858583.80      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $811500.00         | $839598.97         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $181300.00         | $186259.64         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $14900.00          | $15490.43          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $34533900.00       | $35274473.41       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $48174300.00       | $49062102.58       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $23464200.00       | $23928620.17       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $62057000.00       | $63792775.43       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $59012500.00       | $59749099.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                 | 2028-07-31      | 4.1250%  | 0.0000% | $19249000.00       | $19879984.84       | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $41195000.00       | $42485080.53       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $78712000.00       | $82882127.16       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                  | 2031-07-15      | 0.1250%  | 0.0000% | $166892.91         | $155030.84         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $97544900.00       | $96571725.25       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $2987400.00        | $2799464.93        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $35818600.00       | $30868478.43       | U.S. Treasuries (including strips) |
| 4 1/2 TPRN AN 27                 | 2027-05-15      | 0.0000%  | 0.0000% | $38700.00          | $36920.03          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $8162300.00        | $8349714.57        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $25102500.00       | $22237958.17       | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $13597.85          | $10018.75          | U.S. Treasuries (including strips) |
| TINT 11/15/30                    | 2030-11-15      | 0.0000%  | 0.0000% | $13145.78          | $10925.37          | U.S. Treasuries (including strips) |
| TINT 05/15/34                    | 2034-05-15      | 0.0000%  | 0.0000% | $122625683.50      | $86541481.98       | U.S. Treasuries (including strips) |
| TINT 11/15/27                    | 2027-11-15      | 0.0000%  | 0.0000% | $93994.20          | $87985.81          | U.S. Treasuries (including strips) |
| TINT 02/15/30                    | 2030-02-15      | 0.0000%  | 0.0000% | $132234.15         | $113426.88         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $4599900.00        | $4662030.16        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $13626200.00       | $13914708.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $56139400.00       | $57455315.16       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $80254000.00       | $81933871.41       | U.S. Treasuries (including strips) |

### Security 243: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 244: U.S. Bank

- **C.1 - Title:** U.S. Bank 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 90299S000, C.3 - LEI: N/A, C.5 - Other ID: 90299S000_3.88_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $1448000.00        | $1486303.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $61347100.00       | $62324770.09       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $938200.00         | $952858.75         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $152800.00         | $154449.81         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $25979100.00       | $26083484.02       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $300000000.00      | $307535620.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $8640300.00        | $8880827.15        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $4196200.00        | $4345169.87        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $7429700.00        | $7018893.31        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $9875100.00        | $9405967.12        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $29360500.00       | $26892956.93       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $7786800.00        | $7740886.55        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $190.82            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $800.00            | $780.23            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $12013082.00       | $10153051.46       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $1489200.00        | $1491027.71        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $2300000.00        | $2286992.77        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $1108000.00        | $1109313.49        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| TINT 01/15/26    | 2026-01-15      | 0.0000%  | 0.0000% | $68.15             | $68.06             | U.S. Treasuries (including strips) |
| TINT 04/30/26    | 2026-04-30      | 0.0000%  | 0.0000% | $108.10            | $106.84            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $30861200.00       | $32135978.56       | U.S. Treasuries (including strips) |

### Security 245: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $600000.68
- **C.18.a - Value (excl. sponsor support):** $600000.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 246: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 247: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9243575.00
- **C.18.a - Value (excl. sponsor support):** $9243575.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 248: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 910QDQ001_3.81_0309
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CIMA4316                    | 2036-04-01      | 2.5000%  | 0.0000% | $252667.95         | $239717.03         | Agency Mortgage-Backed Securities |
| GNMI SF 594850 X                        | 2032-08-15      | 7.0000%  | 0.0000% | $1200.27           | $1216.66           | Agency Mortgage-Backed Securities |
| FHFR 03SO 09/26 8319                    | 2026-09-11      | 3.8350%  | 0.0000% | $1000000.00        | $1002312.78        | Agency Mortgage-Backed Securities |
| 3.50 FHLB 27 G8348                      | 2027-09-09      | 3.5000%  | 0.0000% | $125000.00         | $126377.68         | Agency Mortgage-Backed Securities |
| FHFR 03SO 09/26 8365                    | 2026-09-25      | 3.8100%  | 0.0000% | $1000000.00        | $1000597.83        | Agency Mortgage-Backed Securities |
| FHFR 03SO 10/26 8377                    | 2026-10-06      | 3.8150%  | 0.0000% | $1000000.00        | $1010402.00        | Agency Mortgage-Backed Securities |
| FHFR 03SO 07/26 8575                    | 2026-07-30      | 3.7900%  | 0.0000% | $1000000.00        | $1003158.33        | Agency Mortgage-Backed Securities |
| FHFR 03SO 09/26 8585                    | 2026-09-04      | 3.7950%  | 0.0000% | $1000000.00        | $1002710.00        | Agency Mortgage-Backed Securities |
| FHFR 03SO 06/26 8587                    | 2026-06-09      | 3.7800%  | 0.0000% | $1000000.00        | $1002271.89        | Agency Mortgage-Backed Securities |
| FHFR 03SO 06/26 8591                    | 2026-06-15      | 3.7800%  | 0.0000% | $1000000.00        | $1001637.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9152                    | 2054-09-01      | 6.0000%  | 0.0000% | $11250096.62       | $11748588.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8845                    | 2056-01-01      | 5.5000%  | 0.0000% | $15822705.00       | $16211110.21       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8462                    | 2051-08-01      | 3.0000%  | 0.0000% | $1237620.00        | $1119034.96        | Agency Mortgage-Backed Securities |
| FHDN 01/14/26                           | 2026-01-14      | 0.0000%  | 0.0000% | $250000.00         | $249707.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank Discount Notes   | 2026-01-15      | 0.0000%  | 0.0000% | $20000000.00       | $19974660.00       | Agency Mortgage-Backed Securities |
| FHDN 01/21/26                           | 2026-01-21      | 0.0000%  | 0.0000% | $29000000.00       | $28946350.00       | Agency Mortgage-Backed Securities |
| FHDN 02/25/26                           | 2026-02-25      | 0.0000%  | 0.0000% | $217186000.00      | $216027964.30      | Agency Mortgage-Backed Securities |
| FHDN 04/29/26                           | 2026-04-29      | 0.0000%  | 0.0000% | $100000000.00      | $98849300.00       | Agency Mortgage-Backed Securities |
| FHDN 05/29/26                           | 2026-05-29      | 0.0000%  | 0.0000% | $2398000.00        | $2363538.34        | Agency Mortgage-Backed Securities |
| FHDN 06/24/26                           | 2026-06-24      | 0.0000%  | 0.0000% | $10800000.00       | $10618354.80       | Agency Mortgage-Backed Securities |
| FHDN 07/01/26                           | 2026-07-01      | 0.0000%  | 0.0000% | $33000000.00       | $32424150.00       | Agency Mortgage-Backed Securities |
| FCFR 03SF AS 26/05                      | 2026-05-14      | 3.8600%  | 0.0000% | $30000.00          | $30159.31          | Agency Mortgage-Backed Securities |
| FCFR 03PR BU 26/01                      | 2026-01-29      | 3.6800%  | 0.0000% | $434000.00         | $436950.96         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2026-08-26      | 3.9100%  | 0.0000% | $2000000.00        | $2008866.67        | Agency Mortgage-Backed Securities |
| FCFR 03TB DH 26/10                      | 2026-10-16      | 3.8671%  | 0.0000% | $825000.00         | $825420.75         | Agency Mortgage-Backed Securities |
| FCFR 03SF IL 26/06                      | 2026-06-23      | 3.7750%  | 0.0000% | $1000000.00        | $1000826.11        | Agency Mortgage-Backed Securities |
| 5.50 FHLB 36 G677                       | 2036-07-15      | 5.5000%  | 0.0000% | $185000.00         | $207670.85         | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A                       | 2032-07-15      | 0.0000%  | 0.0000% | $5004000.00        | $3845013.55        | Agency Mortgage-Backed Securities |
| FMIN 01/15/2026 F                       | 2026-01-15      | 0.0000%  | 0.0000% | $5000.00           | $4992.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2026-10-16      | 3.9100%  | 0.0000% | $32000.00          | $32292.74          | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-29 W0                      | 2029-04-20      | 3.7500%  | 0.0000% | $16625000.00       | $16716412.56       | Agency Mortgage-Backed Securities |
| 4.125 FMNT GB26-28M1                    | 2028-11-03      | 4.1250%  | 0.0000% | $43798000.00       | $44085044.79       | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-28 39                      | 2028-09-01      | 3.8500%  | 0.0000% | $2700000.00        | $2727302.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.        | 2027-09-22      | 3.9100%  | 0.0000% | $500000.00         | $501390.83         | Agency Mortgage-Backed Securities |
| FMFR 00SO GB 28 M8                      | 2028-07-07      | 3.9900%  | 0.0000% | $7000000.00        | $7076362.22        | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-28 79                      | 2028-04-20      | 3.8500%  | 0.0000% | $10080000.00       | $10149663.44       | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-28 M8                      | 2028-12-05      | 3.7500%  | 0.0000% | $4000000.00        | $4007985.33        | Agency Mortgage-Backed Securities |
| 4.00 FMNT 26-29 D2                      | 2029-12-18      | 4.0000%  | 0.0000% | $1430000.00        | $1431027.22        | Agency Mortgage-Backed Securities |
| 3.65 FMNT 27-28 G3                      | 2028-12-18      | 3.6500%  | 0.0000% | $7050000.00        | $7049715.65        | Agency Mortgage-Backed Securities |
| 3.68 FMNT 26-28                         | 2028-12-29      | 3.6800%  | 0.0000% | $12100000.00       | $12102922.82       | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-30Q0                     | 2030-12-30      | 4.0000%  | 0.0000% | $235250000.00      | $235485955.80      | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-28 R8                      | 2028-12-29      | 3.8500%  | 0.0000% | $10553000.00       | $10540737.41       | Agency Mortgage-Backed Securities |
| 7.125 FNPR BB 01/30                     | 2030-01-15      | 0.0000%  | 0.0000% | $600000.00         | $514822.20         | Agency Mortgage-Backed Securities |
| 6.625 FNPR BB 11/30                     | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4085529.56        | Agency Mortgage-Backed Securities |
| 6.25 FNSM GDBB 05/29                    | 2029-05-15      | 6.2500%  | 0.0000% | $794000.00         | $867951.66         | Agency Mortgage-Backed Securities |
| 6.625 FNSM BB 11/30                     | 2030-11-15      | 6.6250%  | 0.0000% | $48082000.00       | $54695259.72       | Agency Mortgage-Backed Securities |
| 0.875 FNSM A 08/30                      | 2030-08-05      | 0.8750%  | 0.0000% | $625000.00         | $553305.38         | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27                       | 2027-10-08      | 0.7500%  | 0.0000% | $1230000.00        | $1175090.55        | Agency Mortgage-Backed Securities |
| FNFR SOFR A 11/05/27                    | 2027-11-05      | 4.0300%  | 0.0000% | $5600000.00        | $5653778.67        | Agency Mortgage-Backed Securities |
| 1.875 FNSM A 09/26                      | 2026-09-24      | 1.8750%  | 0.0000% | $545000.00         | $541085.86         | Agency Mortgage-Backed Securities |
| 6.03 FNPR A 10/27                       | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $90926.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9912                    | 2052-10-01      | 5.0000%  | 0.0000% | $10029461.78       | $10225012.89       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2517                    | 2046-01-01      | 3.5000%  | 0.0000% | $105669.49         | $99815.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183                    | 2047-11-01      | 4.0000%  | 0.0000% | $9954.97           | $9676.06           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3697                    | 2039-07-01      | 3.0000%  | 0.0000% | $296738.25         | $279892.42         | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 KG                         | 2028-12-08      | 4.0000%  | 0.0000% | $12850000.00       | $13048565.34       | Agency Mortgage-Backed Securities |
| 3.25 FHLB 28 G4973                      | 2028-11-16      | 3.2500%  | 0.0000% | $95000.00          | $94854.22          | Agency Mortgage-Backed Securities |
| 2.75 FHLB 29 EQ                         | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $38986.12          | Agency Mortgage-Backed Securities |
| 2.875 FHLB 34 AC                        | 2034-06-09      | 2.8750%  | 0.0000% | $15000.00          | $13621.45          | Agency Mortgage-Backed Securities |
| 1.50 FHLB 31 HG                         | 2031-03-14      | 1.5000%  | 0.0000% | $875000.00         | $787341.04         | Agency Mortgage-Backed Securities |
| 4.125 FHLB 29 QY                        | 2029-09-14      | 4.1250%  | 0.0000% | $50000.00          | $51474.22          | Agency Mortgage-Backed Securities |
| 4.25 FHLB 32 HG                         | 2032-09-10      | 4.2500%  | 0.0000% | $50000.00          | $51475.66          | Agency Mortgage-Backed Securities |
| 4.875 FHLB 32 HN                        | 2032-09-10      | 4.8750%  | 0.0000% | $36000000.00       | $38469321.00       | Agency Mortgage-Backed Securities |
| 4.25 FHLB 27 KN                         | 2027-12-10      | 4.2500%  | 0.0000% | $12190000.00       | $12394330.81       | Agency Mortgage-Backed Securities |
| 4.00 FHLB 28 G6378                      | 2028-06-30      | 4.0000%  | 0.0000% | $135000.00         | $136696.01         | Agency Mortgage-Backed Securities |
| 4.375 FHLB 28 I4                        | 2028-09-08      | 4.3750%  | 0.0000% | $10000000.00       | $10349406.39       | Agency Mortgage-Backed Securities |
| 4.946 FHLB 26 EX                        | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10173.44          | Agency Mortgage-Backed Securities |
| 4.715 FHLB 27 TL                        | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10197.85          | Agency Mortgage-Backed Securities |
| 4.125 FHLB 27 G6795                     | 2027-01-15      | 4.1250%  | 0.0000% | $30000000.00       | $30761785.00       | Agency Mortgage-Backed Securities |
| FHFR 03SO 02/26 8160                    | 2026-02-25      | 3.7800%  | 0.0000% | $29000000.00       | $29110983.00       | Agency Mortgage-Backed Securities |
| FHFR 03SO 03/26 8258                    | 2026-03-17      | 3.8050%  | 0.0000% | $75000.00          | $75108.76          | Agency Mortgage-Backed Securities |
| GNMI SF 613825 X                        | 2033-07-15      | 6.0000%  | 0.0000% | $1343.93           | $1381.89           | Agency Mortgage-Backed Securities |

### Security 249: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.830000%
- **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: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 910QDQ001_3.83_0102
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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 CLAL7521 | 2039-06-01      | 5.0000%  | 0.0000% | $11049.56          | $11272.70          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9554 | 2031-12-01      | 3.0000%  | 0.0000% | $33.14             | $32.64             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO9876 | 2042-07-01      | 3.5000%  | 0.0000% | $15423.47          | $14794.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO9944 | 2042-07-01      | 3.5000%  | 0.0000% | $699.31            | $667.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2095 | 2048-07-01      | 4.5000%  | 0.0000% | $26788.32          | $26753.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $389793.34         | $393379.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  | 0.0000% | $1567.59           | $1398.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5540 | 2050-04-01      | 3.0000%  | 0.0000% | $2471.10           | $2237.10           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6840 | 2035-09-01      | 2.0000%  | 0.0000% | $119428.92         | $111134.18         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $137.86            | $128.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7051 | 2050-09-01      | 3.0000%  | 0.0000% | $9543.45           | $8580.14           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8118 | 2050-12-01      | 2.0000%  | 0.0000% | $19260.07          | $15801.09          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0805 | 2051-06-01      | 1.5000%  | 0.0000% | $6036.71           | $4695.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0095 | 2051-04-01      | 3.0000%  | 0.0000% | $34089.96          | $30355.71          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0759 | 2036-06-01      | 2.0000%  | 0.0000% | $115573.87         | $107324.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $46810.82          | $41762.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $694586.57         | $602679.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  | 0.0000% | $12273.34          | $10022.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  | 0.0000% | $238.70            | $206.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  | 0.0000% | $27.80             | $25.90             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA4027 | 2040-05-01      | 3.5000%  | 0.0000% | $436.37            | $419.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4033 | 2050-05-01      | 5.0000%  | 0.0000% | $32648.83          | $33263.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $10807.71          | $10948.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4239 | 2051-01-01      | 3.0000%  | 0.0000% | $2961.85           | $2654.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $1853.72           | $1652.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $58792.82          | $59044.25          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $104.17            | $100.00            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4503 | 2031-12-01      | 1.5000%  | 0.0000% | $15618.12          | $14773.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $5980.52           | $5325.71           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA4650 | 2032-05-01      | 3.0000%  | 0.0000% | $22725.60          | $22167.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4660 | 2042-07-01      | 3.0000%  | 0.0000% | $8928.06           | $8371.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $5436.09           | $5063.78           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $99913.52          | $103286.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  | 0.0000% | $60719.93          | $59803.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL725866 | 2034-09-01      | 4.5000%  | 0.0000% | $153.96            | $154.42            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745405 | 2035-12-01      | 5.5000%  | 0.0000% | $31.76             | $32.40             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0866 | 2053-09-01      | 5.5000%  | 0.0000% | $10415.36          | $10646.10          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5765 | 2053-12-01      | 7.5000%  | 0.0000% | $11579.32          | $12338.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7695 | 2053-12-01      | 5.5000%  | 0.0000% | $1308.28           | $1334.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0816 | 2054-04-01      | 5.5000%  | 0.0000% | $165323.69         | $168767.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8317 | 2054-04-01      | 5.0000%  | 0.0000% | $29080.89          | $29407.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  | 0.0000% | $504194.80         | $513631.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  | 0.0000% | $62103.36          | $63773.84          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB9576 | 2039-08-01      | 6.5000%  | 0.0000% | $48610.53          | $51182.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $18714.61          | $18483.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  | 0.0000% | $951921.23         | $969076.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8636 | 2055-12-01      | 6.0000%  | 0.0000% | $539957.17         | $562401.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8665 | 2055-12-01      | 5.5000%  | 0.0000% | $42481.67          | $43576.48          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9876 | 2056-01-01      | 6.5000%  | 0.0000% | $36388.50          | $38235.35          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9677 | 2056-01-01      | 6.5000%  | 0.0000% | $77865.20          | $81966.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $1251474.65        | $1165763.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0426 | 2040-02-01      | 5.5000%  | 0.0000% | $2624173.76        | $2704214.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0439 | 2052-08-01      | 3.5000%  | 0.0000% | $389264.97         | $362830.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0481 | 2054-09-01      | 5.0000%  | 0.0000% | $70542.33          | $71001.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  | 0.0000% | $289284.80         | $299101.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC2066 | 2054-10-01      | 4.5000%  | 0.0000% | $40714.07          | $40093.96          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3331 | 2054-09-01      | 5.0000%  | 0.0000% | $127061.59         | $127710.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDC6763 | 2039-12-01      | 4.0000%  | 0.0000% | $38124.09          | $37819.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8889 | 2054-12-01      | 5.5000%  | 0.0000% | $37285.45          | $38222.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0575 | 2055-04-01      | 6.0000%  | 0.0000% | $249054.13         | $261001.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0668 | 2040-08-01      | 5.5000%  | 0.0000% | $35052.77          | $36314.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0646 | 2055-08-01      | 6.0000%  | 0.0000% | $157758.68         | $165520.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  | 0.0000% | $75457.70          | $76936.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2562 | 2055-02-01      | 6.0000%  | 0.0000% | $77405.23          | $81118.44          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $145236.17         | $151670.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD5527 | 2055-06-01      | 5.0000%  | 0.0000% | $41986.93          | $42714.51          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD5598 | 2040-03-01      | 5.0000%  | 0.0000% | $33509.64          | $34156.90          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD5613 | 2040-03-01      | 6.5000%  | 0.0000% | $30132.19          | $31769.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6801 | 2055-06-01      | 6.0000%  | 0.0000% | $36171.67          | $38114.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9811 | 2055-05-01      | 6.0000%  | 0.0000% | $370106.10         | $382162.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD9483 | 2040-06-01      | 5.5000%  | 0.0000% | $32777.85          | $34121.62          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2771 | 2040-06-01      | 6.0000%  | 0.0000% | $50661.34          | $53108.99          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  | 0.0000% | $51338.09          | $53658.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  | 0.0000% | $863.54            | $873.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1646 | 2049-12-01      | 3.5000%  | 0.0000% | $1922732.66        | $1823874.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2365 | 2052-07-01      | 4.0000%  | 0.0000% | $1456460.16        | $1407484.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2739 | 2036-03-01      | 2.5000%  | 0.0000% | $207460.11         | $197901.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2857 | 2035-02-01      | 2.5000%  | 0.0000% | $169456.14         | $167316.47         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3444 | 2052-02-01      | 2.5000%  | 0.0000% | $359386.60         | $311243.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3692 | 2054-05-01      | 5.5000%  | 0.0000% | $435747.76         | $457817.66         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3920 | 2055-02-01      | 6.5000%  | 0.0000% | $2474074.73        | $2621598.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3935 | 2055-11-01      | 6.5000%  | 0.0000% | $2340784.93        | $2503030.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2075 | 2049-12-01      | 3.0000%  | 0.0000% | $885.57            | $804.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2274 | 2049-08-01      | 4.0000%  | 0.0000% | $53450.70          | $51901.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3553 | 2050-07-01      | 3.0000%  | 0.0000% | $13775.15          | $12550.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3016 | 2032-03-01      | 3.5000%  | 0.0000% | $107664.75         | $107490.62         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3048 | 2049-05-01      | 4.0000%  | 0.0000% | $226521.62         | $220331.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  | 0.0000% | $716.42            | $696.10            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  | 0.0000% | $1587.86           | $1642.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM3295 | 2032-12-01      | 2.0000%  | 0.0000% | $423.86            | $407.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3773 | 2048-11-01      | 3.5000%  | 0.0000% | $517.04            | $491.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  | 0.0000% | $9339.39           | $8757.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4537 | 2040-07-01      | 5.0000%  | 0.0000% | $50487.56          | $51618.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  | 0.0000% | $43845.01          | $45573.96          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5204 | 2055-07-01      | 6.0000%  | 0.0000% | $361014.42         | $374435.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6248 | 2055-10-01      | 6.0000%  | 0.0000% | $33588.13          | $35067.48          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6340 | 2055-08-01      | 6.0000%  | 0.0000% | $29478.48          | $30441.81          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6420 | 2055-07-01      | 7.0000%  | 0.0000% | $43321.43          | $46102.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6908 | 2055-12-01      | 5.5000%  | 0.0000% | $1356595.27        | $1383190.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9797 | 2055-09-01      | 6.0000%  | 0.0000% | $222019.79         | $229275.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9108 | 2055-10-01      | 6.0000%  | 0.0000% | $55889.51          | $58221.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0734 | 2055-10-01      | 5.5000%  | 0.0000% | $428991.91         | $437897.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1174 | 2055-09-01      | 6.0000%  | 0.0000% | $158426.99         | $164819.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1325 | 2055-10-01      | 6.0000%  | 0.0000% | $43271.08          | $45205.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2647 | 2040-11-01      | 5.5000%  | 0.0000% | $35142.68          | $36253.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1909 | 2055-10-01      | 5.5000%  | 0.0000% | $91102.45          | $93302.78          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2272 | 2055-09-01      | 6.0000%  | 0.0000% | $34992.18          | $36632.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4499 | 2055-12-01      | 5.5000%  | 0.0000% | $35770.00          | $37137.50          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3756 | 2055-11-01      | 5.0000%  | 0.0000% | $51957.97          | $52822.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3913 | 2055-11-01      | 5.5000%  | 0.0000% | $57717.36          | $59915.26          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4116 | 2055-11-01      | 6.0000%  | 0.0000% | $68714.68          | $71683.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5080 | 2055-11-01      | 5.5000%  | 0.0000% | $218927.45         | $224611.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6031 | 2051-02-01      | 2.0000%  | 0.0000% | $21028.66          | $17088.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $511.36            | $458.18            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6149 | 2036-02-01      | 2.0000%  | 0.0000% | $11487.51          | $10689.41          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7980 | 2051-07-01      | 2.5000%  | 0.0000% | $1147.88           | $979.99            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8067 | 2051-07-01      | 3.0000%  | 0.0000% | $159417.23         | $143948.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9152 | 2050-07-01      | 5.0000%  | 0.0000% | $1729.91           | $1760.96           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9387 | 2051-11-01      | 2.0000%  | 0.0000% | $952.18            | $785.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0007 | 2050-08-01      | 3.0000%  | 0.0000% | $6557.77           | $5861.59           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  | 0.0000% | $1383217.57        | $1124039.48        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | 0.0000% | $3417.44           | $3278.08           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  | 0.0000% | $3908.27           | $3183.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $358.06            | $354.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $12408.75          | $12027.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2119 | 2046-03-01      | 4.0000%  | 0.0000% | $440.08            | $432.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | 0.0000% | $2042.12           | $1915.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2190 | 2052-06-01      | 4.0000%  | 0.0000% | $14766.61          | $14270.04          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2369 | 2036-11-01      | 2.0000%  | 0.0000% | $4513.91           | $4194.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6061 | 2055-12-01      | 6.0000%  | 0.0000% | $133771.40         | $139198.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6335 | 2055-11-01      | 5.5000%  | 0.0000% | $51853.86          | $52966.04          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6524 | 2040-12-01      | 5.5000%  | 0.0000% | $34317.48          | $35392.97          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF6543 | 2040-12-01      | 6.0000%  | 0.0000% | $49606.62          | $51954.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF7442 | 2040-12-01      | 5.0000%  | 0.0000% | $37458.83          | $38214.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $253.14            | $246.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5224 | 2046-08-01      | 3.5000%  | 0.0000% | $75115.06          | $71487.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 I4BF0340 | 2059-01-01      | 5.0000%  | 0.0000% | $14961.56          | $15160.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7223 | 2048-10-01      | 4.5000%  | 0.0000% | $97428.41          | $97754.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK2023 | 2048-04-01      | 5.0000%  | 0.0000% | $413.86            | $421.18            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBK4844 | 2032-11-01      | 2.5000%  | 0.0000% | $6551.18           | $6360.43           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3051 | 2047-11-01      | 4.5000%  | 0.0000% | $29032.00          | $29031.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  | 0.0000% | $196.16            | $197.19            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3088 | 2050-08-01      | 3.0000%  | 0.0000% | $2106.12           | $1926.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  | 0.0000% | $27.11             | $24.14             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | 0.0000% | $4935.12           | $4893.67           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  | 0.0000% | $3657.14           | $3030.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  | 0.0000% | $2517.71           | $2555.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  | 0.0000% | $6688.59           | $6806.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $3513.71           | $3487.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4751 | 2053-05-01      | 3.5000%  | 0.0000% | $59689.38          | $55601.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $11409.41          | $10148.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5721 | 2048-04-01      | 3.0000%  | 0.0000% | $635236.44         | $589142.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5891 | 2047-05-01      | 3.5000%  | 0.0000% | $19093.98          | $18285.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6360 | 2047-07-01      | 3.5000%  | 0.0000% | $1343.87           | $1281.87           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  | 0.0000% | $11153.64          | $11667.34          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6892 | 2052-04-01      | 2.0000%  | 0.0000% | $5833.31           | $4759.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $7851.70           | $7917.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7351 | 2052-08-01      | 3.5000%  | 0.0000% | $92556.07          | $86217.06          | Agency Mortgage-Backed Securities |
| FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  | 0.0000% | $2761.79           | $2702.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0474 | 2048-10-01      | 5.0000%  | 0.0000% | $8041.71           | $8203.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5319 | 2049-03-01      | 4.5000%  | 0.0000% | $202840.70         | $203931.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7231 | 2050-01-01      | 3.5000%  | 0.0000% | $240663.70         | $227923.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBO9414 | 2053-06-01      | 6.0000%  | 0.0000% | $12553.01          | $12982.79          | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBP2499 | 2050-02-01      | 3.0000%  | 0.0000% | $1258.65           | $1153.79           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ6681 | 2036-10-01      | 2.0000%  | 0.0000% | $18393.33          | $17080.67          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ7391 | 2036-03-01      | 1.5000%  | 0.0000% | $1608.96           | $1459.41           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  | 0.0000% | $203783.97         | $189222.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2334 | 2052-03-01      | 2.5000%  | 0.0000% | $51905.82          | $44362.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8581 | 2039-07-01      | 6.0000%  | 0.0000% | $15398.05          | $16064.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0335 | 2045-03-01      | 5.5000%  | 0.0000% | $53718.84          | $55627.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0666 | 2055-07-01      | 6.0000%  | 0.0000% | $93298.50          | $97055.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1180 | 2055-10-01      | 4.5000%  | 0.0000% | $714472.98         | $706709.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL886294 | 2036-08-01      | 6.0000%  | 0.0000% | $200.46            | $212.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL887707 | 2036-04-01      | 6.0000%  | 0.0000% | $2085.34           | $2213.57           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  | 0.0000% | $288.99            | $307.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  | 0.0000% | $9512.91           | $9627.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL896004 | 2036-07-01      | 6.0000%  | 0.0000% | $406.20            | $418.85            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL906302 | 2037-01-01      | 6.0000%  | 0.0000% | $187.41            | $197.50            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253546 | 2030-11-01      | 7.5000%  | 0.0000% | $185.88            | $193.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  | 0.0000% | $1587.94           | $1655.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257500 | 2028-11-01      | 6.0000%  | 0.0000% | $28.23             | $29.11             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256962 | 2027-11-01      | 6.0000%  | 0.0000% | $54.83             | $56.54             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257007 | 2027-12-01      | 6.0000%  | 0.0000% | $169.20            | $174.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257238 | 2028-06-01      | 5.0000%  | 0.0000% | $60.86             | $61.57             | Agency Mortgage-Backed Securities |
| FNMS 07.000 ZL310017 | 2035-06-01      | 7.0000%  | 0.0000% | $160.20            | $169.06            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  | 0.0000% | $2282.20           | $1854.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  | 0.0000% | $77.03             | $71.75             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1743 | 2055-06-01      | 6.0000%  | 0.0000% | $5590.95           | $5818.95           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4656 | 2052-04-01      | 2.5000%  | 0.0000% | $6591.71           | $5627.50           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6196 | 2055-09-01      | 6.0000%  | 0.0000% | $506558.01         | $527217.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6368 | 2055-11-01      | 4.5000%  | 0.0000% | $81901.29          | $81027.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  | 0.0000% | $4583.28           | $4636.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1290 | 2052-10-01      | 5.0000%  | 0.0000% | $3920.06           | $3948.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1485 | 2052-06-01      | 5.0000%  | 0.0000% | $616762.52         | $621721.08         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  | 0.0000% | $2030.14           | $1934.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3929 | 2052-08-01      | 5.0000%  | 0.0000% | $152699.73         | $153563.81         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW4947 | 2053-02-01      | 6.5000%  | 0.0000% | $24623.24          | $25895.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW4986 | 2053-02-01      | 5.5000%  | 0.0000% | $332443.68         | $340266.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6306 | 2052-08-01      | 5.0000%  | 0.0000% | $213.00            | $216.49            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX3205 | 2052-12-01      | 3.0000%  | 0.0000% | $18749.27          | $16676.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4940 | 2053-07-01      | 5.0000%  | 0.0000% | $29723.09          | $29871.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7557 | 2054-07-01      | 5.0000%  | 0.0000% | $36813.23          | $37223.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8581 | 2053-08-01      | 6.5000%  | 0.0000% | $175299.37         | $184169.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9021 | 2053-08-01      | 6.5000%  | 0.0000% | $2458.59           | $2586.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA0562 | 2047-10-01      | 5.0000%  | 0.0000% | $294.62            | $301.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0907 | 2047-12-01      | 3.5000%  | 0.0000% | $269.07            | $254.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1182 | 2048-02-01      | 3.5000%  | 0.0000% | $11970.10          | $11344.09          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA1574 | 2048-04-01      | 5.0000%  | 0.0000% | $8641.87           | $8836.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL973931 | 2038-04-01      | 5.5000%  | 0.0000% | $1646.58           | $1715.99           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL988123 | 2029-03-01      | 7.5000%  | 0.0000% | $350.68            | $353.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL994168 | 2038-11-01      | 5.5000%  | 0.0000% | $30.71             | $32.04             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995681 | 2038-05-01      | 6.0000%  | 0.0000% | $84.60             | $89.80             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995713 | 2038-10-01      | 6.0000%  | 0.0000% | $34.78             | $37.02             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  | 0.0000% | $1253.87           | $1271.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4684 | 2042-03-01      | 3.5000%  | 0.0000% | $2498.59           | $2398.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9465 | 2043-05-01      | 3.5000%  | 0.0000% | $50.64             | $48.53             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  | 0.0000% | $1205.94           | $1215.36           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1689 | 2033-12-01      | 4.0000%  | 0.0000% | $2485.64           | $2478.79           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2537 | 2046-02-01      | 3.5000%  | 0.0000% | $7075.83           | $6683.80           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2801 | 2026-11-01      | 2.5000%  | 0.0000% | $132717.05         | $132022.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  | 0.0000% | $720.93            | $691.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $18.91             | $18.88             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3128 | 2037-09-01      | 3.5000%  | 0.0000% | $7070.23           | $6872.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA3317 | 2048-01-01      | 3.5000%  | 0.0000% | $4747.18           | $4484.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $39091.38          | $34932.76          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4473 | 2041-11-01      | 1.5000%  | 0.0000% | $36084.22          | $30562.43          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4491 | 2051-12-01      | 1.5000%  | 0.0000% | $1087.67           | $843.61            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $20.10             | $18.12             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ8803 | 2043-01-01      | 3.5000%  | 0.0000% | $1301.79           | $1242.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9047 | 2042-12-01      | 3.5000%  | 0.0000% | $27121.73          | $26106.88          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $496.07            | $458.92            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  | 0.0000% | $1072.02           | $991.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAS0271 | 2033-07-01      | 3.0000%  | 0.0000% | $2827.69           | $2728.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3049 | 2044-08-01      | 4.0000%  | 0.0000% | $16139.92          | $15841.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5564 | 2045-08-01      | 3.5000%  | 0.0000% | $473905.54         | $452244.11         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS7855 | 2031-09-01      | 2.0000%  | 0.0000% | $2487.29           | $2389.05           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8966 | 2047-03-01      | 4.0000%  | 0.0000% | $106.99            | $104.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  | 0.0000% | $27.78             | $27.78             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6546 | 2043-06-01      | 4.0000%  | 0.0000% | $594.20            | $584.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $597.61            | $587.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6705 | 2053-07-01      | 6.5000%  | 0.0000% | $665020.52         | $708946.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6830 | 2053-07-01      | 4.5000%  | 0.0000% | $282505.09         | $277921.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7300 | 2053-10-01      | 5.5000%  | 0.0000% | $256025.48         | $264113.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7402 | 2038-10-01      | 6.0000%  | 0.0000% | $53223.27          | $55559.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | 0.0000% | $7844.27           | $7940.33           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8173 | 2054-03-01      | 6.5000%  | 0.0000% | $1168039.48        | $1229932.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $2034.96           | $1944.35           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $73067.20          | $74664.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $5487.19           | $5248.13           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | 0.0000% | $73021.46          | $76355.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $401.15            | $402.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $74.83             | $77.18             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $263.27            | $271.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5598 | 2045-01-01      | 5.5000%  | 0.0000% | $245503.65         | $251467.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $827119.56         | $829933.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5684 | 2040-04-01      | 5.5000%  | 0.0000% | $2309248.96        | $2379688.75        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5738 | 2055-06-01      | 7.0000%  | 0.0000% | $300000.11         | $317044.12         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  | 0.0000% | $75405.14          | $79328.52          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $3884.45           | $4010.88           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5787 | 2045-06-01      | 7.5000%  | 0.0000% | $11194.13          | $11947.61          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5831 | 2040-09-01      | 6.0000%  | 0.0000% | $25860.68          | $26985.74          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5912 | 2055-12-01      | 6.5000%  | 0.0000% | $1112078.34        | $1162229.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5944 | 2055-12-01      | 5.0000%  | 0.0000% | $12621301.77       | $12664235.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $164.79            | $166.80            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI2310 | 2041-05-01      | 4.5000%  | 0.0000% | $2323.21           | $2350.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ4895 | 2042-01-01      | 4.0000%  | 0.0000% | $1218.91           | $1198.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7688 | 2041-12-01      | 4.0000%  | 0.0000% | $5088.35           | $5007.59           | Agency Mortgage-Backed Securities |

