# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-034949
**Filing Date:** 2026-4
**Character Count:** 1209265
**Document Hash:** 26354f696bf749590fb133c5a1b81d0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034949.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034949

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843550

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**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:** 45 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $135715667376.90

- **Amortized Cost of Portfolio Securities:** $135720833099.24

- **Cash:** $7084947234.19

- **Total Other Assets:** $323219348.93

- **Total Liabilities:** $1491844556.17

- **Net Assets of Series:** $141637155126.19

- **Number of Shares Outstanding (Series):** 141637639999.8130

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $94077120435.81           | $103832286085.17           | 67.8900%                  | 74.9300%                   |
| 2026-03-03 | $96208067076.70           | $105640407022.96           | 68.3900%                  | 75.0900%                   |
| 2026-03-04 | $96553128991.46           | $106230513629.52           | 68.1100%                  | 74.9300%                   |
| 2026-03-05 | $95422846489.00           | $105600261865.71           | 67.4900%                  | 74.6900%                   |
| 2026-03-06 | $94127956286.99           | $102713824416.75           | 67.6800%                  | 73.8500%                   |
| 2026-03-09 | $93494158111.27           | $102080144323.73           | 67.0600%                  | 73.2200%                   |
| 2026-03-10 | $95426588244.04           | $103646328395.80           | 67.5300%                  | 73.3500%                   |
| 2026-03-11 | $95133842715.38           | $102853640003.24           | 67.2300%                  | 72.6900%                   |
| 2026-03-12 | $99003769140.28           | $109213574992.94           | 67.8300%                  | 74.8200%                   |
| 2026-03-13 | $94755057273.52           | $105779784897.33           | 66.3800%                  | 74.1000%                   |
| 2026-03-16 | $88451414551.56           | $99476171952.42            | 64.7100%                  | 72.7800%                   |
| 2026-03-17 | $89163293453.90           | $100337540052.74           | 65.0500%                  | 73.2000%                   |
| 2026-03-18 | $94579810849.24           | $104004067309.28           | 67.5400%                  | 74.2700%                   |
| 2026-03-19 | $96569790959.60           | $106341330027.14           | 67.1200%                  | 73.9100%                   |
| 2026-03-20 | $94223640457.52           | $104349043040.16           | 66.3600%                  | 73.4900%                   |
| 2026-03-23 | $91442125874.88           | $101164883880.18           | 65.7600%                  | 72.7500%                   |
| 2026-03-24 | $96592276046.99           | $105177694688.99           | 67.4200%                  | 73.4100%                   |
| 2026-03-25 | $98606185802.56           | $106991613108.41           | 67.7500%                  | 73.5100%                   |
| 2026-03-26 | $97938382317.42           | $107236840118.83           | 67.5300%                  | 73.9500%                   |
| 2026-03-27 | $94508182217.09           | $104906634210.83           | 66.3600%                  | 73.6600%                   |
| 2026-03-30 | $91814528672.31           | $102712981925.65           | 65.7900%                  | 73.6000%                   |
| 2026-03-31 | $95547603157.33           | $106144595526.57           | 66.7600%                  | 74.1600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7700%             |
| 2026-03-03 | 3.7700%             |
| 2026-03-04 | 3.7700%             |
| 2026-03-05 | 3.7600%             |
| 2026-03-06 | 3.7500%             |
| 2026-03-09 | 3.7500%             |
| 2026-03-10 | 3.7400%             |
| 2026-03-11 | 3.7400%             |
| 2026-03-12 | 3.7400%             |
| 2026-03-13 | 3.7400%             |
| 2026-03-16 | 3.7400%             |
| 2026-03-17 | 3.7400%             |
| 2026-03-18 | 3.7400%             |
| 2026-03-19 | 3.7400%             |
| 2026-03-20 | 3.7300%             |
| 2026-03-23 | 3.7200%             |
| 2026-03-24 | 3.7200%             |
| 2026-03-25 | 3.7200%             |
| 2026-03-26 | 3.7300%             |
| 2026-03-27 | 3.7300%             |
| 2026-03-30 | 3.7300%             |
| 2026-03-31 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $868160781.66

- **Number of Shares Outstanding:** 868163753.6830

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2172050.17               | $377490.74              |
| 2026-03-03 | $766604.89                | $299090.72              |
| 2026-03-04 | $31465.83                 | $742746.48              |
| 2026-03-05 | $1048306.93               | $426014.85              |
| 2026-03-06 | $33714.22                 | $542988.37              |
| 2026-03-09 | $93179.18                 | $511935.26              |
| 2026-03-10 | $556746.08                | $397221.39              |
| 2026-03-11 | $497750.42                | $401004.48              |
| 2026-03-12 | $39760.62                 | $215201.18              |
| 2026-03-13 | $16579.82                 | $241516.47              |
| 2026-03-16 | $350730.44                | $40428.54               |
| 2026-03-17 | $340544.73                | $4070045.45             |
| 2026-03-18 | $150.15                   | $572259.21              |
| 2026-03-19 | $70510.91                 | $495487.11              |
| 2026-03-20 | $2496041.74               | $298262.53              |
| 2026-03-23 | $20574.02                 | $284055.22              |
| 2026-03-24 | $1598992.79               | $207340.66              |
| 2026-03-25 | $2907.70                  | $957344.88              |
| 2026-03-26 | $75838.38                 | $439105.34              |
| 2026-03-27 | $19293.43                 | $578571.60              |
| 2026-03-30 | $30730.29                 | $512538.53              |
| 2026-03-31 | $619611.53                | $175045.93              |

**Total Gross Subscriptions (Month):** $10882084.27

**Total Gross Redemptions (Month):** $12785694.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2100%           |
| 2026-03-03 | 3.2100%           |
| 2026-03-04 | 3.2100%           |
| 2026-03-05 | 3.2000%           |
| 2026-03-06 | 3.2000%           |
| 2026-03-09 | 3.1900%           |
| 2026-03-10 | 3.1800%           |
| 2026-03-11 | 3.1800%           |
| 2026-03-12 | 3.1800%           |
| 2026-03-13 | 3.1800%           |
| 2026-03-16 | 3.1800%           |
| 2026-03-17 | 3.1800%           |
| 2026-03-18 | 3.1800%           |
| 2026-03-19 | 3.1800%           |
| 2026-03-20 | 3.1800%           |
| 2026-03-23 | 3.1700%           |
| 2026-03-24 | 3.1600%           |
| 2026-03-25 | 3.1600%           |
| 2026-03-26 | 3.1700%           |
| 2026-03-27 | 3.1700%           |
| 2026-03-30 | 3.1700%           |
| 2026-03-31 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 59.2200%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3868146472.97