### Security 250: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.850000%
- **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: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 910QDQ001_3.85_0105
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAL7589 | 2045-10-01      | 3.5000%  | 0.0000% | $6265.41           | $5979.00           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3645 | 2049-06-01      | 3.5000%  | 0.0000% | $994192.72         | $942816.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9441 | 2036-03-01      | 2.5000%  | 0.0000% | $230218.81         | $220011.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $721.08            | $642.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5337 | 2039-03-01      | 3.5000%  | 0.0000% | $330342.81         | $322509.28         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  | 0.0000% | $490097.30         | $463224.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $1791.44           | $1668.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8343 | 2054-04-01      | 6.0000%  | 0.0000% | $49920246.16       | $52472169.15       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9877 | 2040-01-01      | 5.0000%  | 0.0000% | $3571113.06        | $3654143.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9218 | 2056-01-01      | 6.5000%  | 0.0000% | $2746800.00        | $2897466.56        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD6407 | 2040-03-01      | 6.5000%  | 0.0000% | $992951.67         | $1047749.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD7803 | 2040-05-01      | 5.5000%  | 0.0000% | $1161792.55        | $1200220.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7925 | 2055-05-01      | 6.5000%  | 0.0000% | $1342535.80        | $1413978.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $22127273.34       | $22753969.35       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3467 | 2048-04-01      | 4.0000%  | 0.0000% | $16594104.99       | $16318648.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3628 | 2052-06-01      | 4.0000%  | 0.0000% | $14858595.83       | $14413674.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3631 | 2054-04-01      | 5.5000%  | 0.0000% | $60484385.97       | $61846393.51       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3927 | 2055-11-01      | 6.5000%  | 0.0000% | $34962212.00       | $37269181.92       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1800 | 2049-08-01      | 4.0000%  | 0.0000% | $64760.89          | $62891.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $6617101.37        | $5894910.92        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3896 | 2050-08-01      | 2.5000%  | 0.0000% | $91340.97          | $79196.03          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4838 | 2055-08-01      | 6.0000%  | 0.0000% | $3408116.55        | $3560490.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0731 | 2055-10-01      | 5.5000%  | 0.0000% | $1958645.76        | $2007876.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3849 | 2055-10-01      | 6.0000%  | 0.0000% | $2449868.56        | $2565154.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6240 | 2055-12-01      | 5.5000%  | 0.0000% | $4807486.86        | $4928507.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  | 0.0000% | $164345.79         | $155910.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0193 | 2052-01-01      | 2.5000%  | 0.0000% | $26404.91          | $22795.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  | 0.0000% | $36070.55          | $33774.86          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS1898 | 2042-05-01      | 2.0000%  | 0.0000% | $1878184.30        | $1637329.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6332 | 2055-12-01      | 5.5000%  | 0.0000% | $1015975.00        | $1044492.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3800 | 2038-01-01      | 3.5000%  | 0.0000% | $720585.55         | $701250.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK3182 | 2048-03-01      | 4.0000%  | 0.0000% | $2256098.71        | $2196973.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2491 | 2050-04-01      | 5.5000%  | 0.0000% | $211894.45         | $220404.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $188748.56         | $190791.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5204 | 2053-07-01      | 6.0000%  | 0.0000% | $20170032.97       | $21215344.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $64634.89          | $66104.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  | 0.0000% | $11075208.76       | $9246141.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  | 0.0000% | $4636421.77        | $4190212.54        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  | 0.0000% | $853881.53         | $774453.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $537979.10         | $540984.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9303 | 2054-10-01      | 6.0000%  | 0.0000% | $3894924.24        | $4028130.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0890 | 2055-08-01      | 6.5000%  | 0.0000% | $73546839.68       | $78021552.01       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1049 | 2055-09-01      | 6.5000%  | 0.0000% | $5822138.38        | $6218659.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1200 | 2055-10-01      | 5.0000%  | 0.0000% | $8933355.27        | $9030431.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1270 | 2055-10-01      | 6.5000%  | 0.0000% | $39088250.52       | $40827664.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $18933398.70       | $19364878.23       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  | 0.0000% | $93289.85          | $93360.03          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3539 | 2038-12-01      | 4.5000%  | 0.0000% | $479824.59         | $488258.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $9766231.85        | $9692815.83        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $639611.94         | $593958.78         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  | 0.0000% | $9132.95           | $8941.74           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7198 | 2053-07-01      | 6.0000%  | 0.0000% | $438217.22         | $453594.26         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $34043579.51       | $36116856.21       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  | 0.0000% | $106216.34         | $107147.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  | 0.0000% | $4122232.09        | $4339352.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5809 | 2035-08-01      | 4.5000%  | 0.0000% | $325201.52         | $328742.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  | 0.0000% | $2002812.86        | $2107026.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $5000003.11        | $5163138.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5941 | 2055-12-01      | 3.5000%  | 0.0000% | $20863990.00       | $19435050.11       | Agency Mortgage-Backed Securities |

### Security 251: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 910QDQ001_3.89_0223
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLAL9773 | 2047-01-01      | 3.0000%  | 0.0000% | $456307.53         | $418516.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9741 | 2029-02-01      | 3.0000%  | 0.0000% | $1407032.97        | $1393680.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8746 | 2046-06-01      | 3.5000%  | 0.0000% | $16832695.97       | $16044331.05       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA5270 | 2035-02-01      | 2.5000%  | 0.0000% | $7423060.22        | $7081401.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $731.30            | $702.57            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA8789 | 2036-02-01      | 2.0000%  | 0.0000% | $141926.75         | $131799.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  | 0.0000% | $300317.31         | $256829.36         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2221 | 2036-12-01      | 1.5000%  | 0.0000% | $113798.94         | $103708.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $718139.03         | $612449.31         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $15002219.23       | $12815095.69       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2503 | 2036-12-01      | 2.5000%  | 0.0000% | $438641.15         | $417824.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3164 | 2052-03-01      | 2.5000%  | 0.0000% | $464048.94         | $396612.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3424 | 2037-05-01      | 3.0000%  | 0.0000% | $27314.00          | $26624.35          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $53287111.77       | $43708415.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $3046.60           | $2730.60           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4229 | 2036-01-01      | 2.0000%  | 0.0000% | $5044345.49        | $4687895.22        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  | 0.0000% | $1581152.36        | $1468331.87        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $5460071.70        | $4966044.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $9727976.85        | $9772089.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  | 0.0000% | $124124.81         | $126442.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $17052.12          | $15197.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | 0.0000% | $1814027.68        | $1721046.67        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $75291.93          | $71440.77          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $36883.46          | $34357.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $6578.15           | $6637.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $19454438.32       | $20152658.11       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $382728.24         | $376991.14         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4939 | 2038-02-01      | 4.0000%  | 0.0000% | $22223.25          | $22033.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $5926599.12        | $5964154.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1121 | 2054-06-01      | 5.0000%  | 0.0000% | $243679.85         | $244597.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7825 | 2054-08-01      | 6.0000%  | 0.0000% | $662886.57         | $685536.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  | 0.0000% | $4709758.91        | $4734031.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9338 | 2054-10-01      | 6.0000%  | 0.0000% | $85550204.37       | $89450095.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9569 | 2039-11-01      | 6.0000%  | 0.0000% | $2018956.82        | $2114092.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $33830.38          | $33211.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8601 | 2056-01-01      | 5.0000%  | 0.0000% | $10818885.00       | $10869081.02       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8618 | 2056-01-01      | 4.5000%  | 0.0000% | $1268483.00        | $1251775.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3324 | 2054-09-01      | 5.0000%  | 0.0000% | $1696013.25        | $1708341.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5724 | 2054-11-01      | 5.0000%  | 0.0000% | $18054059.21       | $18182092.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2290 | 2055-02-01      | 6.0000%  | 0.0000% | $1166205.38        | $1207934.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7293 | 2055-06-01      | 5.5000%  | 0.0000% | $2177766.89        | $2235848.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE3881 | 2040-12-01      | 5.0000%  | 0.0000% | $99990.00          | $101786.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3287 | 2053-12-01      | 4.5000%  | 0.0000% | $4226346.14        | $4164303.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1112 | 2034-05-01      | 4.0000%  | 0.0000% | $7444.67           | $7482.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $10941.33          | $10837.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1468 | 2049-08-01      | 5.0000%  | 0.0000% | $29693.86          | $30279.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  | 0.0000% | $171021.61         | $153677.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4162 | 2050-08-01      | 3.0000%  | 0.0000% | $216420.97         | $195925.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6895 | 2040-11-01      | 5.0000%  | 0.0000% | $3248903.91        | $3331246.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0103 | 2055-10-01      | 6.0000%  | 0.0000% | $6129750.82        | $6457569.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0606 | 2055-09-01      | 6.0000%  | 0.0000% | $2567261.94        | $2677287.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2707 | 2055-10-01      | 5.5000%  | 0.0000% | $9104448.25        | $9318260.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM5575 | 2036-01-01      | 3.5000%  | 0.0000% | $2163.64           | $2123.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7120 | 2047-07-01      | 3.5000%  | 0.0000% | $746445.51         | $715398.36         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7595 | 2036-06-01      | 2.0000%  | 0.0000% | $32617.31          | $30324.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  | 0.0000% | $95566.02          | $90569.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $451286.90         | $390246.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0517 | 2048-08-01      | 3.0000%  | 0.0000% | $2969114.38        | $2711603.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2596 | 2052-03-01      | 2.5000%  | 0.0000% | $96819.05          | $82823.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2479 | 2051-01-01      | 2.5000%  | 0.0000% | $531539.04         | $461111.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5833 | 2055-11-01      | 4.5000%  | 0.0000% | $1159537.32        | $1142807.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3669 | 2047-06-01      | 4.5000%  | 0.0000% | $4314651.70        | $4291866.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  | 0.0000% | $911.22            | $923.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  | 0.0000% | $80194.61          | $79601.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $27747.29          | $26010.97          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  | 0.0000% | $76650.84          | $76068.47          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS5429 | 2038-03-01      | 4.0000%  | 0.0000% | $40372.93          | $40079.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJBM6059 | 2029-09-01      | 3.0000%  | 0.0000% | $86205.10          | $85659.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBM6152 | 2044-06-01      | 3.5000%  | 0.0000% | $36040.78          | $34402.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ4966 | 2035-10-01      | 2.0000%  | 0.0000% | $238154.32         | $221610.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4675 | 2051-08-01      | 2.5000%  | 0.0000% | $57746.60          | $49390.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU4003 | 2053-06-01      | 4.5000%  | 0.0000% | $20147096.07       | $19841021.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0044 | 2040-02-01      | 5.0000%  | 0.0000% | $3487664.77        | $3553137.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889117 | 2035-10-01      | 5.0000%  | 0.0000% | $4904.47           | $5004.09           | Agency Mortgage-Backed Securities |
| FNMS 07.000 K2255062 | 2033-11-01      | 7.0000%  | 0.0000% | $924.73            | $945.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257132 | 2028-03-01      | 5.0000%  | 0.0000% | $6220.44           | $6285.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1677 | 2045-04-01      | 6.0000%  | 0.0000% | $1056243.57        | $1097820.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV9019 | 2037-04-01      | 3.0000%  | 0.0000% | $25613.58          | $24789.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW1258 | 2052-10-01      | 3.0000%  | 0.0000% | $24731.61          | $22010.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5261 | 2053-02-01      | 5.0000%  | 0.0000% | $757854.34         | $761359.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  | 0.0000% | $482969.11         | $513724.43         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2633 | 2048-11-01      | 4.5000%  | 0.0000% | $382777.62         | $382058.00         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $2942.16           | $2980.66           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $1264.57           | $1279.05           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $27585.80          | $27618.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3215 | 2037-12-01      | 3.5000%  | 0.0000% | $430416.91         | $417819.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  | 0.0000% | $595.16            | $589.99            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3773 | 2039-09-01      | 4.0000%  | 0.0000% | $984.89            | $972.42            | Agency Mortgage-Backed Securities |
| FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  | 0.0000% | $612444.69         | $552725.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  | 0.0000% | $27088263.23       | $26373169.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $3403.12           | $3413.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $289361.76         | $287478.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  | 0.0000% | $20086.95          | $21036.40          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | 0.0000% | $106487771.91      | $109523667.30      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $33673478.51       | $34801472.69       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $958.18            | $892.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5598 | 2045-01-01      | 5.5000%  | 0.0000% | $680653.48         | $697187.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $3091801.24        | $3195098.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKMA5931 | 2055-11-01      | 6.0000%  | 0.0000% | $8766235.54        | $8945434.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAK4524 | 2042-03-01      | 4.5000%  | 0.0000% | $1431563.76        | $1444346.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $697.47            | $701.17            | Agency Mortgage-Backed Securities |

### Security 252: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.930000%
- **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: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 910QDQ001_3.93_0129
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLAL8832 | 2042-10-01      | 4.5000%  | 0.0000% | $1639.86           | $1661.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4030 | 2049-08-01      | 4.0000%  | 0.0000% | $29433.88          | $28489.45          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4175 | 2040-11-01      | 1.5000%  | 0.0000% | $220107128.40      | $188715449.80      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $1659.52           | $1711.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $1261954.80        | $1232054.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $205284898.85      | $206871066.90      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  | 0.0000% | $5176108.73        | $5528734.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9627 | 2054-12-01      | 4.5000%  | 0.0000% | $9782685.99        | $9722277.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8845 | 2056-01-01      | 5.5000%  | 0.0000% | $4115097.00        | $4216111.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4792 | 2055-03-01      | 6.0000%  | 0.0000% | $1161644.65        | $1216822.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0763 | 2055-07-01      | 6.0000%  | 0.0000% | $3674857.88        | $3858578.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1945 | 2055-07-01      | 5.0000%  | 0.0000% | $2489042.72        | $2503321.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3631 | 2054-04-01      | 5.5000%  | 0.0000% | $20826723.22       | $21295706.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2445 | 2050-02-01      | 3.0000%  | 0.0000% | $65422.09          | $58713.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  | 0.0000% | $489744.59         | $486510.15         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5474 | 2035-10-01      | 2.5000%  | 0.0000% | $323135.02         | $307767.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  | 0.0000% | $4934347.65        | $4276951.09        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6781 | 2047-09-01      | 4.0000%  | 0.0000% | $225399.66         | $217059.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0710 | 2035-02-01      | 3.0000%  | 0.0000% | $252731.95         | $245387.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1015 | 2047-04-01      | 3.5000%  | 0.0000% | $70796.90          | $67478.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $38023.60          | $36946.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2847 | 2052-08-01      | 4.0000%  | 0.0000% | $43559.03          | $41787.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5299 | 2053-05-01      | 4.5000%  | 0.0000% | $15864370.13       | $15633971.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $21925.81          | $20492.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | 0.0000% | $2825354.07        | $2890643.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT2752 | 2036-08-01      | 2.0000%  | 0.0000% | $66621.17          | $62077.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7762 | 2037-02-01      | 2.0000%  | 0.0000% | $645040.21         | $600588.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  | 0.0000% | $6669774.13        | $6971014.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  | 0.0000% | $28288.53          | $29747.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9247 | 2052-06-01      | 4.0000%  | 0.0000% | $923097.60         | $900312.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4147 | 2052-12-01      | 6.0000%  | 0.0000% | $94943.54          | $100379.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB5924 | 2042-08-01      | 3.0000%  | 0.0000% | $427859.56         | $393667.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3391 | 2033-06-01      | 3.0000%  | 0.0000% | $236079.99         | $231223.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5971 | 2030-10-01      | 3.0000%  | 0.0000% | $56065.08          | $55277.92          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6135 | 2045-11-01      | 4.0000%  | 0.0000% | $311691.96         | $303398.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6752 | 2046-02-01      | 3.5000%  | 0.0000% | $9487.65           | $9038.35           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7714 | 2038-12-01      | 6.5000%  | 0.0000% | $2313350.24        | $2435714.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $12670594.01       | $12741114.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $212889.82         | $219724.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  | 0.0000% | $6584134.78        | $6834222.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $12410149.23       | $12838497.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $774736.15         | $798306.98         | Agency Mortgage-Backed Securities |

### Security 253: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349309075.50
- **C.18.a - Value (excl. sponsor support):** $349309075.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18909726.63
- **C.18.a - Value (excl. sponsor support):** $18909726.63
- **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 255: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $277915366.40
- **C.18.a - Value (excl. sponsor support):** $277915366.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 256: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321691308.25
- **C.18.a - Value (excl. sponsor support):** $321691308.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345514449.00
- **C.18.a - Value (excl. sponsor support):** $345514449.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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 258: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1161745836.60
- **C.18.a - Value (excl. sponsor support):** $1161745836.60
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **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 260: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147336843.00
- **C.18.a - Value (excl. sponsor support):** $147336843.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1634053547.55
- **C.18.a - Value (excl. sponsor support):** $1634053547.55
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 262: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $649169254.50
- **C.18.a - Value (excl. sponsor support):** $649169254.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 263: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $648406882.50
- **C.18.a - Value (excl. sponsor support):** $648406882.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1006845386.20
- **C.18.a - Value (excl. sponsor support):** $1006845386.20
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346187807.00
- **C.18.a - Value (excl. sponsor support):** $346187807.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1087285848.00
- **C.18.a - Value (excl. sponsor support):** $1087285848.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $697316557.00
- **C.18.a - Value (excl. sponsor support):** $697316557.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1244355962.50
- **C.18.a - Value (excl. sponsor support):** $1244355962.50
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1392717676.00
- **C.18.a - Value (excl. sponsor support):** $1392717676.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $646149978.50
- **C.18.a - Value (excl. sponsor support):** $646149978.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690531562.00
- **C.18.a - Value (excl. sponsor support):** $690531562.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $690053161.00
- **C.18.a - Value (excl. sponsor support):** $690053161.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1132973778.50
- **C.18.a - Value (excl. sponsor support):** $1132973778.50
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $694449476.00
- **C.18.a - Value (excl. sponsor support):** $694449476.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1387968666.00
- **C.18.a - Value (excl. sponsor support):** $1387968666.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $297210111.00
- **C.18.a - Value (excl. sponsor support):** $297210111.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $717767168.00
- **C.18.a - Value (excl. sponsor support):** $717767168.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198420534.00
- **C.18.a - Value (excl. sponsor support):** $198420534.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $933811434.80
- **C.18.a - Value (excl. sponsor support):** $933811434.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 280: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $911566065.60
- **C.18.a - Value (excl. sponsor support):** $911566065.60
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1539697348.80
- **C.18.a - Value (excl. sponsor support):** $1539697348.80
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $791496294.05
- **C.18.a - Value (excl. sponsor support):** $791496294.05
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 283: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $147255769.50
- **C.18.a - Value (excl. sponsor support):** $147255769.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230363052.85
- **C.18.a - Value (excl. sponsor support):** $230363052.85
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 285: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $362424253.70
- **C.18.a - Value (excl. sponsor support):** $362424253.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97785148.00
- **C.18.a - Value (excl. sponsor support):** $97785148.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: 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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $140005699.40
- **C.18.a - Value (excl. sponsor support):** $140005699.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 288: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $340160357.60
- **C.18.a - Value (excl. sponsor support):** $340160357.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $410111122.30
- **C.18.a - Value (excl. sponsor support):** $410111122.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491363268.20
- **C.18.a - Value (excl. sponsor support):** $491363268.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $894565771.20
- **C.18.a - Value (excl. sponsor support):** $894565771.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 292: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 3.847100%
- **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):** $729985662.80
- **C.18.a - Value (excl. sponsor support):** $729985662.80
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400843120.00
- **C.18.a - Value (excl. sponsor support):** $400843120.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $401623672.00
- **C.18.a - Value (excl. sponsor support):** $401623672.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.752100%
- **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):** $299979270.00
- **C.18.a - Value (excl. sponsor support):** $299979270.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $688554204.70
- **C.18.a - Value (excl. sponsor support):** $688554204.70
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $632938490.10
- **C.18.a - Value (excl. sponsor support):** $632938490.10
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 298: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $332357295.08
- **C.18.a - Value (excl. sponsor support):** $332357295.08
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359736559.20
- **C.18.a - Value (excl. sponsor support):** $359736559.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $659012700.30
- **C.18.a - Value (excl. sponsor support):** $659012700.30
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $327267242.25
- **C.18.a - Value (excl. sponsor support):** $327267242.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.700100%
- **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):** $519849106.40
- **C.18.a - Value (excl. sponsor support):** $519849106.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.762100%
- **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):** $100033709.00
- **C.18.a - Value (excl. sponsor support):** $100033709.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 304: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 3.870000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 305: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 306: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 92571RAA4, C.4 - ISIN: US92571RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6550000.00
- **C.18.a - Value (excl. sponsor support):** $6550000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 307: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_3.78_0129
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $107.58            | $110.21            | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.4730%  | 0.0000% | $481.17            | $506.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $1127.76           | $1107.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $171233.06         | $169095.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $94.42             | $92.42             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $527.57            | $516.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $695.33            | $679.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $7845313.79        | $7887537.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $9922965.73        | $9675123.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $1820.12           | $1621.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1018.27           | $872.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8527 | 2050-12-01      | 2.5000%  | 0.0000% | $13259504.40       | $11380756.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $1484.17           | $1295.66           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $1868.77           | $1701.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $13220835.46       | $12309148.69       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1811799.64        | $1499720.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14647970.18       | $14540820.28       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $1119354.59        | $1007971.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1172007.41        | $1057046.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2024.71           | $1735.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $32984740.56       | $29404906.67       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $18063805.27       | $16850188.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2487.30           | $2543.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $777.46            | $794.81            | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $3965539.50        | $3889119.59        | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $256730.61         | $257781.32         | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $48747294.66       | $49529851.21       | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $73234779.20       | $74374556.45       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $3311372.49        | $3363090.60        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $44365945.05       | $44602415.54       | Agency Mortgage-Backed Securities  |
| GNII SF DO5960 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1022334.00        | $1084158.29        | Agency Mortgage-Backed Securities  |
| GNII SF DO7325 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1116170.00        | $1146757.89        | Agency Mortgage-Backed Securities  |
| GNII SF DO7327 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2118892.00        | $2175651.47        | Agency Mortgage-Backed Securities  |
| GNII SF DO7579 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.79           | Agency Mortgage-Backed Securities  |
| GNII SF DO8553 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $996.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2191575.19        | $2147987.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $128990.00         | $125597.99         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921 | 2048-11-01      | 4.5000%  | 0.0000% | $1848507.50        | $1854690.76        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $462989.91         | $429731.95         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $325.88            | $300.31            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.5000%  | 0.0000% | $30.62             | $30.43             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0458 | 2053-09-01      | 6.0000%  | 0.0000% | $331202.45         | $343024.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8219 | 2054-03-01      | 5.0000%  | 0.0000% | $4927998.11        | $4972205.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1577.22           | $1664.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $16515753.27       | $17488938.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $22753666.28       | $23804271.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $32336882.53       | $33528011.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $980.44            | $991.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $881637.00         | $888251.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $11789838.31       | $9813975.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $1196.73           | $1182.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15499647.26       | $15917801.91       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $917.12            | $791.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3720589.44        | $3678457.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $125969.97         | $126982.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $5037485.24        | $5306117.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2907 | 2053-05-01      | 6.5000%  | 0.0000% | $1106269.42        | $1180129.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1975.75           | $1992.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $6903639.00        | $6802445.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $1156.58           | $1001.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $1966.14           | $1829.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $676662.26         | $696578.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $46526552.49       | $48031701.96       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402 | 2055-03-01      | 6.5000%  | 0.0000% | $30238695.86       | $31633989.93       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $669565.40         | $688837.73         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1580746.79        | $1696103.36        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455 | 2054-05-01      | 7.0000%  | 0.0000% | $1833669.43        | $1953982.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $28572.41          | $29770.42          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $11938699.56       | $12592793.05       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $11012078.68       | $11432997.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154 | 2054-01-01      | 5.5000%  | 0.0000% | $1596.16           | $1633.00           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7300 | 2050-09-01      | 3.0000%  | 0.0000% | $933.16            | $843.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $15831009.53       | $16180880.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $521638.83         | $524575.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $18116234.26       | $15505908.33       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $1787.17           | $1514.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $21469279.88       | $21435487.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $719.48            | $672.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $24507602.15       | $23510714.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $32331852.41       | $31003444.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $24609651.70       | $24427786.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $975.66            | $1028.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $5700.45           | $5886.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M     | 2048-03-20      | 3.5000%  | 0.0000% | $639.80            | $596.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $13094352.55       | $11748645.94       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4890932.63        | $4771463.45        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4368326.70        | $4260710.06        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q38742 G | 2046-02-01      | 3.5000%  | 0.0000% | $217476.58         | $207881.66         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2165535.58        | $2164238.43        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3522299.39        | $3342125.56        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $2857636.20        | $2801727.50        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508 | 2051-06-01      | 2.5000%  | 0.0000% | $11320054.97       | $9810223.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3301691.17        | $2987964.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $2051.57           | $2008.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1769.21           | $1722.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $727.96            | $681.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $883.41            | $816.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $542.71            | $462.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $919.78            | $900.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $431.78            | $401.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $890558.88         | $764287.72         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24638793.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $472.94            | $462.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $1239.05           | $1215.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $263.63            | $258.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $15277137.35       | $14535686.95       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10080022.00       | $9544436.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3374725.47        | $3286555.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $288.08            | $289.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $27964182.07       | $27563147.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $4311.48           | $4345.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2782242.55        | $2441301.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $37114340.65       | $33024228.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $27226305.07       | $24652901.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $1546.43           | $1580.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $244.76            | $221.89            | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $3619.01           | $3138.34           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $3350.78           | $3424.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1409.30           | $1439.26           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0747 | 2053-04-01      | 5.0000%  | 0.0000% | $56247.28          | $57145.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6245793.10        | $6421008.41        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3831431.03        | $3284150.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $836.36            | $815.48            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491 | 2032-11-01      | 1.4557%  | 0.0000% | $5963.28           | $5024.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $3005910.41        | $2912262.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $202.23            | $183.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $20714.98          | $17204.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1911.38           | $1654.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $38365432.02       | $33194935.52       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $13045168.54       | $11213265.96       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $24878675.69       | $21325088.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $692.53            | $593.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $1381.19           | $1190.10           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $11945423.48       | $10378582.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $680.97            | $592.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13269949.20       | $11505966.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9043109.50        | $7820149.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $2199.20           | $1874.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $3022.94           | $2590.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1311.83           | $1073.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2028.89           | $1999.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $711.39            | $700.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $29935937.58       | $24694653.85       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $4011.31           | $3473.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $745382.34         | $778445.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $846.33            | $871.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9324944.58        | $8295284.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $25167643.20       | $24293579.33       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $14328098.66       | $14846775.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $2925.10           | $2959.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $32614616.10       | $33725241.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889992 | 2038-06-01      | 5.5000%  | 0.0000% | $132036.40         | $138645.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834 | 2048-01-01      | 4.0000%  | 0.0000% | $555.30            | $541.36            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $90692065.87       | $88965833.09       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $461.59            | $480.41            | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $56316.66          | $51010.83          | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $818.50            | $744.07            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $1981462.91        | $1814199.04        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2461.59           | $2316.59           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $4209427.72        | $3961460.15        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2726.05           | $2868.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $612796.84         | $620025.80         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25257772.98       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14232574.80       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1561000.00        | $1582062.75        | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 4.0300%  | 0.0000% | $3072000.00        | $3101501.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3752310.19        | $3394891.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $304834.49         | $284132.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $791.76            | $810.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $806.94            | $773.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5104668.55        | $5194366.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $677.08            | $707.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1099.85           | $1107.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $108089.81         | $110352.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $26016808.24       | $26135332.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $901.49            | $961.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $277526.21         | $279019.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $9848537.06        | $9486078.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $990.55            | $964.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $1327.63           | $1164.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $17192952.96       | $14045037.90       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2570934.28        | $2592301.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $2803.19           | $2736.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5652 | 2045-08-01      | 4.0000%  | 0.0000% | $1350.12           | $1320.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $510.15            | $499.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12646647.58       | $12028121.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $7256982.50        | $7108093.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8522 | 2046-12-01      | 3.0000%  | 0.0000% | $406.27            | $368.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $128.54            | $126.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $99844.59          | $98208.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $7500.87           | $7601.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $2551916.42        | $2602032.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $39888220.54       | $40270575.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $763.64            | $794.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5572027.35        | $5948911.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $307322.33         | $314898.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7472314.79        | $7892184.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4215596.95        | $4307356.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $840.52            | $862.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $884.48            | $895.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1499989.88        | $1501803.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $961.65            | $990.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $4378753.94        | $4395794.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $18976454.33       | $19534937.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $864.57            | $912.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $6893009.90        | $7347973.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $26031902.33       | $27220961.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $118484.66         | $122948.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7951 | 2054-02-01      | 4.5000%  | 0.0000% | $6589716.44        | $6528076.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $5416689.26        | $5587760.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $2815.38           | $2840.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2054191.63        | $2099575.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $26516771.49       | $27046081.60       | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $7494338.60        | $7072185.00        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $14488110.28       | $13373636.55       | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2351940.62        | $2438609.63        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C     | 2054-04-20      | 7.0000%  | 0.0000% | $326.91            | $338.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $679.41            | $665.61            | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $20100000.00       | $20317023.59       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $17600000.00       | $17670716.80       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  | 0.0000% | $9802000.00        | $9872278.83        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $2080900.00        | $2111703.71        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $7401900.00        | $7515560.47        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $12000000.00       | $11841879.12       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $288.77            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $14680400.00       | $14775188.26       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $153700.00         | $158016.51         | U.S. Treasuries (including strips) |