- **Number of Shares Outstanding:** 3868159714.9900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $3977760.98               | $143735635.45           |
| 2026-03-03 | $238546888.54             | $25477021.69            |
| 2026-03-04 | $8649586.28               | $150824265.96           |
| 2026-03-05 | $95602097.28              | $475825.98              |
| 2026-03-06 | $558314.59                | $125450433.78           |
| 2026-03-09 | $103244625.60             | $19000.02               |
| 2026-03-10 | $1063759.01               | $39716500.45            |
| 2026-03-11 | $169530829.80             | $18509330.44            |
| 2026-03-12 | $31405584.48              | $315580201.40           |
| 2026-03-13 | $400767.12                | $92162691.48            |
| 2026-03-16 | $32762554.25              | $34868656.36            |
| 2026-03-17 | $99792652.19              | $3672494.54             |
| 2026-03-18 | $886282.88                | $149843269.31           |
| 2026-03-19 | $92850039.73              | $13536590.56            |
| 2026-03-20 | $6325121.88               | $30026603.75            |
| 2026-03-23 | $63016539.36              | $710072.76              |
| 2026-03-24 | $57810664.24              | $22111588.79            |
| 2026-03-25 | $45302343.70              | $87636.99               |
| 2026-03-26 | $8293961.42               | $89576431.31            |
| 2026-03-27 | $14969530.07              | $34662538.99            |
| 2026-03-30 | $58370162.41              | $71319461.33            |
| 2026-03-31 | $58961984.69              | $93150472.47            |

**Total Gross Subscriptions (Month):** $1192322050.50

**Total Gross Redemptions (Month):** $1455516723.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4400%           |
| 2026-03-03 | 3.4400%           |
| 2026-03-04 | 3.4400%           |
| 2026-03-05 | 3.4400%           |
| 2026-03-06 | 3.4300%           |
| 2026-03-09 | 3.4200%           |
| 2026-03-10 | 3.4100%           |
| 2026-03-11 | 3.4100%           |
| 2026-03-12 | 3.4100%           |
| 2026-03-13 | 3.4100%           |
| 2026-03-16 | 3.4100%           |
| 2026-03-17 | 3.4100%           |
| 2026-03-18 | 3.4100%           |
| 2026-03-19 | 3.4100%           |
| 2026-03-20 | 3.4100%           |
| 2026-03-23 | 3.4000%           |
| 2026-03-24 | 3.3900%           |
| 2026-03-25 | 3.4000%           |
| 2026-03-26 | 3.4000%           |
| 2026-03-27 | 3.4000%           |
| 2026-03-30 | 3.4100%           |
| 2026-03-31 | 3.4100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 88.3400%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $34059535854.46

- **Number of Shares Outstanding:** 34059652452.1860

- **Expense Reimbursement/Waiver:** 220685.61

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1076007954.68            | $1088600267.48          |
| 2026-03-03 | $1014014191.06            | $533435380.35           |
| 2026-03-04 | $194801391.21             | $358229462.98           |
| 2026-03-05 | $129841741.19             | $683291845.89           |
| 2026-03-06 | $533304384.48             | $196944771.48           |
| 2026-03-09 | $404099341.04             | $183581255.99           |
| 2026-03-10 | $370793906.83             | $84370864.65            |
| 2026-03-11 | $276611127.07             | $680857478.37           |
| 2026-03-12 | $362112112.33             | $639198133.23           |
| 2026-03-13 | $120771253.99             | $914395740.88           |
| 2026-03-16 | $536291725.50             | $805727553.15           |
| 2026-03-17 | $164964668.65             | $98705266.91            |
| 2026-03-18 | $191089966.51             | $219117858.16           |
| 2026-03-19 | $337648127.78             | $325522995.68           |
| 2026-03-20 | $293888199.29             | $317025514.44           |
| 2026-03-23 | $351270452.66             | $325019933.42           |
| 2026-03-24 | $4290229367.70            | $805834092.23           |
| 2026-03-25 | $204927218.42             | $177929638.01           |
| 2026-03-26 | $119532357.90             | $301240117.30           |
| 2026-03-27 | $175937199.57             | $1125061549.53          |
| 2026-03-30 | $240537066.31             | $488462180.75           |
| 2026-03-31 | $778688105.09             | $221014521.09           |

**Total Gross Subscriptions (Month):** $12167361859.26

**Total Gross Redemptions (Month):** $10573566421.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5300%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 57.0700%         | 0.0000%              |
| Non-financial corporation |  | 29.5800%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1164046173.17

- **Number of Shares Outstanding:** 1164050158.1110

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $9344678.81               | $28258733.64            |
| 2026-03-03 | $13859696.41              | $74478.27               |
| 2026-03-04 | $2454401.07               | $20349499.93            |
| 2026-03-05 | $511480.32                | $1965075.45             |
| 2026-03-06 | $2844148.84               | $4028254.75             |
| 2026-03-09 | $26353652.35              | $19933.71               |
| 2026-03-10 | $3629460.23               | $5936412.92             |
| 2026-03-11 | $20057656.03              | $247315.81              |
| 2026-03-12 | $103597.97                | $6029363.53             |
| 2026-03-13 | $5363689.75               | $3603061.13             |
| 2026-03-16 | $4910025.38               | $5274700.55             |
| 2026-03-17 | $2571470.54               | $5558014.75             |
| 2026-03-18 | $48870393.08              | $1015538.61             |
| 2026-03-19 | $124628.61                | $17215495.43            |
| 2026-03-20 | $9741730.35               | $11758762.37            |
| 2026-03-23 | $6021064.93               | $14704255.84            |
| 2026-03-24 | $12855623.83              | $20951376.37            |
| 2026-03-25 | $3538643.28               | $9216887.11             |
| 2026-03-26 | $27581103.52              | $3269675.87             |
| 2026-03-27 | $77999995.24              | $3573587.56             |
| 2026-03-30 | $4841226.89               | $18617667.48            |
| 2026-03-31 | $2428153.72               | $23170957.29            |

**Total Gross Subscriptions (Month):** $286006521.15

**Total Gross Redemptions (Month):** $204839048.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2700%           |
| 2026-03-03 | 3.2700%           |
| 2026-03-04 | 3.2700%           |
| 2026-03-05 | 3.2700%           |
| 2026-03-06 | 3.2600%           |
| 2026-03-09 | 3.2500%           |
| 2026-03-10 | 3.2400%           |
| 2026-03-11 | 3.2400%           |
| 2026-03-12 | 3.2400%           |
| 2026-03-13 | 3.2400%           |
| 2026-03-16 | 3.2400%           |
| 2026-03-17 | 3.2400%           |
| 2026-03-18 | 3.2400%           |
| 2026-03-19 | 3.2400%           |
| 2026-03-20 | 3.2400%           |
| 2026-03-23 | 3.2300%           |
| 2026-03-24 | 3.2200%           |
| 2026-03-25 | 3.2300%           |
| 2026-03-26 | 3.2300%           |
| 2026-03-27 | 3.2300%           |
| 2026-03-30 | 3.2400%           |
| 2026-03-31 | 3.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.1600%          | 0.0000%              |
| Non-financial corporation |  | 88.2100%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $100726902834.14

- **Number of Shares Outstanding:** 100727247657.6230

- **Expense Reimbursement/Waiver:** 2333625.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $6140704612.94            | $4182338200.66          |
| 2026-03-03 | $6223061116.10            | $5468505372.07          |
| 2026-03-04 | $5267751002.83            | $4343744040.25          |
| 2026-03-05 | $4128414185.91            | $4536197749.35          |
| 2026-03-06 | $3676711213.04            | $4808720323.36          |
| 2026-03-09 | $4214976763.56            | $4691071850.34          |
| 2026-03-10 | $4887638012.55            | $2590617361.36          |
| 2026-03-11 | $3376689762.58            | $3773741576.96          |
| 2026-03-12 | $9180249574.48            | $3253389676.68          |
| 2026-03-13 | $4250311345.57            | $7709596960.55          |
| 2026-03-16 | $4497222958.64            | $9638503895.68          |
| 2026-03-17 | $4891931279.65            | $4028942088.73          |
| 2026-03-18 | $6013990552.93            | $2922572238.44          |
| 2026-03-19 | $7191843106.20            | $4315642331.49          |
| 2026-03-20 | $3749435671.35            | $5191165090.33          |
| 2026-03-23 | $2314392660.74            | $5235250502.26          |
| 2026-03-24 | $4791966117.04            | $4076579353.54          |
| 2026-03-25 | $5375141009.18            | $4338494586.11          |
| 2026-03-26 | $5273349200.12            | $5177022432.97          |
| 2026-03-27 | $4186068138.35            | $5183652916.27          |
| 2026-03-30 | $3702891675.25            | $5929290145.96          |
| 2026-03-31 | $9385666415.27            | $6995068243.55          |

**Total Gross Subscriptions (Month):** $112720406374.28

**Total Gross Redemptions (Month):** $108390106936.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6300%           |
| 2026-03-03 | 3.6300%           |
| 2026-03-04 | 3.6300%           |
| 2026-03-05 | 3.6200%           |
| 2026-03-06 | 3.6200%           |
| 2026-03-09 | 3.6100%           |
| 2026-03-10 | 3.6000%           |
| 2026-03-11 | 3.6000%           |
| 2026-03-12 | 3.6000%           |
| 2026-03-13 | 3.6000%           |
| 2026-03-16 | 3.6000%           |
| 2026-03-17 | 3.6000%           |
| 2026-03-18 | 3.6000%           |
| 2026-03-19 | 3.6000%           |
| 2026-03-20 | 3.6000%           |
| 2026-03-23 | 3.5800%           |
| 2026-03-24 | 3.5800%           |
| 2026-03-25 | 3.5800%           |
| 2026-03-26 | 3.5900%           |
| 2026-03-27 | 3.5900%           |
| 2026-03-30 | 3.5900%           |
| 2026-03-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 41.0200%         | 0.0000%              |
| Non-financial corporation                           |  | 11.2900%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5700%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $805423014.22

- **Number of Shares Outstanding:** 805425771.4700

- **Expense Reimbursement/Waiver:** 5523.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $48997490.95              | $36805131.73            |
| 2026-03-03 | $51974415.77              | $36566413.42            |
| 2026-03-04 | $79211443.17              | $32798061.18            |
| 2026-03-05 | $45922953.07              | $80602679.45            |
| 2026-03-06 | $34941392.18              | $45898716.45            |
| 2026-03-09 | $27021402.49              | $39339985.44            |
| 2026-03-10 | $39197571.92              | $25639189.77            |
| 2026-03-11 | $35470253.21              | $38161519.76            |
| 2026-03-12 | $37695230.28              | $45858868.47            |
| 2026-03-13 | $27513197.60              | $40202470.87            |
| 2026-03-16 | $56931946.99              | $39646357.16            |
| 2026-03-17 | $48344273.80              | $31749314.13            |
| 2026-03-18 | $24514444.68              | $31348235.60            |
| 2026-03-19 | $22641702.92              | $48152463.58            |
| 2026-03-20 | $24548085.83              | $38446254.58            |
| 2026-03-23 | $26757802.05              | $33352816.85            |
| 2026-03-24 | $66134456.70              | $29610107.27            |
| 2026-03-25 | $127517417.98             | $124745873.61           |
| 2026-03-26 | $31803400.86              | $31707937.33            |
| 2026-03-27 | $31515127.80              | $48239528.78            |
| 2026-03-30 | $28407886.44              | $48588456.27            |
| 2026-03-31 | $56630110.86              | $38351190.60            |

**Total Gross Subscriptions (Month):** $973692007.55

**Total Gross Redemptions (Month):** $965811572.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2700%           |
| 2026-03-03 | 3.2700%           |
| 2026-03-04 | 3.2700%           |
| 2026-03-05 | 3.2600%           |
| 2026-03-06 | 3.2600%           |
| 2026-03-09 | 3.2500%           |
| 2026-03-10 | 3.2400%           |
| 2026-03-11 | 3.2400%           |
| 2026-03-12 | 3.2400%           |
| 2026-03-13 | 3.2400%           |
| 2026-03-16 | 3.2400%           |
| 2026-03-17 | 3.2400%           |
| 2026-03-18 | 3.2400%           |
| 2026-03-19 | 3.2400%           |
| 2026-03-20 | 3.2400%           |
| 2026-03-23 | 3.2200%           |
| 2026-03-24 | 3.2200%           |
| 2026-03-25 | 3.2200%           |
| 2026-03-26 | 3.2300%           |
| 2026-03-27 | 3.2300%           |
| 2026-03-30 | 3.2300%           |
| 2026-03-31 | 3.2400%           |

**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:** $144828717.59

- **Number of Shares Outstanding:** 144829213.3900

- **Expense Reimbursement/Waiver:** 3362.21

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $398911.70                | $0.00                   |

**Total Gross Subscriptions (Month):** $398911.70

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6100%           |
| 2026-03-03 | 3.6100%           |
| 2026-03-04 | 3.6100%           |
| 2026-03-05 | 3.6000%           |
| 2026-03-06 | 3.6000%           |
| 2026-03-09 | 3.5900%           |
| 2026-03-10 | 3.5800%           |
| 2026-03-11 | 3.5800%           |
| 2026-03-12 | 3.5800%           |
| 2026-03-13 | 3.5800%           |
| 2026-03-16 | 3.5800%           |
| 2026-03-17 | 3.5800%           |
| 2026-03-18 | 3.5800%           |
| 2026-03-19 | 3.5800%           |
| 2026-03-20 | 3.5800%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5700%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5800%           |

**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:** $111277.98

- **Number of Shares Outstanding:** 111278.3600

- **Expense Reimbursement/Waiver:** 647.63

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $100000303.11             | $100000000.00           |
| 2026-03-03 | $100000000.00             | $100000000.00           |
| 2026-03-04 | $100000000.00             | $100000000.00           |
| 2026-03-05 | $100000000.00             | $100000000.00           |
| 2026-03-06 | $100000000.00             | $100000000.00           |
| 2026-03-09 | $100000000.00             | $100000000.00           |
| 2026-03-10 | $100000000.00             | $100000000.00           |
| 2026-03-11 | $100000000.00             | $100000000.00           |
| 2026-03-12 | $100000000.00             | $100000000.00           |
| 2026-03-13 | $100000000.00             | $100000000.00           |
| 2026-03-16 | $100000000.00             | $100000000.00           |
| 2026-03-17 | $100000000.00             | $100000000.00           |
| 2026-03-18 | $100000000.00             | $100000000.00           |
| 2026-03-19 | $100000000.00             | $100000000.00           |
| 2026-03-20 | $100000000.00             | $100000000.00           |
| 2026-03-23 | $100000000.00             | $100000000.00           |
| 2026-03-24 | $65000000.00              | $100000000.00           |
| 2026-03-25 | $35000000.00              | $0.00                   |
| 2026-03-26 | $100000000.00             | $100000000.00           |
| 2026-03-27 | $100000000.00             | $100000000.00           |
| 2026-03-30 | $100000000.00             | $100000000.00           |
| 2026-03-31 | $0.00                     | $100000000.00           |