### Security 308: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $14.12             | $14.47             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 6.4730%  | 0.0000% | $72.53             | $76.42             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $6.98              | $7.04              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $459676.30         | $450050.83         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.4300%  | 0.0000% | $2.72              | $2.84              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661             | 2027-12-01      | 3.0300%  | 0.0000% | $23726.61          | $23430.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786             | 2042-06-01      | 3.5000%  | 0.0000% | $7.64              | $7.33              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406             | 2042-09-01      | 3.5000%  | 0.0000% | $43420.25          | $41587.73          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183             | 2048-08-01      | 4.0000%  | 0.0000% | $19.41             | $19.00             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $8222.39           | $8017.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $262946.79         | $234245.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573             | 2046-05-01      | 2.5000%  | 0.0000% | $1618435.23        | $1412865.36        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $420444.11         | $382703.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $591033.85         | $550277.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347             | 2051-12-01      | 2.0000%  | 0.0000% | $184380.02         | $152620.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641             | 2052-05-01      | 4.5000%  | 0.0000% | $520373.65         | $516567.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $482458.91         | $452802.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334             | 2041-05-01      | 2.5000%  | 0.0000% | $86550.00          | $77937.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $1382.24           | $1314.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366             | 2041-06-01      | 2.5000%  | 0.0000% | $241549.26         | $217856.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $49.08             | $42.07             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606             | 2042-05-01      | 2.0000%  | 0.0000% | $389941.05         | $339691.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $640964.08         | $577745.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $353119.35         | $329395.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701             | 2052-08-01      | 4.5000%  | 0.0000% | $302651.35         | $298271.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $532.99            | $545.02            | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M                 | 2055-01-20      | 4.5000%  | 0.0000% | $77.53             | $76.03             | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M                 | 2055-01-20      | 5.0000%  | 0.0000% | $2903.38           | $2915.26           | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                 | 2055-01-20      | 5.5000%  | 0.0000% | $61.68             | $62.67             | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M                 | 2055-04-20      | 5.0000%  | 0.0000% | $1423529.16        | $1428862.65        | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M                 | 2055-05-20      | 5.5000%  | 0.0000% | $46420.26          | $47145.27          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $4.06              | $3.98              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595             | 2043-01-01      | 3.5000%  | 0.0000% | $486804.09         | $464680.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $1583049.21        | $1541420.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $28774.29          | $26707.35          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $643011.47         | $592554.36         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.5000%  | 0.0000% | $35249.44          | $35023.09          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $583827.47         | $600363.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296             | 2054-04-01      | 6.0000%  | 0.0000% | $30822.73          | $32528.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $82997.11          | $84972.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819             | 2055-01-01      | 6.0000%  | 0.0000% | $1971679.03        | $2082225.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025             | 2054-08-01      | 6.5000%  | 0.0000% | $118043.78         | $124999.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007             | 2054-08-01      | 6.0000%  | 0.0000% | $1090766.72        | $1141130.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435             | 2054-11-01      | 5.0000%  | 0.0000% | $71.30             | $72.09             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0868             | 2055-03-01      | 6.0000%  | 0.0000% | $1861147.44        | $1942222.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296             | 2055-01-01      | 6.0000%  | 0.0000% | $75663.21          | $79122.23          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $8949.16           | $9016.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109             | 2055-02-01      | 4.5000%  | 0.0000% | $722756.01         | $714249.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047             | 2054-12-01      | 5.5000%  | 0.0000% | $70296.55          | $71868.97          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $498802.78         | $484306.58         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $140.21            | $130.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $1022942.33        | $918769.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $24612.66          | $21292.74          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $149383.53         | $147691.91         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $124.13            | $103.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $393625.36         | $396788.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489             | 2052-08-01      | 4.5000%  | 0.0000% | $368362.02         | $368807.37         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $1290021.45        | $1272820.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $105.16            | $108.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $865994.51         | $898400.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $263383.46         | $277428.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399             | 2053-02-01      | 6.0000%  | 0.0000% | $732980.33         | $770966.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $223948.30         | $229804.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005             | 2055-06-01      | 5.0000%  | 0.0000% | $71.74             | $72.36             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $662190.50         | $647225.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $690973.80         | $642986.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $471806.79         | $471502.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $2326913.86        | $2395402.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2443             | 2054-03-01      | 6.5000%  | 0.0000% | $1325011.62        | $1391664.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $212739.97         | $217280.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273             | 2053-11-01      | 5.5000%  | 0.0000% | $36569.34          | $37621.93          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $19893.01          | $20827.36          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $2283712.84        | $2362857.19        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455             | 2054-05-01      | 7.0000%  | 0.0000% | $92010.64          | $98047.77          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281             | 2054-09-01      | 6.0000%  | 0.0000% | $96091.63          | $99362.40          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578             | 2055-03-01      | 6.0000%  | 0.0000% | $131541.99         | $137057.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $1479104.85        | $1523639.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3719             | 2055-03-01      | 5.5000%  | 0.0000% | $1403776.67        | $1440658.56        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $3676238.56        | $3270514.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $1042987.97        | $1064127.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $63.87             | $65.85             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $702370.85         | $654266.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $115903.52         | $120333.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $67515.20          | $69647.42          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154             | 2054-01-01      | 5.5000%  | 0.0000% | $3630128.44        | $3713916.65        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $1019875.35        | $790709.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009             | 2055-09-01      | 5.0000%  | 0.0000% | $72.99             | $73.41             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $1301355.16        | $1161973.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $435468.97         | $388050.75         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $1502062.36        | $1299318.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $393830.70         | $324755.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $379738.42         | $338210.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $3573.18           | $3567.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $295008.17         | $252686.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $2753013.48        | $2775146.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656             | 2052-08-01      | 4.5000%  | 0.0000% | $1181198.83        | $1172469.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $246286.33         | $200868.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185             | 2055-05-01      | 6.5000%  | 0.0000% | $42856.17          | $45204.16          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643             | 2055-08-01      | 6.0000%  | 0.0000% | $2696943.01        | $2829627.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803             | 2055-09-01      | 6.5000%  | 0.0000% | $179.03            | $188.73            | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M                 | 2048-02-20      | 3.0000%  | 0.0000% | $11.11             | $10.15             | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M                 | 2048-03-20      | 3.5000%  | 0.0000% | $18.25             | $17.02             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $944953.51         | $974050.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653             | 2053-08-01      | 5.0000%  | 0.0000% | $57.16             | $58.31             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $1058476.14        | $1105731.81        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $398502.85         | $390620.60         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $792723.63         | $771346.51         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $648678.62         | $594993.98         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $13679.32          | $11787.75          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553             | 2050-08-01      | 2.5000%  | 0.0000% | $259159.79         | $222603.06         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $679401.60         | $582676.78         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $58.67             | $56.27             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226             | 2058-01-01      | 3.5000%  | 0.0000% | $32.12             | $29.68             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $31.43             | $29.25             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359             | 2048-07-01      | 4.0000%  | 0.0000% | $131717.00         | $128275.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3118             | 2052-10-01      | 5.5000%  | 0.0000% | $629334.08         | $650581.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425             | 2052-09-01      | 4.5000%  | 0.0000% | $969694.15         | $955787.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $382639.92         | $385676.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695             | 2053-05-01      | 5.0000%  | 0.0000% | $1241892.95        | $1263398.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6085             | 2053-10-01      | 6.5000%  | 0.0000% | $52.22             | $55.05             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672             | 2053-12-01      | 6.0000%  | 0.0000% | $42662.72          | $44438.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $676556.57         | $691480.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $2339015.90        | $2081249.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307             | 2052-03-01      | 3.0000%  | 0.0000% | $60.25             | $54.56             | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M                 | 2049-12-20      | 3.0000%  | 0.0000% | $410773.27         | $372393.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M                 | 2052-01-20      | 2.5000%  | 0.0000% | $52.64             | $45.65             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $1008427.40        | $912652.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $35115.77          | $32534.93          | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                 | 2053-05-20      | 5.5000%  | 0.0000% | $493774.61         | $504663.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $1110228.12        | $1063588.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M                 | 2052-08-20      | 3.0000%  | 0.0000% | $3079550.55        | $2791797.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M                 | 2052-09-20      | 4.0000%  | 0.0000% | $1134660.17        | $1086174.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $850872.79         | $868965.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $54.86             | $56.31             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330             | 2052-11-01      | 5.0000%  | 0.0000% | $55.98             | $56.43             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910             | 2052-12-01      | 5.0000%  | 0.0000% | $186670.18         | $188863.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $308.52            | $320.49            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327             | 2053-04-01      | 4.5000%  | 0.0000% | $63.67             | $62.65             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227             | 2053-08-01      | 6.0000%  | 0.0000% | $204938.92         | $215104.71         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894             | 2054-08-01      | 6.0000%  | 0.0000% | $1344500.46        | $1405983.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $485663.48         | $499287.95         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $22.20             | $19.99             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $13.72             | $13.24             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $1563891.81        | $1340989.27        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $502547.23         | $430763.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $497424.23         | $509143.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $195055.52         | $194302.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $19268.47          | $17492.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $616482.59         | $558104.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $1311523.98        | $1089247.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $461762.57         | $399673.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $1209728.66        | $1046693.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660             | 2051-02-01      | 2.0000%  | 0.0000% | $417329.88         | $339133.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $50.02             | $43.10             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814             | 2051-05-01      | 2.5000%  | 0.0000% | $421195.18         | $363124.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $41161.20          | $35829.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $784705.13         | $668877.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $54.96             | $47.10             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $765057.64         | $625929.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954             | 2052-10-01      | 4.5000%  | 0.0000% | $245833.15         | $242302.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $432362.55         | $441415.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301             | 2052-08-01      | 4.5000%  | 0.0000% | $332251.04         | $327238.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $1892252.11        | $1537762.65        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $679350.84         | $588343.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788             | 2054-06-01      | 6.0000%  | 0.0000% | $43612.23          | $45011.00          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798             | 2054-06-01      | 6.0000%  | 0.0000% | $272035.23         | $284101.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $220390.76         | $227037.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $4193.35           | $3730.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $2280273.45        | $2357244.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690             | 2054-11-01      | 5.0000%  | 0.0000% | $140.00            | $141.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289             | 2055-04-01      | 6.5000%  | 0.0000% | $2503835.76        | $2631447.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $2047282.54        | $2116998.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810             | 2037-11-01      | 6.0000%  | 0.0000% | $25062.85          | $25868.75          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.4370%  | 0.0000% | $1.97              | $1.96              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $515920.26         | $522434.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $1410595.81        | $1470104.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $3831205.25        | $3758282.09        | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $2331213.58        | $2426249.39        | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $1344259.04        | $1214564.92        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $1080414.60        | $876696.67         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $1347504.27        | $1217313.35        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $1414594.11        | $1277911.31        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $1279981.37        | $1159388.78        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $1132979.05        | $1029957.27        | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $132166.79         | $121010.02         | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $2089143.23        | $1966076.67        | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $1372315.92        | $1291475.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $1993322.81        | $2001839.62        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                 | 2054-10-20      | 5.0000%  | 0.0000% | $2686758.28        | $2697953.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $494427.66         | $506897.12         | Agency Mortgage-Backed Securities  |
| GNII SF AF1435 C                 | 2054-10-20      | 7.0000%  | 0.0000% | $713103.67         | $758570.68         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $1857203.10        | $1954457.40        | Agency Mortgage-Backed Securities  |
| GNII SF DH6183 C                 | 2055-01-20      | 5.5000%  | 0.0000% | $208141.56         | $214938.91         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4234 C                 | 2055-06-20      | 7.0000%  | 0.0000% | $470985.17         | $500984.25         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4236 C                 | 2055-05-20      | 7.0000%  | 0.0000% | $690240.17         | $734201.11         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4258 C                 | 2055-04-20      | 7.0000%  | 0.0000% | $276552.37         | $294166.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $960539.46         | $971870.63         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $1997.01           | $1874.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $1482761.73        | $1547647.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033             | 2054-05-01      | 6.0000%  | 0.0000% | $265290.38         | $276026.42         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8140             | 2054-06-01      | 6.0000%  | 0.0000% | $65.60             | $69.36             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $72.73             | $73.48             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $64000.00          | $64514.82          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $1296072.73        | $1313560.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $559267.70         | $505995.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $120.43            | $112.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835             | 2052-10-01      | 5.0000%  | 0.0000% | $58.61             | $59.64             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $795862.30         | $807291.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $229445.32         | $225900.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $30811.67          | $31456.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024             | 2053-06-01      | 5.0000%  | 0.0000% | $68.13             | $68.44             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $1016663.98        | $1060370.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558             | 2047-10-01      | 4.5000%  | 0.0000% | $74281.92          | $74810.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051             | 2048-07-01      | 4.5000%  | 0.0000% | $163348.08         | $164227.06         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 6.4050%  | 0.0000% | $2.47              | $2.56              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $360280.46         | $347020.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $493343.00         | $480243.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $427946.77         | $416949.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $312555.50         | $305090.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $96.56             | $84.71             | Agency Mortgage-Backed Securities  |
| GNII SF DM6326 C                 | 2055-11-20      | 6.5000%  | 0.0000% | $214940.23         | $226174.23         | Agency Mortgage-Backed Securities  |
| GNII SF DM6328 C                 | 2055-11-20      | 7.0000%  | 0.0000% | $264719.43         | $283519.09         | Agency Mortgage-Backed Securities  |
| GNII SF DM6329 C                 | 2055-11-20      | 7.0000%  | 0.0000% | $516480.47         | $553159.53         | Agency Mortgage-Backed Securities  |
| GNII SF DM6308 C                 | 2055-10-20      | 7.0000%  | 0.0000% | $164472.45         | $176754.98         | Agency Mortgage-Backed Securities  |
| GNII SF DM6309 C                 | 2055-10-20      | 7.0000%  | 0.0000% | $208360.94         | $223157.76         | Agency Mortgage-Backed Securities  |
| GNII SF DM6311 C                 | 2055-10-20      | 7.0000%  | 0.0000% | $352686.96         | $377733.49         | Agency Mortgage-Backed Securities  |
| GNII SF DM6312 C                 | 2055-10-20      | 7.5000%  | 0.0000% | $159440.32         | $173329.65         | Agency Mortgage-Backed Securities  |
| GNII SF DM6313 C                 | 2055-10-20      | 7.5000%  | 0.0000% | $556118.67         | $602532.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $442833.68         | $407535.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $639037.33         | $588495.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353             | 2045-12-01      | 4.0000%  | 0.0000% | $18.55             | $18.17             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $207572.19         | $197420.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429             | 2042-02-01      | 4.0000%  | 0.0000% | $284780.99         | $280114.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039             | 2052-07-01      | 5.0000%  | 0.0000% | $2547766.60        | $2568249.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $671637.92         | $680673.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $1884617.01        | $1921628.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794             | 2052-10-01      | 4.5000%  | 0.0000% | $48060.02          | $47320.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $115336.18         | $116441.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $2674690.31        | $2706740.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5470             | 2053-01-01      | 5.5000%  | 0.0000% | $3769.53           | $3862.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701             | 2053-02-01      | 6.0000%  | 0.0000% | $410869.78         | $431736.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095             | 2053-04-01      | 6.0000%  | 0.0000% | $36552.72          | $37875.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $210056.30         | $212573.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $569511.51         | $581907.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560             | 2053-06-01      | 5.5000%  | 0.0000% | $61.13             | $62.74             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $38511.01          | $38969.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $1960514.19        | $2019765.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992             | 2054-02-01      | 6.0000%  | 0.0000% | $62.88             | $66.36             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $895149.32         | $954232.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439             | 2053-11-01      | 6.0000%  | 0.0000% | $881820.25         | $922099.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $5942.06           | $6165.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $2056808.75        | $2121767.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $2210880.82        | $2230598.93        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $30563.33          | $28212.29          | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C                 | 2054-04-20      | 6.0000%  | 0.0000% | $1197423.13        | $1241548.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $774555.54         | $739326.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $476236.25         | $466270.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $485675.40         | $449987.97         | Agency Mortgage-Backed Securities  |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $363636.36         | $383816.05         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $15854.55          | $16124.41          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $7.27              | $7.43              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $7015847.27        | $7201370.83        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $1818181.82        | $1844887.00        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $21.82             | $22.02             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $728581.82         | $758575.51         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $21818.18          | $22141.85          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $65.45             | $66.70             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $14501.82          | $15182.71          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $2686443.64        | $2776626.78        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $7.27              | $7.50              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $21.82             | $20.61             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $240000.00         | $241205.22         | U.S. Treasuries (including strips) |
| 4  NOTE R 29                     | 2029-10-31      | 4.0000%  | 0.0000% | $574552.73         | $586687.47         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $170916.36         | $173121.55         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $620240.00         | $625054.92         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $608625.45         | $601020.07         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $7.27              | $7.04              | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $80.00             | $80.49             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $7265.45           | $7294.57           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $2800.00           | $2892.45           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $72712.73          | $76539.28          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $669083.64         | $602054.78         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $25520.00          | $25235.80          | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $146800.00         | $138431.31         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $290821.82         | $255262.89         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $690909.09         | $652037.47         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $14.55             | $13.74             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $727301.82         | $636109.25         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $10909.09          | $10423.79          | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $57767.27          | $52042.15          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $15738.18          | $15270.01          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $705389.09         | $701229.89         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $4450.91           | $4378.20           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $356290.91         | $354508.73         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $849367.27         | $805709.21         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $158807.27         | $155062.76         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $957214.55         | $957466.70         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $14487.27          | $14329.82          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $290909.09         | $285346.07         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $58749.09          | $58487.63          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $7.27              | $7.15              | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $72763.64          | $70253.65          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $4961345.45        | $4902429.26        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $395621.82         | $372134.84         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $314952.73         | $295083.54         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $363600.00         | $358112.70         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $72720.00          | $67290.94          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $509120.00         | $490056.79         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $727221.82         | $639679.00         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $7.27              | $6.36              | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $727258.18         | $693879.27         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $7.27              | $6.90              | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $1435403.64        | $1272002.67        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $244603.64         | $233687.30         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $295614.55         | $156910.11         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $218247.27         | $142699.72         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $234443.64         | $166240.52         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $14.55             | $9.27              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $366981.82         | $272357.43         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $2302523.64        | $1577100.90        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $7.27              | $5.45              | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $2378.18           | $2003.43           | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $1818181.82        | $1331049.09        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $532916.36         | $459308.49         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $945410.91         | $783045.80         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $72720.00          | $66810.28          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $3636363.64        | $2977015.83        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $205003.64         | $185759.69         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $50.91             | $51.47             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $989163.64         | $915734.56         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $277454.55         | $274505.76         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $29.09             | $26.93             | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $371127.27         | $348085.74         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $7.27              | $6.94              | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $72.73             | $71.76             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55                    | 2055-02-15      | 2.3750%  | 0.0000% | $76353.30          | $73467.01          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $1936727.27        | $1970971.52        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $5316.36           | $5354.78           | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $125032.73         | $129174.09         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $7.27              | $7.19              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $7.27              | $7.56              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $14.55             | $12.14             | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $1295134.55        | $1052210.24        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $136213.09         | $102016.21         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $7.27              | $6.41              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $50.91             | $45.08             | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $305156.36         | $238471.81         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $118429.09         | $85432.14          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $98909.09          | $70173.73          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $1202930.91        | $842968.02         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $22690.91          | $15210.43          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $106050.91         | $79128.54          | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-02-15      | 3.0000%  | 0.0000% | $883970.91         | $679194.63         | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $7.27              | $5.52              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $216589.09         | $155890.97         | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-02-15      | 3.0000%  | 0.0000% | $87.27             | $66.30             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $363643.64         | $279226.31         | U.S. Treasuries (including strips) |
| 3 BOND 49                        | 2049-02-15      | 3.0000%  | 0.0000% | $14.55             | $10.94             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $7.27              | $5.28              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                    | 2049-08-15      | 2.2500%  | 0.0000% | $29.09             | $18.60             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $1825010.91        | $1184826.20        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $32763.64          | $15847.85          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $14.55             | $7.28              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $285716.36         | $285110.95         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                 | 2028-11-15      | 3.5000%  | 0.0000% | $14.55             | $14.61             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $7.27              | $7.26              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $173141.82         | $173523.12         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-31      | 4.2500%  | 0.0000% | $162160.00         | $163286.69         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $1818181.82        | $1881099.39        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $356363.64         | $371083.89         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $225876.36         | $236744.07         | U.S. Treasuries (including strips) |

### Security 309: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_3.82_0102
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 3.3400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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

**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 AY 27                 | 2027-02-28      | 4.1250%  | 0.0000% | $28400.00          | $28991.54          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $11488000.00       | $11835706.53       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $16021100.00       | $16411756.74       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $98700500.00       | $100117736.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $5923900.00        | $6005020.06        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $7426200.00        | $7497885.56        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $1025500.00        | $1041843.08        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $300.00            | $303.24            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $15630300.00       | $15799063.37       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $21050100.00       | $21232965.11       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $17915700.00       | $18255382.56       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $11600.00          | $11819.94          | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $1086400.00        | $1105621.23        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $2106000.00        | $2143260.60        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $999400.00         | $1010319.74        | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $54800.00          | $55254.95          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $1333500.00        | $1345638.85        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $71999700.00       | $72288994.79       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $2999100.00        | $3011150.38        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                 | 2028-07-15      | 3.8750%  | 0.0000% | $11359700.00       | $11665338.59       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $18503900.00       | $18968694.54       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $8374200.00        | $8578157.28        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $15114400.00       | $15514077.64       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $28441200.00       | $28919175.70       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $7799900.00        | $7880105.21        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $79677100.00       | $80203194.24       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $77070000.00       | $77608494.87       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $199999500.00      | $201881326.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $12999900.00       | $13046835.17       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $20000.00          | $20823.34          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $328200.00         | $341711.09         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $100000000.00      | $101480307.20      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50338000.00       | $51703869.36       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                 | 2026-12-15      | 4.3750%  | 0.0000% | $4779200.00        | $4825955.28        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $9412400.00        | $9434236.77        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $929600.00         | $935685.16         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $38450000.00       | $39337063.23       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $10000000.00       | $10301774.35       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                 | 2027-02-15      | 4.1250%  | 0.0000% | $16999000.00       | $17375404.61       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26                 | 2026-02-28      | 4.6250%  | 0.0000% | $29999800.00       | $30505357.13       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.91            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                 | 2027-03-15      | 4.2500%  | 0.0000% | $8999700.00        | $9190495.03        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $77186900.00       | $79335615.35       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                 | 2026-03-31      | 4.5000%  | 0.0000% | $6457600.00        | $6544303.78        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $89021700.00       | $90974945.66       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $23391000.00       | $23678680.74       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $198000.00         | $200435.16         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $917600.00         | $955431.28         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $19952800.00       | $20561647.57       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                 | 2027-05-15      | 4.5000%  | 0.0000% | $176400.00         | $179763.46         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $12485000.00       | $12906386.45       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $531600.00         | $556559.62         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $300.00            | $305.44            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $150866000.00      | $154602800.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $184642000.00      | $188760439.80      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26                 | 2026-06-30      | 4.6250%  | 0.0000% | $2268500.00        | $2280536.66        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $78961800.00       | $81612524.88       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                 | 2026-07-31      | 4.3750%  | 0.0000% | $23047200.00       | $23577298.00       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $320000.00         | $329819.34         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $451100.00         | $467114.56         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $49998900.00       | $51773917.74       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $76931000.00       | $75326121.09       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $40000000.00       | $40200870.72       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $12500000.00       | $12433184.60       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                  | 2029-09-30      | 3.8750%  | 0.0000% | $76843500.00       | $78330187.82       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $6944000.00        | $7092628.16        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $113197000.00      | $114657483.20      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $19700.00          | $19909.83          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $58400.00          | $58965.49          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $4695600.00        | $4732051.94        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                  | 2030-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1010.10           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                  | 2030-01-31      | 3.5000%  | 0.0000% | $114150100.00      | $115303088.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $50546200.00       | $49914574.68       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $1247600.00        | $1232009.99        | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $36176400.00       | $37053122.86       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $6000000.00        | $6165987.98        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $39946600.00       | $40296335.99       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30                  | 2030-03-31      | 3.6250%  | 0.0000% | $20632000.00       | $20812634.97       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $1746900.00        | $1691615.29        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $20588100.00       | $19936541.69       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $11299400.00       | $11368859.96       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $11715600.00       | $11799280.80       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $24999800.00       | $25305597.55       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $900.00            | $936.53            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                 | 2028-10-31      | 4.8750%  | 0.0000% | $102700.00         | $107254.62         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $7913600.00        | $7850669.57        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $10000000.00       | $9524933.54        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $7188800.00        | $6468625.42        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $125054500.00      | $123661860.10      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $33430200.00       | $32956912.13       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $40716000.00       | $35737634.32       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $38602900.00       | $36431040.49       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26                 | 2026-08-31      | 0.7500%  | 0.0000% | $31125600.00       | $30634115.08       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $74300.00          | $70169.17          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-09-30      | 0.8750%  | 0.0000% | $29872400.00       | $29348035.98       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $18281700.00       | $17277595.71       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $21363800.00       | $18685105.01       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $2428300.00        | $2123828.18        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $96709900.00       | $92407645.52       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $6949800.00        | $6261027.91        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $99999900.00       | $95692610.38       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $49395703.04       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $274900.00         | $273279.10         | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $5453600.00        | $5421443.84        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $99999900.00       | $99499698.29       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $1065900.00        | $1040767.18        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $12395600.00       | $12276311.90       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $22222000.00       | $22008148.29       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                  | 2029-06-30      | 3.2500%  | 0.0000% | $52523900.00       | $51968302.19       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $37766200.00       | $37355738.06       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $31523200.00       | $31180590.10       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $20000000.00       | $19617542.32       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $10271900.00       | $10222617.99       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                  | 2028-11-15      | 3.1250%  | 0.0000% | $700.00            | $695.39            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $98.29             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $13300.00          | $13330.64          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $38676000.00       | $38682113.59       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $4999800.00        | $4827331.68        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $300.00            | $298.49            | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $19999700.00       | $19785071.95       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $22752800.00       | $22482609.49       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $23151000.00       | $22876080.85       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $2472200.00        | $2325432.28        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                  | 2026-10-31      | 1.6250%  | 0.0000% | $10126300.00       | $9992868.37        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $4999800.00        | $4684381.40        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $13211500.00       | $13002836.63       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $2000.00           | $1969.82           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $4858000.00        | $4746214.68        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $41380000.00       | $39830589.68       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $2400800.00        | $2297654.43        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $23124600.00       | $22069565.64       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $64193000.00       | $56097540.53       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $50000000.00       | $47705154.14       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $9147900.00        | $8678279.21        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $11948100.00       | $11297788.81       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $2883800.00        | $2726840.53        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26                  | 2026-01-31      | 0.3750%  | 0.0000% | $23444300.00       | $23416755.37       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $19485200.00       | $18488828.32       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $16000000.00       | $15181843.30       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.62             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                  | 2026-02-28      | 0.5000%  | 0.0000% | $330000.00         | $328854.93         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.87             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.87             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $1000.00           | $990.87            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $6070900.00        | $6027699.48        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $205000.00         | $205740.14         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $44674700.00       | $44963155.16       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $207449200.00      | $207703805.10      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $37400.00          | $37445.90          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $15667000.00       | $15701502.65       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $39545000.00       | $40275257.74       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $99999900.00       | $101141811.00      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $102200.00         | $103367.03         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $84681000.00       | $85812325.53       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $44903000.00       | $45502897.38       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $314800.00         | $317477.95         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $598700.00         | $601960.01         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $51800.00          | $52589.59          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $72999300.00       | $73817473.73       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $10164300.00       | $10413081.07       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27                 | 2027-11-15      | 4.1250%  | 0.0000% | $14999800.00       | $15255257.28       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $246000.00         | $248432.08         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $19999800.00       | $20197528.13       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                  | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $207.38            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $500.00            | $503.47            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $26063500.00       | $26965418.64       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $41631100.00       | $43071730.19       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $1039300.00        | $1082230.20        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $18499500.00       | $18933371.29       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $44033900.00       | $46152526.72       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $46399400.00       | $49122244.39       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $26464300.00       | $27302358.22       | U.S. Treasuries (including strips) |

### Security 310: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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

**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 3/8 NOTE G 32 | 2032-01-31      | 4.3750%  | 0.0000% | $1946354100.00     | $2040000082.00     | U.S. Treasuries (including strips) |

### Security 311: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 02/26/26                             | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| BILL 11/27/26                             | 2026-11-27      | 0.0000%  | 0.0000% | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                          | 2027-03-15      | 4.2500%  | 0.0000% | $2884000.00        | $2945141.25        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $102.23            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                           | 2028-05-31      | 3.6250%  | 0.0000% | $2074800.00        | $2087554.26        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $877.73            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $377.50            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $975900.00         | $864807.20         | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                             | 2050-11-15      | 1.6250%  | 0.0000% | $772800.00         | $410196.77         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-11-15      | 1.8750%  | 0.0000% | $28457700.00       | $15914331.18       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                             | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.93             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                             | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $168.48            | U.S. Treasuries (including strips) |
| 4 BOND 42                                 | 2042-11-15      | 4.0000%  | 0.0000% | $400.00            | $370.41            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-08-15      | 4.2500%  | 0.0000% | $450000.00         | $416552.62         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                             | 2055-11-15      | 4.6250%  | 0.0000% | $144900.00         | $141319.97         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                             | 2040-02-15      | 4.6250%  | 0.0000% | $1700.00           | $1754.44           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                             | 2040-05-15      | 4.3750%  | 0.0000% | $249692100.00      | $247880931.50      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41                             | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                             | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $88.55             | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-02-15      | 3.0000%  | 0.0000% | $925900.00         | $711410.64         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                             | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $1000.00           | $1006.46           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $700.00            | $710.67            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8071%  | 0.0000% | $600.00            | $604.52            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                          | 2029-11-30      | 4.1250%  | 0.0000% | $117261700.00      | $119847795.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $115528900.00      | $118773413.60      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.7001%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |

### Security 312: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G18681 G        | 2033-03-01      | 3.0000%  | 0.0000% | $2613.06           | $2563.10           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G        | 2031-08-01      | 4.0000%  | 0.0000% | $429.37            | $430.04            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C00635 G        | 2028-07-01      | 6.0000%  | 0.0000% | $1808.41           | $1866.63           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97616 G        | 2041-03-01      | 4.5000%  | 0.0000% | $99478.32          | $100667.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841        | 2029-02-01      | 4.0000%  | 0.0000% | $12.47             | $12.47             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063        | 2031-02-01      | 3.5000%  | 0.0000% | $715.39            | $712.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386        | 2035-12-01      | 2.5000%  | 0.0000% | $6685435.31        | $6377907.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645        | 2051-01-01      | 4.0000%  | 0.0000% | $836.24            | $803.39            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314        | 2036-04-01      | 1.5000%  | 0.0000% | $3266294.34        | $2970694.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1310        | 2051-08-01      | 2.0000%  | 0.0000% | $11392477.58       | $9303047.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2622        | 2052-01-01      | 2.5000%  | 0.0000% | $1437.76           | $1247.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3494        | 2052-05-01      | 3.0000%  | 0.0000% | $4695429.60        | $4209950.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3155        | 2052-03-01      | 2.0000%  | 0.0000% | $2299174.72        | $1868784.54        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278        | 2036-03-01      | 1.5000%  | 0.0000% | $1854653.13        | $1686844.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4568        | 2037-03-01      | 2.5000%  | 0.0000% | $631.25            | $599.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4582        | 2037-04-01      | 2.0000%  | 0.0000% | $14490.25          | $13446.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653        | 2052-07-01      | 3.0000%  | 0.0000% | $1649278.26        | $1470282.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737        | 2052-08-01      | 5.0000%  | 0.0000% | $89382.67          | $90046.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106        | 2053-08-01      | 5.0000%  | 0.0000% | $29093.17          | $29277.52          | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724        | 2033-09-01      | 7.5000%  | 0.0000% | $258.55            | $264.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346        | 2038-04-01      | 5.5000%  | 0.0000% | $124.90            | $130.81            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350        | 2038-04-01      | 4.5000%  | 0.0000% | $114.82            | $116.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945        | 2040-04-01      | 5.5000%  | 0.0000% | $84140.99          | $88123.75          | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090        | 2030-11-01      | 8.0000%  | 0.0000% | $235.37            | $242.73            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163        | 2031-07-01      | 7.0000%  | 0.0000% | $1415.98           | $1494.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573        | 2032-06-01      | 6.5000%  | 0.0000% | $2831.51           | $2954.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240        | 2028-03-01      | 5.0000%  | 0.0000% | $5.94              | $5.99              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241        | 2042-06-01      | 3.5000%  | 0.0000% | $2084.27           | $2004.99           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251        | 2043-06-01      | 4.0000%  | 0.0000% | $14193.46          | $13768.61          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355        | 2043-07-01      | 4.0000%  | 0.0000% | $30906.06          | $30370.62          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516        | 2043-07-01      | 4.0000%  | 0.0000% | $440307.12         | $431361.10         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684        | 2048-08-01      | 4.0000%  | 0.0000% | $6116910.26        | $5892232.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127        | 2048-08-01      | 5.0000%  | 0.0000% | $276478.76         | $282553.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304        | 2042-07-01      | 3.5000%  | 0.0000% | $5253.73           | $4962.94           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638        | 2043-02-01      | 3.5000%  | 0.0000% | $18476.20          | $17636.48          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G        | 2042-09-01      | 3.0000%  | 0.0000% | $122641.64         | $112093.96         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65099 G        | 2042-10-01      | 3.0000%  | 0.0000% | $36375.34          | $33246.73          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65134 G        | 2043-06-01      | 3.0000%  | 0.0000% | $107513.68         | $98266.11          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65229 G        | 2044-06-01      | 4.5000%  | 0.0000% | $79508.13          | $77703.78          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65491 G        | 2048-04-01      | 4.5000%  | 0.0000% | $306438.38         | $298231.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334        | 2042-07-01      | 3.5000%  | 0.0000% | $459180.23         | $441146.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383        | 2045-02-01      | 4.0000%  | 0.0000% | $118.92            | $115.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208        | 2046-04-01      | 3.5000%  | 0.0000% | $267505.02         | $251048.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211        | 2046-05-01      | 3.5000%  | 0.0000% | $102229.96         | $96313.67          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213        | 2046-07-01      | 3.5000%  | 0.0000% | $363961.41         | $342895.20         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222        | 2046-12-01      | 3.0000%  | 0.0000% | $231046.82         | $206335.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433        | 2048-06-01      | 3.5000%  | 0.0000% | $130746.82         | $123799.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441        | 2048-05-01      | 5.0000%  | 0.0000% | $301319.62         | $308205.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498        | 2048-06-01      | 4.0000%  | 0.0000% | $7743879.11        | $7541069.49        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712        | 2032-04-01      | 8.0000%  | 0.0000% | $6387.76           | $6766.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140        | 2038-05-01      | 6.5000%  | 0.0000% | $191192.22         | $202810.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254        | 2038-08-01      | 5.5000%  | 0.0000% | $21931.99          | $22976.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516        | 2039-01-01      | 5.5000%  | 0.0000% | $37264.92          | $39062.03          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549        | 2041-07-01      | 4.5000%  | 0.0000% | $3966473.44        | $3994119.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876        | 2038-11-01      | 5.5000%  | 0.0000% | $32342.31          | $33931.65          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079        | 2045-02-01      | 4.0000%  | 0.0000% | $12364.88          | $12132.47          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599        | 2045-01-01      | 3.5000%  | 0.0000% | $89.50             | $85.45             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634        | 2045-10-01      | 4.0000%  | 0.0000% | $44507.75          | $43309.71          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429        | 2047-11-01      | 4.0000%  | 0.0000% | $5052784.35        | $4879995.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP844834        | 2036-03-01      | 5.5000%  | 0.0000% | $5134.51           | $5152.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4922        | 2053-10-01      | 6.5000%  | 0.0000% | $142876.65         | $149825.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495        | 2054-05-01      | 6.0000%  | 0.0000% | $1424900.16        | $1471401.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6395        | 2054-08-01      | 6.0000%  | 0.0000% | $195431.96         | $203651.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250        | 2054-11-01      | 6.5000%  | 0.0000% | $2403210.70        | $2549481.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523        | 2054-05-01      | 5.0000%  | 0.0000% | $8187771.78        | $8308964.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8964        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8966        | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1036.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8987        | 2056-01-01      | 5.5000%  | 0.0000% | $2520521.00        | $2607033.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8990        | 2056-01-01      | 6.0000%  | 0.0000% | $2434932.00        | $2554745.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8992        | 2055-12-01      | 6.0000%  | 0.0000% | $2659324.00        | $2785602.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8994        | 2056-01-01      | 6.0000%  | 0.0000% | $2938250.00        | $3074543.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8998        | 2056-01-01      | 5.0000%  | 0.0000% | $5735558.00        | $5793611.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8149        | 2056-01-01      | 6.0000%  | 0.0000% | $3260597.00        | $3383899.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8150        | 2056-01-01      | 6.0000%  | 0.0000% | $1591395.00        | $1643215.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8171        | 2056-01-01      | 5.0000%  | 0.0000% | $1576914.00        | $1592876.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8174        | 2056-01-01      | 5.5000%  | 0.0000% | $1053000.00        | $1079968.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8703        | 2055-12-01      | 5.0000%  | 0.0000% | $50857.00          | $51702.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8828        | 2056-01-01      | 5.0000%  | 0.0000% | $5500660.00        | $5549339.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8829        | 2056-01-01      | 5.5000%  | 0.0000% | $8658664.00        | $8880294.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8830        | 2056-01-01      | 6.0000%  | 0.0000% | $5398952.00        | $5618003.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8833        | 2056-01-01      | 5.0000%  | 0.0000% | $12666871.00       | $12709959.48       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8835        | 2056-01-01      | 6.0000%  | 0.0000% | $3661253.00        | $3780452.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF8822        | 2055-12-01      | 6.5000%  | 0.0000% | $3270861.00        | $3440480.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9685        | 2056-01-01      | 5.0000%  | 0.0000% | $7680128.00        | $7748094.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9686        | 2056-01-01      | 5.5000%  | 0.0000% | $9944802.00        | $10199342.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9689        | 2056-01-01      | 5.5000%  | 0.0000% | $8202536.00        | $8363349.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290        | 2054-10-01      | 6.5000%  | 0.0000% | $847.93            | $887.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291        | 2054-07-01      | 6.5000%  | 0.0000% | $20462817.28       | $21552844.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752        | 2053-11-01      | 4.0000%  | 0.0000% | $29873006.74       | $28922278.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1286        | 2055-04-01      | 6.0000%  | 0.0000% | $4133378.00        | $4267816.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134        | 2054-12-01      | 5.0000%  | 0.0000% | $3845779.27        | $3907745.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632        | 2054-12-01      | 6.5000%  | 0.0000% | $1371811.64        | $1436158.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351        | 2055-03-01      | 5.5000%  | 0.0000% | $3110995.91        | $3192169.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294        | 2055-06-01      | 6.5000%  | 0.0000% | $39922.04          | $42295.51          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999        | 2055-06-01      | 6.5000%  | 0.0000% | $1462075.41        | $1561646.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010        | 2055-06-01      | 6.5000%  | 0.0000% | $1178.45           | $1246.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151        | 2055-06-01      | 6.5000%  | 0.0000% | $3565.36           | $3770.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516        | 2055-06-01      | 6.0000%  | 0.0000% | $408218.30         | $424433.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522        | 2055-06-01      | 6.0000%  | 0.0000% | $913433.10         | $944549.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843        | 2055-06-01      | 6.5000%  | 0.0000% | $1466.45           | $1551.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971        | 2055-06-01      | 6.0000%  | 0.0000% | $603548.36         | $624108.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998        | 2055-06-01      | 5.0000%  | 0.0000% | $982395.46         | $1003494.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999        | 2055-06-01      | 5.0000%  | 0.0000% | $1069231.28        | $1075018.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009        | 2055-06-01      | 6.5000%  | 0.0000% | $1293.89           | $1367.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044        | 2055-06-01      | 6.0000%  | 0.0000% | $2890744.22        | $2985060.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8512        | 2055-07-01      | 6.0000%  | 0.0000% | $58246.15          | $60144.97          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918        | 2055-08-01      | 6.0000%  | 0.0000% | $27583909.18       | $28641669.34       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888        | 2055-08-01      | 6.0000%  | 0.0000% | $2159756.12        | $2230071.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143        | 2055-08-01      | 6.0000%  | 0.0000% | $8047732.14        | $8321717.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433        | 2055-08-01      | 6.0000%  | 0.0000% | $4560189.45        | $4707665.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360        | 2055-08-01      | 6.5000%  | 0.0000% | $5907129.58        | $6193847.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721        | 2055-10-01      | 5.5000%  | 0.0000% | $174007.12         | $179198.51         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107        | 2055-10-01      | 6.0000%  | 0.0000% | $14845761.85       | $15350948.28       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6877        | 2055-11-01      | 6.0000%  | 0.0000% | $3837954.78        | $4014757.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8014        | 2055-10-01      | 5.0000%  | 0.0000% | $1626515.30        | $1645388.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8045        | 2055-11-01      | 5.0000%  | 0.0000% | $1033180.78        | $1041892.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8061        | 2055-11-01      | 5.0000%  | 0.0000% | $1278356.38        | $1294229.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8069        | 2055-10-01      | 6.0000%  | 0.0000% | $1097792.55        | $1154865.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8080        | 2055-11-01      | 5.0000%  | 0.0000% | $1794428.05        | $1822262.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8082        | 2055-11-01      | 5.0000%  | 0.0000% | $2523759.14        | $2547186.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8084        | 2055-11-01      | 6.0000%  | 0.0000% | $1126076.48        | $1172958.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ7618        | 2055-11-01      | 4.5000%  | 0.0000% | $1997.78           | $1971.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ7626        | 2055-11-01      | 5.0000%  | 0.0000% | $998.98            | $1010.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8118        | 2055-10-01      | 6.0000%  | 0.0000% | $3165268.52        | $3303498.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122        | 2055-11-01      | 6.5000%  | 0.0000% | $36360.56          | $38602.61          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8205        | 2055-11-01      | 6.5000%  | 0.0000% | $2148.25           | $2256.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9329        | 2055-11-01      | 5.0000%  | 0.0000% | $1162545.95        | $1177763.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9333        | 2055-11-01      | 5.0000%  | 0.0000% | $4336156.92        | $4359497.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZT2022        | 2034-05-01      | 2.5000%  | 0.0000% | $80672.05          | $77413.89          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843        | 2037-04-01      | 2.5000%  | 0.0000% | $2608768.78        | $2481417.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861        | 2037-02-01      | 2.5000%  | 0.0000% | $1156846.55        | $1100369.69        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0874        | 2038-04-01      | 3.5000%  | 0.0000% | $1329.55           | $1298.03           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0105        | 2034-10-01      | 2.5000%  | 0.0000% | $238.78            | $228.37            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646        | 2037-03-01      | 2.5000%  | 0.0000% | $13476.77          | $12789.88          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651        | 2037-04-01      | 3.0000%  | 0.0000% | $485568.56         | $470296.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711        | 2037-07-01      | 3.0000%  | 0.0000% | $1431657.04        | $1386774.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1739        | 2040-11-01      | 6.0000%  | 0.0000% | $669184.00         | $702633.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979        | 2038-01-01      | 3.5000%  | 0.0000% | $706.65            | $689.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180        | 2039-05-01      | 6.0000%  | 0.0000% | $1393.98           | $1460.19           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132        | 2036-12-01      | 2.0000%  | 0.0000% | $606.47            | $563.16            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122        | 2036-10-01      | 1.5000%  | 0.0000% | $603502.19         | $547296.22         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8160        | 2037-06-01      | 3.0000%  | 0.0000% | $45194.21          | $43654.89          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8175        | 2037-09-01      | 2.5000%  | 0.0000% | $52147.45          | $49474.54          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512        | 2036-05-01      | 2.0000%  | 0.0000% | $4311.01           | $4004.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615        | 2051-01-01      | 4.5000%  | 0.0000% | $673873.76         | $667889.09         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0768        | 2051-11-01      | 2.5000%  | 0.0000% | $692.46            | $602.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098        | 2052-01-01      | 2.5000%  | 0.0000% | $868702.57         | $748126.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357        | 2052-08-01      | 5.0000%  | 0.0000% | $833780.20         | $848935.55         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1502        | 2052-07-01      | 4.0000%  | 0.0000% | $1842.99           | $1768.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640        | 2052-09-01      | 4.0000%  | 0.0000% | $48270.62          | $46503.59          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896        | 2052-11-01      | 4.0000%  | 0.0000% | $24514778.75       | $23762550.93       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254        | 2052-07-01      | 3.5000%  | 0.0000% | $10327.11          | $9659.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251        | 2053-07-01      | 6.0000%  | 0.0000% | $4184472.73        | $4369510.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086        | 2054-10-01      | 5.0000%  | 0.0000% | $8142755.15        | $8219261.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885        | 2055-01-01      | 6.0000%  | 0.0000% | $1051646.52        | $1111823.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359        | 2054-12-01      | 5.5000%  | 0.0000% | $988.75            | $1011.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381        | 2055-01-01      | 6.5000%  | 0.0000% | $1074601.47        | $1128269.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083        | 2055-02-01      | 6.0000%  | 0.0000% | $3632219.84        | $3760273.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7142        | 2055-09-01      | 6.0000%  | 0.0000% | $4150001.25        | $4291458.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926        | 2055-09-01      | 6.0000%  | 0.0000% | $2013280.30        | $2093638.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9898        | 2055-10-01      | 6.0000%  | 0.0000% | $1306191.28        | $1368855.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220        | 2055-05-01      | 6.0000%  | 0.0000% | $13500523.48       | $13938075.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9548        | 2055-11-01      | 5.0000%  | 0.0000% | $1692462.71        | $1709351.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9551        | 2055-10-01      | 5.5000%  | 0.0000% | $1223467.82        | $1258279.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9555        | 2055-11-01      | 5.5000%  | 0.0000% | $1348556.12        | $1382503.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578        | 2055-05-01      | 6.5000%  | 0.0000% | $994.33            | $1039.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9900        | 2055-10-01      | 6.0000%  | 0.0000% | $937522.39         | $983648.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319        | 2055-06-01      | 6.0000%  | 0.0000% | $19183841.43       | $19949526.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436        | 2055-06-01      | 5.5000%  | 0.0000% | $334427.74         | $341812.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698        | 2055-07-01      | 6.5000%  | 0.0000% | $30210614.21       | $31788957.68       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547        | 2055-07-01      | 6.5000%  | 0.0000% | $1721531.28        | $1799056.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4422        | 2055-11-01      | 5.5000%  | 0.0000% | $2804577.23        | $2893163.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4429        | 2055-11-01      | 5.5000%  | 0.0000% | $1677658.00        | $1714786.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4138        | 2055-07-01      | 6.0000%  | 0.0000% | $2555144.79        | $2664985.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593        | 2054-08-01      | 5.0000%  | 0.0000% | $1185.15           | $1196.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594        | 2049-08-01      | 5.0000%  | 0.0000% | $957.65            | $980.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2647        | 2055-08-01      | 5.5000%  | 0.0000% | $20023983.21       | $20613375.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2055        | 2055-07-01      | 6.0000%  | 0.0000% | $44409666.44       | $46220870.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060        | 2055-06-01      | 6.5000%  | 0.0000% | $7208045.02        | $7607267.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2336        | 2055-02-01      | 4.5000%  | 0.0000% | $965.53            | $959.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2340        | 2055-07-01      | 5.0000%  | 0.0000% | $952.39            | $965.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3500        | 2055-07-01      | 4.5000%  | 0.0000% | $36182185.51       | $35874202.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555        | 2055-11-01      | 6.5000%  | 0.0000% | $14745225.25       | $15602168.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3570        | 2055-01-01      | 5.5000%  | 0.0000% | $733286.89         | $749799.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3579        | 2055-11-01      | 5.0000%  | 0.0000% | $1034.73           | $1039.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3582        | 2055-11-01      | 6.0000%  | 0.0000% | $3019925.87        | $3186970.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3587        | 2055-11-01      | 6.0000%  | 0.0000% | $22399052.68       | $23371709.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3588        | 2055-11-01      | 6.0000%  | 0.0000% | $18310780.00       | $19091185.44       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3591        | 2055-11-01      | 6.0000%  | 0.0000% | $5466861.39        | $5677078.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106        | 2051-03-01      | 2.5000%  | 0.0000% | $983.78            | $843.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418        | 2054-10-01      | 6.5000%  | 0.0000% | $10602474.36       | $11212547.81       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3914        | 2052-04-01      | 2.5000%  | 0.0000% | $84768.00          | $73481.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3898        | 2055-12-01      | 5.0000%  | 0.0000% | $11270900.00       | $11399914.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3911        | 2052-03-01      | 2.0000%  | 0.0000% | $1008.00           | $834.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9685        | 2055-10-01      | 6.0000%  | 0.0000% | $4022521.25        | $4201354.50        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325        | 2052-07-01      | 3.5000%  | 0.0000% | $34940139.61       | $32929183.18       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333        | 2055-01-01      | 5.0000%  | 0.0000% | $18471434.99       | $18720054.35       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640        | 2052-09-01      | 4.0000%  | 0.0000% | $13802607.91       | $13302171.35       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926        | 2049-01-01      | 3.5000%  | 0.0000% | $19388086.10       | $18325302.32       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927        | 2048-11-01      | 3.5000%  | 0.0000% | $5512714.02        | $5265224.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943        | 2055-07-01      | 6.0000%  | 0.0000% | $1064.76           | $1108.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988        | 2055-08-01      | 6.0000%  | 0.0000% | $1828673.79        | $1902180.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311        | 2052-05-01      | 2.5000%  | 0.0000% | $13841575.14       | $11918514.35       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2281        | 2055-08-01      | 6.0000%  | 0.0000% | $74059570.82       | $77703005.47       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928        | 2055-01-01      | 7.0000%  | 0.0000% | $891.62            | $942.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2994        | 2055-10-01      | 6.0000%  | 0.0000% | $41065087.96       | $43123680.82       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3080        | 2055-10-01      | 6.5000%  | 0.0000% | $6192859.67        | $6542469.31        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057        | 2052-05-01      | 4.0000%  | 0.0000% | $23160870.42       | $22518071.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3300        | 2055-11-01      | 5.5000%  | 0.0000% | $11171341.54       | $11584684.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3301        | 2055-11-01      | 5.5000%  | 0.0000% | $39366781.71       | $40871629.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3302        | 2055-11-01      | 5.5000%  | 0.0000% | $15008937.17       | $15626379.82       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3304        | 2055-11-01      | 6.0000%  | 0.0000% | $29192432.00       | $30383045.34       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3305        | 2055-11-01      | 6.0000%  | 0.0000% | $15870890.67       | $16547323.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3298        | 2055-11-01      | 5.5000%  | 0.0000% | $32565564.44       | $33654176.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3299        | 2055-11-01      | 5.5000%  | 0.0000% | $40077881.36       | $41519135.40       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318        | 2055-10-01      | 6.5000%  | 0.0000% | $2297444.23        | $2415784.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3319        | 2055-11-01      | 6.0000%  | 0.0000% | $6870660.85        | $7134858.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321        | 2055-10-01      | 6.0000%  | 0.0000% | $15538628.20       | $16070934.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2680        | 2054-10-01      | 5.5000%  | 0.0000% | $56952537.15       | $58173789.37       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522        | 2052-06-01      | 3.5000%  | 0.0000% | $2185683.67        | $2035989.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936        | 2052-11-01      | 4.5000%  | 0.0000% | $2311918.80        | $2300763.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007        | 2053-09-01      | 5.0000%  | 0.0000% | $77815555.01       | $78384905.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462        | 2055-01-01      | 5.0000%  | 0.0000% | $1659984.06        | $1678112.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560        | 2053-02-01      | 4.0000%  | 0.0000% | $10030.69          | $9730.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220        | 2052-06-01      | 3.0000%  | 0.0000% | $809.61            | $720.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8240        | 2052-07-01      | 2.0000%  | 0.0000% | $5379575.81        | $4380301.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328        | 2053-06-01      | 4.5000%  | 0.0000% | $5916.63           | $5816.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454        | 2054-08-01      | 6.0000%  | 0.0000% | $46701.67          | $48199.40          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463        | 2054-09-01      | 6.0000%  | 0.0000% | $161586.33         | $166768.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743        | 2055-08-01      | 5.5000%  | 0.0000% | $35626559.42       | $36324994.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795        | 2055-07-01      | 5.0000%  | 0.0000% | $2076300.85        | $2088583.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6925        | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488        | 2055-09-01      | 5.5000%  | 0.0000% | $2105868.79        | $2147150.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7709        | 2055-08-01      | 6.5000%  | 0.0000% | $5450547.01        | $5737641.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7779        | 2055-08-01      | 6.0000%  | 0.0000% | $28474503.09       | $29658045.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109        | 2055-08-01      | 6.0000%  | 0.0000% | $10626618.39       | $11050758.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198        | 2055-10-01      | 6.0000%  | 0.0000% | $14431488.63       | $15007492.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0873        | 2055-11-01      | 5.5000%  | 0.0000% | $1152796.65        | $1177336.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196        | 2055-09-01      | 6.0000%  | 0.0000% | $2038795.16        | $2115239.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0543        | 2055-10-01      | 6.0000%  | 0.0000% | $1818794.25        | $1878230.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0512        | 2055-10-01      | 5.5000%  | 0.0000% | $1258656.08        | $1290243.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0566        | 2055-11-01      | 5.5000%  | 0.0000% | $5551591.65        | $5744666.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1212        | 2055-10-01      | 5.5000%  | 0.0000% | $1001.99           | $1026.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1372        | 2055-12-01      | 5.0000%  | 0.0000% | $68923.00          | $69400.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1368        | 2055-12-01      | 5.0000%  | 0.0000% | $1296441.00        | $1307863.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443        | 2055-10-01      | 6.0000%  | 0.0000% | $352361.05         | $366578.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1452        | 2055-10-01      | 5.5000%  | 0.0000% | $2359849.78        | $2419255.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1453        | 2055-10-01      | 5.5000%  | 0.0000% | $1826732.36        | $1872576.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2949        | 2055-11-01      | 4.5000%  | 0.0000% | $1002.00           | $987.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF3903        | 2040-11-01      | 6.0000%  | 0.0000% | $124133.96         | $129916.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4251        | 2055-11-01      | 5.0000%  | 0.0000% | $1080502.56        | $1094262.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5281        | 2055-10-01      | 6.0000%  | 0.0000% | $1347584.63        | $1391466.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5357        | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF4514        | 2040-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1037.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4803        | 2055-10-01      | 6.0000%  | 0.0000% | $1130620.75        | $1184309.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4821        | 2055-11-01      | 6.0000%  | 0.0000% | $1522728.19        | $1578192.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5014        | 2055-11-01      | 6.0000%  | 0.0000% | $4777944.97        | $5007176.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019        | 2055-11-01      | 6.5000%  | 0.0000% | $1622162.58        | $1737736.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5138        | 2055-12-01      | 5.5000%  | 0.0000% | $75378.00          | $78538.70          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5145        | 2055-12-01      | 5.0000%  | 0.0000% | $1167540.00        | $1185965.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5146        | 2055-12-01      | 5.0000%  | 0.0000% | $3369689.00        | $3416196.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5147        | 2055-12-01      | 5.0000%  | 0.0000% | $5588621.00        | $5661774.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5148        | 2055-12-01      | 5.0000%  | 0.0000% | $5839323.00        | $5907623.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF5216        | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1023.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5775        | 2055-12-01      | 5.0000%  | 0.0000% | $553144.00         | $561389.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8313        | 2051-07-01      | 2.5000%  | 0.0000% | $662.14            | $567.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9491        | 2051-11-01      | 2.5000%  | 0.0000% | $710.71            | $615.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037        | 2051-08-01      | 3.0000%  | 0.0000% | $115853.71         | $105133.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630        | 2052-02-01      | 3.0000%  | 0.0000% | $453427.27         | $407812.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654        | 2052-08-01      | 4.0000%  | 0.0000% | $792.99            | $760.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860        | 2052-05-01      | 4.0000%  | 0.0000% | $1172960.37        | $1125494.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157        | 2052-06-01      | 4.5000%  | 0.0000% | $7403690.74        | $7361334.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5274        | 2055-10-01      | 6.5000%  | 0.0000% | $29516817.97       | $30945333.58       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014        | 2055-06-01      | 6.0000%  | 0.0000% | $12227603.20       | $12623410.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0084        | 2055-12-01      | 5.0000%  | 0.0000% | $144903698.00      | $145396612.10      | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0029        | 2040-10-01      | 3.5000%  | 0.0000% | $977.51            | $953.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0031        | 2040-10-01      | 4.5000%  | 0.0000% | $132367.42         | $133079.29         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0056        | 2040-12-01      | 6.0000%  | 0.0000% | $1034.00           | $1078.92           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0047        | 2040-12-01      | 4.5000%  | 0.0000% | $91093372.29       | $91586825.09       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0053        | 2040-12-01      | 4.5000%  | 0.0000% | $4078700.00        | $4100639.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0850        | 2055-12-01      | 6.0000%  | 0.0000% | $5061466.00        | $5272205.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA0460        | 2055-12-01      | 6.5000%  | 0.0000% | $699804.00         | $737299.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0495        | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1764        | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0907        | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0910        | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1013.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0985        | 2055-12-01      | 6.0000%  | 0.0000% | $1039.00           | $1085.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1121        | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1123        | 2055-12-01      | 5.5000%  | 0.0000% | $3624143.00        | $3730824.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1133        | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1341        | 2055-12-01      | 5.0000%  | 0.0000% | $1330936.00        | $1350294.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1627        | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2569        | 2056-01-01      | 5.0000%  | 0.0000% | $1838196.00        | $1858174.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2667        | 2056-01-01      | 5.0000%  | 0.0000% | $3820854.00        | $3887071.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2672        | 2055-12-01      | 5.0000%  | 0.0000% | $2863561.00        | $2906805.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2675        | 2056-01-01      | 5.0000%  | 0.0000% | $6088350.00        | $6175417.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2691        | 2056-01-01      | 6.5000%  | 0.0000% | $2343973.00        | $2477013.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1826        | 2056-01-01      | 5.5000%  | 0.0000% | $1316972.00        | $1354525.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1858        | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1859        | 2056-01-01      | 6.0000%  | 0.0000% | $2901.00           | $3043.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1861        | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2168        | 2055-12-01      | 5.0000%  | 0.0000% | $1106655.00        | $1124086.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2169        | 2055-12-01      | 5.0000%  | 0.0000% | $2441331.00        | $2477723.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2172        | 2055-12-01      | 5.0000%  | 0.0000% | $4670947.00        | $4726838.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2173        | 2055-12-01      | 5.0000%  | 0.0000% | $2522348.00        | $2550211.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2187        | 2055-12-01      | 5.5000%  | 0.0000% | $2234147.00        | $2299914.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2440        | 2056-01-01      | 6.0000%  | 0.0000% | $2441000.00        | $2552604.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2459        | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1026.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2463        | 2056-01-01      | 5.0000%  | 0.0000% | $164172.00         | $165568.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2505        | 2055-12-01      | 6.0000%  | 0.0000% | $243939.00         | $253745.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2567        | 2056-01-01      | 5.0000%  | 0.0000% | $3010.00           | $3051.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2539        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2540        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA3518        | 2056-01-01      | 4.5000%  | 0.0000% | $349860.00         | $345657.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3525        | 2056-01-01      | 5.0000%  | 0.0000% | $1002.00           | $1013.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2714        | 2055-12-01      | 6.5000%  | 0.0000% | $4152338.00        | $4373315.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2717        | 2056-01-01      | 6.0000%  | 0.0000% | $5970160.00        | $6218667.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2750        | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2070.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2921        | 2055-12-01      | 5.0000%  | 0.0000% | $1417128.00        | $1441687.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2930        | 2056-01-01      | 5.0000%  | 0.0000% | $7590461.00        | $7677870.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2936        | 2056-01-01      | 5.0000%  | 0.0000% | $5213413.00        | $5268908.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2967        | 2056-01-01      | 5.0000%  | 0.0000% | $3132740.00        | $3160463.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3131        | 2056-01-01      | 5.5000%  | 0.0000% | $3341252.00        | $3426775.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3152        | 2055-12-01      | 5.0000%  | 0.0000% | $1075697.00        | $1086144.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3155        | 2056-01-01      | 5.0000%  | 0.0000% | $1119930.00        | $1133233.28        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA3156        | 2056-01-01      | 4.5000%  | 0.0000% | $1159730.00        | $1145798.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3239        | 2056-01-01      | 5.0000%  | 0.0000% | $2661960.00        | $2690335.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087        | 2053-11-01      | 6.0000%  | 0.0000% | $24060984.32       | $25035165.46       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G        | 2042-10-01      | 4.0000%  | 0.0000% | $184115.33         | $180434.93         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G        | 2043-08-01      | 4.0000%  | 0.0000% | $28187.84          | $27630.27          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G        | 2044-02-01      | 3.5000%  | 0.0000% | $649712.18         | $620882.29         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G        | 2043-06-01      | 3.5000%  | 0.0000% | $1156740.20        | $1105427.98        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7231        | 2050-02-01      | 4.0000%  | 0.0000% | $366.86            | $357.47            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0345        | 2051-03-01      | 2.0000%  | 0.0000% | $8644212.75        | $7187348.83        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160        | 2051-10-01      | 3.0000%  | 0.0000% | $14117.17          | $12671.71          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3220        | 2051-12-01      | 2.5000%  | 0.0000% | $731.55            | $634.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD5888        | 2052-02-01      | 3.5000%  | 0.0000% | $690.95            | $646.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951        | 2052-03-01      | 3.0000%  | 0.0000% | $4306759.34        | $3877056.73        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1068        | 2052-04-01      | 3.0000%  | 0.0000% | $747.11            | $669.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847        | 2052-05-01      | 4.5000%  | 0.0000% | $9287029.08        | $9186543.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890        | 2052-06-01      | 4.5000%  | 0.0000% | $1809213.17        | $1803022.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5980        | 2055-12-01      | 5.5000%  | 0.0000% | $1063.26           | $1103.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6017        | 2055-12-01      | 5.0000%  | 0.0000% | $7721611.00        | $7759351.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6018        | 2055-12-01      | 5.0000%  | 0.0000% | $1055091.00        | $1077750.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6057        | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $986.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6096        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6080        | 2056-01-01      | 5.5000%  | 0.0000% | $1064.00           | $1095.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6081        | 2055-12-01      | 5.5000%  | 0.0000% | $1016.00           | $1044.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6085        | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6086        | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6087        | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6093        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1015.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6095        | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6755        | 2056-01-01      | 6.5000%  | 0.0000% | $1140000.00        | $1193363.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8094        | 2055-12-01      | 5.5000%  | 0.0000% | $1067120.00        | $1102880.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF7752        | 2040-12-01      | 5.0000%  | 0.0000% | $1002.00           | $1025.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF7753        | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1026.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0702        | 2062-12-01      | 3.5000%  | 0.0000% | $1140.15           | $1041.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745        | 2063-06-01      | 4.0000%  | 0.0000% | $643728.36         | $602800.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182        | 2048-07-01      | 4.0000%  | 0.0000% | $305112.82         | $296469.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600        | 2042-08-01      | 4.5000%  | 0.0000% | $250.79            | $253.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477        | 2037-05-01      | 2.5000%  | 0.0000% | $2769722.97        | $2634339.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334        | 2052-03-01      | 2.5000%  | 0.0000% | $2839672.32        | $2460290.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284        | 2050-09-01      | 3.5000%  | 0.0000% | $771.07            | $723.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048        | 2052-01-01      | 3.5000%  | 0.0000% | $8526640.98        | $8047176.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5439        | 2053-08-01      | 6.0000%  | 0.0000% | $41770748.43       | $43641910.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432        | 2050-10-01      | 3.5000%  | 0.0000% | $11831601.92       | $11129297.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS7207        | 2039-02-01      | 6.0000%  | 0.0000% | $682.91            | $719.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS7514        | 2037-06-01      | 2.0000%  | 0.0000% | $39226.80          | $36428.23          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122        | 2053-10-01      | 4.5000%  | 0.0000% | $2712499.74        | $2664990.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016        | 2054-07-01      | 6.5000%  | 0.0000% | $3256737.57        | $3446086.46        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN6202        | 2036-05-01      | 2.5000%  | 0.0000% | $1339.06           | $1273.68           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6388        | 2051-12-01      | 2.5000%  | 0.0000% | $1408.68           | $1223.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310        | 2052-05-01      | 3.5000%  | 0.0000% | $18166978.12       | $17010934.58       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559        | 2052-06-01      | 4.0000%  | 0.0000% | $5123.46           | $4936.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615        | 2052-10-01      | 5.5000%  | 0.0000% | $6194.07           | $6348.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767        | 2053-03-01      | 5.0000%  | 0.0000% | $407853.47         | $414259.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2360        | 2049-10-01      | 4.0000%  | 0.0000% | $435.98            | $424.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ0240        | 2050-08-01      | 2.5000%  | 0.0000% | $122736.36         | $105449.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104        | 2050-04-01      | 4.5000%  | 0.0000% | $1273063.81        | $1229349.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ2143        | 2050-09-01      | 2.5000%  | 0.0000% | $21271426.95       | $18142683.66       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913        | 2051-12-01      | 2.0000%  | 0.0000% | $5551618.42        | $4519426.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBU1185        | 2037-02-01      | 2.0000%  | 0.0000% | $687.54            | $638.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493        | 2038-07-01      | 6.0000%  | 0.0000% | $210882.16         | $220154.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB1223        | 2045-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1031.25           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC2527        | 2037-03-01      | 2.5000%  | 0.0000% | $634.32            | $601.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952        | 2054-05-01      | 6.0000%  | 0.0000% | $2718180.72        | $2837345.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330        | 2054-05-01      | 5.5000%  | 0.0000% | $4180192.41        | $4269185.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4383        | 2040-10-01      | 5.0000%  | 0.0000% | $14213.09          | $14535.34          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4351        | 2040-10-01      | 5.0000%  | 0.0000% | $2695890.63        | $2759253.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4617        | 2040-12-01      | 5.0000%  | 0.0000% | $1002.00           | $1027.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4618        | 2040-12-01      | 5.0000%  | 0.0000% | $818898.00         | $839048.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4633        | 2040-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2042.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4743        | 2040-12-01      | 5.0000%  | 0.0000% | $2075412.00        | $2119600.98        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4650        | 2049-11-01      | 4.0000%  | 0.0000% | $416.92            | $406.73            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL251569        | 2028-03-01      | 7.0000%  | 0.0000% | $7.16              | $7.56              | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356        | 2030-07-01      | 8.0000%  | 0.0000% | $410.06            | $429.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693        | 2033-03-01      | 5.5000%  | 0.0000% | $349.72            | $360.32            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947        | 2031-07-01      | 8.0000%  | 0.0000% | $961.43            | $1016.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973        | 2031-07-01      | 6.5000%  | 0.0000% | $308.67            | $315.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477        | 2032-10-01      | 5.5000%  | 0.0000% | $1502.44           | $1565.23           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062        | 2033-11-01      | 7.0000%  | 0.0000% | $96.01             | $98.14             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478        | 2026-11-01      | 6.0000%  | 0.0000% | $7144.62           | $7367.24           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300        | 2037-01-01      | 1.5000%  | 0.0000% | $1066264.54        | $967414.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3869        | 2052-03-01      | 2.0000%  | 0.0000% | $946.60            | $769.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4633        | 2052-03-01      | 2.0000%  | 0.0000% | $418850.91         | $341374.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5975        | 2055-07-01      | 4.5000%  | 0.0000% | $2525170.17        | $2500080.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459        | 2052-04-01      | 3.0000%  | 0.0000% | $1173161.12        | $1044864.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521        | 2053-06-01      | 5.5000%  | 0.0000% | $2864917.94        | $2927514.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866        | 2047-12-01      | 4.0000%  | 0.0000% | $246485.99         | $239594.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868        | 2047-12-01      | 4.0000%  | 0.0000% | $3329110.39        | $3255578.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836        | 2049-11-01      | 4.0000%  | 0.0000% | $407418.36         | $394095.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078        | 2043-06-01      | 4.0000%  | 0.0000% | $15812.50          | $15550.07          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432        | 2043-08-01      | 2.5000%  | 0.0000% | $8250.44           | $7457.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453        | 2038-08-01      | 4.0000%  | 0.0000% | $240310.57         | $235288.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907        | 2028-11-01      | 3.5000%  | 0.0000% | $33.53             | $33.44             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984        | 2029-03-01      | 3.0000%  | 0.0000% | $333.24            | $329.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152        | 2044-12-01      | 4.0000%  | 0.0000% | $47621.37          | $46990.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347        | 2045-01-01      | 4.0000%  | 0.0000% | $42790.96          | $41733.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5458        | 2040-07-01      | 3.5000%  | 0.0000% | $135.16            | $130.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795        | 2047-06-01      | 3.5000%  | 0.0000% | $9201361.07        | $8726420.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890        | 2043-06-01      | 2.5000%  | 0.0000% | $22503.22          | $20455.86          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT7208        | 2043-06-01      | 4.0000%  | 0.0000% | $13707.28          | $13296.93          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394        | 2043-06-01      | 4.0000%  | 0.0000% | $35629.39          | $35008.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653        | 2043-07-01      | 4.0000%  | 0.0000% | $35856.82          | $35231.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268        | 2043-09-01      | 3.0000%  | 0.0000% | $477473.84         | $440428.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024        | 2043-11-01      | 2.5000%  | 0.0000% | $330274.51         | $292422.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV9147        | 2044-02-01      | 4.0000%  | 0.0000% | $179934.17         | $175350.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5329        | 2044-06-01      | 4.0000%  | 0.0000% | $739.16            | $717.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370        | 2045-04-01      | 2.5000%  | 0.0000% | $1065597.11        | $940195.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071        | 2045-04-01      | 2.5000%  | 0.0000% | $45586.07          | $40362.38          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643        | 2045-04-01      | 2.5000%  | 0.0000% | $101289.20         | $90374.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ4389        | 2045-07-01      | 4.0000%  | 0.0000% | $147348.07         | $143274.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032        | 2052-07-01      | 4.5000%  | 0.0000% | $8021382.83        | $7911947.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129        | 2052-07-01      | 4.5000%  | 0.0000% | $2227926.18        | $2199598.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5073        | 2052-11-01      | 4.0000%  | 0.0000% | $797.73            | $773.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096        | 2053-04-01      | 6.0000%  | 0.0000% | $11486406.19       | $11909519.45       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491        | 2053-10-01      | 7.0000%  | 0.0000% | $1711325.04        | $1868740.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421        | 2054-07-01      | 6.0000%  | 0.0000% | $707.28            | $729.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444        | 2054-08-01      | 5.5000%  | 0.0000% | $26998.15          | $27537.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583        | 2055-01-01      | 4.0000%  | 0.0000% | $1081146.88        | $1031694.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736        | 2055-06-01      | 6.0000%  | 0.0000% | $898.45            | $927.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877        | 2055-11-01      | 4.5000%  | 0.0000% | $293093.38         | $287729.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5944        | 2055-12-01      | 5.0000%  | 0.0000% | $7992544.00        | $8019731.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5945        | 2055-12-01      | 5.5000%  | 0.0000% | $6835976.00        | $6969983.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5950        | 2040-12-01      | 4.5000%  | 0.0000% | $3132900.00        | $3149751.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5951        | 2040-12-01      | 5.0000%  | 0.0000% | $2407780.00        | $2451786.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5953        | 2040-12-01      | 6.0000%  | 0.0000% | $759550.00         | $792418.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0019        | 2054-12-01      | 5.5000%  | 0.0000% | $2607381.64        | $2663303.03        | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039        | 2029-12-01      | 8.0000%  | 0.0000% | $243.49            | $253.76            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996        | 2031-06-01      | 7.5000%  | 0.0000% | $585.69            | $614.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330        | 2033-04-01      | 5.5000%  | 0.0000% | $114.58            | $117.99            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045        | 2031-10-01      | 7.5000%  | 0.0000% | $31.70             | $32.29             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661        | 2031-11-01      | 7.5000%  | 0.0000% | $657.62            | $685.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780        | 2041-07-01      | 4.5000%  | 0.0000% | $4391383.64        | $4442323.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741        | 2044-01-01      | 4.5000%  | 0.0000% | $12674.56          | $12725.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6155        | 2044-11-01      | 4.0000%  | 0.0000% | $248773.67         | $242641.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424        | 2033-05-01      | 5.5000%  | 0.0000% | $51.38             | $53.01             | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL557288        | 2030-09-01      | 8.0000%  | 0.0000% | $79.56             | $80.99             | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE H 32             | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $206.05            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28            | 2028-03-15      | 3.8750%  | 0.0000% | $312000.00         | $318233.99         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-07      | 0.0000%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $12732100.00       | $12855003.74       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30             | 2030-04-30      | 3.8750%  | 0.0000% | $16632600.00       | $16897668.69       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32             | 2032-09-30      | 3.8750%  | 0.0000% | $1497100.00        | $1510966.07        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30             | 2030-10-31      | 4.8750%  | 0.0000% | $157500.00         | $167007.30         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                 | 2034-02-15      | 4.0000%  | 0.0000% | $172570200.00      | $175130278.90      | U.S. Treasuries (including strips) |
| 4 NOTE V 28                 | 2028-02-29      | 4.0000%  | 0.0000% | $24999500.00       | $25605354.46       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33             | 2033-05-15      | 3.3750%  | 0.0000% | $9191000.00        | $8900129.43        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33             | 2033-08-15      | 3.8750%  | 0.0000% | $283854000.00      | $286409608.50      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28             | 2028-06-30      | 1.2500%  | 0.0000% | $3102000.00        | $2937392.37        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28             | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47253799.45       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $45100.00          | $40630.29          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26             | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26             | 2026-06-30      | 1.8750%  | 0.0000% | $1000.00           | $991.82            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26             | 2026-11-30      | 1.6250%  | 0.0000% | $25000000.00       | $24605148.21       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27             | 2027-02-28      | 1.1250%  | 0.0000% | $900.00            | $879.29            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28             | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.89             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40               | 2040-11-15      | 1.3750%  | 0.0000% | $7522800.00        | $4918739.43        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51               | 2051-05-15      | 2.3750%  | 0.0000% | $1600.00           | $1020.03           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $149.73            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-02-15      | 3.6250%  | 0.0000% | $16113000.00       | $13345749.35       | U.S. Treasuries (including strips) |
| 5 BOND 45                   | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.81            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27            | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50061365.66       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30            | 2030-11-30      | 3.5000%  | 0.0000% | $223000.00         | $221827.64         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30            | 2030-12-31      | 3.6250%  | 0.0000% | $938900.00         | $936043.87         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27            | 2027-12-31      | 3.3750%  | 0.0000% | $259306000.00      | $258890851.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31             | 2031-09-30      | 3.6250%  | 0.0000% | $495900.00         | $496453.96         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27            | 2027-11-15      | 4.1250%  | 0.0000% | $25000000.00       | $25425767.82       | U.S. Treasuries (including strips) |

### Security 313: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: N/A, C.5 - Other ID: 954ZEB000_3.84_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50928090.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 1 1/4 06/30/28 | 2028-06-30      | 1.2500%  | 0.0000% | $50000000.00       | $47363190.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/27 | 2027-06-30      | 3.2500%  | 0.0000% | $50000000.00       | $49849440.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28 | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49503150.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28 | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49503150.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28 | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49503150.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28 | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49503150.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28 | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49503150.00       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/28 | 2028-05-15      | 2.8750%  | 0.0000% | $17123000.00       | $16952848.75       | U.S. Treasuries (including strips) |

### Security 314: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956YCP002, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 956YCP002_3.82_0102
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $48770300.00       | $50096241.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $51359373.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2034-05-15      | 4.3750%  | 0.0000% | $316500.00         | $326567.66         | U.S. Treasuries (including strips) |
| WI TSY NOTE/BOND | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $51020026.04       | U.S. Treasuries (including strips) |
| WI TSY NOTE/BOND | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $51020026.04       | U.S. Treasuries (including strips) |
| WI TSY NOTE/BOND | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $51020026.04       | U.S. Treasuries (including strips) |
| WI TSY NOTE/BOND | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $51020026.04       | U.S. Treasuries (including strips) |
| WI TSY NOTE/BOND | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $51020026.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-02-15      | 4.6250%  | 0.0000% | $37999900.00       | $40273955.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52992185.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52992185.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52992185.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $52992185.98       | U.S. Treasuries (including strips) |

### Security 315: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 3.750000%
- **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: 959GFV002, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 959GFV002_3.75_0102
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5.250 TVBD 55 A | 2055-02-01      | 5.2500%  | 0.0000% | $8533000.00        | $8684588.74        | Agency Mortgage-Backed Securities  |
| TINT 11/15/34   | 2034-11-15      | 0.0000%  | 0.0000% | $25058357.19       | $17226267.42       | U.S. Treasuries (including strips) |
| TINT 11/15/27   | 2027-11-15      | 0.0000%  | 0.0000% | $17436514.68       | $16321920.35       | U.S. Treasuries (including strips) |
| TINT 11/15/28   | 2028-11-15      | 0.0000%  | 0.0000% | $37965941.44       | $34267223.49       | U.S. Treasuries (including strips) |

### Security 316: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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 MB0551 M | 2046-12-20      | 3.0000%  | 0.0000% | $2505622.72        | $2268177.38        | Agency Mortgage-Backed Securities |
| GNII SF DI0814 C | 2055-04-20      | 6.5000%  | 0.0000% | $2254208.91        | $2407879.84        | Agency Mortgage-Backed Securities |
| GNII SF DI2070 C | 2055-04-20      | 7.5000%  | 0.0000% | $2332913.73        | $2499194.49        | Agency Mortgage-Backed Securities |
| GNII SF DI2071 C | 2055-04-20      | 7.5000%  | 0.0000% | $2143753.56        | $2296538.88        | Agency Mortgage-Backed Securities |
| GNII SF DI3023 C | 2055-03-20      | 7.0000%  | 0.0000% | $2247628.24        | $2359221.48        | Agency Mortgage-Backed Securities |
| GNII SF DI3035 C | 2055-06-20      | 7.0000%  | 0.0000% | $2304290.63        | $2425024.71        | Agency Mortgage-Backed Securities |
| GNII SF DI4589 C | 2055-09-20      | 6.5000%  | 0.0000% | $2121128.44        | $2252760.72        | Agency Mortgage-Backed Securities |
| GNII SF DI4613 C | 2055-09-20      | 6.5000%  | 0.0000% | $2318168.65        | $2462038.06        | Agency Mortgage-Backed Securities |
| GNII SF DI5049 C | 2055-06-20      | 6.5000%  | 0.0000% | $2518132.78        | $2662073.45        | Agency Mortgage-Backed Securities |
| GNII SF DI5733 C | 2055-03-20      | 6.5000%  | 0.0000% | $2277214.40        | $2368354.59        | Agency Mortgage-Backed Securities |
| GNII SF DI9805 C | 2055-03-20      | 5.0000%  | 0.0000% | $2230949.39        | $2251243.60        | Agency Mortgage-Backed Securities |
| GNII SF DI9612 C | 2055-05-20      | 6.5000%  | 0.0000% | $2065817.85        | $2173791.26        | Agency Mortgage-Backed Securities |
| GNII SF DO0042 C | 2055-11-20      | 5.5000%  | 0.0000% | $2239214.46        | $2312712.94        | Agency Mortgage-Backed Securities |
| GNII SF DO0137 C | 2055-12-20      | 5.5000%  | 0.0000% | $2393517.00        | $2457635.33        | Agency Mortgage-Backed Securities |
| GNII SF DO0140 C | 2055-12-20      | 5.5000%  | 0.0000% | $2249657.00        | $2309923.81        | Agency Mortgage-Backed Securities |
| GNII SF DO0459 C | 2055-12-20      | 6.5000%  | 0.0000% | $2066244.00        | $2174239.69        | Agency Mortgage-Backed Securities |
| GNII SF DO1704 C | 2055-11-20      | 5.0000%  | 0.0000% | $2502719.10        | $2517779.63        | Agency Mortgage-Backed Securities |
| GNII SF DO1760 C | 2055-11-20      | 5.5000%  | 0.0000% | $2625371.73        | $2699738.89        | Agency Mortgage-Backed Securities |
| GNII SF DO1787 C | 2055-11-20      | 5.0000%  | 0.0000% | $2578060.78        | $2593574.69        | Agency Mortgage-Backed Securities |
| GNII SF DO1858 C | 2055-11-20      | 5.0000%  | 0.0000% | $2583912.83        | $2573997.50        | Agency Mortgage-Backed Securities |
| GNII SF DO1849 C | 2055-12-20      | 6.0000%  | 0.0000% | $2559977.00        | $2654345.43        | Agency Mortgage-Backed Securities |
| GNII SF DO2131 C | 2055-11-20      | 5.0000%  | 0.0000% | $2514340.76        | $2529471.23        | Agency Mortgage-Backed Securities |
| GNII SF DO2295 C | 2055-12-20      | 5.0000%  | 0.0000% | $2651487.00        | $2667442.77        | Agency Mortgage-Backed Securities |
| GNII SF DO3473 C | 2055-10-20      | 6.5000%  | 0.0000% | $2180837.76        | $2292155.72        | Agency Mortgage-Backed Securities |
| GNII SF DO3256 C | 2055-11-20      | 5.0000%  | 0.0000% | $2189687.19        | $2202864.00        | Agency Mortgage-Backed Securities |
| GNII SF DO3776 C | 2055-12-20      | 6.5000%  | 0.0000% | $2111921.00        | $2222304.07        | Agency Mortgage-Backed Securities |
| GNII SF DO4089 C | 2055-12-20      | 5.5000%  | 0.0000% | $2429843.00        | $2494934.44        | Agency Mortgage-Backed Securities |
| GNII SF DO5272 C | 2055-12-20      | 5.5000%  | 0.0000% | $2617443.00        | $2687562.55        | Agency Mortgage-Backed Securities |
| GNII SF DO4556 C | 2052-11-20      | 6.0000%  | 0.0000% | $2177011.91        | $2215919.47        | Agency Mortgage-Backed Securities |
| GNII SF DO4616 C | 2055-11-20      | 7.5000%  | 0.0000% | $2073251.05        | $2246282.51        | Agency Mortgage-Backed Securities |
| GNII SF DO4861 C | 2055-12-20      | 5.0000%  | 0.0000% | $2406955.00        | $2433300.73        | Agency Mortgage-Backed Securities |
| GNII SF DO4862 C | 2055-12-20      | 5.5000%  | 0.0000% | $2150067.00        | $2210263.14        | Agency Mortgage-Backed Securities |
| GNII SF DO4889 C | 2055-12-20      | 5.0000%  | 0.0000% | $2179669.00        | $2192785.52        | Agency Mortgage-Backed Securities |
| GNII SF DO4921 C | 2055-12-20      | 6.0000%  | 0.0000% | $2219175.00        | $2329925.15        | Agency Mortgage-Backed Securities |
| GNII SF DO5022 C | 2055-12-20      | 5.5000%  | 0.0000% | $2321825.00        | $2384020.50        | Agency Mortgage-Backed Securities |
| GNII SF DO6246 C | 2055-12-20      | 5.5000%  | 0.0000% | $2333886.00        | $2396404.58        | Agency Mortgage-Backed Securities |
| GNII SF DO5465 C | 2055-11-20      | 6.0000%  | 0.0000% | $2589316.23        | $2684763.61        | Agency Mortgage-Backed Securities |
| GNII SF DO7091 C | 2055-12-20      | 6.5000%  | 0.0000% | $2200856.00        | $2315887.41        | Agency Mortgage-Backed Securities |
| GNII SF DO7153 C | 2055-12-20      | 5.0000%  | 0.0000% | $2304460.00        | $2318327.47        | Agency Mortgage-Backed Securities |
| GNII SF DO7174 C | 2055-12-20      | 6.5000%  | 0.0000% | $2205299.00        | $2320562.63        | Agency Mortgage-Backed Securities |
| GNII SF DO7193 C | 2055-11-20      | 5.5000%  | 0.0000% | $2108768.19        | $2165260.68        | Agency Mortgage-Backed Securities |
| GNII SF DO6329 C | 2055-12-20      | 5.5000%  | 0.0000% | $2242523.00        | $2302598.70        | Agency Mortgage-Backed Securities |
| GNII SF DO6738 C | 2055-12-20      | 5.5000%  | 0.0000% | $2352616.00        | $2415643.37        | Agency Mortgage-Backed Securities |
| GNII SF DO7848 C | 2055-12-20      | 6.5000%  | 0.0000% | $2439964.00        | $2567490.35        | Agency Mortgage-Backed Securities |
| GNII SF DO8923 C | 2055-12-20      | 6.0000%  | 0.0000% | $2112771.00        | $2190654.08        | Agency Mortgage-Backed Securities |
| GNII SF DO9807 C | 2055-12-20      | 5.0000%  | 0.0000% | $2346927.00        | $2371240.38        | Agency Mortgage-Backed Securities |
| GNII SF DO9155 C | 2055-12-20      | 5.5000%  | 0.0000% | $2131558.00        | $2201827.65        | Agency Mortgage-Backed Securities |
| GNII SF DO9750 C | 2055-12-20      | 5.0000%  | 0.0000% | $2602802.00        | $2646119.57        | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M | 2042-09-20      | 3.0000%  | 0.0000% | $2793605.39        | $2601991.99        | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M | 2042-10-20      | 3.5000%  | 0.0000% | $2356245.51        | $2230362.31        | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M | 2052-09-20      | 5.5000%  | 0.0000% | $2482881.10        | $2539811.91        | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M | 2053-04-20      | 3.5000%  | 0.0000% | $2595651.55        | $2393571.43        | Agency Mortgage-Backed Securities |
| GNII SF BL2221 C | 2049-03-20      | 4.5000%  | 0.0000% | $2338615.44        | $2294649.47        | Agency Mortgage-Backed Securities |
| GNII SF CV2671 C | 2055-12-20      | 7.0000%  | 0.0000% | $2426334.00        | $2546809.57        | Agency Mortgage-Backed Securities |
| GNII SF CV2677 C | 2055-10-20      | 7.5000%  | 0.0000% | $2376807.30        | $2476730.66        | Agency Mortgage-Backed Securities |
| GNII SF CV2680 C | 2055-09-20      | 7.5000%  | 0.0000% | $2313318.45        | $2410572.67        | Agency Mortgage-Backed Securities |
| GNII SF DG1749 C | 2055-03-20      | 7.0000%  | 0.0000% | $2402233.26        | $2497934.23        | Agency Mortgage-Backed Securities |
| GNII SF DG9413 C | 2055-08-20      | 6.0000%  | 0.0000% | $2557887.95        | $2619591.88        | Agency Mortgage-Backed Securities |
| GNII SF DH4281 C | 2055-10-20      | 4.5000%  | 0.0000% | $2505025.32        | $2435826.50        | Agency Mortgage-Backed Securities |
| GNII SF DJ1698 C | 2055-04-20      | 5.0000%  | 0.0000% | $2538142.82        | $2568500.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ1622 C | 2055-04-20      | 7.0000%  | 0.0000% | $2105735.43        | $2210279.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ4229 C | 2055-12-20      | 6.0000%  | 0.0000% | $2487853.00        | $2579565.21        | Agency Mortgage-Backed Securities |
| GNII SF DJ4852 C | 2055-05-20      | 7.0000%  | 0.0000% | $2032998.47        | $2167435.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ4870 C | 2055-05-20      | 7.0000%  | 0.0000% | $2238048.84        | $2386056.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ5937 C | 2055-04-20      | 5.0000%  | 0.0000% | $2427066.95        | $2455499.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ6578 C | 2055-05-20      | 6.5000%  | 0.0000% | $2267056.02        | $2374443.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ9775 C | 2055-06-20      | 6.5000%  | 0.0000% | $2068631.71        | $2205231.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ9757 C | 2055-06-20      | 6.0000%  | 0.0000% | $2115499.98        | $2257890.05        | Agency Mortgage-Backed Securities |
| GNII SF DK3158 C | 2055-08-20      | 6.0000%  | 0.0000% | $2408442.61        | $2539847.24        | Agency Mortgage-Backed Securities |
| GNII SF DK3338 C | 2055-05-20      | 7.0000%  | 0.0000% | $2214289.56        | $2318545.69        | Agency Mortgage-Backed Securities |
| GNII SF DK4522 C | 2055-11-20      | 6.0000%  | 0.0000% | $2236279.45        | $2331041.79        | Agency Mortgage-Backed Securities |
| GNII SF DK4524 C | 2055-11-20      | 6.5000%  | 0.0000% | $2248741.09        | $2377285.13        | Agency Mortgage-Backed Securities |
| GNII SF DK6244 C | 2055-09-20      | 5.5000%  | 0.0000% | $2465592.19        | $2504344.72        | Agency Mortgage-Backed Securities |
| GNII SF DK5898 C | 2055-06-20      | 6.5000%  | 0.0000% | $2315236.79        | $2436246.50        | Agency Mortgage-Backed Securities |
| GNII SF DK5903 C | 2055-06-20      | 6.5000%  | 0.0000% | $2272400.46        | $2391168.99        | Agency Mortgage-Backed Securities |
| GNII SF DK6148 C | 2055-07-20      | 5.5000%  | 0.0000% | $2587370.69        | $2659067.60        | Agency Mortgage-Backed Securities |
| GNII SF DK7332 C | 2055-07-20      | 5.5000%  | 0.0000% | $2288946.35        | $2350263.41        | Agency Mortgage-Backed Securities |
| GNII SF DK7485 C | 2055-07-20      | 6.5000%  | 0.0000% | $2448644.42        | $2515183.07        | Agency Mortgage-Backed Securities |
| GNII SF DK7962 C | 2055-07-20      | 5.0000%  | 0.0000% | $2428978.21        | $2419657.41        | Agency Mortgage-Backed Securities |
| GNII SF DK8370 C | 2046-07-20      | 6.5000%  | 0.0000% | $2214616.77        | $2351908.99        | Agency Mortgage-Backed Securities |
| GNII SF DL0955 C | 2055-11-20      | 5.0000%  | 0.0000% | $2406805.57        | $2421288.92        | Agency Mortgage-Backed Securities |
| GNII SF DL1328 C | 2055-08-20      | 6.5000%  | 0.0000% | $2362006.85        | $2479967.05        | Agency Mortgage-Backed Securities |
| GNII SF DL2110 C | 2055-07-20      | 5.5000%  | 0.0000% | $2630960.02        | $2701439.05        | Agency Mortgage-Backed Securities |
| GNII SF DL3539 C | 2055-08-20      | 6.5000%  | 0.0000% | $2150525.69        | $2285033.90        | Agency Mortgage-Backed Securities |
| GNII SF DL3605 C | 2055-09-20      | 6.5000%  | 0.0000% | $2449798.53        | $2577836.43        | Agency Mortgage-Backed Securities |
| GNII SF DL4179 C | 2055-07-20      | 5.5000%  | 0.0000% | $2403397.93        | $2465560.22        | Agency Mortgage-Backed Securities |
| GNII SF DL5351 C | 2055-11-20      | 6.5000%  | 0.0000% | $2215439.00        | $2320385.82        | Agency Mortgage-Backed Securities |
| GNII SF DL5431 C | 2055-12-20      | 5.0000%  | 0.0000% | $2486285.00        | $2523757.46        | Agency Mortgage-Backed Securities |
| GNII SF DL5448 C | 2055-12-20      | 5.0000%  | 0.0000% | $2310477.00        | $2331141.14        | Agency Mortgage-Backed Securities |
| GNII SF DL7324 C | 2055-11-20      | 8.0000%  | 0.0000% | $2172023.37        | $2338925.27        | Agency Mortgage-Backed Securities |
| GNII SF DL7641 C | 2055-09-20      | 7.0000%  | 0.0000% | $2251969.30        | $2367901.43        | Agency Mortgage-Backed Securities |
| GNII SF DL7646 C | 2055-09-20      | 7.5000%  | 0.0000% | $2055695.43        | $2202217.18        | Agency Mortgage-Backed Securities |
| GNII SF DL7637 C | 2055-08-20      | 6.5000%  | 0.0000% | $2323436.56        | $2444867.87        | Agency Mortgage-Backed Securities |
| GNII SF DL8118 C | 2055-08-20      | 7.0000%  | 0.0000% | $2053216.11        | $2258560.99        | Agency Mortgage-Backed Securities |
| GNII SF DL8239 C | 2055-09-20      | 6.0000%  | 0.0000% | $2121050.40        | $2263818.31        | Agency Mortgage-Backed Securities |
| GNII SF DL8246 C | 2055-09-20      | 7.0000%  | 0.0000% | $2182277.78        | $2400532.48        | Agency Mortgage-Backed Securities |
| GNII SF DL8264 C | 2055-09-20      | 5.0000%  | 0.0000% | $2354909.56        | $2372422.24        | Agency Mortgage-Backed Securities |
| GNII SF DL8672 C | 2055-08-20      | 7.0000%  | 0.0000% | $2527449.37        | $2701548.51        | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C | 2055-08-20      | 6.5000%  | 0.0000% | $2293928.42        | $2346997.69        | Agency Mortgage-Backed Securities |
| GNII SF DL9923 C | 2055-11-20      | 5.5000%  | 0.0000% | $2328207.89        | $2381270.85        | Agency Mortgage-Backed Securities |
| GNII SF DM0868 C | 2055-09-20      | 6.5000%  | 0.0000% | $2046216.22        | $2173197.58        | Agency Mortgage-Backed Securities |
| GNII SF DM0504 C | 2055-10-20      | 6.5000%  | 0.0000% | $2545186.82        | $2678215.26        | Agency Mortgage-Backed Securities |
| GNII SF DM0528 C | 2055-11-20      | 5.5000%  | 0.0000% | $2339797.47        | $2402479.08        | Agency Mortgage-Backed Securities |
| GNII SF DM1050 C | 2055-08-20      | 5.5000%  | 0.0000% | $2581740.77        | $2652767.90        | Agency Mortgage-Backed Securities |
| GNII SF DM2721 C | 2055-09-20      | 6.5000%  | 0.0000% | $2186689.78        | $2300972.02        | Agency Mortgage-Backed Securities |
| GNII SF DM2782 C | 2055-10-20      | 6.5000%  | 0.0000% | $2532439.80        | $2664791.86        | Agency Mortgage-Backed Securities |
| GNII SF DM4679 C | 2055-11-20      | 5.0000%  | 0.0000% | $2634696.00        | $2650550.72        | Agency Mortgage-Backed Securities |
| GNII SF DM6306 C | 2055-10-20      | 6.5000%  | 0.0000% | $2272827.60        | $2427090.47        | Agency Mortgage-Backed Securities |
| GNII SF DM6471 C | 2055-11-20      | 6.5000%  | 0.0000% | $2337992.67        | $2460191.76        | Agency Mortgage-Backed Securities |
| GNII SF DM8273 C | 2055-09-20      | 5.5000%  | 0.0000% | $2548805.80        | $2611441.01        | Agency Mortgage-Backed Securities |
| GNII SF DM8495 C | 2055-09-20      | 6.5000%  | 0.0000% | $2067666.66        | $2175728.44        | Agency Mortgage-Backed Securities |
| GNII SF DM8610 C | 2055-10-20      | 7.0000%  | 0.0000% | $2428859.11        | $2581338.83        | Agency Mortgage-Backed Securities |
| GNII SF DM8647 C | 2055-10-20      | 6.0000%  | 0.0000% | $2463259.60        | $2554060.27        | Agency Mortgage-Backed Securities |
| GNII SF DM8653 C | 2055-10-20      | 6.5000%  | 0.0000% | $2372819.16        | $2574524.61        | Agency Mortgage-Backed Securities |
| GNII SF DM8730 C | 2055-10-20      | 6.5000%  | 0.0000% | $2164268.27        | $2277387.36        | Agency Mortgage-Backed Securities |
| GNII SF DM9231 C | 2055-11-20      | 6.5000%  | 0.0000% | $2303954.08        | $2424367.17        | Agency Mortgage-Backed Securities |
| GNII SF DM9235 C | 2055-11-20      | 6.0000%  | 0.0000% | $2291376.82        | $2375834.68        | Agency Mortgage-Backed Securities |
| GNII SF DM9409 C | 2055-11-20      | 6.5000%  | 0.0000% | $2484602.43        | $2614459.34        | Agency Mortgage-Backed Securities |
| GNII SF DM9392 C | 2055-10-20      | 7.5000%  | 0.0000% | $2295361.77        | $2486934.96        | Agency Mortgage-Backed Securities |
| GNII SF DM9407 C | 2055-11-20      | 6.5000%  | 0.0000% | $2105157.65        | $2215185.12        | Agency Mortgage-Backed Securities |
| GNII SF DM9419 C | 2055-11-20      | 7.5000%  | 0.0000% | $2020549.19        | $2189186.24        | Agency Mortgage-Backed Securities |
| GNII SF DM9461 C | 2055-11-20      | 5.5000%  | 0.0000% | $2253764.48        | $2316908.95        | Agency Mortgage-Backed Securities |
| GNII SF DM9462 C | 2055-11-20      | 5.5000%  | 0.0000% | $2355858.05        | $2418967.57        | Agency Mortgage-Backed Securities |
| GNII SF DM9561 C | 2055-09-20      | 7.0000%  | 0.0000% | $2028873.22        | $2168005.91        | Agency Mortgage-Backed Securities |
| GNII SF DN2059 C | 2055-11-20      | 5.5000%  | 0.0000% | $2408280.76        | $2487610.33        | Agency Mortgage-Backed Securities |
| GNII SF DN2333 C | 2055-11-20      | 7.0000%  | 0.0000% | $2313571.48        | $2466580.30        | Agency Mortgage-Backed Securities |
| GNII SF DN2367 C | 2055-09-20      | 5.0000%  | 0.0000% | $2264267.69        | $2276761.17        | Agency Mortgage-Backed Securities |
| GNII SF DN2422 C | 2055-10-20      | 7.0000%  | 0.0000% | $2223292.27        | $2380506.45        | Agency Mortgage-Backed Securities |
| GNII SF DN3474 C | 2055-11-20      | 6.5000%  | 0.0000% | $2096214.67        | $2203695.28        | Agency Mortgage-Backed Securities |
| GNII SF DN3316 C | 2055-10-20      | 5.5000%  | 0.0000% | $2634004.45        | $2664064.58        | Agency Mortgage-Backed Securities |
| GNII SF DN4547 C | 2055-12-20      | 6.0000%  | 0.0000% | $2128264.00        | $2199154.35        | Agency Mortgage-Backed Securities |
| GNII SF DN4610 C | 2055-12-20      | 6.5000%  | 0.0000% | $2367219.00        | $2490948.01        | Agency Mortgage-Backed Securities |
| GNII SF DN6181 C | 2055-12-20      | 5.0000%  | 0.0000% | $2327195.00        | $2341199.28        | Agency Mortgage-Backed Securities |
| GNII SF DN5562 C | 2055-12-20      | 5.0000%  | 0.0000% | $2150490.00        | $2172761.91        | Agency Mortgage-Backed Securities |
| GNII SF DN5593 C | 2055-10-20      | 6.5000%  | 0.0000% | $2146519.15        | $2322756.24        | Agency Mortgage-Backed Securities |
| GNII SF DN5612 C | 2055-10-20      | 6.0000%  | 0.0000% | $2427406.81        | $2573750.32        | Agency Mortgage-Backed Securities |
| GNII SF DN5678 C | 2055-10-20      | 5.5000%  | 0.0000% | $2047109.48        | $2114595.17        | Agency Mortgage-Backed Securities |
| GNII SF DN5756 C | 2055-11-20      | 6.5000%  | 0.0000% | $2540590.87        | $2669291.27        | Agency Mortgage-Backed Securities |
| GNII SF DN5764 C | 2055-11-20      | 6.0000%  | 0.0000% | $2359051.23        | $2476782.04        | Agency Mortgage-Backed Securities |
| GNII SF DN5767 C | 2055-11-20      | 6.5000%  | 0.0000% | $2512366.15        | $2655979.70        | Agency Mortgage-Backed Securities |
| GNII SF DN5837 C | 2055-11-20      | 5.5000%  | 0.0000% | $2518369.87        | $2609004.32        | Agency Mortgage-Backed Securities |
| GNII SF DN6101 C | 2055-11-20      | 6.5000%  | 0.0000% | $2040159.34        | $2166764.83        | Agency Mortgage-Backed Securities |
| GNII SF DN6109 C | 2055-11-20      | 7.0000%  | 0.0000% | $2310094.09        | $2462872.93        | Agency Mortgage-Backed Securities |
| GNII SF DN6114 C | 2055-11-20      | 7.5000%  | 0.0000% | $2385677.00        | $2578978.87        | Agency Mortgage-Backed Securities |
| GNII SF DN7076 C | 2055-11-20      | 6.5000%  | 0.0000% | $2634072.37        | $2691143.94        | Agency Mortgage-Backed Securities |
| GNII SF DN7048 C | 2055-11-20      | 6.5000%  | 0.0000% | $2473383.10        | $2602658.59        | Agency Mortgage-Backed Securities |
| GNII SF DN7488 C | 2055-12-20      | 5.5000%  | 0.0000% | $2138989.00        | $2196288.95        | Agency Mortgage-Backed Securities |
| GNII SF DN7503 C | 2055-11-20      | 7.5000%  | 0.0000% | $2053878.00        | $2200276.37        | Agency Mortgage-Backed Securities |
| GNII SF DN7539 C | 2055-11-20      | 6.5000%  | 0.0000% | $2238612.72        | $2344650.58        | Agency Mortgage-Backed Securities |
| GNII SF DN7608 C | 2055-10-20      | 6.5000%  | 0.0000% | $2455056.47        | $2583369.18        | Agency Mortgage-Backed Securities |
| GNII SF DN7640 C | 2055-12-20      | 5.5000%  | 0.0000% | $2239796.00        | $2302278.10        | Agency Mortgage-Backed Securities |
| GNII SF DN7662 C | 2055-12-20      | 5.5000%  | 0.0000% | $2500833.00        | $2567828.65        | Agency Mortgage-Backed Securities |
| GNII SF DN8187 C | 2055-11-20      | 5.0000%  | 0.0000% | $2349979.84        | $2380618.09        | Agency Mortgage-Backed Securities |
| GNII SF DN8211 C | 2055-12-20      | 5.0000%  | 0.0000% | $2266917.00        | $2286842.45        | Agency Mortgage-Backed Securities |
| GNII SF DN8512 C | 2055-12-20      | 5.5000%  | 0.0000% | $2528538.00        | $2596275.85        | Agency Mortgage-Backed Securities |
| GNII SF DN9098 C | 2055-11-20      | 5.5000%  | 0.0000% | $881340.95         | $908688.37         | Agency Mortgage-Backed Securities |
| GNII SF DN9102 C | 2055-11-20      | 5.5000%  | 0.0000% | $2240947.17        | $2311490.69        | Agency Mortgage-Backed Securities |
| GNII SF DN9181 C | 2055-12-20      | 6.0000%  | 0.0000% | $2079716.00        | $2165294.23        | Agency Mortgage-Backed Securities |
| GNII SF DN9435 C | 2055-12-20      | 7.5000%  | 0.0000% | $2201126.00        | $2368754.95        | Agency Mortgage-Backed Securities |
| GNII SF DN9767 C | 2055-11-20      | 6.0000%  | 0.0000% | $2413276.86        | $2469718.58        | Agency Mortgage-Backed Securities |
| GNII SF DP0581 C | 2055-12-20      | 4.5000%  | 0.0000% | $2201946.00        | $2169044.52        | Agency Mortgage-Backed Securities |
| GNII SF DP0700 C | 2055-12-20      | 5.5000%  | 0.0000% | $2351464.00        | $2414455.80        | Agency Mortgage-Backed Securities |
| GNII SF DP0690 C | 2055-12-20      | 5.0000%  | 0.0000% | $2299286.00        | $2321620.50        | Agency Mortgage-Backed Securities |
| GNII SF DP0695 C | 2055-12-20      | 5.0000%  | 0.0000% | $2381227.00        | $2395556.43        | Agency Mortgage-Backed Securities |
| GNII SF DP1792 C | 2055-12-20      | 6.0000%  | 0.0000% | $2169103.00        | $2249056.14        | Agency Mortgage-Backed Securities |
| GNII SF DP4163 C | 2055-12-20      | 6.5000%  | 0.0000% | $2532676.00        | $2677445.45        | Agency Mortgage-Backed Securities |
| GNII SF DP4165 C | 2055-12-20      | 6.5000%  | 0.0000% | $2091873.00        | $2201210.32        | Agency Mortgage-Backed Securities |
| GNII SF DP4167 C | 2055-12-20      | 6.5000%  | 0.0000% | $2135797.00        | $2247430.13        | Agency Mortgage-Backed Securities |
| GNII SF DP5856 C | 2055-12-20      | 5.0000%  | 0.0000% | $2185282.00        | $2198432.30        | Agency Mortgage-Backed Securities |
| GNII SF DP5865 C | 2055-12-20      | 6.5000%  | 0.0000% | $2306253.00        | $2426795.46        | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M | 2051-11-20      | 2.5000%  | 0.0000% | $2668088.68        | $2316752.98        | Agency Mortgage-Backed Securities |
| GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $2406278.21        | $2338332.94        | Agency Mortgage-Backed Securities |

### Security 317: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JDF003, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDF003_4.17_0113
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE BD 26                          | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $201.05            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-07-31      | 3.7841%  | 0.0000% | $172400.00         | $173605.52         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                          | 2026-07-31      | 4.3750%  | 0.0000% | $2358100.00        | $2412005.08        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-15      | 4.5000%  | 0.0000% | $348500.00         | $357491.91         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26                          | 2026-08-15      | 4.3750%  | 0.0000% | $386795900.00      | $394981371.50      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 1.8750%  | 0.0000% | $7100.00           | $7042.31           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26                           | 2026-07-15      | 0.1250%  | 0.0000% | $18324023.09       | $18230058.39       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                           | 2026-07-31      | 1.8750%  | 0.0000% | $7522600.00        | $7508371.12        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                           | 2026-08-15      | 1.5000%  | 0.0000% | $86954000.00       | $86329844.19       | U.S. Treasuries (including strips) |

### Security 318: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDG001, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDG001_3.84_0227
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0362 M | 2051-12-20      | 3.5000%  | 0.0000% | $27479878.58       | $25162683.63       | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $3538812.39        | $3068799.13        | Agency Mortgage-Backed Securities |
| GNII SF MA7655 M | 2051-10-20      | 5.5000%  | 0.0000% | $323.56            | $335.34            | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M | 2051-11-20      | 2.5000%  | 0.0000% | $70201953.82       | $60877894.10       | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M | 2051-11-20      | 3.5000%  | 0.0000% | $297122.07         | $274268.53         | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M | 2051-11-20      | 2.0000%  | 0.0000% | $16214955.21       | $13480216.54       | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M | 2051-12-20      | 3.5000%  | 0.0000% | $487504.00         | $450006.98         | Agency Mortgage-Backed Securities |
| GNII SF MA7772 M | 2051-12-20      | 5.0000%  | 0.0000% | $151018.15         | $153353.74         | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M | 2051-12-20      | 2.0000%  | 0.0000% | $83817327.41       | $69681088.15       | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $17483071.67       | $15160975.91       | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M | 2051-11-20      | 2.0000%  | 0.0000% | $584778.36         | $486919.02         | Agency Mortgage-Backed Securities |
| GNII SF CI5874 C | 2051-12-20      | 3.5000%  | 0.0000% | $1726107.47        | $1609189.01        | Agency Mortgage-Backed Securities |
| GNII SF CJ3817 C | 2051-12-20      | 4.0000%  | 0.0000% | $486456.48         | $470948.90         | Agency Mortgage-Backed Securities |
| GNII SF CJ3822 C | 2051-12-20      | 3.5000%  | 0.0000% | $1664202.90        | $1530278.95        | Agency Mortgage-Backed Securities |
| GNII SF CJ3812 C | 2051-12-20      | 3.5000%  | 0.0000% | $1013560.12        | $937689.74         | Agency Mortgage-Backed Securities |
| GNII SF CJ3816 C | 2051-12-20      | 3.5000%  | 0.0000% | $6733195.98        | $6371210.39        | Agency Mortgage-Backed Securities |
| GNII SF CJ6712 C | 2051-11-20      | 2.0000%  | 0.0000% | $1613848.45        | $1309513.21        | Agency Mortgage-Backed Securities |
| GNII SF CJ7491 C | 2051-12-20      | 4.0000%  | 0.0000% | $944464.66         | $904222.28         | Agency Mortgage-Backed Securities |
| GNII SF CK0493 C | 2051-12-20      | 3.5000%  | 0.0000% | $1670232.48        | $1508947.60        | Agency Mortgage-Backed Securities |
| GNII SF CK1885 C | 2051-12-20      | 3.5000%  | 0.0000% | $1786329.64        | $1635525.31        | Agency Mortgage-Backed Securities |
| GNII SF MA9959 M | 2051-11-20      | 2.5000%  | 0.0000% | $2587509.70        | $2248262.17        | Agency Mortgage-Backed Securities |
| GNII SP 785657 C | 2051-10-20      | 2.5000%  | 0.0000% | $1165981.35        | $1006438.18        | Agency Mortgage-Backed Securities |
| GNII SP 785663 C | 2051-10-20      | 2.5000%  | 0.0000% | $33960.17          | $29313.48          | Agency Mortgage-Backed Securities |
| GNII SP 785707 C | 2051-10-20      | 3.5000%  | 0.0000% | $944.53            | $853.98            | Agency Mortgage-Backed Securities |
| GNII SP 785716 C | 2051-11-20      | 3.0000%  | 0.0000% | $502256.85         | $447591.21         | Agency Mortgage-Backed Securities |
| GNII SP 785762 C | 2051-11-20      | 2.5000%  | 0.0000% | $206556.20         | $178291.74         | Agency Mortgage-Backed Securities |
| GNII SP 785789 C | 2051-12-20      | 2.5000%  | 0.0000% | $185638.48         | $159961.40         | Agency Mortgage-Backed Securities |
| GNII SP 785791 C | 2051-12-20      | 2.5000%  | 0.0000% | $1448312.16        | $1244346.84        | Agency Mortgage-Backed Securities |
| GNII SP 785821 C | 2051-12-20      | 2.5000%  | 0.0000% | $347643.03         | $300072.72         | Agency Mortgage-Backed Securities |
| GNII SP 786082 C | 2051-11-20      | 3.0000%  | 0.0000% | $207376.00         | $185157.74         | Agency Mortgage-Backed Securities |
| GNII SP 786586 C | 2051-11-20      | 3.0000%  | 0.0000% | $4701795.24        | $4235772.10        | Agency Mortgage-Backed Securities |
| GNII SP 787311 C | 2051-10-20      | 2.5000%  | 0.0000% | $40422027.85       | $34554379.75       | Agency Mortgage-Backed Securities |
| GNII SP 787516 M | 2051-12-20      | 4.5000%  | 0.0000% | $530977.28         | $528842.75         | Agency Mortgage-Backed Securities |
| GNII SP 787622 C | 2051-12-20      | 2.5000%  | 0.0000% | $8425114.57        | $7306649.71        | Agency Mortgage-Backed Securities |

### Security 319: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFV006, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFV006_3.83_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CTCA9367 | 2041-03-01      | 3.0000%  | 0.0000% | $748126.36         | $695281.70         | Agency Mortgage-Backed Securities |
| 5.50 FHOR 26-42 YY   | 2042-09-25      | 5.5000%  | 0.0000% | $18335000.00       | $18526044.59       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  | 0.0000% | $22178.70          | $21376.24          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2928 | 2040-04-01      | 6.0000%  | 0.0000% | $12561.60          | $13310.60          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7939 | 2033-01-01      | 2.5000%  | 0.0000% | $67301.04          | $65206.19          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  | 0.0000% | $54122.29          | $51221.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 GO752786 | 2033-09-01      | 6.0000%  | 0.0000% | $7620.98           | $7765.14           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9556 | 2054-08-01      | 6.0000%  | 0.0000% | $792306.64         | $833931.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0879 | 2055-03-01      | 6.0000%  | 0.0000% | $1679739.75        | $1773746.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB8208 | 2044-03-01      | 6.0000%  | 0.0000% | $3988138.66        | $4138730.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $3004798.68        | $3071304.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCB9055 | 2044-08-01      | 6.5000%  | 0.0000% | $1490456.78        | $1563931.33        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB1289 | 2039-08-01      | 4.5000%  | 0.0000% | $971378.99         | $977047.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0150 | 2041-07-01      | 2.0000%  | 0.0000% | $153785.91         | $134925.10         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $2246514.43        | $2039104.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $7364.91           | $7545.88           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $6345617.50        | $6633433.56        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q52823 G | 2047-12-01      | 3.5000%  | 0.0000% | $5888392.33        | $5579349.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $16032.41          | $15621.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0646 | 2062-06-01      | 2.5000%  | 0.0000% | $79074.50          | $66641.09          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $2354041.98        | $2374380.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2008 | 2052-10-01      | 5.0000%  | 0.0000% | $112013.67         | $112789.55         | Agency Mortgage-Backed Securities |
| 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $18048000.00       | $18009018.33       | Agency Mortgage-Backed Securities |
| 5.03 FCOR 26-35 CO   | 2035-10-15      | 5.0300%  | 0.0000% | $14614000.00       | $14704020.62       | Agency Mortgage-Backed Securities |
| 4.66 FCOR 26-32 FE   | 2032-10-27      | 4.6600%  | 0.0000% | $70341000.00       | $70765468.86       | Agency Mortgage-Backed Securities |
| 5.44 FCOR 26-45 AA   | 2045-11-03      | 5.4400%  | 0.0000% | $10000000.00       | $10069844.44       | Agency Mortgage-Backed Securities |
| 4 7/8 FCOR 25-33 FC  | 2033-03-15      | 4.8750%  | 0.0000% | $5560000.00        | $5625903.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5843 | 2048-01-01      | 3.5000%  | 0.0000% | $1822819.96        | $1738991.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4047 | 2053-07-01      | 5.5000%  | 0.0000% | $124669.39         | $127539.19         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5292 | 2044-05-01      | 5.5000%  | 0.0000% | $646942.66         | $663957.47         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9129 | 2054-07-01      | 6.5000%  | 0.0000% | $642021.18         | $684238.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2065 | 2048-07-01      | 5.0000%  | 0.0000% | $71400.86          | $72952.02          | Agency Mortgage-Backed Securities |
| FHOR 21-31 IM        | 2031-02-12      | 1.0000%  | 0.0000% | $2000000.00        | $1819742.22        | Agency Mortgage-Backed Securities |
| FHOR 22-27 9D        | 2027-04-29      | 1.2500%  | 0.0000% | $500000.00         | $485494.89         | Agency Mortgage-Backed Securities |
| 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  | 0.0000% | $220000.00         | $225867.94         | Agency Mortgage-Backed Securities |
| 5.125 FHOR 27-39 EH  | 2039-11-22      | 5.1250%  | 0.0000% | $3210000.00        | $3209217.03        | Agency Mortgage-Backed Securities |
| 5.55 FHOR 30-45 KK   | 2045-01-23      | 5.5500%  | 0.0000% | $10000000.00       | $10342923.33       | Agency Mortgage-Backed Securities |
| 5.50 FHOR 28-45 AE   | 2045-03-10      | 5.5000%  | 0.0000% | $24995000.00       | $25376082.10       | Agency Mortgage-Backed Securities |
| 5.45 FHOR 26-40 BD   | 2040-03-12      | 5.4500%  | 0.0000% | $3245000.00        | $3287695.73        | Agency Mortgage-Backed Securities |
| 5.95 FHOR 26-40 CI   | 2040-06-12      | 5.9500%  | 0.0000% | $24135000.00       | $24336196.06       | Agency Mortgage-Backed Securities |
| 5.57 FHOR 27-40 CW   | 2040-07-30      | 5.5700%  | 0.0000% | $6480000.00        | $6714092.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8889 | 2054-07-01      | 7.0000%  | 0.0000% | $7397629.16        | $7914274.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3187 | 2042-12-01      | 3.5000%  | 0.0000% | $549891.32         | $530676.28         | Agency Mortgage-Backed Securities |