**Total Gross Subscriptions (Month):** $2000000303.11

**Total Gross Redemptions (Month):** $2100000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5600%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5300%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5400%           |

**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 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 00799J004_3.68_0401
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.5300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 1/4 02/28/29                 | 2029-02-28      | 4.2500%  | 0.0000% | $550000000.00      | $558272089.70      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-12-15      | 4.3750%  | 0.0000% | $43184800.00       | $43914639.73       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-08-06      | 0.0000%  | 0.0000% | $1800.00           | $1777.21           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $404000.00         | $409209.12         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $496285600.00      | $507342094.60      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $606604000.00      | $614519009.20      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $1500.00           | $1441.61           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $665014800.00      | $656042214.60      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $443221600.00      | $399030077.70      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $308933700.00      | $217391425.30      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $99665600.00       | $72881540.44       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $49679900.00       | $33293236.95       | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $278245200.00      | $162533577.70      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $1081096000.00     | $825199854.10      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $1247213800.00     | $891746008.10      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $119584400.00      | $99167675.44       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $19266200.00       | $18254150.56       | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.66_0407
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX LB735698 | 2035-07-01      | 6.0940%  | 0.0000% | $169176.18         | $173194.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3888 | 2056-01-01      | 5.0000%  | 0.0000% | $3268230.71        | $3234504.74        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795713 | 2034-08-01      | 6.2270%  | 0.0000% | $26569.20          | $27387.54          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL882138 | 2036-08-01      | 7.5000%  | 0.0000% | $31178.82          | $31912.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDA5769 | 2038-12-01      | 6.0000%  | 0.0000% | $290990.35         | $301822.76         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA5916 | 2054-01-01      | 7.0000%  | 0.0000% | $1225356.39        | $1305653.17        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODB4053 | 2054-06-01      | 6.3110%  | 0.0000% | $3444148.99        | $3563473.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB4882 | 2055-01-01      | 5.0000%  | 0.0000% | $153632.42         | $151802.91         | Agency Mortgage-Backed Securities  |
| FMAR 841946 G        | 2055-05-01      | 5.8600%  | 0.0000% | $150426.12         | $154092.51         | Agency Mortgage-Backed Securities  |
| FMAR 1B4021 G        | 2038-04-01      | 6.3600%  | 0.0000% | $252183.92         | $257630.59         | Agency Mortgage-Backed Securities  |
| FMAR 1B4725 G        | 2040-06-01      | 6.4500%  | 0.0000% | $229045.57         | $239430.50         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G07136 G | 2038-08-01      | 6.5000%  | 0.0000% | $404172.06         | $428961.41         | Agency Mortgage-Backed Securities  |
| FMAR 1J1615 G        | 2037-05-01      | 7.1000%  | 0.0000% | $54596.57          | $56746.78          | Agency Mortgage-Backed Securities  |
| FMAR 1K0115 G        | 2037-06-01      | 6.2970%  | 0.0000% | $208538.39         | $216516.96         | Agency Mortgage-Backed Securities  |
| FMAR 1G2063 G        | 2037-07-01      | 6.8350%  | 0.0000% | $10310.94          | $10688.45          | Agency Mortgage-Backed Securities  |
| FMZC GB 12/15/36 G2  | 2036-12-15      | 0.0000%  | 0.0000% | $650000.00         | $398953.10         | Agency Mortgage-Backed Securities  |
| FMAR 849756 G        | 2045-07-01      | 6.3800%  | 0.0000% | $11972.56          | $12481.11          | Agency Mortgage-Backed Securities  |
| 3.00 FHOR 22-37 AR   | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2198623.95        | Agency Mortgage-Backed Securities  |
| FHFR 03SO 10/26 7434 | 2026-10-29      | 3.7700%  | 0.0000% | $4000000.00        | $4027502.00        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08830 G | 2048-08-01      | 3.5000%  | 0.0000% | $55330.72          | $51409.24          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6485 | 2054-11-01      | 5.0000%  | 0.0000% | $246697.75         | $243790.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0263 | 2055-01-01      | 6.0000%  | 0.0000% | $1659066.47        | $1726920.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8773 | 2055-11-01      | 6.0000%  | 0.0000% | $1396914.43        | $1462762.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1599 | 2055-07-01      | 6.5000%  | 0.0000% | $1652412.59        | $1744081.28        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE9054 | 2055-09-01      | 7.0000%  | 0.0000% | $1082909.68        | $1155665.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9973 | 2055-10-01      | 5.5000%  | 0.0000% | $6391565.47        | $6483765.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1921 | 2055-10-01      | 6.5000%  | 0.0000% | $7545372.91        | $7843986.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4908 | 2055-11-01      | 5.5000%  | 0.0000% | $2443420.10        | $2489684.63        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBD5059 | 2047-02-01      | 5.7950%  | 0.0000% | $93998.89          | $97712.71          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U62476 G | 2043-04-01      | 3.5000%  | 0.0000% | $27465.23          | $25962.65          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U64346 G | 2044-11-01      | 4.0000%  | 0.0000% | $85596.95          | $82687.63          | Agency Mortgage-Backed Securities  |
| 07.500 FRPC G80309 G | 2032-07-15      | 7.5000%  | 0.0000% | $13077.31          | $13318.87          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH0800 | 2053-08-01      | 4.5000%  | 0.0000% | $352959.86         | $341252.18         | Agency Mortgage-Backed Securities  |
| 3.38 FCSB 43 G       | 2043-01-26      | 3.3800%  | 0.0000% | $1251000.00        | $1015417.66        | Agency Mortgage-Backed Securities  |
| 2.68 FCOR 22-37 AD   | 2037-01-05      | 2.6800%  | 0.0000% | $18523000.00       | $15503199.43       | Agency Mortgage-Backed Securities  |
| 4.49 FCOR 23-37 AL   | 2037-04-20      | 4.4900%  | 0.0000% | $18469000.00       | $18198766.72       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM4823 | 2042-07-01      | 6.3950%  | 0.0000% | $288047.55         | $300978.00         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBM6982 | 2052-06-01      | 3.4630%  | 0.0000% | $125381.62         | $120760.26         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBM7994 | 2056-04-01      | 0.0000%  | 0.0000% | $47809664.00       | $46723619.67       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBM7436 | 2053-10-01      | 5.5250%  | 0.0000% | $27604.84          | $28183.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBO8872 | 2034-12-01      | 3.0000%  | 0.0000% | $90964.60          | $87542.51          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBT8268 | 2052-08-01      | 4.0960%  | 0.0000% | $43906.58          | $43627.70          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $14616660.25       | $11936880.74       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4365 | 2040-10-01      | 6.0000%  | 0.0000% | $2364595.09        | $2455050.31        | Agency Mortgage-Backed Securities  |
| FMAR 780605 G        | 2033-06-01      | 6.0950%  | 0.0000% | $173793.44         | $179790.74         | Agency Mortgage-Backed Securities  |
| FMAR 840353 G        | 2046-07-01      | 6.4610%  | 0.0000% | $5457.76           | $5675.16           | Agency Mortgage-Backed Securities  |
| FMAR 781804 G        | 2034-07-01      | 6.2500%  | 0.0000% | $94125.74          | $97499.99          | Agency Mortgage-Backed Securities  |
| 1.50 FMNT 20-32 J2   | 2032-07-29      | 1.5000%  | 0.0000% | $15000000.00       | $12794630.00       | Agency Mortgage-Backed Securities  |
| 1.40 FMNT 21-33 W2   | 2033-08-17      | 1.4000%  | 0.0000% | $15000000.00       | $12117361.67       | Agency Mortgage-Backed Securities  |
| 1.52 FMNT 21-34 F7   | 2034-04-13      | 1.5200%  | 0.0000% | $15000000.00       | $12176720.00       | Agency Mortgage-Backed Securities  |