### Security 320: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHJ001, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHJ001_3.83_0102
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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 MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $56828.08          | $53988.40          | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $39085109.42       | $40070835.88       | Agency Mortgage-Backed Securities |
| GNII SF DI1118 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1637780.21        | $1759461.83        | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $82950.26          | $87068.94          | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $79971.46          | $84151.14          | Agency Mortgage-Backed Securities |
| GNII SF DO3750 C     | 2055-12-20      | 5.0000%  | 0.0000% | $288033.07         | $290187.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY3691 | 2055-05-01      | 5.0000%  | 0.0000% | $12322.87          | $12364.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7562 | 2055-07-01      | 5.5000%  | 0.0000% | $99393.09          | $101723.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6713 | 2055-10-01      | 5.5000%  | 0.0000% | $104006.29         | $106352.50         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7708 | 2055-11-01      | 7.0000%  | 0.0000% | $66758.58          | $70904.17          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1153 | 2037-11-01      | 2.5000%  | 0.0000% | $7196.53           | $6828.49           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1653 | 2054-09-01      | 5.5000%  | 0.0000% | $103000.08         | $106031.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1895 | 2055-10-01      | 5.5000%  | 0.0000% | $429244.75         | $440191.50         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $85611748.95       | $88405003.47       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $7402650.64        | $7643606.92        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $12142287.15       | $12380316.45       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0071 | 2055-10-01      | 6.0000%  | 0.0000% | $1723955.13        | $1779849.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0450 | 2055-12-01      | 5.5000%  | 0.0000% | $651870.44         | $667692.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2623 | 2056-01-01      | 6.0000%  | 0.0000% | $103100.00         | $106828.41         | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $9290.78           | $9163.73           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6269 | 2053-01-01      | 5.5000%  | 0.0000% | $161817.86         | $168768.31         | Agency Mortgage-Backed Securities |
| 2.99 FCOR 22-34 AM   | 2034-07-18      | 2.9900%  | 0.0000% | $648600.00         | $599955.04         | Agency Mortgage-Backed Securities |
| 2.00 FCOR 21-40 S    | 2040-08-27      | 2.0000%  | 0.0000% | $348266.67         | $248034.09         | Agency Mortgage-Backed Securities |
| 2.09 FCOR 21-40 M    | 2040-06-18      | 2.0900%  | 0.0000% | $200000.00         | $141854.34         | Agency Mortgage-Backed Securities |
| 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  | 0.0000% | $977066.67         | $814301.36         | Agency Mortgage-Backed Securities |
| 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  | 0.0000% | $333333.33         | $261011.85         | Agency Mortgage-Backed Securities |
| GNPL PN CA0648       | 2063-05-15      | 2.8300%  | 0.0000% | $4618.03           | $4085.87           | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1068232.38        | $1125784.47        | Agency Mortgage-Backed Securities |
| GNPL PN DA8511       | 2060-06-15      | 5.8400%  | 0.0000% | $209587.45         | $222698.12         | Agency Mortgage-Backed Securities |
| GNII SF DH1814 C     | 2055-03-20      | 6.5000%  | 0.0000% | $38321.64          | $40089.13          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3696 | 2040-06-01      | 6.0000%  | 0.0000% | $100361.26         | $105084.36         | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $3071466.67        | $2511135.93        | Agency Mortgage-Backed Securities |
| 6.25 FMPR GB 32 A    | 2032-07-15      | 0.0000%  | 0.0000% | $3354200.00        | $2577327.03        | Agency Mortgage-Backed Securities |
| GNII SF DN3199 C     | 2055-11-20      | 6.0000%  | 0.0000% | $77508.90          | $80437.35          | Agency Mortgage-Backed Securities |
| GNII SF DN6200 C     | 2055-12-20      | 5.5000%  | 0.0000% | $398617.07         | $409295.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0814 M     | 2055-10-20      | 5.5000%  | 0.0000% | $37348556.80       | $37976024.99       | Agency Mortgage-Backed Securities |
| 4.00 FHOR 23-33 BA   | 2033-06-06      | 4.0000%  | 0.0000% | $96666.67          | $94416.73          | Agency Mortgage-Backed Securities |
| 3.00 FHOR 22-37 AR   | 2037-02-24      | 3.0000%  | 0.0000% | $171000.00         | $149046.91         | Agency Mortgage-Backed Securities |
| GNII SF 530000 C     | 2030-08-20      | 7.5000%  | 0.0000% | $2666.81           | $2722.72           | Agency Mortgage-Backed Securities |
| GNMI SP 780813 X     | 2028-06-15      | 6.5000%  | 0.0000% | $2877.31           | $2955.24           | Agency Mortgage-Backed Securities |
| GNAR AS 082937 M     | 2041-09-20      | 5.3750%  | 0.0000% | $1486.09           | $1507.36           | Agency Mortgage-Backed Securities |
| 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $176133.33         | $179205.27         | Agency Mortgage-Backed Securities |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $4696333.33        | $3988328.21        | Corporate Debt Securities         |

### Security 321: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_3.73_0107
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE W 28 | 2028-03-31      | 3.6250%  | 0.0000% | $2341577600.00     | $2370456482.00     | U.S. Treasuries (including strips) |
| 4 NOTE AV 27    | 2027-12-15      | 4.0000%  | 0.0000% | $681442400.00      | $689543552.00      | U.S. Treasuries (including strips) |

### Security 322: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.850000%
- **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: 959NLD000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NLD000_3.85_0102
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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

**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 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $11751692.23       | $9765182.26        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $4290516.38        | $3336846.15        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11481665.08       | $9397371.63        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $11355585.30       | $9754996.62        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $11838154.46       | $9689182.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $10471642.76       | $9556421.18        | Agency Mortgage-Backed Securities |

### Security 323: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 04.000 FGPC G08842 G                  | 2048-10-01      | 4.0000%  | 0.0000% | $38.80             | $37.72             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3537                  | 2049-02-01      | 5.5000%  | 0.0000% | $532.32            | $553.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938                  | 2050-01-01      | 3.0000%  | 0.0000% | $13786216.02       | $12465165.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5122                  | 2050-02-01      | 3.0000%  | 0.0000% | $240279.40         | $217567.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6265                  | 2050-07-01      | 2.5000%  | 0.0000% | $166.30            | $143.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017                  | 2050-12-01      | 2.0000%  | 0.0000% | $5992751.15        | $4910470.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7294                  | 2050-10-01      | 2.5000%  | 0.0000% | $687955.74         | $596450.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7349                  | 2050-10-01      | 2.0000%  | 0.0000% | $298.63            | $245.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8716                  | 2051-01-01      | 2.0000%  | 0.0000% | $5749092.47        | $4756038.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586                  | 2052-05-01      | 3.0000%  | 0.0000% | $34635.57          | $30848.17          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119                  | 2050-09-01      | 2.0000%  | 0.0000% | $164.39            | $135.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120                  | 2050-09-01      | 2.5000%  | 0.0000% | $316694.37         | $272056.09         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254                  | 2051-02-01      | 1.5000%  | 0.0000% | $1780436.15        | $1380829.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296                  | 2054-03-01      | 5.5000%  | 0.0000% | $2206724.99        | $2251330.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512                  | 2052-01-01      | 2.5000%  | 0.0000% | $207.63            | $178.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578                  | 2052-04-01      | 2.5000%  | 0.0000% | $218.60            | $186.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622                  | 2052-06-01      | 2.0000%  | 0.0000% | $636496.73         | $518570.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625                  | 2052-06-01      | 3.5000%  | 0.0000% | $32784.47          | $30539.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5040                  | 2053-06-01      | 6.0000%  | 0.0000% | $7763485.40        | $8031636.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073                  | 2053-07-01      | 6.0000%  | 0.0000% | $14416996.22       | $14908471.62       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105                  | 2053-08-01      | 4.5000%  | 0.0000% | $237.74            | $233.88            | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M                      | 2054-12-20      | 5.0000%  | 0.0000% | $9023396.42        | $9060542.74        | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                      | 2055-01-20      | 5.5000%  | 0.0000% | $470.19            | $477.74            | Agency Mortgage-Backed Securities  |
| GNII SF MB0256 M                      | 2050-10-20      | 4.0000%  | 0.0000% | $1000855.83        | $950531.13         | Agency Mortgage-Backed Securities  |
| GNII SF MB0421 M                      | 2055-06-20      | 4.0000%  | 0.0000% | $42339.17          | $40210.07          | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M                      | 2055-07-20      | 6.5000%  | 0.0000% | $7590193.40        | $7893988.37        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0697 M                      | 2055-10-20      | 5.5000%  | 0.0000% | $274.32            | $280.40            | Agency Mortgage-Backed Securities  |
| GNII SF DO2173 C                      | 2055-11-20      | 6.5000%  | 0.0000% | $317713.23         | $333201.33         | Agency Mortgage-Backed Securities  |
| GNII SF DO3597 C                      | 2055-11-20      | 6.0000%  | 0.0000% | $699392.59         | $731064.58         | Agency Mortgage-Backed Securities  |
| GNPL PN DO8305                        | 2060-12-15      | 5.6500%  | 0.0000% | $286.00            | $300.89            | Agency Mortgage-Backed Securities  |
| GNMI SF AI9884 X                      | 2044-08-15      | 4.0000%  | 0.0000% | $17387.90          | $16784.92          | Agency Mortgage-Backed Securities  |
| GNMI SF 604708 X                      | 2033-10-15      | 5.5000%  | 0.0000% | $44020.94          | $44991.53          | Agency Mortgage-Backed Securities  |
| GNII SF 004006 M                      | 2037-07-20      | 6.0000%  | 0.0000% | $10858.79          | $11708.05          | Agency Mortgage-Backed Securities  |
| GNII SF 004170 M                      | 2038-06-20      | 6.0000%  | 0.0000% | $8139.23           | $8611.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK9056                  | 2032-11-01      | 3.0000%  | 0.0000% | $50.98             | $49.66             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK9477                  | 2033-05-01      | 3.5000%  | 0.0000% | $24.17             | $23.99             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 3NZL0853                  | 2033-01-01      | 5.5000%  | 0.0000% | $28.33             | $28.75             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0495                  | 2042-10-01      | 4.0000%  | 0.0000% | $181.83            | $177.99            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1369                  | 2043-12-01      | 4.0000%  | 0.0000% | $18.28             | $17.94             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2424                  | 2036-09-01      | 3.0000%  | 0.0000% | $89084.53          | $85313.58          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2427                  | 2036-09-01      | 3.0000%  | 0.0000% | $51.87             | $49.63             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA6589                  | 2049-04-01      | 3.5000%  | 0.0000% | $122.55            | $115.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZS9221                  | 2036-09-01      | 3.0000%  | 0.0000% | $76.39             | $72.99             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0387                  | 2047-11-01      | 3.0000%  | 0.0000% | $82.28             | $75.33             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7478                  | 2040-03-01      | 4.5000%  | 0.0000% | $1321.93           | $1329.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8716                  | 2054-06-01      | 6.5000%  | 0.0000% | $219.42            | $234.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847                  | 2054-07-01      | 6.0000%  | 0.0000% | $233.53            | $246.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9137                  | 2054-09-01      | 5.5000%  | 0.0000% | $256.06            | $265.27            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9175                  | 2054-09-01      | 7.0000%  | 0.0000% | $1558847.58        | $1673839.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365                  | 2054-10-01      | 5.5000%  | 0.0000% | $260.36            | $265.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9486                  | 2054-11-01      | 5.5000%  | 0.0000% | $255.02            | $262.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9614                  | 2054-12-01      | 6.0000%  | 0.0000% | $261.19            | $271.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987                  | 2055-03-01      | 6.0000%  | 0.0000% | $23140867.27       | $24191994.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1152                  | 2054-04-01      | 5.5000%  | 0.0000% | $235.84            | $241.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1133                  | 2054-05-01      | 5.0000%  | 0.0000% | $9323784.26        | $9372050.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3908                  | 2055-01-01      | 5.0000%  | 0.0000% | $9492628.66        | $9570721.36        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX5395                  | 2055-01-01      | 7.0000%  | 0.0000% | $457612.52         | $490433.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6633                  | 2055-02-01      | 5.5000%  | 0.0000% | $2524573.46        | $2591899.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY0116                  | 2055-04-01      | 5.0000%  | 0.0000% | $520290.07         | $524170.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0955                  | 2055-04-01      | 6.5000%  | 0.0000% | $168304.11         | $178085.55         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3439                  | 2055-05-01      | 6.5000%  | 0.0000% | $273.39            | $287.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3449                  | 2055-05-01      | 6.0000%  | 0.0000% | $3774095.65        | $3896263.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4397                  | 2055-05-01      | 6.0000%  | 0.0000% | $388188.21         | $409659.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5658                  | 2055-05-01      | 5.5000%  | 0.0000% | $281225.73         | $287105.41         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7150                  | 2055-06-01      | 6.5000%  | 0.0000% | $227.85            | $241.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0735                  | 2055-08-01      | 6.0000%  | 0.0000% | $1142737.32        | $1180080.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1095                  | 2055-08-01      | 6.0000%  | 0.0000% | $276.41            | $285.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1314                  | 2055-08-01      | 5.5000%  | 0.0000% | $264.01            | $272.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2843                  | 2055-08-01      | 6.0000%  | 0.0000% | $274.76            | $284.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4234                  | 2055-10-01      | 5.5000%  | 0.0000% | $391893.62         | $399576.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4306                  | 2055-10-01      | 5.5000%  | 0.0000% | $135719.49         | $139088.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ5078                  | 2055-10-01      | 5.0000%  | 0.0000% | $81449.84          | $81808.84          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ7061                  | 2055-11-01      | 4.5000%  | 0.0000% | $274.04            | $270.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8029                  | 2055-11-01      | 6.0000%  | 0.0000% | $229194.17         | $240189.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7247                  | 2055-11-01      | 5.5000%  | 0.0000% | $2796693.55        | $2876464.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7735                  | 2055-11-01      | 5.5000%  | 0.0000% | $274.71            | $281.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8260                  | 2055-11-01      | 6.0000%  | 0.0000% | $6483809.70        | $6722751.05        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1817                  | 2048-12-01      | 4.5000%  | 0.0000% | $30.95             | $30.85             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLZT2391                  | 2047-03-01      | 3.5000%  | 0.0000% | $208.26            | $197.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB1546                  | 2037-02-01      | 3.5000%  | 0.0000% | $2067810.45        | $2018184.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1593                  | 2040-06-01      | 6.0000%  | 0.0000% | $462.00            | $481.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8049                  | 2035-06-01      | 2.5000%  | 0.0000% | $72.96             | $69.49             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8186                  | 2037-09-01      | 4.5000%  | 0.0000% | $150.99            | $151.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8370                  | 2040-03-01      | 4.5000%  | 0.0000% | $245.83            | $247.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837                  | 2052-01-01      | 3.0000%  | 0.0000% | $184.14            | $167.04            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578                  | 2051-03-01      | 2.5000%  | 0.0000% | $177.95            | $152.64            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0592                  | 2050-09-01      | 3.0000%  | 0.0000% | $311.40            | $282.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0921                  | 2052-01-01      | 3.5000%  | 0.0000% | $190.23            | $177.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923                  | 2052-01-01      | 2.5000%  | 0.0000% | $371135.73         | $321329.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958                  | 2052-04-01      | 3.5000%  | 0.0000% | $168367.83         | $158032.51         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586                  | 2052-08-01      | 3.5000%  | 0.0000% | $77024.90          | $72443.82          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1991                  | 2052-12-01      | 5.0000%  | 0.0000% | $214.37            | $217.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081                  | 2052-12-01      | 5.0000%  | 0.0000% | $207.24            | $210.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361                  | 2053-02-01      | 6.0000%  | 0.0000% | $200.70            | $212.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2473                  | 2053-02-01      | 5.0000%  | 0.0000% | $223.68            | $224.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2979                  | 2053-05-01      | 6.5000%  | 0.0000% | $195922.06         | $207319.56         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3107                  | 2053-03-01      | 4.0000%  | 0.0000% | $220.89            | $211.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129                  | 2052-10-01      | 5.0000%  | 0.0000% | $235.78            | $237.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3246                  | 2052-08-01      | 4.0000%  | 0.0000% | $225.76            | $216.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1452                  | 2055-04-01      | 6.0000%  | 0.0000% | $5924491.01        | $6125787.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1813                  | 2055-02-01      | 5.0000%  | 0.0000% | $10658847.58       | $10808931.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1978                  | 2055-06-01      | 5.5000%  | 0.0000% | $190179.11         | $195335.50         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA2413                  | 2036-04-01      | 1.5000%  | 0.0000% | $259.74            | $236.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2555                  | 2050-01-01      | 3.5000%  | 0.0000% | $266.02            | $252.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3538                  | 2055-11-01      | 5.0000%  | 0.0000% | $9926075.49        | $10041254.36       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2771                  | 2053-09-01      | 4.0000%  | 0.0000% | $6579837.15        | $6381187.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3190                  | 2055-10-01      | 6.0000%  | 0.0000% | $282.14            | $295.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFA3705                  | 2037-05-01      | 3.5000%  | 0.0000% | $6678440.83        | $6624757.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA3828                  | 2037-06-01      | 2.5000%  | 0.0000% | $5338279.38        | $5107416.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4144                  | 2055-01-01      | 5.5000%  | 0.0000% | $8018915.30        | $8182872.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3127                  | 2047-10-01      | 3.0000%  | 0.0000% | $5844909.67        | $5326173.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0771                  | 2054-03-01      | 6.0000%  | 0.0000% | $238.10            | $247.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0889                  | 2055-04-01      | 6.0000%  | 0.0000% | $1399058.34        | $1465284.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0892                  | 2055-04-01      | 5.5000%  | 0.0000% | $367153.18         | $376042.45         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0035                  | 2054-02-01      | 6.5000%  | 0.0000% | $226.58            | $241.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0695                  | 2054-05-01      | 5.0000%  | 0.0000% | $8183393.03        | $8255420.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2519                  | 2055-09-01      | 6.0000%  | 0.0000% | $23209344.16       | $24159557.93       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2830                  | 2055-10-01      | 5.5000%  | 0.0000% | $312.15            | $319.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2948                  | 2055-10-01      | 5.0000%  | 0.0000% | $17183573.36       | $17328459.53       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3186                  | 2055-07-01      | 4.0000%  | 0.0000% | $2450976.11        | $2362104.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0443                  | 2053-12-01      | 6.5000%  | 0.0000% | $706067.74         | $750569.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3017                  | 2054-12-01      | 5.0000%  | 0.0000% | $177852.34         | $178463.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3163                  | 2054-12-01      | 5.0000%  | 0.0000% | $81246.08          | $81993.68          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4381                  | 2055-06-01      | 6.0000%  | 0.0000% | $1749791.57        | $1835876.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163                  | 2055-05-01      | 6.0000%  | 0.0000% | $9373888.89        | $9910319.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5299                  | 2054-04-01      | 6.0000%  | 0.0000% | $226.34            | $235.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4572                  | 2053-08-01      | 5.5000%  | 0.0000% | $236.88            | $242.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4674                  | 2053-11-01      | 5.5000%  | 0.0000% | $226.89            | $231.67            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD4816                  | 2054-01-01      | 2.5000%  | 0.0000% | $243.38            | $207.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5083                  | 2054-03-01      | 5.5000%  | 0.0000% | $222.11            | $226.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661                  | 2054-05-01      | 6.0000%  | 0.0000% | $391257.41         | $411435.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882                  | 2054-07-01      | 6.0000%  | 0.0000% | $233.56            | $246.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7093                  | 2054-07-01      | 6.0000%  | 0.0000% | $227.50            | $235.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6653                  | 2053-08-01      | 3.5000%  | 0.0000% | $256.55            | $238.98            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8000                  | 2049-07-01      | 3.0000%  | 0.0000% | $44.73             | $40.36             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7478                  | 2055-01-01      | 6.0000%  | 0.0000% | $245.72            | $256.42            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188                  | 2052-01-01      | 2.0000%  | 0.0000% | $216.65            | $176.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8307                  | 2053-03-01      | 5.0000%  | 0.0000% | $217998.81         | $219571.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349                  | 2053-08-01      | 5.5000%  | 0.0000% | $216.01            | $220.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362                  | 2053-09-01      | 5.5000%  | 0.0000% | $3255687.53        | $3324745.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397                  | 2054-01-01      | 6.5000%  | 0.0000% | $132.12            | $138.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9242                  | 2051-10-01      | 3.0000%  | 0.0000% | $192.27            | $173.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668                  | 2051-11-01      | 2.0000%  | 0.0000% | $1069.11           | $879.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847                  | 2052-02-01      | 3.0000%  | 0.0000% | $438969.36         | $393408.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2620                  | 2052-08-01      | 5.0000%  | 0.0000% | $181393.27         | $183823.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4689                  | 2055-08-01      | 5.0000%  | 0.0000% | $275.56            | $276.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4801                  | 2055-09-01      | 6.0000%  | 0.0000% | $8346299.58        | $8746713.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5074                  | 2055-10-01      | 5.0000%  | 0.0000% | $268.45            | $271.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0058                  | 2055-10-01      | 6.5000%  | 0.0000% | $12924.41          | $13499.51          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0024                  | 2040-09-01      | 4.5000%  | 0.0000% | $16292.33          | $16379.95          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0180                  | 2055-12-01      | 5.5000%  | 0.0000% | $685269.20         | $703472.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0434                  | 2055-12-01      | 5.0000%  | 0.0000% | $263.31            | $265.86            | Agency Mortgage-Backed Securities  |
| GNMI SF 774845 X                      | 2041-06-15      | 4.5000%  | 0.0000% | $464.42            | $464.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M                      | 2045-04-20      | 3.5000%  | 0.0000% | $28.77             | $26.99             | Agency Mortgage-Backed Securities  |
| GNII SF MA3454 M                      | 2046-02-20      | 3.5000%  | 0.0000% | $56.63             | $53.04             | Agency Mortgage-Backed Securities  |
| GNII SF MA5331 M                      | 2048-06-20      | 4.5000%  | 0.0000% | $19795.68          | $19744.41          | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M                      | 2047-07-20      | 3.5000%  | 0.0000% | $198.00            | $184.90            | Agency Mortgage-Backed Securities  |
| GNII SF MA4836 M                      | 2047-11-20      | 3.0000%  | 0.0000% | $60689.77          | $55500.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3897                  | 2053-09-01      | 5.5000%  | 0.0000% | $221.51            | $229.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3900                  | 2053-08-01      | 5.5000%  | 0.0000% | $209.35            | $214.17            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q20206 G                  | 2043-07-01      | 3.5000%  | 0.0000% | $33890.56          | $32509.40          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q39494 G                  | 2046-03-01      | 3.5000%  | 0.0000% | $75.94             | $72.83             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51632 G                  | 2047-10-01      | 3.5000%  | 0.0000% | $86.60             | $81.81             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61190 G                  | 2047-08-01      | 4.5000%  | 0.0000% | $63.52             | $63.58             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB7592                  | 2051-01-01      | 2.5000%  | 0.0000% | $166.15            | $142.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2129                  | 2051-11-01      | 2.0000%  | 0.0000% | $220.12            | $179.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD9576                  | 2052-04-01      | 3.0000%  | 0.0000% | $213.88            | $190.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663                  | 2047-04-01      | 3.0000%  | 0.0000% | $543871.17         | $495857.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3925                  | 2053-03-01      | 5.5000%  | 0.0000% | $187242.28         | $193176.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269                  | 2051-10-01      | 2.0000%  | 0.0000% | $356916.22         | $295792.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7112                  | 2052-03-01      | 3.5000%  | 0.0000% | $256.48            | $240.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7115                  | 2054-02-01      | 5.5000%  | 0.0000% | $2724.38           | $2796.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942                  | 2053-12-01      | 6.5000%  | 0.0000% | $7169789.80        | $7524075.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8025                  | 2054-05-01      | 5.5000%  | 0.0000% | $55942.77          | $57589.24          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7252                  | 2053-11-01      | 5.0000%  | 0.0000% | $2511383.98        | $2527950.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7305                  | 2053-12-01      | 5.0000%  | 0.0000% | $91826.07          | $92465.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS7514                  | 2037-06-01      | 2.0000%  | 0.0000% | $215.75            | $200.35            | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M                      | 2048-10-20      | 4.5000%  | 0.0000% | $4215.15           | $4201.85           | Agency Mortgage-Backed Securities  |
| GNII SF MA5931 M                      | 2049-05-20      | 4.0000%  | 0.0000% | $23283.52          | $22396.73          | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M                      | 2049-07-20      | 3.5000%  | 0.0000% | $31.34             | $29.06             | Agency Mortgage-Backed Securities  |
| GNII SF MA6044 M                      | 2049-07-20      | 6.0000%  | 0.0000% | $1973.69           | $2088.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M                      | 2050-06-20      | 3.5000%  | 0.0000% | $66.72             | $61.74             | Agency Mortgage-Backed Securities  |
| GNII SF MA6820 M                      | 2050-08-20      | 3.0000%  | 0.0000% | $625270.59         | $566125.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M                      | 2052-04-20      | 3.5000%  | 0.0000% | $1946303.68        | $1797035.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M                      | 2052-04-20      | 4.0000%  | 0.0000% | $1287.66           | $1232.91           | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M                      | 2052-05-20      | 2.5000%  | 0.0000% | $13055548.77       | $11321502.07       | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M                      | 2052-05-20      | 4.0000%  | 0.0000% | $5045188.59        | $4832732.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M                      | 2052-06-20      | 4.0000%  | 0.0000% | $69250718.49       | $66327183.97       | Agency Mortgage-Backed Securities  |
| GNII SF MA7219 M                      | 2036-02-20      | 1.5000%  | 0.0000% | $64969.75          | $59379.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M                      | 2051-03-20      | 2.0000%  | 0.0000% | $30337423.61       | $25220855.32       | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M                      | 2051-04-20      | 3.0000%  | 0.0000% | $2199814.99        | $1989688.66        | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M                      | 2051-05-20      | 3.0000%  | 0.0000% | $2057.46           | $1860.93           | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M                      | 2051-06-20      | 3.0000%  | 0.0000% | $530299.95         | $479645.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M                      | 2051-06-20      | 3.0000%  | 0.0000% | $942704.53         | $852657.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M                      | 2051-07-20      | 3.0000%  | 0.0000% | $175.49            | $158.72            | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M                      | 2051-08-20      | 3.0000%  | 0.0000% | $174.98            | $158.26            | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M                      | 2051-11-20      | 2.5000%  | 0.0000% | $115211.20         | $99909.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                      | 2052-03-20      | 3.5000%  | 0.0000% | $268372.90         | $248648.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M                      | 2052-02-20      | 4.0000%  | 0.0000% | $1480690.36        | $1417958.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M                      | 2051-05-20      | 3.0000%  | 0.0000% | $3310.24           | $3027.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA8946 M                      | 2053-06-20      | 4.5000%  | 0.0000% | $37782.16          | $37176.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M                      | 2052-06-20      | 4.5000%  | 0.0000% | $270219.83         | $266852.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M                      | 2052-08-20      | 5.0000%  | 0.0000% | $205.46            | $206.98            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M                      | 2052-09-20      | 4.5000%  | 0.0000% | $8469198.83        | $8359776.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA8349 M                      | 2052-10-20      | 5.5000%  | 0.0000% | $577948.03         | $592051.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M                      | 2052-10-20      | 4.0000%  | 0.0000% | $860307.15         | $822392.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M                      | 2053-01-20      | 6.0000%  | 0.0000% | $2249675.83        | $2322497.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                      | 2053-02-20      | 5.0000%  | 0.0000% | $424.15            | $426.42            | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M                      | 2053-02-20      | 5.0000%  | 0.0000% | $38672.68          | $38879.30          | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M                      | 2053-04-20      | 5.0000%  | 0.0000% | $215.08            | $216.56            | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M                      | 2053-04-20      | 4.5000%  | 0.0000% | $236.30            | $232.72            | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M                      | 2053-09-20      | 5.5000%  | 0.0000% | $111246.53         | $113743.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5819                  | 2052-11-01      | 5.5000%  | 0.0000% | $260.71            | $268.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9772                  | 2053-04-01      | 6.0000%  | 0.0000% | $184.87            | $191.48            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG0101                  | 2053-04-01      | 6.0000%  | 0.0000% | $180477.56         | $188692.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4215                  | 2053-06-01      | 6.0000%  | 0.0000% | $244473.27         | $255704.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8025                  | 2053-07-01      | 6.0000%  | 0.0000% | $176.91            | $183.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7812                  | 2053-07-01      | 6.0000%  | 0.0000% | $235.61            | $247.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0832                  | 2053-08-01      | 6.5000%  | 0.0000% | $225.70            | $241.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH0103                  | 2053-08-01      | 5.5000%  | 0.0000% | $206.11            | $210.61            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH1467                  | 2053-09-01      | 7.0000%  | 0.0000% | $144.49            | $153.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH5023                  | 2053-11-01      | 5.5000%  | 0.0000% | $252.18            | $259.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7815                  | 2054-01-01      | 6.5000%  | 0.0000% | $149.11            | $157.66            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ0020                  | 2054-07-01      | 7.0000%  | 0.0000% | $127873.13         | $136186.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ4565                  | 2054-09-01      | 5.0000%  | 0.0000% | $255.44            | $257.60            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN4492                  | 2035-12-01      | 2.0000%  | 0.0000% | $138.56            | $129.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8130                  | 2053-08-01      | 6.0000%  | 0.0000% | $143.13            | $146.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7484                  | 2052-06-01      | 4.0000%  | 0.0000% | $216.96            | $208.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA9050                  | 2053-05-01      | 4.5000%  | 0.0000% | $225.82            | $221.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423                  | 2049-04-01      | 3.5000%  | 0.0000% | $3881701.55        | $3675601.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO2231                  | 2034-09-01      | 2.5000%  | 0.0000% | $32704.75          | $31320.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8087                  | 2050-08-01      | 2.0000%  | 0.0000% | $10635534.31       | $8732610.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1254                  | 2050-09-01      | 2.0000%  | 0.0000% | $192.28            | $157.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR2037                  | 2051-06-01      | 3.0000%  | 0.0000% | $185.22            | $167.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9877                  | 2054-06-01      | 5.5000%  | 0.0000% | $45014.07          | $46000.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9020                  | 2054-03-01      | 5.5000%  | 0.0000% | $4249280.69        | $4392576.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0278                  | 2055-04-01      | 6.5000%  | 0.0000% | $260.95            | $276.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0386                  | 2055-05-01      | 5.0000%  | 0.0000% | $318899.52         | $322081.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1001                  | 2055-09-01      | 5.0000%  | 0.0000% | $1175829.45        | $1189473.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1005                  | 2055-09-01      | 5.5000%  | 0.0000% | $6957022.98        | $7214435.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1006                  | 2055-09-01      | 5.5000%  | 0.0000% | $175831.29         | $182038.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1164                  | 2055-10-01      | 6.0000%  | 0.0000% | $8043788.34        | $8375305.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1203                  | 2055-10-01      | 5.0000%  | 0.0000% | $3305169.13        | $3339274.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1431                  | 2055-11-01      | 5.0000%  | 0.0000% | $279.67            | $283.52            | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M                      | 2054-01-20      | 5.0000%  | 0.0000% | $494.05            | $497.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M                      | 2054-02-20      | 5.0000%  | 0.0000% | $570.08            | $574.18            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M                      | 2054-01-20      | 5.5000%  | 0.0000% | $397861.12         | $404541.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M                      | 2054-02-20      | 4.0000%  | 0.0000% | $10117825.27       | $9634206.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M                      | 2054-03-20      | 5.0000%  | 0.0000% | $247.74            | $248.85            | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M                      | 2054-03-20      | 5.5000%  | 0.0000% | $85038.50          | $86466.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M                      | 2054-06-20      | 4.0000%  | 0.0000% | $5913834.70        | $5625377.55        | Agency Mortgage-Backed Securities  |
| GNPL PN CP2703                        | 2060-04-15      | 5.1700%  | 0.0000% | $273.21            | $278.15            | Agency Mortgage-Backed Securities  |
| GNPL PN CP3716                        | 2058-05-15      | 4.5500%  | 0.0000% | $1144421.31        | $1135688.99        | Agency Mortgage-Backed Securities  |
| GNII SF BG0167 C                      | 2048-05-20      | 4.0000%  | 0.0000% | $29255.21          | $28156.48          | Agency Mortgage-Backed Securities  |
| GNPL PN BW3011                        | 2059-11-15      | 4.7500%  | 0.0000% | $45929.70          | $45659.51          | Agency Mortgage-Backed Securities  |
| GNII SF BZ4350 C                      | 2051-03-20      | 2.5000%  | 0.0000% | $40278.64          | $34108.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M                      | 2054-10-20      | 5.0000%  | 0.0000% | $14577.59          | $14638.33          | Agency Mortgage-Backed Securities  |
| GNMI SF AF5046 X                      | 2028-08-15      | 3.0000%  | 0.0000% | $6.49              | $6.43              | Agency Mortgage-Backed Securities  |
| GNPL PN CS2714                        | 2058-04-15      | 4.6700%  | 0.0000% | $1579249.23        | $1579335.56        | Agency Mortgage-Backed Securities  |
| GNPL PN CS2724                        | 2058-04-15      | 4.5200%  | 0.0000% | $262.23            | $259.86            | Agency Mortgage-Backed Securities  |
| GNII SF CT7769 C                      | 2055-09-20      | 6.5000%  | 0.0000% | $515079.60         | $549139.58         | Agency Mortgage-Backed Securities  |
| GNPL PN DE5570                        | 2055-02-15      | 5.7100%  | 0.0000% | $272.18            | $288.61            | Agency Mortgage-Backed Securities  |
| GNII SF DH6474 C                      | 2055-04-20      | 6.5000%  | 0.0000% | $850504.36         | $894956.54         | Agency Mortgage-Backed Securities  |
| GNII SF DH6687 C                      | 2055-04-20      | 6.5000%  | 0.0000% | $98812.59          | $103976.99         | Agency Mortgage-Backed Securities  |
| GNII SF DH8249 C                      | 2055-02-20      | 6.5000%  | 0.0000% | $321692.53         | $338505.68         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1054 C                      | 2055-03-20      | 6.5000%  | 0.0000% | $257302.25         | $270749.29         | Agency Mortgage-Backed Securities  |
| GNPL PN DK6759                        | 2060-12-15      | 5.2500%  | 0.0000% | $629475.00         | $643294.50         | Agency Mortgage-Backed Securities  |
| GNII SF DK7519 C                      | 2055-08-20      | 6.5000%  | 0.0000% | $1875263.94        | $1973277.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9174                  | 2053-06-01      | 6.5000%  | 0.0000% | $4514805.95        | $4737790.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9378                  | 2053-07-01      | 5.5000%  | 0.0000% | $219.10            | $224.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTRB5182                  | 2042-09-01      | 4.0000%  | 0.0000% | $192.40            | $190.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $2200.00           | $2198.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4198                  | 2052-03-01      | 3.0000%  | 0.0000% | $189.40            | $170.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928                  | 2052-08-01      | 4.5000%  | 0.0000% | $331619.66         | $326855.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5471                  | 2052-08-01      | 4.5000%  | 0.0000% | $234.14            | $232.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4877                  | 2053-01-01      | 5.5000%  | 0.0000% | $232.56            | $239.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1256                  | 2048-02-01      | 4.5000%  | 0.0000% | $5843763.45        | $5896158.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7301                  | 2042-12-01      | 3.5000%  | 0.0000% | $49.93             | $47.86             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1146                  | 2042-07-01      | 4.0000%  | 0.0000% | $97485.03          | $95444.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA2652                  | 2031-05-01      | 3.5000%  | 0.0000% | $16336.82          | $16260.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA2270                  | 2045-05-01      | 3.0000%  | 0.0000% | $229038.81         | $205962.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521                  | 2048-11-01      | 4.0000%  | 0.0000% | $94.45             | $91.72             | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4389                  | 2031-07-01      | 1.5000%  | 0.0000% | $710844.81         | $675167.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3833                  | 2049-11-01      | 2.5000%  | 0.0000% | $9225.47           | $7937.16           | Agency Mortgage-Backed Securities  |
| GNII SF DL4356 C                      | 2055-10-20      | 6.5000%  | 0.0000% | $542472.65         | $579458.80         | Agency Mortgage-Backed Securities  |
| GNII SF DL5413 C                      | 2055-12-20      | 5.5000%  | 0.0000% | $660732.60         | $676807.78         | Agency Mortgage-Backed Securities  |
| GNII SF DN0835 C                      | 2055-10-20      | 6.5000%  | 0.0000% | $555187.01         | $594419.67         | Agency Mortgage-Backed Securities  |
| GNII SF DN2613 C                      | 2055-12-20      | 6.5000%  | 0.0000% | $4546.58           | $4784.21           | Agency Mortgage-Backed Securities  |
| GNII SF DN4354 C                      | 2055-11-20      | 6.0000%  | 0.0000% | $317420.03         | $329861.94         | Agency Mortgage-Backed Securities  |
| GNII SF DN5314 C                      | 2055-11-20      | 6.0000%  | 0.0000% | $2747041.03        | $2843357.78        | Agency Mortgage-Backed Securities  |
| GNII SF DN4985 C                      | 2055-12-20      | 5.5000%  | 0.0000% | $275.00            | $282.37            | Agency Mortgage-Backed Securities  |
| GNII SF DN7546 C                      | 2055-11-20      | 6.5000%  | 0.0000% | $599054.47         | $627432.08         | Agency Mortgage-Backed Securities  |
| GNII SF DP0697 C                      | 2055-12-20      | 5.0000%  | 0.0000% | $419003.48         | $422428.27         | Agency Mortgage-Backed Securities  |
| GNII SF DP2919 C                      | 2055-12-20      | 6.5000%  | 0.0000% | $307343.30         | $323407.42         | Agency Mortgage-Backed Securities  |
| GNII SF MB0024 M                      | 2054-11-20      | 4.5000%  | 0.0000% | $5674540.15        | $5565191.76        | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M                      | 2054-11-20      | 5.0000%  | 0.0000% | $805.28            | $808.62            | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M                      | 2054-09-20      | 6.0000%  | 0.0000% | $2565938.21        | $2633548.12        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4976                  | 2045-05-01      | 3.0000%  | 0.0000% | $913231.11         | $838171.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5450                  | 2045-07-01      | 3.5000%  | 0.0000% | $66.45             | $63.53             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6241                  | 2053-05-01      | 4.5000%  | 0.0000% | $159403.41         | $157622.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5472                  | 2053-01-01      | 6.0000%  | 0.0000% | $198.87            | $209.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6311                  | 2053-05-01      | 5.0000%  | 0.0000% | $227.36            | $228.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6429                  | 2053-05-01      | 5.0000%  | 0.0000% | $243.07            | $244.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7474                  | 2053-11-01      | 5.5000%  | 0.0000% | $257.55            | $264.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8175                  | 2054-03-01      | 6.5000%  | 0.0000% | $206.65            | $218.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5137                  | 2053-09-01      | 5.0000%  | 0.0000% | $15976.17          | $16073.33          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139                  | 2053-09-01      | 6.0000%  | 0.0000% | $189.86            | $196.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5214                  | 2053-12-01      | 5.0000%  | 0.0000% | $245.41            | $246.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5263                  | 2054-01-01      | 4.0000%  | 0.0000% | $252.36            | $241.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5236                  | 2053-12-01      | 4.0000%  | 0.0000% | $261.99            | $250.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5247                  | 2054-01-01      | 6.0000%  | 0.0000% | $1413776.60        | $1461135.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611                  | 2055-02-01      | 4.0000%  | 0.0000% | $39360.20          | $37559.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673                  | 2055-04-01      | 5.5000%  | 0.0000% | $98312.45          | $100239.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5675                  | 2055-04-01      | 6.5000%  | 0.0000% | $200.45            | $209.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789                  | 2055-08-01      | 4.0000%  | 0.0000% | $269.81            | $257.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792                  | 2055-08-01      | 5.5000%  | 0.0000% | $7349712.95        | $7493791.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823                  | 2055-09-01      | 6.0000%  | 0.0000% | $25500.50          | $26332.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879                  | 2055-11-01      | 5.5000%  | 0.0000% | $21527221.24       | $21949226.52       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5862                  | 2040-10-01      | 6.0000%  | 0.0000% | $304538.11         | $317694.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5885                  | 2040-11-01      | 4.5000%  | 0.0000% | $538.57            | $541.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA5896                  | 2040-10-01      | 3.0000%  | 0.0000% | $81516.58          | $78735.40          | Agency Mortgage-Backed Securities  |
| GNII JM 004240 M                      | 2038-09-20      | 6.5000%  | 0.0000% | $7.65              | $7.91              | Agency Mortgage-Backed Securities  |
| GNII SF 004774 M                      | 2040-08-20      | 6.0000%  | 0.0000% | $8286.88           | $8754.80           | Agency Mortgage-Backed Securities  |
| GNII SF 004961 M                      | 2036-10-20      | 6.0000%  | 0.0000% | $9042.74           | $9537.65           | Agency Mortgage-Backed Securities  |
| GNMI SF 717148 X                      | 2039-05-15      | 4.5000%  | 0.0000% | $12.31             | $12.37             | Agency Mortgage-Backed Securities  |
| GNMI SF 744371 X                      | 2041-09-15      | 4.0000%  | 0.0000% | $24.21             | $23.40             | Agency Mortgage-Backed Securities  |
| GNII SF 508143 C                      | 2029-05-20      | 6.5000%  | 0.0000% | $6759.14           | $6948.03           | Agency Mortgage-Backed Securities  |
| GNMI SP 781479 X                      | 2032-08-15      | 6.0000%  | 0.0000% | $54038.15          | $56669.54          | Agency Mortgage-Backed Securities  |
| GNMI SP 781636 X                      | 2033-07-15      | 5.5000%  | 0.0000% | $1.90              | $1.98              | Agency Mortgage-Backed Securities  |
| GNMI SP 783641 X                      | 2042-06-15      | 4.0000%  | 0.0000% | $12.22             | $11.92             | Agency Mortgage-Backed Securities  |
| GNII SP 783656 M                      | 2042-05-20      | 4.0000%  | 0.0000% | $86.86             | $84.85             | Agency Mortgage-Backed Securities  |
| GNII SP 783890 M                      | 2038-11-20      | 7.0000%  | 0.0000% | $203749.25         | $217374.23         | Agency Mortgage-Backed Securities  |
| GNII SP 784105 M                      | 2044-11-20      | 4.0000%  | 0.0000% | $613386.96         | $595870.67         | Agency Mortgage-Backed Securities  |
| GNMI SP 784107 X                      | 2038-12-15      | 6.0000%  | 0.0000% | $114096.29         | $121027.64         | Agency Mortgage-Backed Securities  |
| GNII SP 784131 M                      | 2046-02-20      | 3.5000%  | 0.0000% | $1632761.56        | $1537420.80        | Agency Mortgage-Backed Securities  |
| GNII BP 784586 M                      | 2028-01-20      | 3.0000%  | 0.0000% | $33955.08          | $33739.47          | Agency Mortgage-Backed Securities  |
| GNII SP 784667 C                      | 2049-02-20      | 4.5000%  | 0.0000% | $19110.70          | $18894.52          | Agency Mortgage-Backed Securities  |
| GNMI SP 784770 X                      | 2045-09-15      | 5.5000%  | 0.0000% | $17461.07          | $18555.94          | Agency Mortgage-Backed Securities  |
| GNII SP 784981 C                      | 2050-04-20      | 3.5000%  | 0.0000% | $11175.77          | $10108.63          | Agency Mortgage-Backed Securities  |
| GNII SP 784975 C                      | 2050-04-20      | 4.5000%  | 0.0000% | $7890.49           | $7781.68           | Agency Mortgage-Backed Securities  |
| GNII SP 785241 C                      | 2050-12-20      | 3.5000%  | 0.0000% | $116.74            | $109.35            | Agency Mortgage-Backed Securities  |
| GNII SP 785247 C                      | 2050-11-20      | 3.5000%  | 0.0000% | $6797739.57        | $6278825.06        | Agency Mortgage-Backed Securities  |
| GNII SP 785248 C                      | 2050-12-20      | 4.0000%  | 0.0000% | $3086918.63        | $2952573.87        | Agency Mortgage-Backed Securities  |
| GNII SP 786335 C                      | 2052-09-20      | 4.5000%  | 0.0000% | $19849.09          | $19527.91          | Agency Mortgage-Backed Securities  |
| GNII SP 785626 C                      | 2051-07-20      | 3.0000%  | 0.0000% | $3578926.10        | $3183640.88        | Agency Mortgage-Backed Securities  |
| GNII SP 785720 C                      | 2051-10-20      | 3.0000%  | 0.0000% | $3653168.94        | $3300714.85        | Agency Mortgage-Backed Securities  |
| GNII SP 785762 C                      | 2051-11-20      | 2.5000%  | 0.0000% | $189.34            | $163.44            | Agency Mortgage-Backed Securities  |
| GNII SP 786107 C                      | 2052-03-20      | 3.0000%  | 0.0000% | $78227.07          | $69976.46          | Agency Mortgage-Backed Securities  |
| GNII SP 787186 C                      | 2053-10-20      | 6.0000%  | 0.0000% | $159540.30         | $165420.96         | Agency Mortgage-Backed Securities  |
| GNII AP 786552 M                      | 2052-12-20      | 2.0000%  | 0.0000% | $36292.70          | $29313.85          | Agency Mortgage-Backed Securities  |
| GNII SP 786823 C                      | 2053-07-20      | 5.5000%  | 0.0000% | $131873.11         | $135229.19         | Agency Mortgage-Backed Securities  |
| GNII SP 786963 C                      | 2053-09-20      | 6.0000%  | 0.0000% | $201.38            | $209.54            | Agency Mortgage-Backed Securities  |
| GNII SP 787621 C                      | 2052-03-20      | 3.0000%  | 0.0000% | $251.36            | $225.85            | Agency Mortgage-Backed Securities  |
| GNMI SP 782604 X                      | 2039-03-15      | 5.5000%  | 0.0000% | $17824.59          | $18819.97          | Agency Mortgage-Backed Securities  |
| GNMI SP 781846 X                      | 2034-09-15      | 6.5000%  | 0.0000% | $8063.61           | $8395.36           | Agency Mortgage-Backed Securities  |
| GNMI SP 782244 X                      | 2037-12-15      | 6.0000%  | 0.0000% | $1.83              | $1.94              | Agency Mortgage-Backed Securities  |
| GNMI SP 782350 X                      | 2038-06-15      | 5.5000%  | 0.0000% | $1.68              | $1.77              | Agency Mortgage-Backed Securities  |
| GNMI SP 783516 X                      | 2040-10-15      | 4.0000%  | 0.0000% | $11.34             | $11.06             | Agency Mortgage-Backed Securities  |
| GNII SP 783525 C                      | 2031-12-20      | 4.5000%  | 0.0000% | $18990.42          | $19161.69          | Agency Mortgage-Backed Securities  |
| GNII SP 783530 M                      | 2041-12-20      | 5.5000%  | 0.0000% | $9.25              | $9.47              | Agency Mortgage-Backed Securities  |
| GNMI SP 783537 X                      | 2037-07-15      | 5.0000%  | 0.0000% | $11.33             | $11.70             | Agency Mortgage-Backed Securities  |
| GNII SP 783348 C                      | 2034-02-20      | 4.9500%  | 0.0000% | $18.04             | $18.33             | Agency Mortgage-Backed Securities  |
| GNMI SF 642081 X                      | 2036-07-15      | 6.5000%  | 0.0000% | $14.15             | $14.97             | Agency Mortgage-Backed Securities  |
| GNMI SF 655140 X                      | 2036-04-15      | 6.5000%  | 0.0000% | $2816.31           | $2987.07           | Agency Mortgage-Backed Securities  |
| GNMI SF 657623 X                      | 2036-07-15      | 6.0000%  | 0.0000% | $24.04             | $24.88             | Agency Mortgage-Backed Securities  |
| GNMI SF 677100 X                      | 2038-07-15      | 5.5000%  | 0.0000% | $21048.27          | $21850.82          | Agency Mortgage-Backed Securities  |
| GNMI SF 682229 X                      | 2049-07-15      | 4.0000%  | 0.0000% | $36.95             | $35.39             | Agency Mortgage-Backed Securities  |
| GNMI SF 685928 X                      | 2038-06-15      | 5.5000%  | 0.0000% | $2.80              | $2.95              | Agency Mortgage-Backed Securities  |
| GNMI SF 697581 X                      | 2038-11-15      | 5.5000%  | 0.0000% | $1.79              | $1.89              | Agency Mortgage-Backed Securities  |
| GNMI SF 698086 X                      | 2039-04-15      | 6.0000%  | 0.0000% | $5.14              | $5.34              | Agency Mortgage-Backed Securities  |
| GNMI SF 704185 X                      | 2039-01-15      | 5.5000%  | 0.0000% | $1.53              | $1.59              | Agency Mortgage-Backed Securities  |
| GNMI SF 709861 X                      | 2039-11-15      | 5.5000%  | 0.0000% | $2.97              | $3.06              | Agency Mortgage-Backed Securities  |
| United States Treasury Bill           | 2026-02-19      | 0.0000%  | 0.0000% | $192.50            | $191.55            | U.S. Treasuries (including strips) |
| United States Treasury Bill           | 2026-02-05      | 0.0000%  | 0.0000% | $209962.50         | $209225.53         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43                         | 2043-05-15      | 0.0000%  | 0.0000% | $27.50             | $11.93             | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46                         | 2046-02-15      | 0.0000%  | 0.0000% | $82.50             | $30.73             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46                         | 2046-08-15      | 0.0000%  | 0.0000% | $2209047.50        | $801418.13         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46                         | 2046-11-15      | 0.0000%  | 0.0000% | $27.50             | $9.84              | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                         | 2047-11-15      | 0.0000%  | 0.0000% | $55.00             | $18.67             | U.S. Treasuries (including strips) |
| 3 TPRN 48                             | 2048-08-15      | 0.0000%  | 0.0000% | $27.50             | $8.96              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                       | 2032-08-31      | 3.8750%  | 0.0000% | $1386990.00        | $1405644.17        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                       | 2029-02-28      | 4.2500%  | 0.0000% | $387090.00         | $400906.48         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                      | 2027-04-15      | 4.5000%  | 0.0000% | $12952.50          | $13238.74          | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29                       | 2029-04-15      | 2.1250%  | 0.0000% | $289.44            | $297.22            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                       | 2032-11-15      | 4.1250%  | 0.0000% | $27.50             | $28.04             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                       | 2029-11-30      | 3.8750%  | 0.0000% | $3217.50           | $3260.29           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                       | 2030-04-30      | 3.5000%  | 0.0000% | $915860.00         | $916412.07         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                       | 2028-06-30      | 1.2500%  | 0.0000% | $372955.00         | $353182.42         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                       | 2032-02-15      | 1.8750%  | 0.0000% | $192.50            | $173.51            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                       | 2027-11-15      | 2.2500%  | 0.0000% | $13172.50          | $12920.98          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                       | 2027-11-30      | 0.6250%  | 0.0000% | $27.50             | $26.08             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                       | 2028-01-31      | 0.7500%  | 0.0000% | $27.50             | $26.09             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                       | 2028-01-31      | 0.7500%  | 0.0000% | $1124750.00        | $1067273.26        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                         | 2040-11-15      | 1.3750%  | 0.0000% | $152955.00         | $100020.98         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                         | 2041-02-15      | 1.8750%  | 0.0000% | $170692.50         | $121045.44         | U.S. Treasuries (including strips) |
| 2 BOND 51                             | 2051-08-15      | 2.0000%  | 0.0000% | $330.00            | $193.02            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                         | 2041-08-15      | 1.7500%  | 0.0000% | $3459060.00        | $2367302.84        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                         | 2042-05-15      | 3.2500%  | 0.0000% | $27.50             | $23.15             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                         | 2053-02-15      | 3.6250%  | 0.0000% | $26152.50          | $21678.95          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                         | 2043-11-15      | 4.7500%  | 0.0000% | $33220.00          | $33604.55          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                         | 2054-11-15      | 4.5000%  | 0.0000% | $55.00             | $52.56             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                         | 2055-02-15      | 4.6250%  | 0.0000% | $55.00             | $54.31             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                         | 2055-08-15      | 4.7500%  | 0.0000% | $307532.50         | $309984.30         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                         | 2055-11-15      | 4.6250%  | 0.0000% | $1045.00           | $1020.20           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41                         | 2041-02-15      | 2.1250%  | 0.0000% | $40.88             | $40.44             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                         | 2042-02-15      | 3.1250%  | 0.0000% | $2611592.50        | $2190274.08        | U.S. Treasuries (including strips) |
| 3 BOND 42                             | 2042-05-15      | 3.0000%  | 0.0000% | $137.50            | $111.68            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                         | 2043-02-15      | 3.1250%  | 0.0000% | $275.00            | $226.85            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                         | 2043-02-15      | 3.1250%  | 0.0000% | $35200.00          | $29037.14          | U.S. Treasuries (including strips) |
| 3 BOND 44                             | 2044-11-15      | 3.0000%  | 0.0000% | $38060.00          | $29747.02          | U.S. Treasuries (including strips) |
| 3 BOND 45                             | 2045-05-15      | 3.0000%  | 0.0000% | $82.50             | $64.14             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                         | 2046-08-15      | 2.2500%  | 0.0000% | $251295.00         | $168406.98         | U.S. Treasuries (including strips) |
| 3 BOND 47                             | 2047-02-15      | 3.0000%  | 0.0000% | $27.50             | $21.13             | U.S. Treasuries (including strips) |
| 3 BOND 48                             | 2048-02-15      | 3.0000%  | 0.0000% | $3492.50           | $2654.18           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                         | 2049-05-15      | 2.8750%  | 0.0000% | $27.50             | $19.95             | U.S. Treasuries (including strips) |
| 2 BOND 50                             | 2050-02-15      | 2.0000%  | 0.0000% | $1170922.50        | $700161.31         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                         | 2040-08-15      | 1.1250%  | 0.0000% | $467.50            | $296.98            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                      | 2027-11-30      | 3.3750%  | 0.0000% | $550.00            | $550.72            | U.S. Treasuries (including strips) |
| TINT 08/15/34                         | 2034-08-15      | 0.0000%  | 0.0000% | $21.17             | $14.75             | U.S. Treasuries (including strips) |
| TINT 02/15/35                         | 2035-02-15      | 0.0000%  | 0.0000% | $878.59            | $596.66            | U.S. Treasuries (including strips) |
| TINT 08/15/39                         | 2039-08-15      | 0.0000%  | 0.0000% | $2.20              | $1.16              | U.S. Treasuries (including strips) |

### Security 324: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 973VFA007, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 973VFA007_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $93700.00          | $94983.10          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $44540300.00       | $46515607.92       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $97060700.00       | $101056420.40      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $8709200.00        | $8910126.17        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $5787600.00        | $5993066.37        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $1000.00           | $1015.02           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $240005000.00      | $241480364.80      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | 0.0000% | $680000.00         | $697540.44         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $61900.00          | $58417.41          | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $500.00            | $494.63            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | 0.0000% | $1000.00           | $998.20            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $200.00            | $187.38            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.67             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $52685300.00       | $34447979.81       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.75             | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $50106400.00       | $29279073.56       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $20450400.00       | $11436428.04       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $91784200.00       | $64625387.06       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $700.00            | $433.53            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $218569200.00      | $178938091.40      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $27226100.00       | $26936741.01       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $645400.00         | $616235.81         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $62373500.00       | $61803722.56       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $18766800.00       | $18674109.12       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1068.44           | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $1400.00           | $1511.16           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $205.59            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $25000500.00       | $24707332.95       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $1100.00           | $1124.51           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $72742300.00       | $72422844.35       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $900.00            | $928.82            | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $1200.00           | $974.92            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $25659300.00       | $20167683.78       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $24000500.00       | $19794766.38       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $32494600.00       | $28775469.34       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $56745600.00       | $49740171.26       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $1398500.00        | $1092891.61        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $40000900.00       | $30596618.41       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $118970900.00      | $84407117.22       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $13861500.00       | $9291800.09        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $130688000.00      | $99167642.87       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $1669700.00        | $1282090.82        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $1700.00           | $1359.94           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $4999400.00        | $3196683.85        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $66000700.00       | $42848707.53       | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $2000.00           | $967.40            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $95081600.00       | $60375366.01       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $21643000.00       | $21827113.29       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $266800.00         | $269004.34         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $125465000.00      | $126871207.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $199999100.00      | $204894271.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $296437000.00      | $306695102.50      | U.S. Treasuries (including strips) |

### Security 325: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust 3.900000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97413AAC8, C.4 - ISIN: US97413AAC80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23180000.00
- **C.18.a - Value (excl. sponsor support):** $23180000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2050-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: Citibank NA