| 1.5 FMNT 20-32 C9    | 2032-05-19      | 1.5500%  | 0.0000% | $15000000.00       | $12901550.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256885 | 2027-09-01      | 6.0000%  | 0.0000% | $9190.81           | $9400.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT256946 | 2027-10-01      | 6.5000%  | 0.0000% | $27707.76          | $28768.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBV0893 | 2037-01-01      | 2.5000%  | 0.0000% | $1904887.55        | $1798982.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBV1782 | 2045-05-01      | 6.0000%  | 0.0000% | $1500251.20        | $1545354.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3121 | 2052-03-01      | 3.0000%  | 0.0000% | $2281450.75        | $2009905.64        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBV5843 | 2055-08-01      | 7.0000%  | 0.0000% | $2692314.42        | $2859217.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV6404 | 2055-09-01      | 6.5000%  | 0.0000% | $1331249.67        | $1383093.41        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBV7897 | 2052-08-01      | 4.2550%  | 0.0000% | $69156.89          | $68966.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1516 | 2052-07-01      | 4.0000%  | 0.0000% | $16077.20          | $15256.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW2452 | 2056-02-01      | 4.5000%  | 0.0000% | $2774295.09        | $2689523.73        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW5041 | 2052-08-01      | 4.5850%  | 0.0000% | $57723.45          | $58009.23          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY3662 | 2053-05-01      | 7.0000%  | 0.0000% | $590259.24         | $631905.18         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AM462267 | 2035-05-01      | 5.9150%  | 0.0000% | $364360.02         | $356459.30         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AM462289 | 2036-09-01      | 5.8100%  | 0.0000% | $46731.48          | $46428.23          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS620037 | 2035-01-01      | 4.1440%  | 0.0000% | $640146.81         | $635355.63         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS620048 | 2037-08-01      | 4.1380%  | 0.0000% | $281998.21         | $280356.04         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL0559 | 2037-03-01      | 7.0000%  | 0.0000% | $7821.57           | $8247.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2283 | 2027-08-01      | 3.0000%  | 0.0000% | $19898.85          | $19790.36          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZAL3205 | 2036-05-01      | 4.2020%  | 0.0000% | $1178015.37        | $1171168.36        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7431 | 2043-07-01      | 6.5980%  | 0.0000% | $101272.09         | $106049.77         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8749 | 2045-01-01      | 6.1370%  | 0.0000% | $30036.89          | $31267.77          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM1176 | 2032-11-01      | 3.3000%  | 0.0000% | $73542.41          | $69906.47          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN3568 | 2026-11-01      | 2.3650%  | 0.0000% | $869302.92         | $861522.51         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7363 | 2027-11-01      | 3.0600%  | 0.0000% | $200000.00         | $197592.00         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8199 | 2036-01-01      | 3.5000%  | 0.0000% | $459669.85         | $422744.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAO0678 | 2027-05-01      | 3.0000%  | 0.0000% | $12800.78          | $12708.74          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0719 | 2047-11-01      | 4.5000%  | 0.0000% | $12083691.25       | $11826755.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS0302 | 2043-08-01      | 3.0000%  | 0.0000% | $432485.78         | $395815.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU1635 | 2043-07-01      | 3.5000%  | 0.0000% | $13727.48          | $12912.44          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9154 | 2055-11-01      | 6.0000%  | 0.0000% | $17176578.07       | $17576551.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6436 | 2055-10-01      | 6.0000%  | 0.0000% | $12883983.37       | $13191163.30       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ2513 | 2055-09-01      | 7.0000%  | 0.0000% | $8613597.93        | $9102413.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0536 | 2056-01-01      | 5.5000%  | 0.0000% | $3318518.57        | $3387946.41        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL0940 | 2052-05-01      | 2.0000%  | 0.0000% | $27938544.08       | $22944436.20       | Agency Mortgage-Backed Securities  |
| GNII SF DP4248 C     | 2056-01-20      | 5.5000%  | 0.0000% | $3590081.93        | $3695843.34        | Agency Mortgage-Backed Securities  |
| GNII ET DP3239 C     | 2065-12-20      | 4.5000%  | 0.0000% | $72216.56          | $69576.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2825 | 2055-10-01      | 5.5000%  | 0.0000% | $28186931.40       | $28572848.06       | Agency Mortgage-Backed Securities  |
| GNII ET DQ5908 C     | 2066-02-20      | 6.0000%  | 0.0000% | $700982.00         | $719527.88         | Agency Mortgage-Backed Securities  |
| GNII SF DQ0872 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2027829.59        | $2102421.95        | Agency Mortgage-Backed Securities  |
| GNII ET DQ0225 C     | 2066-02-20      | 7.0000%  | 0.0000% | $1279660.00        | $1342990.80        | Agency Mortgage-Backed Securities  |
| GNII SF DP8640 C     | 2056-02-20      | 3.5000%  | 0.0000% | $3310308.81        | $2987731.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9796 | 2056-01-01      | 5.0000%  | 0.0000% | $2956582.28        | $2921004.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7478 | 2053-11-01      | 6.0000%  | 0.0000% | $18596213.48       | $19189525.67       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7547 | 2053-11-01      | 6.5000%  | 0.0000% | $2566174.13        | $2682723.77        | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $206505358.70      | $205221239.60      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1874 | 2056-02-01      | 4.5000%  | 0.0000% | $4864066.45        | $4713382.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1974 | 2055-06-01      | 6.5000%  | 0.0000% | $29295287.41       | $30660906.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1657 | 2055-12-01      | 5.5000%  | 0.0000% | $28157319.94       | $28365102.18       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1841 | 2056-01-01      | 5.5000%  | 0.0000% | $18049872.98       | $18182419.21       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5552 | 2055-12-01      | 5.0000%  | 0.0000% | $72659593.80       | $72064778.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0507 | 2055-01-01      | 6.0000%  | 0.0000% | $22305770.56       | $22977085.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5045 | 2056-03-01      | 5.5000%  | 0.0000% | $7794293.06        | $7963720.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3826 | 2056-03-01      | 5.0000%  | 0.0000% | $11297922.45       | $11177946.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3752 | 2056-03-01      | 5.0000%  | 0.0000% | $4134995.77        | $4101534.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG4443 | 2041-03-01      | 5.5000%  | 0.0000% | $1112062.19        | $1141132.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG4466 | 2041-03-01      | 6.0000%  | 0.0000% | $1265434.99        | $1315276.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2967 | 2056-02-01      | 5.5000%  | 0.0000% | $12814509.78       | $12931779.62       | Agency Mortgage-Backed Securities  |
| GNMI SF 757388 X     | 2046-09-15      | 2.5000%  | 0.0000% | $3207890.34        | $2787907.99        | Agency Mortgage-Backed Securities  |
| GNII JM MA8481 M     | 2052-12-20      | 5.5000%  | 0.0000% | $357982.31         | $358863.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $5717299.94        | $5404125.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $21907550.05       | $22561271.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA7863 M     | 2033-01-20      | 7.5000%  | 0.0000% | $35407.69          | $36718.37          | Agency Mortgage-Backed Securities  |
| GNAR AF MA7840 M     | 2051-12-20      | 2.0000%  | 0.0000% | $471697.78         | $459422.16         | Agency Mortgage-Backed Securities  |
| GNII JM MA7042 M     | 2050-12-20      | 2.0000%  | 0.0000% | $1315672.52        | $1059835.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3097 | 2052-10-01      | 4.0000%  | 0.0000% | $4937244.01        | $4726045.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | 0.0000% | $9879261.89        | $9816989.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  | 0.0000% | $1841345.54        | $1700365.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS2499 | 2036-11-01      | 2.5000%  | 0.0000% | $8318510.88        | $7855031.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2694 | 2052-08-01      | 4.5000%  | 0.0000% | $732161.89         | $711360.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6330 | 2036-02-01      | 2.0000%  | 0.0000% | $1468666.51        | $1350033.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM5672 | 2038-06-01      | 5.5000%  | 0.0000% | $488283.67         | $499310.25         | Agency Mortgage-Backed Securities  |
| GNII JM MA5584 M     | 2048-10-20      | 3.5000%  | 0.0000% | $18065.59          | $16435.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $40964.38          | $39164.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA9166 | 2056-03-01      | 6.5000%  | 0.0000% | $5400256.00        | $5658035.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA9847 | 2056-04-01      | 4.5000%  | 0.0000% | $3144450.00        | $3041205.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA8961 | 2056-03-01      | 4.5000%  | 0.0000% | $4045650.00        | $3929685.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA8992 | 2056-04-01      | 4.5000%  | 0.0000% | $4246552.00        | $4119448.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7528 | 2056-02-01      | 5.0000%  | 0.0000% | $58153472.95       | $57750915.24       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA5901 | 2056-01-01      | 4.5000%  | 0.0000% | $2752304.69        | $2663974.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM3159 | 2035-07-01      | 2.0000%  | 0.0000% | $1421168.12        | $1308659.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4683 | 2053-04-01      | 3.5000%  | 0.0000% | $88458874.24       | $81876708.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4806 | 2056-03-01      | 5.0000%  | 0.0000% | $148056064.00      | $146264240.20      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4187 | 2056-01-01      | 5.0000%  | 0.0000% | $3469941.54        | $3456050.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFA2908 | 2045-09-01      | 4.5000%  | 0.0000% | $820147.81         | $809641.72         | Agency Mortgage-Backed Securities  |
| GNII SF DN8868 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1130902.23        | $1163772.28        | Agency Mortgage-Backed Securities  |
| GNII ET DN4463 C     | 2065-08-20      | 2.0000%  | 0.0000% | $241251.77         | $187386.68         | Agency Mortgage-Backed Securities  |
| GNII SF DN2063 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2459922.99        | $2585934.18        | Agency Mortgage-Backed Securities  |
| GNII SF DM4390 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2728169.84        | $2840041.18        | Agency Mortgage-Backed Securities  |
| GNII SF DM3253 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1160591.00        | $1225656.83        | Agency Mortgage-Backed Securities  |
| GNII SF DM3386 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3610779.37        | $3796830.79        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX4058 | 2054-12-01      | 4.5000%  | 0.0000% | $1177468.15        | $1144792.23        | Agency Mortgage-Backed Securities  |
| GNII SF DM0523 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1230602.52        | $1225372.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $124875.84         | $122162.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $2334968.51        | $2375488.00        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB3479 | 2037-02-01      | 1.5000%  | 0.0000% | $1265010.68        | $1136194.64        | Agency Mortgage-Backed Securities  |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1195622.22        | $1256918.58        | Agency Mortgage-Backed Securities  |
| GNII SF DL4888 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1297290.86        | $1370019.15        | Agency Mortgage-Backed Securities  |
| GNII SF DL3649 C     | 2055-07-20      | 7.0000%  | 0.0000% | $848965.28         | $890456.19         | Agency Mortgage-Backed Securities  |
| GNII ET DL4694 C     | 2065-07-20      | 3.5000%  | 0.0000% | $301362.35         | $274782.09         | Agency Mortgage-Backed Securities  |
| GNII ET DL4148 C     | 2065-07-20      | 3.5000%  | 0.0000% | $364293.04         | $332160.45         | Agency Mortgage-Backed Securities  |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1690328.41        | $1776918.30        | Agency Mortgage-Backed Securities  |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1389458.33        | $1465255.60        | Agency Mortgage-Backed Securities  |
| GNII SF DL2625 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1135929.74        | $1200271.83        | Agency Mortgage-Backed Securities  |
| GNII SF DH6851 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1379375.64        | $1440595.55        | Agency Mortgage-Backed Securities  |
| GNII SF DH3948 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1018830.90        | $1077161.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA5577 | 2039-10-01      | 2.5000%  | 0.0000% | $136688.78         | $129072.94         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $8227861.82        | $7386859.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  | 0.0000% | $1693168.27        | $1554928.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $1439095.92        | $1387067.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4285 | 2031-03-01      | 2.0000%  | 0.0000% | $69465.27          | $66656.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKMA3787 | 2049-08-01      | 4.5000%  | 0.0000% | $342680.64         | $325553.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1566 | 2051-09-01      | 2.5000%  | 0.0000% | $2355575.04        | $1987382.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA5685 | 2040-05-01      | 2.0000%  | 0.0000% | $857510.21         | $757632.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5282 | 2035-03-01      | 3.0000%  | 0.0000% | $14877.92          | $14345.10          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3222 | 2047-10-01      | 4.5000%  | 0.0000% | $1593402.06        | $1577772.37        | Agency Mortgage-Backed Securities  |
| GNII SF DB0439 C     | 2054-02-20      | 6.5000%  | 0.0000% | $822191.02         | $880429.82         | Agency Mortgage-Backed Securities  |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $1512299.82        | $1597202.35        | Agency Mortgage-Backed Securities  |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $931855.05         | $1006779.92        | Agency Mortgage-Backed Securities  |
| GNII SF DA6814 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1388285.67        | $1447319.74        | Agency Mortgage-Backed Securities  |
| GNII SF CQ6154 C     | 2052-11-20      | 5.0000%  | 0.0000% | $738129.98         | $734990.47         | Agency Mortgage-Backed Securities  |
| GNMI SF AD1590 X     | 2043-01-15      | 3.0000%  | 0.0000% | $87647.90          | $80372.68          | Agency Mortgage-Backed Securities  |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1322042.50        | $1124373.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $8964639.30        | $8318796.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  | 0.0000% | $142779.43         | $133136.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA2029 | 2044-08-01      | 3.5000%  | 0.0000% | $12147.18          | $11287.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7765 | 2043-02-01      | 3.0000%  | 0.0000% | $4939879.88        | $4528032.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4513 | 2042-02-01      | 3.5000%  | 0.0000% | $5736180.75        | $5417608.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  | 0.0000% | $1569017.94        | $1607584.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAB0206 | 2035-04-01      | 5.5000%  | 0.0000% | $4914072.04        | $5040502.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAB1713 | 2040-11-01      | 4.0000%  | 0.0000% | $107903.92         | $104809.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL915845 | 2037-03-01      | 6.0000%  | 0.0000% | $5029.03           | $5293.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CV890541 | 2028-06-01      | 2.5000%  | 0.0000% | $221344.80         | $218594.00         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902180 | 2036-10-01      | 6.1910%  | 0.0000% | $310697.62         | $323651.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8941 | 2052-09-01      | 5.0000%  | 0.0000% | $1593108.05        | $1599965.85        | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $514182400.00      | $514920765.90      | U.S. Treasuries (including strips) |
| GNPL PN CG6814       | 2064-07-15      | 2.7700%  | 0.0000% | $7788771.42        | $6704950.90        | Agency Mortgage-Backed Securities  |
| GNPL LM CH6568       | 2054-05-15      | 3.1900%  | 0.0000% | $52042.49          | $47721.47          | Agency Mortgage-Backed Securities  |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $7689813.23        | $6625399.53        | Agency Mortgage-Backed Securities  |
| GNMI SF BG9698 X     | 2048-06-15      | 4.0000%  | 0.0000% | $407202.60         | $396473.35         | Agency Mortgage-Backed Securities  |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $10191.16          | $9656.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $168998022.89      | $172864697.70      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9000 | 2054-09-01      | 5.0000%  | 0.0000% | $34664830.25       | $34501720.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9006 | 2054-07-01      | 5.5000%  | 0.0000% | $7651855.62        | $7822831.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $7669005.16        | $7973924.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  | 0.0000% | $4286007.41        | $4383614.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4572 | 2053-05-01      | 5.5000%  | 0.0000% | $68144214.61       | $69487291.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1646 | 2049-12-01      | 3.5000%  | 0.0000% | $10101817.11       | $9435912.06        | Agency Mortgage-Backed Securities  |
| GNII SF DP1961 C     | 2056-02-20      | 5.5000%  | 0.0000% | $2202902.07        | $2265652.47        | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $13000.00          | $12725.99          | U.S. Treasuries (including strips) |
| T 3 7/8 09/30/29                 | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $22041300.00       | $22268655.52       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-18      | 0.0000%  | 0.0000% | $1368700.00        | $1358028.25        | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $29721700.00       | $22394995.36       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $24800300.00       | $18930052.41       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $126.78            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $76655000.00       | $69012093.74       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $29543900.00       | $28393803.63       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $144141400.00      | $138258491.70      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $20598800.00       | $20419926.28       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.25             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $947.01            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.57            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $10307700.00       | $9835237.17        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $65000.00          | $61630.25          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                 | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $197.86            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $174.41            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $177.77            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $1223700.00        | $1204383.17        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $279590200.00      | $275656070.90      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $5600.00           | $5749.71           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $200.00            | $201.66            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                  | 2031-03-31      | 4.1250%  | 0.0000% | $27723800.00       | $27916175.45       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-15      | 4.2500%  | 0.0000% | $679100.00         | $683570.40         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $61841100.00       | $61275741.15       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                      | 2031-01-31      | 4.0000%  | 0.0000% | $32518300.00       | $32791204.53       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $99813000.00       | $100536065.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $13182700.00       | $13190493.67       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $800.00            | $829.79            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $201.28            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $131200.00         | $132279.70         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $3354000.00        | $3408194.69        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $800000.00         | $805696.69         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $56913000.00       | $57816564.94       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $101504000.00      | $100252557.20      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $800.00            | $800.13            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $13500000.00       | $13375350.02       | U.S. Treasuries (including strips) |

### Security 4: Banco Bilbao Vizcaya Argentaria

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 05499W007, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: 05499W007_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $1000000.00        | $1048832.13        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32                  | 2032-07-15      | 0.6250%  | 0.0000% | $3642035.56        | $3441825.17        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-05-15      | 3.6250%  | 0.0000% | $285900.00         | $289711.56         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $8000000.00        | $8226280.00        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $2000000.00        | $2065090.54        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34                  | 2034-01-15      | 1.7500%  | 0.0000% | $102855919.14      | $102801065.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $438200.00         | $434080.03         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                  | 2031-07-31      | 4.1250%  | 0.0000% | $200000000.00      | $202609613.30      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29                 | 2029-10-15      | 1.6250%  | 0.0000% | $1148244.07        | $1176081.36        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $36678000.00       | $37229851.72       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $97425000.00       | $99225825.65       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $20000000.00       | $20255761.66       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30                  | 2030-04-15      | 1.6250%  | 0.0000% | $22471672.05       | $22877855.55       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $5758200.00        | $5832445.37        | U.S. Treasuries (including strips) |
| BILL 09/03/26                    | 2026-09-03      | 0.0000%  | 0.0000% | $73774600.00       | $72635077.53       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $53661300.00       | $53154644.30       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $250000000.00      | $246707250.00      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $32090000.00       | $32092267.75       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $425900.00         | $426832.66         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $486000.00         | $487850.25         | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                    | 2044-02-15      | 1.3750%  | 0.0000% | $23203296.10       | $19213982.89       | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                    | 2047-02-15      | 0.8750%  | 0.0000% | $134.72            | $95.74             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.20            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.42             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                 | 2029-02-15      | 3.5000%  | 0.0000% | $1217600.00        | $1212138.02        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33                  | 2033-02-28      | 3.7500%  | 0.0000% | $1781000.00        | $1745732.58        | U.S. Treasuries (including strips) |
| T 4 1/4 03/31/33                 | 2033-03-31      | 4.2500%  | 0.0000% | $200.00            | $201.33            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                  | 2027-07-15      | 0.3750%  | 0.0000% | $7993672.75        | $8000922.49        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $34688000.00       | $34072547.30       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27                  | 2027-01-15      | 0.3750%  | 0.0000% | $1346.15           | $1350.17           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $8254400.00        | $7174903.34        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                  | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.15             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $40775800.00       | $35559545.42       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |

### Security 5: Fehr Family Investments Project

- **C.1 - Title:** Fehr Family Investments Project 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05557FAA0, C.4 - ISIN: US05557FAA03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06799C006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 06799C006_3.68_0401
- **C.18 - Value (incl. sponsor support):** $13500000000.00
- **C.18.a - Value (excl. sponsor support):** $13500000000.00
- **C.19 - Percentage of Net Assets:** 9.5300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 AB 28                          | 2028-07-31      | 4.1250%  | 0.0000% | $43725400.00       | $44317313.64       | U.S. Treasuries (including strips) |
| T 2 3/4 08/15/32                          | 2032-08-15      | 2.7500%  | 0.0000% | $12651300.00       | $11740413.25       | U.S. Treasuries (including strips) |
| 4  NOTE R 29                              | 2029-10-31      | 4.0000%  | 0.0000% | $31034400.00       | $31673618.11       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                          | 2027-11-30      | 3.8750%  | 0.0000% | $167216800.00      | $169461883.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $26981400.00       | $26063577.59       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $290029200.00      | $292434412.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 4.8750%  | 0.0000% | $306673700.00      | $313154005.00      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                          | 2026-05-31      | 4.8750%  | 0.0000% | $43788800.00       | $44569569.94       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $236087600.00      | $246693909.40      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                          | 2027-06-15      | 4.6250%  | 0.0000% | $13286300.00       | $13589472.20       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                          | 2027-05-15      | 4.5000%  | 0.0000% | $44265900.00       | $45336872.61       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                          | 2027-07-15      | 4.3750%  | 0.0000% | $452387200.00      | $459509686.60      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-08-31      | 3.7500%  | 0.0000% | $19952200.00       | $20014250.69       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                           | 2031-08-31      | 3.7500%  | 0.0000% | $111856800.00      | $110805118.70      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                          | 2029-08-31      | 3.6250%  | 0.0000% | $18340800.00       | $18256224.49       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $500.00            | $506.52            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $51350300.00       | $52723122.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                           | 2034-08-15      | 3.8750%  | 0.0000% | $516143200.00      | $505171515.50      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $34625400.00       | $33965232.12       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                           | 2031-09-30      | 3.6250%  | 0.0000% | $48618800.00       | $47691833.96       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                          | 2029-09-30      | 3.5000%  | 0.0000% | $96888800.00       | $95724777.96       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $105608400.00      | $107553934.80      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.8584%  | 0.0000% | $111082300.00      | $111879799.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $84965200.00       | $86243573.72       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $414320000.00      | $420282624.80      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-12-31      | 4.2500%  | 0.0000% | $9555900.00        | $9691032.83        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $3535700.00        | $3570311.20        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $2899900.00        | $2928287.31        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.7514%  | 0.0000% | $7617300.00        | $7665372.77        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                          | 2028-02-15      | 4.2500%  | 0.0000% | $240757600.00      | $243848866.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                           | 2032-02-29      | 4.1250%  | 0.0000% | $133050400.00      | $133997833.80      | U.S. Treasuries (including strips) |
| T 3 3/4 04/15/28                          | 2028-04-15      | 3.7500%  | 0.0000% | $1237900.00        | $1257519.07        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                           | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| 4 NOTE W 30                               | 2030-03-31      | 4.0000%  | 0.0000% | $313977200.00      | $315099668.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                           | 2035-05-15      | 4.2500%  | 0.0000% | $4447600.00        | $4504946.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                           | 2032-05-31      | 4.1250%  | 0.0000% | $600.00            | $609.69            | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-09      | 0.0000%  | 0.0000% | $101336800.00      | $100331843.00      | U.S. Treasuries (including strips) |
| BILL 08/06/26                             | 2026-08-06      | 0.0000%  | 0.0000% | $400.00            | $394.94            | U.S. Treasuries (including strips) |
| BILL 09/03/26                             | 2026-09-03      | 0.0000%  | 0.0000% | $419991000.00      | $413503819.00      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-21      | 0.0000%  | 0.0000% | $700.00            | $696.48            | U.S. Treasuries (including strips) |
| BILL 06/04/26                             | 2026-06-04      | 0.0000%  | 0.0000% | $150421000.00      | $149455297.20      | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-28      | 0.0000%  | 0.0000% | $148000.00         | $147596.55         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-02      | 0.0000%  | 0.0000% | $7283000.00        | $7237750.72        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                               | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1016.74           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $594197600.00      | $596968704.50      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                          | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/27                          | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| T 3 7/8 06/15/28                          | 2028-06-15      | 3.8750%  | 0.0000% | $709788800.00      | $718837429.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                           | 2032-08-31      | 3.8750%  | 0.0000% | $3500.00           | $3466.95           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                          | 2030-08-31      | 3.6250%  | 0.0000% | $5773900.00        | $5720587.67        | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28                          | 2028-09-15      | 3.3750%  | 0.0000% | $193450000.00      | $191741138.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $8612300.00        | $8498867.40        | U.S. Treasuries (including strips) |
| T 3 1/2 10/15/28                          | 2028-10-15      | 3.5000%  | 0.0000% | $2099700.00        | $2117271.74        | U.S. Treasuries (including strips) |
| T 3 1/2 10/15/28                          | 2028-10-15      | 3.5000%  | 0.0000% | $335146400.00      | $337951137.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                          | 2030-10-31      | 3.6250%  | 0.0000% | $840526400.00      | $842367032.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $4044000.00        | $4081538.22        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $302198000.00      | $305003137.10      | U.S. Treasuries (including strips) |
| T 3 3/8 11/30/27                          | 2027-11-30      | 3.3750%  | 0.0000% | $1091216800.00     | $1095371164.00     | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                           | 2032-10-31      | 3.7500%  | 0.0000% | $29000.00          | $28843.52          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                           | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                          | 2030-11-30      | 3.5000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                          | 2028-12-15      | 3.5000%  | 0.0000% | $1174872900.00     | $1177187761.00     | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                           | 2032-12-31      | 3.8750%  | 0.0000% | $127938900.00      | $127286920.50      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                          | 2027-12-31      | 3.3750%  | 0.0000% | $13148200.00       | $13157717.77       | U.S. Treasuries (including strips) |
| 4 NOTE G 33                               | 2033-01-31      | 4.0000%  | 0.0000% | $291800.00         | $291422.22         | U.S. Treasuries (including strips) |
| T 3 3/8 02/29/28                          | 2028-02-29      | 3.3750%  | 0.0000% | $9346000.00        | $9298616.44        | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/31                          | 2031-03-31      | 3.8750%  | 0.0000% | $58750000.00       | $58557535.00       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/31                          | 2031-03-31      | 3.8750%  | 0.0000% | $255838400.00      | $255000273.40      | U.S. Treasuries (including strips) |
| T 3 3/4 01/31/31                          | 2031-01-31      | 3.7500%  | 0.0000% | $154365000.00      | $153987250.10      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2028-01-31      | 3.7524%  | 0.0000% | $100.00            | $100.60            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                           | 2026-04-30      | 2.3750%  | 0.0000% | $236800.00         | $238833.35         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $204801600.00      | $187769931.20      | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $31738000.00       | $29702057.62       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                           | 2026-12-31      | 1.7500%  | 0.0000% | $67776000.00       | $67061493.80       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                           | 2027-06-30      | 0.5000%  | 0.0000% | $75921200.00       | $72956636.11       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                           | 2027-11-30      | 0.6250%  | 0.0000% | $311800.00         | $296393.53         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $62323000.00       | $59261569.59       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $660128000.00      | $625905469.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-11-30      | 1.2500%  | 0.0000% | $5747900.00        | $5676690.53        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $2642300.00        | $2642232.41        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $2257800.00        | $2306136.09        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                           | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $185.60            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29                           | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $20900.00          | $20187.36          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $565369000.00      | $559917737.10      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-15      | 4.5000%  | 0.0000% | $17314600.00       | $17510085.37       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $50005900.00       | $50420598.93       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                          | 2028-11-30      | 4.3750%  | 0.0000% | $311386400.00      | $320195293.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                           | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.29            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-10-15      | 4.6250%  | 0.0000% | $13677200.00       | $14027939.39       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                           | 2030-10-31      | 4.8750%  | 0.0000% | $1000.00           | $1059.29           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $667800.00         | $686688.72         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                           | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.49             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                           | 2028-03-31      | 3.6250%  | 0.0000% | $402779000.00      | $401315703.90      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30                           | 2030-01-31      | 3