- **C.1 - Title:** Citibank NA 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCG008, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCG008_3.74_0107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 05.500 FGPC A78147 G | 2038-06-01      | 5.5000%  | 0.0000% | $220.98            | $231.81            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A78227 G | 2038-06-01      | 5.5000%  | 0.0000% | $2758.14           | $2886.53           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A79866 G | 2038-08-01      | 5.5000%  | 0.0000% | $1997.07           | $2037.59           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A79536 G | 2038-07-01      | 6.0000%  | 0.0000% | $50.56             | $53.49             | Agency Mortgage-Backed Securities  |
| FMAR 1J0780 G        | 2037-12-01      | 6.6670%  | 0.0000% | $1710.96           | $1791.67           | Agency Mortgage-Backed Securities  |
| FMAR 1J0589 G        | 2037-08-01      | 6.6170%  | 0.0000% | $124.12            | $128.95            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G01840 G | 2035-07-01      | 5.0000%  | 0.0000% | $433.60            | $443.21            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01931 G | 2035-10-01      | 5.5000%  | 0.0000% | $2090.42           | $2199.31           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02031 G | 2036-02-01      | 5.5000%  | 0.0000% | $2447.74           | $2575.25           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02074 G | 2036-02-01      | 5.5000%  | 0.0000% | $2534.99           | $2667.04           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G02120 G | 2036-03-01      | 6.0000%  | 0.0000% | $1437.02           | $1528.70           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G02391 G | 2036-11-01      | 6.0000%  | 0.0000% | $843.09            | $896.88            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03238 G | 2037-08-01      | 6.0000%  | 0.0000% | $2724.60           | $2869.41           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $4250.08           | $4471.61           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G02478 G | 2036-12-01      | 5.5000%  | 0.0000% | $475.19            | $499.97            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03381 G | 2037-09-01      | 5.5000%  | 0.0000% | $56.33             | $59.09             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $1195.12           | $1143.05           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G14611 G | 2027-09-01      | 4.0000%  | 0.0000% | $44.39             | $44.44             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $152.56            | $138.25            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $271.40            | $271.07            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $140.15            | $139.95            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $228.28            | $205.88            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $2572.30           | $2347.98           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  | 0.0000% | $258.57            | $253.18            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18537 G | 2030-01-01      | 3.0000%  | 0.0000% | $580.12            | $573.53            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18524 G | 2029-09-01      | 3.0000%  | 0.0000% | $2215.59           | $2191.55           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $4365.79           | $4319.34           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18533 G | 2029-12-01      | 2.5000%  | 0.0000% | $3446.69           | $3375.18           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18569 G | 2030-09-01      | 3.0000%  | 0.0000% | $991.08            | $977.64            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $82.42             | $81.88             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $160.87            | $159.62            | Agency Mortgage-Backed Securities  |
| FMAR 1A1085 G        | 2036-08-01      | 6.5050%  | 0.0000% | $1906.86           | $1959.98           | Agency Mortgage-Backed Securities  |
| FMAR 1H1350 G        | 2036-10-01      | 6.2180%  | 0.0000% | $1739.04           | $1826.51           | Agency Mortgage-Backed Securities  |
| FMAR 1H1390 G        | 2037-04-01      | 6.4370%  | 0.0000% | $1234.75           | $1299.74           | Agency Mortgage-Backed Securities  |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $857.07            | $893.98            | Agency Mortgage-Backed Securities  |
| FMAR 1J1681 G        | 2037-06-01      | 6.7300%  | 0.0000% | $648.31            | $675.61            | Agency Mortgage-Backed Securities  |
| FMAR 1J1749 G        | 2037-06-01      | 6.1850%  | 0.0000% | $3905.48           | $4028.28           | Agency Mortgage-Backed Securities  |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $1892.35           | $1961.84           | Agency Mortgage-Backed Securities  |
| FMAR 1J1380 G        | 2036-03-01      | 7.3700%  | 0.0000% | $416.75            | $437.91            | Agency Mortgage-Backed Securities  |
| FMAR 1J1418 G        | 2036-12-01      | 6.0650%  | 0.0000% | $913.48            | $943.77            | Agency Mortgage-Backed Securities  |
| FMAR 1J1497 G        | 2037-02-01      | 7.6000%  | 0.0000% | $569.62            | $600.86            | Agency Mortgage-Backed Securities  |
| FMAR 1J1516 G        | 2037-02-01      | 6.6280%  | 0.0000% | $622.34            | $645.63            | Agency Mortgage-Backed Securities  |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4144.64           | $4352.47           | Agency Mortgage-Backed Securities  |
| FMAR 1J3685 G        | 2037-11-01      | 6.1700%  | 0.0000% | $370.84            | $384.71            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC C90945 G | 2026-01-15      | 5.0000%  | 0.0000% | $0.83              | $0.83              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C90946 G | 2026-01-15      | 5.5000%  | 0.0000% | $1.45              | $1.45              | Agency Mortgage-Backed Securities  |
| FMAR 1L0183 G        | 2035-08-01      | 6.4300%  | 0.0000% | $639.64            | $661.23            | Agency Mortgage-Backed Securities  |
| FMAR 1L1302 G        | 2036-04-01      | 6.2490%  | 0.0000% | $1358.72           | $1426.42           | Agency Mortgage-Backed Securities  |
| FMAR 1G1381 G        | 2036-12-01      | 6.6610%  | 0.0000% | $1602.55           | $1674.33           | Agency Mortgage-Backed Securities  |
| FMAR 1G1555 G        | 2037-02-01      | 7.2270%  | 0.0000% | $2424.80           | $2531.69           | Agency Mortgage-Backed Securities  |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2236.68           | $2289.65           | Agency Mortgage-Backed Securities  |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2061.81           | $2133.04           | Agency Mortgage-Backed Securities  |
| FMAR 1B7215 G        | 2036-12-01      | 6.2550%  | 0.0000% | $1004.15           | $1042.48           | Agency Mortgage-Backed Securities  |
| FMAR 1G2602 G        | 2036-10-01      | 6.5030%  | 0.0000% | $2289.22           | $2368.71           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2398.41           | $2489.66           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3715.45           | $3798.44           | Agency Mortgage-Backed Securities  |
| FMAR 1Q1104 G        | 2037-04-01      | 6.4230%  | 0.0000% | $29167.03          | $30170.60          | Agency Mortgage-Backed Securities  |
| FMAR 1B7789 G        | 2040-11-01      | 6.2710%  | 0.0000% | $892.35            | $928.26            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  | 0.0000% | $579.80            | $588.52            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00762 G | 2027-09-01      | 7.0000%  | 0.0000% | $3.24              | $3.43              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00750 G | 2027-07-01      | 7.0000%  | 0.0000% | $1.63              | $1.73              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01707 G | 2034-06-01      | 7.0000%  | 0.0000% | $25.47             | $26.91             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G01767 G | 2032-12-01      | 6.5000%  | 0.0000% | $42.88             | $45.23             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01770 G | 2035-01-01      | 5.5000%  | 0.0000% | $1520.24           | $1572.75           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G01777 G | 2035-02-01      | 6.0000%  | 0.0000% | $487.44            | $513.32            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G00921 G | 2028-04-01      | 7.5000%  | 0.0000% | $13.47             | $13.71             | Agency Mortgage-Backed Securities  |
| 08.000 FGPC G00924 G | 2028-03-01      | 8.0000%  | 0.0000% | $31.98             | $32.49             | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00936 G | 2027-08-01      | 8.5000%  | 0.0000% | $5.42              | $5.50              | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G00951 G | 2028-07-01      | 6.0000%  | 0.0000% | $10.90             | $11.26             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G00954 G | 2028-07-01      | 6.5000%  | 0.0000% | $26.77             | $27.96             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00992 G | 2028-11-01      | 7.0000%  | 0.0000% | $26.62             | $28.12             | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00994 G | 2028-08-01      | 8.5000%  | 0.0000% | $9.75              | $9.93              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01058 G | 2029-09-01      | 7.0000%  | 0.0000% | $18.76             | $19.82             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G01149 G | 2030-11-01      | 6.5000%  | 0.0000% | $6.72              | $7.02              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01129 G | 2030-06-01      | 7.0000%  | 0.0000% | $14.84             | $15.68             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01148 G | 2030-11-01      | 7.0000%  | 0.0000% | $1.40              | $1.48              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $55.31             | $58.43             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01228 G | 2031-04-01      | 7.0000%  | 0.0000% | $34.95             | $36.92             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01309 G | 2031-08-01      | 7.0000%  | 0.0000% | $15.45             | $16.32             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  | 0.0000% | $28.41             | $30.00             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01315 G | 2031-09-01      | 7.0000%  | 0.0000% | $33.86             | $35.77             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01317 G | 2031-10-01      | 7.0000%  | 0.0000% | $1.80              | $1.91              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01324 G | 2031-10-01      | 7.0000%  | 0.0000% | $12.71             | $13.42             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01453 G | 2032-10-01      | 5.5000%  | 0.0000% | $3269.31           | $3401.60           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G01456 G | 2030-12-01      | 6.5000%  | 0.0000% | $166.45            | $173.83            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01563 G | 2033-06-01      | 5.5000%  | 0.0000% | $575.20            | $594.93            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01579 G | 2033-06-01      | 5.5000%  | 0.0000% | $771.26            | $786.91            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G01629 G | 2033-10-01      | 6.0000%  | 0.0000% | $31.79             | $33.13             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G01639 G | 2033-12-01      | 7.0000%  | 0.0000% | $55.92             | $59.06             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC P00061 G | 2034-08-01      | 4.5000%  | 0.0000% | $4278.44           | $4299.15           | Agency Mortgage-Backed Securities  |
| 05.410 FGPC T30388 G | 2037-08-01      | 5.4100%  | 0.0000% | $4907.81           | $4929.50           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C60942 G | 2031-11-01      | 7.0000%  | 0.0000% | $1470.14           | $1552.91           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C62298 G | 2032-01-01      | 5.5000%  | 0.0000% | $2258.28           | $2389.20           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C62923 G | 2032-01-01      | 6.5000%  | 0.0000% | $91.72             | $95.78             | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C65527 G | 2032-04-01      | 6.5000%  | 0.0000% | $39.92             | $41.69             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C66070 G | 2032-04-01      | 7.0000%  | 0.0000% | $3031.25           | $3201.90           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C67997 G | 2032-06-01      | 6.5000%  | 0.0000% | $50.83             | $53.09             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C67999 G | 2032-06-01      | 7.0000%  | 0.0000% | $17.53             | $18.51             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  | 0.0000% | $71.35             | $75.37             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C68150 G | 2032-06-01      | 7.0000%  | 0.0000% | $2142.61           | $2263.23           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C68205 G | 2032-06-01      | 7.0000%  | 0.0000% | $847.30            | $895.00            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC C68248 G | 2032-06-01      | 7.0000%  | 0.0000% | $1663.87           | $1757.55           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C69732 G | 2032-08-01      | 6.0000%  | 0.0000% | $37.45             | $38.65             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C70868 G | 2032-09-01      | 5.5000%  | 0.0000% | $1265.48           | $1291.20           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C70466 G | 2032-09-01      | 6.5000%  | 0.0000% | $85.84             | $89.64             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C71589 G | 2032-10-01      | 5.5000%  | 0.0000% | $2829.16           | $2886.57           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C74177 G | 2032-12-01      | 5.5000%  | 0.0000% | $2698.56           | $2753.32           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C75364 G | 2033-01-01      | 5.5000%  | 0.0000% | $2.66              | $2.71              | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C75066 G | 2032-12-01      | 6.0000%  | 0.0000% | $16.22             | $16.74             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C76198 G | 2033-02-01      | 5.5000%  | 0.0000% | $113.12            | $115.42            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C75454 G | 2033-01-01      | 6.0000%  | 0.0000% | $1820.35           | $1878.95           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C78010 G | 2033-04-01      | 5.5000%  | 0.0000% | $624.90            | $645.19            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C77238 G | 2033-02-01      | 6.0000%  | 0.0000% | $2316.78           | $2391.43           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C77592 G | 2033-03-01      | 6.0000%  | 0.0000% | $25.43             | $26.25             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C77913 G | 2033-03-01      | 5.5000%  | 0.0000% | $391.77            | $404.38            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C78989 G | 2033-05-01      | 5.5000%  | 0.0000% | $896.34            | $914.53            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C78237 G | 2033-04-01      | 5.5000%  | 0.0000% | $120.65            | $124.83            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C79221 G | 2033-05-01      | 6.0000%  | 0.0000% | $34.22             | $35.32             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C79389 G | 2033-04-01      | 5.5000%  | 0.0000% | $293.97            | $305.09            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C79420 G | 2033-05-01      | 5.5000%  | 0.0000% | $1939.40           | $1991.23           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C79462 G | 2033-05-01      | 5.5000%  | 0.0000% | $85.17             | $86.90             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC C79584 G | 2033-05-01      | 5.5000%  | 0.0000% | $67.49             | $68.86             | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G30293 G | 2026-07-01      | 5.0000%  | 0.0000% | $0.47              | $0.48              | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G30381 G | 2027-12-01      | 6.0000%  | 0.0000% | $4095.20           | $4226.65           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G30389 G | 2028-03-01      | 5.0000%  | 0.0000% | $183.24            | $184.82            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G30419 G | 2028-11-01      | 5.0000%  | 0.0000% | $2129.83           | $2153.23           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G30628 G | 2032-10-01      | 4.0000%  | 0.0000% | $1603.89           | $1605.28           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30669 G | 2033-12-01      | 4.5000%  | 0.0000% | $4420.93           | $4485.86           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G30698 G | 2031-07-01      | 5.0000%  | 0.0000% | $3005.70           | $3049.16           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC D98056 G | 2028-08-01      | 6.0000%  | 0.0000% | $117.79            | $121.57            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC D69776 G | 2026-04-01      | 7.0000%  | 0.0000% | $1.23              | $1.30              | Agency Mortgage-Backed Securities  |
| FMAR 847040 G        | 2029-02-01      | 6.5010%  | 0.0000% | $7.17              | $7.18              | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $267.37            | $274.95            | Agency Mortgage-Backed Securities  |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $215.53            | $223.15            | Agency Mortgage-Backed Securities  |
| FMAR 1B2632 G        | 2034-11-01      | 6.2750%  | 0.0000% | $187.38            | $193.13            | Agency Mortgage-Backed Securities  |
| FMAR 1B2642 G        | 2034-11-01      | 6.4540%  | 0.0000% | $635.25            | $659.37            | Agency Mortgage-Backed Securities  |
| FMAR 1B2810 G        | 2035-02-01      | 6.8710%  | 0.0000% | $543.39            | $565.75            | Agency Mortgage-Backed Securities  |
| FMAR 1B3488 G        | 2037-07-01      | 6.6750%  | 0.0000% | $1300.69           | $1346.27           | Agency Mortgage-Backed Securities  |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $286.96            | $296.92            | Agency Mortgage-Backed Securities  |
| FMAR 847415 G        | 2035-06-01      | 6.5050%  | 0.0000% | $1275.45           | $1329.96           | Agency Mortgage-Backed Securities  |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1077.78           | $1118.77           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A43534 G | 2036-03-01      | 6.5000%  | 0.0000% | $271.16            | $283.18            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A44039 G | 2036-03-01      | 6.5000%  | 0.0000% | $1010.34           | $1075.17           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC A46671 G | 2035-08-01      | 5.0000%  | 0.0000% | $180.05            | $185.96            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A46675 G | 2035-08-01      | 4.5000%  | 0.0000% | $220.68            | $223.99            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A48406 G | 2036-03-01      | 5.5000%  | 0.0000% | $321.33            | $338.08            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48592 G | 2036-03-01      | 6.0000%  | 0.0000% | $1539.15           | $1618.23           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A51249 G | 2036-08-01      | 6.0000%  | 0.0000% | $3311.99           | $3463.61           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A52621 G | 2036-10-01      | 6.0000%  | 0.0000% | $3585.95           | $3815.70           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A52084 G | 2036-09-01      | 6.0000%  | 0.0000% | $97.99             | $102.82            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A52525 G | 2036-09-01      | 6.0000%  | 0.0000% | $154.36            | $160.82            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A54117 G | 2036-11-01      | 6.0000%  | 0.0000% | $769.82            | $807.34            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A54174 G | 2036-11-01      | 6.0000%  | 0.0000% | $1263.42           | $1304.09           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A54341 G | 2036-12-01      | 5.5000%  | 0.0000% | $85.63             | $90.09             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A61516 G | 2036-10-01      | 5.5000%  | 0.0000% | $3633.45           | $3752.43           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A61562 G | 2036-10-01      | 5.5000%  | 0.0000% | $617.50            | $649.68            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A61985 G | 2037-06-01      | 6.0000%  | 0.0000% | $4050.15           | $4297.46           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A63820 G | 2037-08-01      | 6.0000%  | 0.0000% | $2248.83           | $2392.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.4130%  | 0.0000% | $994.00            | $1044.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.3410%  | 0.0000% | $113524.49         | $118764.12         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.3480%  | 0.0000% | $2755.37           | $2880.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.3890%  | 0.0000% | $3676.18           | $3857.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.5240%  | 0.0000% | $1089.20           | $1131.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6830%  | 0.0000% | $1305940.62        | $1341028.86        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $1717601.00        | $1516112.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3633 | 2049-06-01      | 3.5000%  | 0.0000% | $22975.70          | $21835.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $38878.69          | $33493.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0428 | 2036-05-01      | 2.0000%  | 0.0000% | $88135.17          | $81928.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $761.16            | $730.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $674.90            | $578.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $7729.31           | $7333.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $20026.92          | $19204.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $11626.93          | $11694.71          | Agency Mortgage-Backed Securities  |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $634.28            | $657.64            | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $1499.52           | $1505.34           | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $991.03            | $1030.69           | Agency Mortgage-Backed Securities  |
| GNII SF DO0166 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1009.96           | Agency Mortgage-Backed Securities  |
| GNII SF DO0168 C     | 2055-12-20      | 5.0000%  | 0.0000% | $80446.00          | $81246.97          | Agency Mortgage-Backed Securities  |
| GNII SF DO0181 C     | 2055-12-20      | 5.0000%  | 0.0000% | $311895.00         | $313771.57         | Agency Mortgage-Backed Securities  |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1111.63           | $1154.31           | Agency Mortgage-Backed Securities  |
| FMAR 2B3360 G        | 2044-11-01      | 6.2310%  | 0.0000% | $2506.64           | $2617.08           | Agency Mortgage-Backed Securities  |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4278.99           | $4463.28           | Agency Mortgage-Backed Securities  |
| FMAR 2B6349 G        | 2047-07-01      | 6.3800%  | 0.0000% | $2704.96           | $2838.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1701.26           | $1770.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.1750%  | 0.0000% | $6.72              | $6.77              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.4380%  | 0.0000% | $2374.97           | $2460.01           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3180%  | 0.0000% | $371.73            | $383.36            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.3880%  | 0.0000% | $1338.78           | $1380.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $416.01            | $429.10            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.2760%  | 0.0000% | $44441.13          | $45024.01          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735322 | 2034-07-01      | 6.1990%  | 0.0000% | $778.12            | $798.87            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.2060%  | 0.0000% | $2663.32           | $2743.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.3400%  | 0.0000% | $105.41            | $108.61            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.5080%  | 0.0000% | $521.44            | $538.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.4220%  | 0.0000% | $2852.44           | $2954.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735691 | 2032-04-01      | 6.4470%  | 0.0000% | $943.73            | $967.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.3510%  | 0.0000% | $2907.86           | $2995.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $171757.79         | $175490.09         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3581.84           | $3681.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.9440%  | 0.0000% | $3338.21           | $3424.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.2480%  | 0.0000% | $194.67            | $201.89            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745168 | 2035-09-01      | 6.4010%  | 0.0000% | $2603.62           | $2696.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.3220%  | 0.0000% | $336.20            | $347.66            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2534.44           | $2631.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.3540%  | 0.0000% | $376.56            | $390.22            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3210%  | 0.0000% | $10081.29          | $10412.51          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.4120%  | 0.0000% | $297.38            | $307.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745705 | 2032-11-01      | 6.3590%  | 0.0000% | $160.37            | $163.72            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.5580%  | 0.0000% | $542.16            | $563.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745858 | 2036-08-01      | 6.5410%  | 0.0000% | $350.44            | $363.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.3890%  | 0.0000% | $2150.49           | $2223.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3285.51           | $3405.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.4900%  | 0.0000% | $1199.66           | $1234.84           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2333.05           | $2422.59           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $2985.36           | $3086.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.1490%  | 0.0000% | $944.37            | $973.22            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758614 | 2033-11-01      | 5.9050%  | 0.0000% | $3735.95           | $3841.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6040%  | 0.0000% | $258.62            | $266.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $344.99            | $355.15            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS768435 | 2034-01-01      | 6.2600%  | 0.0000% | $883.21            | $918.31            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS770140 | 2034-03-01      | 6.3180%  | 0.0000% | $596.40            | $612.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4471.11           | $4604.23           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS778711 | 2034-05-01      | 6.2600%  | 0.0000% | $587.59            | $606.41            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1453.93           | $1503.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3498.94           | $3625.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781563 | 2034-11-01      | 5.8740%  | 0.0000% | $1890.92           | $1944.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2438.34           | $2520.26           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $757.76            | $776.23            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $596.48            | $618.31            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.9380%  | 0.0000% | $2904.52           | $2951.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $686.25            | $711.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2130%  | 0.0000% | $1970.33           | $2034.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.2770%  | 0.0000% | $4.76              | $4.80              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2532.10           | $2617.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800165 | 2034-12-01      | 5.7700%  | 0.0000% | $898.97            | $921.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800171 | 2034-12-01      | 5.7560%  | 0.0000% | $2742.66           | $2808.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1175.06           | $1217.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.0850%  | 0.0000% | $2221.21           | $2286.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.2770%  | 0.0000% | $978.31            | $992.66            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2100%  | 0.0000% | $803.64            | $838.69            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806776 | 2034-11-01      | 5.9090%  | 0.0000% | $3593.24           | $3683.76           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809319 | 2035-01-01      | 6.6700%  | 0.0000% | $879.76            | $908.73            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1770.79           | $1826.39           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $53.66             | $55.42             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $1203.31           | $1236.98           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813842 | 2035-01-01      | 6.0940%  | 0.0000% | $1005.77           | $1036.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2081.80           | $2132.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS815587 | 2035-04-01      | 6.4580%  | 0.0000% | $880.01            | $910.49            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816597 | 2035-02-01      | 6.4200%  | 0.0000% | $1624.14           | $1668.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1179.18           | $1229.69           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB820113 | 2034-11-01      | 6.5340%  | 0.0000% | $3464.50           | $3603.44           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1736.17           | $1766.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3835.63           | $3950.04           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5850%  | 0.0000% | $11.93             | $12.32             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB838948 | 2035-08-01      | 6.0240%  | 0.0000% | $5036.11           | $5168.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $943.59            | $931.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9471 | 2056-01-01      | 5.5000%  | 0.0000% | $350290.00         | $357609.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8298 | 2055-07-01      | 6.5000%  | 0.0000% | $780.42            | $820.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8299 | 2055-07-01      | 6.5000%  | 0.0000% | $838.84            | $880.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $13219.01          | $13472.37          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $16134.55          | $13969.31          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $3154965.62        | $3251391.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2547 | 2035-02-01      | 3.0000%  | 0.0000% | $29334.50          | $28542.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $297.20            | $303.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $763.99            | $781.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $731.26            | $748.24            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $1043533.75        | $1067760.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4650 | 2055-11-01      | 5.5000%  | 0.0000% | $337767.85         | $350481.21         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9210 | 2051-10-01      | 3.0000%  | 0.0000% | $9589.83           | $8638.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $629.49            | $588.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0360 | 2052-01-01      | 2.5000%  | 0.0000% | $92155.03          | $79771.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $632.98            | $602.59            | Agency Mortgage-Backed Securities  |
| GNHF RF AC9917 H     | 2063-10-20      | 4.3900%  | 0.0000% | $526.85            | $518.80            | Agency Mortgage-Backed Securities  |
| GNHF RF AC9936 H     | 2064-04-20      | 4.7000%  | 0.0000% | $1007.48           | $1009.84           | Agency Mortgage-Backed Securities  |
| GNAR AT MA3056 M     | 2045-08-20      | 5.3750%  | 0.0000% | $256.91            | $263.49            | Agency Mortgage-Backed Securities  |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $194.24            | $181.94            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U70087 G | 2027-05-01      | 3.0000%  | 0.0000% | $3266.67           | $3249.06           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40189 G | 2027-03-01      | 3.0000%  | 0.0000% | $4950.81           | $4925.81           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $2251.46           | $2193.68           | Agency Mortgage-Backed Securities  |
| FKAR 04.100 WAWA2531 | 2052-05-01      | 4.1000%  | 0.0000% | $2210223.46        | $1982474.67        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  | 0.0000% | $451.98            | $429.73            | Agency Mortgage-Backed Securities  |
| FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $207828.00         | $194200.03         | Agency Mortgage-Backed Securities  |
| FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $7239078.00        | $5759048.50        | Agency Mortgage-Backed Securities  |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $13584606.00       | $13146280.58       | Agency Mortgage-Backed Securities  |
| FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  | 0.0000% | $6508204.00        | $6601206.24        | Agency Mortgage-Backed Securities  |
| FKAR 04.190 WNWN2416 | 2030-05-01      | 4.1900%  | 0.0000% | $1000.00           | $998.80            | Agency Mortgage-Backed Securities  |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $10188748.00       | $10115066.37       | Agency Mortgage-Backed Securities  |
| FKAR 03.900 WNWN5327 | 2030-08-01      | 3.9000%  | 0.0000% | $50892616.00       | $50530260.57       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $81.86             | $81.11             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  | 0.0000% | $153.90            | $154.60            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $346.50            | $329.10            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $508.47            | $488.06            | Agency Mortgage-Backed Securities  |
| FMAR 972136 G        | 2034-01-01      | 5.9910%  | 0.0000% | $1242.56           | $1282.38           | Agency Mortgage-Backed Securities  |
| FMAR 972164 G        | 2035-01-01      | 6.2340%  | 0.0000% | $5892.06           | $6104.91           | Agency Mortgage-Backed Securities  |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2308.50           | $2375.05           | Agency Mortgage-Backed Securities  |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $415.12            | $427.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  | 0.0000% | $43.80             | $41.18             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  | 0.0000% | $1213.22           | $1139.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ5955 | 2048-04-01      | 3.5000%  | 0.0000% | $197382.52         | $186366.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ8300 | 2048-02-01      | 4.5000%  | 0.0000% | $6881.28           | $6871.99           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $383015.57         | $317564.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $8450.38           | $8052.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $10072.54          | $9664.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $1699.94           | $1512.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6695.32           | $7112.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | 0.0000% | $21336.09          | $20385.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA6222 M     | 2049-10-20      | 5.0000%  | 0.0000% | $1104.52           | $1128.83           | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $376.56            | $341.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1704.43           | $1417.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $2560.39           | $2321.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA8096 M     | 2052-06-20      | 2.0000%  | 0.0000% | $1544.36           | $1283.90           | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $7431.17           | $6721.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $6003.86           | $4991.28           | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $2346.09           | $2122.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $675.11            | $585.44            | Agency Mortgage-Backed Securities  |
| GNII SF MA8942 M     | 2053-01-20      | 2.5000%  | 0.0000% | $3272.69           | $2844.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $749.68            | $740.22            | Agency Mortgage-Backed Securities  |
| GNII SF MA8197 M     | 2052-07-20      | 2.5000%  | 0.0000% | $1001.48           | $872.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $4557.87           | $4498.98           | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $1871.72           | $1789.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $4004.71           | $3693.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | 0.0000% | $509.14            | $525.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $677.80            | $692.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $112.65            | $112.77            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6468 | 2030-11-01      | 1.4290%  | 0.0000% | $15999000.00       | $14257586.17       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XXBM7581 | 2031-11-01      | 4.7051%  | 0.0000% | $2171749.00        | $2228324.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $715.43            | $592.58            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8097 | 2033-04-01      | 4.7000%  | 0.0000% | $142225.52         | $144853.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $947.85            | $980.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCC1076 | 2055-09-01      | 3.3830%  | 0.0000% | $1851491.86        | $1787187.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA9242 M     | 2053-10-20      | 6.0000%  | 0.0000% | $597.78            | $613.42            | Agency Mortgage-Backed Securities  |
| GNII SF CN3283 C     | 2052-07-20      | 5.0000%  | 0.0000% | $946.83            | $992.21            | Agency Mortgage-Backed Securities  |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $4788.83           | $4549.54           | Agency Mortgage-Backed Securities  |
| GNII SF DG6660 C     | 2055-01-20      | 6.5000%  | 0.0000% | $12483.41          | $13422.32          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5988       | 2060-11-15      | 5.6900%  | 0.0000% | $2650.11           | $2786.46           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9347 C     | 2055-06-20      | 7.0000%  | 0.0000% | $4611.22           | $4840.16           | Agency Mortgage-Backed Securities  |
| GNII SF DK7332 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1340.59           | $1376.50           | Agency Mortgage-Backed Securities  |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $768.85            | $797.94            | Agency Mortgage-Backed Securities  |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $1491.56           | $1506.99           | Agency Mortgage-Backed Securities  |
| FMAR 786223 G        | 2028-01-01      | 6.4230%  | 0.0000% | $932.55            | $943.69            | Agency Mortgage-Backed Securities  |
| FMAR 782785 G        | 2034-10-01      | 6.1060%  | 0.0000% | $657.75            | $681.18            | Agency Mortgage-Backed Securities  |
| FMAR 782837 G        | 2034-11-01      | 5.8920%  | 0.0000% | $896.20            | $930.87            | Agency Mortgage-Backed Securities  |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $696.47            | $730.05            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $45.62             | $45.67             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $308.20            | $309.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $21.24             | $22.57             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.6250%  | 0.0000% | $126.11            | $129.84            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4790%  | 0.0000% | $4450.95           | $4496.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3301.53           | $3362.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.0980%  | 0.0000% | $4186333.22        | $4278964.91        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1840 | 2031-09-01      | 4.3800%  | 0.0000% | $1000.00           | $1012.44           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $147840.00         | $151219.47         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3505 | 2030-04-01      | 4.2500%  | 0.0000% | $4874350.00        | $4922887.15        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $4345239.00        | $4443434.16        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $408556.24         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1995.02           | $2083.34           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4673 | 2032-09-01      | 4.4500%  | 0.0000% | $59082142.00       | $59661048.50       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4891 | 2032-09-01      | 4.8000%  | 0.0000% | $414000.00         | $426716.84         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5648 | 2032-11-01      | 4.3200%  | 0.0000% | $999.11            | $1004.86           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5794 | 2032-12-01      | 4.2700%  | 0.0000% | $4802487.00        | $4809269.71        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5898 | 2032-12-01      | 3.9900%  | 0.0000% | $3995450.00        | $3922013.63        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5953 | 2030-12-01      | 4.1900%  | 0.0000% | $12306000.00       | $12386624.81       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5954 | 2030-12-01      | 4.1900%  | 0.0000% | $10376000.00       | $10443980.10       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5998 | 2030-12-01      | 3.8850%  | 0.0000% | $8869000.00        | $8799028.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $222.20            | $209.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $12070.08          | $12228.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $71.55             | $70.46             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9564 | 2043-06-01      | 3.0000%  | 0.0000% | $10700.85          | $9907.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA2252 | 2045-03-01      | 3.5000%  | 0.0000% | $66.17             | $62.34             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1041.46           | $906.55            | Agency Mortgage-Backed Securities  |
| GNII SF DM9235 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1744.37           | $1808.67           | Agency Mortgage-Backed Securities  |
| GNII SF DN1995 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1029568.00        | $1067517.88        | Agency Mortgage-Backed Securities  |
| GNHA RM DN3386 H     | 2075-10-20      | 5.3310%  | 0.0000% | $1003.72           | $1084.57           | Agency Mortgage-Backed Securities  |
| GNII SF MB0814 M     | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.80           | Agency Mortgage-Backed Securities  |
| FMAR 786625 G        | 2028-09-01      | 5.8690%  | 0.0000% | $3316.84           | $3348.96           | Agency Mortgage-Backed Securities  |
| FMAR 788825 G        | 2031-11-01      | 6.2350%  | 0.0000% | $191.36            | $197.06            | Agency Mortgage-Backed Securities  |
| FMAR 848565 G        | 2037-12-01      | 6.5470%  | 0.0000% | $4123.02           | $4271.88           | Agency Mortgage-Backed Securities  |
| FMAR 848690 G        | 2037-03-01      | 6.2160%  | 0.0000% | $54328.67          | $56876.14          | Agency Mortgage-Backed Securities  |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $4071.89           | $4232.73           | Agency Mortgage-Backed Securities  |
| FMAR 849336 G        | 2034-12-01      | 6.2260%  | 0.0000% | $4173.51           | $4240.11           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $469.59            | $463.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $134.10            | $133.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $194.16            | $185.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $142.82            | $136.01            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2170%  | 0.0000% | $2074.50           | $2167.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.5370%  | 0.0000% | $2844.66           | $2847.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD669201 | 2032-11-01      | 5.9150%  | 0.0000% | $144.06            | $148.61            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.4000%  | 0.0000% | $1218.46           | $1249.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD671155 | 2033-02-01      | 6.5230%  | 0.0000% | $857.42            | $883.83            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.7570%  | 0.0000% | $1054.54           | $1095.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681767 | 2033-01-01      | 6.2500%  | 0.0000% | $35.24             | $36.10             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.3740%  | 0.0000% | $563.18            | $578.85            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4491.30           | $4646.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $148.84            | $153.66            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD690573 | 2033-10-01      | 6.3930%  | 0.0000% | $4823.39           | $4991.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $945.53            | $978.87            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $741.82            | $755.58            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB722439 | 2033-07-01      | 6.1630%  | 0.0000% | $2443.69           | $2489.34           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2507.45           | $2584.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 GLCB5340 | 2052-12-01      | 5.5000%  | 0.0000% | $54933.96          | $56032.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $677.74            | $695.49            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 5.9870%  | 0.0000% | $7585.15           | $7847.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $815.30            | $832.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $762.18            | $792.19            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE1973 | 2040-09-01      | 6.5650%  | 0.0000% | $1252.43           | $1309.82           | Agency Mortgage-Backed Securities  |
| FKAR WG9016          | 2030-08-01      | 3.8500%  | 0.0000% | $1007.00           | $998.56            | Agency Mortgage-Backed Securities  |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $52.39             | $53.53             | Agency Mortgage-Backed Securities  |
| GNAR AT 082547 M     | 2040-06-20      | 5.6250%  | 0.0000% | $437.55            | $448.56            | Agency Mortgage-Backed Securities  |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | 0.0000% | $996.75            | $1023.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.3480%  | 0.0000% | $447.35            | $452.96            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $2959.70           | $3019.95           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $3891.58           | $3932.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.5910%  | 0.0000% | $4506.62           | $4495.88           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8550%  | 0.0000% | $3225.43           | $3279.30           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1830%  | 0.0000% | $909.20            | $932.84            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.1430%  | 0.0000% | $122.92            | $125.19            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.9020%  | 0.0000% | $3652.04           | $3716.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $539.68            | $554.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  | 0.0000% | $460.32            | $461.32            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.6900%  | 0.0000% | $1629.27           | $1696.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH3767 | 2041-02-01      | 6.8150%  | 0.0000% | $3314.69           | $3457.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI8448 | 2041-08-01      | 4.5000%  | 0.0000% | $4902.14           | $4960.02           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N30991 G | 2033-07-01      | 5.0000%  | 0.0000% | $4711.32           | $4746.82           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00800 G | 2026-11-01      | 7.0000%  | 0.0000% | $86.60             | $91.47             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00810 G | 2027-11-01      | 7.0000%  | 0.0000% | $1.17              | $1.23              | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G00860 G | 2028-02-01      | 6.5000%  | 0.0000% | $2.94              | $3.07              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00884 G | 2027-12-01      | 8.5000%  | 0.0000% | $8.30              | $8.44              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00487 G | 2026-06-01      | 7.0000%  | 0.0000% | $0.75              | $0.79              | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00544 G | 2026-10-01      | 8.5000%  | 0.0000% | $0.29              | $0.29              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G00551 G | 2026-10-01      | 7.5000%  | 0.0000% | $2.19              | $2.21              | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G00606 G | 2026-11-01      | 7.0000%  | 0.0000% | $0.29              | $0.31              | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G00608 G | 2026-12-01      | 7.5000%  | 0.0000% | $10.53             | $10.65             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G00587 G | 2026-08-01      | 6.0000%  | 0.0000% | $295.63            | $305.14            | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00723 G | 2027-05-01      | 8.5000%  | 0.0000% | $56.93             | $57.83             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 6.6250%  | 0.0000% | $2749.80           | $2856.17           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 6.2450%  | 0.0000% | $855.36            | $882.86            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 6.2780%  | 0.0000% | $4346.14           | $4521.70           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A64158 G | 2037-08-01      | 6.0000%  | 0.0000% | $73.40             | $77.10             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A64825 G | 2037-08-01      | 6.0000%  | 0.0000% | $2085.35           | $2206.82           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A65179 G | 2037-09-01      | 6.5000%  | 0.0000% | $2150.41           | $2245.80           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A65571 G | 2037-09-01      | 6.0000%  | 0.0000% | $295.90            | $308.91            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A65895 G | 2037-09-01      | 6.0000%  | 0.0000% | $416.02            | $442.72            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A65898 G | 2037-09-01      | 6.5000%  | 0.0000% | $68.85             | $72.53             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A66380 G | 2037-09-01      | 6.0000%  | 0.0000% | $3641.83           | $3864.26           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A69435 G | 2037-12-01      | 6.0000%  | 0.0000% | $252.52            | $264.96            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A71283 G | 2038-01-01      | 6.5000%  | 0.0000% | $74.27             | $78.43             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A76467 G | 2038-04-01      | 6.0000%  | 0.0000% | $2788.07           | $2953.23           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A77961 G | 2038-06-01      | 5.5000%  | 0.0000% | $3435.36           | $3607.20           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $11.62             | $11.68             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.2650%  | 0.0000% | $534.15            | $538.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555566 | 2033-04-01      | 6.4800%  | 0.0000% | $811.61            | $832.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $499.07            | $513.48            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.1970%  | 0.0000% | $148.44            | $152.11            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8960%  | 0.0000% | $82.17             | $83.87             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.6510%  | 0.0000% | $2647.96           | $2625.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD556438 | 2028-03-01      | 6.4750%  | 0.0000% | $2290.74           | $2315.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.4770%  | 0.0000% | $4327.28           | $4362.55           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.6500%  | 0.0000% | $2066.61           | $2085.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.2450%  | 0.0000% | $3294.42           | $3376.51           | Agency Mortgage-Backed Securities  |
| 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  | 0.0000% | $8000.00           | $9723.01           | Corporate Debt Securities          |
| RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $275000.00         | $274568.80         | Corporate Debt Securities          |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $257913.05         | Corporate Debt Securities          |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $181000.00         | $155090.57         | Corporate Debt Securities          |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $23488700.00       | $23851130.64       | U.S. Treasuries (including strips) |

### Security 327: Citibank NA

- **C.1 - Title:** Citibank NA 3.830000%
- **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: 981ZCQ006, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCQ006_3.83_0102
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

**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 MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $25164607.74       | $25799259.15       | Agency Mortgage-Backed Securities  |
| GNAR AF MB0567 M     | 2055-08-20      | 5.5000%  | 0.0000% | $594491.65         | $607112.91         | Agency Mortgage-Backed Securities  |
| GNII SF DI4583 C     | 2055-09-20      | 6.5000%  | 0.0000% | $38612.25          | $41150.26          | Agency Mortgage-Backed Securities  |
| GNII SF DO0158 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1647334.00        | $1691464.98        | Agency Mortgage-Backed Securities  |
| GNII SF DO0161 C     | 2055-12-20      | 5.5000%  | 0.0000% | $2016653.00        | $2070679.81        | Agency Mortgage-Backed Securities  |
| GNII SF DO0171 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1119194.00        | $1128686.63        | Agency Mortgage-Backed Securities  |
| GNII SF DO0173 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1893759.00        | $1992731.90        | Agency Mortgage-Backed Securities  |
| GNII SF DO0181 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1006.02           | Agency Mortgage-Backed Securities  |
| GNII SF DO9152 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1835923.00        | $1896163.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9332 | 2055-09-01      | 6.5000%  | 0.0000% | $997.75            | $1052.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $946949.37         | $996310.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2388 | 2055-10-01      | 6.5000%  | 0.0000% | $1005.40           | $1055.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $998.47            | $1055.02           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF3639 | 2055-11-01      | 7.0000%  | 0.0000% | $998.93            | $1059.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $36049.22          | $32161.31          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9928 | 2030-12-01      | 1.3700%  | 0.0000% | $36249000.00       | $31915673.72       | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $62640997.42       | $54320978.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $86436.88          | $79788.47          | Agency Mortgage-Backed Securities  |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $15097.53          | $14432.18          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6932 | 2032-05-01      | 3.1910%  | 0.0000% | $28778850.61       | $27296073.08       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1240 | 2052-03-01      | 3.0000%  | 0.0000% | $220046.02         | $198133.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $1935.51           | $2001.38           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $1148.87           | $1197.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.3730%  | 0.0000% | $1843.56           | $1903.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894571 | 2036-03-01      | 7.1340%  | 0.0000% | $2149.11           | $2269.18           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.3210%  | 0.0000% | $322.95            | $335.20            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.0100%  | 0.0000% | $2945.60           | $3042.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.2430%  | 0.0000% | $2459.74           | $2568.53           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.2500%  | 0.0000% | $3918.44           | $4059.88           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.7500%  | 0.0000% | $359.36            | $372.29            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1906236 | 2037-01-01      | 6.6820%  | 0.0000% | $1826.13           | $1891.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS907897 | 2036-12-01      | 5.7800%  | 0.0000% | $557.38            | $576.64            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.7350%  | 0.0000% | $4028.25           | $4212.14           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $443.45            | $454.76            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8940%  | 0.0000% | $1335.73           | $1364.63           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $2973.80           | $3045.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $164586.58         | $168888.87         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $25402879.83       | $26339280.79       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3505 | 2030-04-01      | 4.2500%  | 0.0000% | $218630.00         | $220807.04         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4673 | 2032-09-01      | 4.4500%  | 0.0000% | $1000.00           | $1009.80           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5794 | 2032-12-01      | 4.2700%  | 0.0000% | $23769818.00       | $23803388.90       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5898 | 2032-12-01      | 3.9900%  | 0.0000% | $47040.00          | $46175.40          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $2034.50           | $2112.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $551.40            | $572.27            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1672.37           | $1733.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1483.26           | $1537.55           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.2110%  | 0.0000% | $2284.63           | $2375.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.4850%  | 0.0000% | $4428.26           | $4581.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5870%  | 0.0000% | $3619.39           | $3756.85           | Agency Mortgage-Backed Securities  |
| GNII SF DL9048 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39415.40          | $40327.26          | Agency Mortgage-Backed Securities  |
| GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $20942350.00       | $21448847.71       | Agency Mortgage-Backed Securities  |
| GNII SF DN1994 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1215083.00        | $1259870.96        | Agency Mortgage-Backed Securities  |
| GNII SF MB0815 M     | 2054-12-20      | 6.0000%  | 0.0000% | $569494.00         | $586106.14         | Agency Mortgage-Backed Securities  |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $566738.00         | $592730.49         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7500%  | 0.0000% | $4466.49           | $4693.48           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $863.81            | $897.82            | Agency Mortgage-Backed Securities  |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | 0.0000% | $996.75            | $1023.45           | Agency Mortgage-Backed Securities  |
| GNII SP 787622 C     | 2051-12-20      | 2.5000%  | 0.0000% | $1955.39           | $1695.81           | Agency Mortgage-Backed Securities  |
| GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $4093.17           | $4302.51           | Agency Mortgage-Backed Securities  |
| 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $7009000.00        | $7117148.87        | U.S. Treasuries (including strips) |
| 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $25689800.00       | $25411898.96       | U.S. Treasuries (including strips) |

### Security 328: Societe Generale

- **C.1 - Title:** Societe Generale 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983TEU007, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 983TEU007_3.78_0107
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 846806 G        | 2030-06-01      | 5.1770%  | 0.0000% | $23902.71          | $23537.72          | Agency Mortgage-Backed Securities |
| FMAR 848089 G        | 2035-01-01      | 6.5840%  | 0.0000% | $173752.39         | $179501.28         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $168235921.07      | $145806427.60      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5835 | 2048-03-01      | 4.0000%  | 0.0000% | $63073.72          | $60744.30          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $59126.74          | $57485.87          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4242 | 2053-12-01      | 6.5000%  | 0.0000% | $688712.41         | $732726.41         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA6190 | 2054-02-01      | 7.0000%  | 0.0000% | $984690.21         | $1056986.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB2283 | 2054-09-01      | 6.5000%  | 0.0000% | $1465662.66        | $1558860.73        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB7921 | 2054-08-01      | 7.0000%  | 0.0000% | $966634.45         | $1040850.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7937 | 2054-08-01      | 5.5000%  | 0.0000% | $860491.85         | $893820.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  | 0.0000% | $5951618.28        | $5715081.14        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1278 | 2052-08-01      | 3.0000%  | 0.0000% | $14958406.24       | $13574260.04       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $20245862.86       | $20963497.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0375 | 2054-08-01      | 6.5000%  | 0.0000% | $878579.02         | $936358.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6594 | 2054-11-01      | 5.5000%  | 0.0000% | $984245.34         | $1022406.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1598 | 2055-07-01      | 6.5000%  | 0.0000% | $1501044.35        | $1590407.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $10555473.24       | $9587093.01        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6490 | 2055-09-01      | 7.0000%  | 0.0000% | $1630107.26        | $1736102.26        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6824 | 2055-08-01      | 7.0000%  | 0.0000% | $1602887.31        | $1704116.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC9492 | 2046-07-01      | 4.0000%  | 0.0000% | $109762.35         | $105766.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD8540 | 2047-01-01      | 4.0000%  | 0.0000% | $131932.05         | $127916.08         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS4184 | 2042-02-01      | 2.0000%  | 0.0000% | $7282319.03        | $6416718.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5559 | 2046-12-01      | 3.5000%  | 0.0000% | $31878335.83       | $30565798.50       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6854 | 2053-02-01      | 5.5000%  | 0.0000% | $654694.20         | $679100.11         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH6803 | 2053-12-01      | 6.5000%  | 0.0000% | $592402.08         | $631372.46         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1381 | 2054-08-01      | 6.5000%  | 0.0000% | $566897.47         | $599917.36         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4278 | 2054-09-01      | 6.5000%  | 0.0000% | $829010.40         | $881952.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9762 | 2050-07-01      | 3.0000%  | 0.0000% | $12863863.18       | $11631273.54       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI4569 | 2054-05-01      | 6.5000%  | 0.0000% | $866712.01         | $918197.88         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI8411 | 2054-06-01      | 7.0000%  | 0.0000% | $980914.15         | $1050309.24        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI8473 | 2054-06-01      | 7.0000%  | 0.0000% | $820297.60         | $880314.13         | Agency Mortgage-Backed Securities |
| FMAR 420192 G        | 2029-06-01      | 4.2500%  | 0.0000% | $13759.39          | $13614.37          | Agency Mortgage-Backed Securities |
| FMAR 420195 G        | 2030-11-01      | 5.4500%  | 0.0000% | $4102.40           | $4131.70           | Agency Mortgage-Backed Securities |
| FMAR 420196 G        | 2030-11-01      | 5.3480%  | 0.0000% | $21350.79          | $21479.74          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS078462 | 2026-11-01      | 4.2060%  | 0.0000% | $593.70            | $592.00            | Agency Mortgage-Backed Securities |
| FNMS 04.000 ZC310241 | 2044-09-25      | 4.0000%  | 0.0000% | $8608341.42        | $8449425.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7717 | 2053-02-01      | 5.0000%  | 0.0000% | $672597.02         | $681751.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9890 | 2053-04-01      | 5.5000%  | 0.0000% | $4859071.74        | $5044131.10        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  | 0.0000% | $40438122.38       | $32055973.59       | Agency Mortgage-Backed Securities |

### Security 329: Societe Generale

- **C.1 - Title:** Societe Generale 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APL001, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APL001_3.83_0205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $25660200.00       | $26073850.93       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $28617200.00       | $28922169.23       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26                 | 2026-07-31      | 4.3750%  | 0.0000% | $29842000.00       | $30524174.33       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $33256500.00       | $33270249.03       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $27000100.00       | $27292541.79       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $6204700.00        | $6130522.81        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $28912400.00       | $29273287.12       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $33201500.00       | $29147480.64       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 1.2500%  | 0.0000% | $16341200.00       | $16021918.45       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $27470800.00       | $27335176.05       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $35531200.00       | $35366024.33       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $29477700.00       | $25768926.33       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55                    | 2055-02-15      | 2.3750%  | 0.0000% | $46953698.70       | $45167403.93       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $600.00            | $597.44            | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $74299402.48       | $55640426.36       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45                    | 2045-02-15      | 0.7500%  | 0.0000% | $27304928.00       | $20056083.98       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $9819000.00        | $9804045.66        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $7156700.00        | $7217215.83        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $26384700.00       | $27041176.85       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $29740100.00       | $29946793.70       | U.S. Treasuries (including strips) |

### Security 330: Societe Generale

- **C.1 - Title:** Societe Generale 3.850000%
- **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: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APS006_3.85_0105
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $26990080.00       | $27718429.55       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $29479120.00       | $29765629.36       | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $30810000.00       | $31079587.50       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $32067360.00       | $32279004.58       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $28759600.00       | $29789772.78       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $29402400.00       | $29708526.92       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $12483360.00       | $11926968.42       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $240.00            | $236.58            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $33737840.00       | $30410386.49       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $34688560.00       | $33663608.35       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $32419280.00       | $30008096.05       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $5613120.00        | $5402372.83        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $33910000.00       | $32064448.25       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $22519760.00       | $22710183.23       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $31974080.00       | $32518973.09       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $28290640.00       | $28953776.45       | U.S. Treasuries (including strips) |

### Security 331: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988FVT006, C.3 - LEI: N/A, C.5 - Other ID: 988FVT006_3.75_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  | 0.0000% | $49999900.00       | $47235280.53       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30 | 2030-04-30      | 3.5000%  | 0.0000% | $63111100.00       | $63108499.20       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26 | 2026-07-15      | 0.1250%  | 0.0000% | $39311262.12       | $39111287.65       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55   | 2055-02-15      | 2.3750%  | 0.0000% | $48969640.50       | $47118502.39       | U.S. Treasuries (including strips) |
| 1 TRIB 48       | 2048-02-15      | 1.0000%  | 0.0000% | $131093.87         | $96599.41          | U.S. Treasuries (including strips) |
| 1 TRIB 49       | 2049-02-15      | 1.0000%  | 0.0000% | $11259548.59       | $8173655.37        | U.S. Treasuries (including strips) |
| TINT 08/15/31   | 2031-08-15      | 0.0000%  | 0.0000% | $3202118.14        | $2573311.80        | U.S. Treasuries (including strips) |
| TINT 11/15/30   | 2030-11-15      | 0.0000%  | 0.0000% | $117575843.70      | $97693768.53       | U.S. Treasuries (including strips) |
| TINT 02/15/31   | 2031-02-15      | 0.0000%  | 0.0000% | $205345177.60      | $168751434.90      | U.S. Treasuries (including strips) |
| TINT 11/15/41   | 2041-11-15      | 0.0000%  | 0.0000% | $329977.67         | $152577.05         | U.S. Treasuries (including strips) |
| TINT 02/15/43   | 2043-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 05/15/48   | 2048-05-15      | 0.0000%  | 0.0000% | $111214387.20      | $35985083.19       | U.S. Treasuries (including strips) |

### Security 332: Natwest

- **C.1 - Title:** Natwest 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99DJ46000, C.3 - LEI: N/A, C.5 - Other ID: 99DJ46000_3.85_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $50122500.00       | $51123984.10       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $48403000.00       | $49477340.10       | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $47669700.00       | $49108249.26       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $10150400.00       | $9938649.69        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $48018400.00       | $47438052.54       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $49933700.00       | $49711470.07       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $58114300.00       | $51118512.12       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $49999500.00       | $50761648.15       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $46588200.00       | $49322123.69       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2026-01-08

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer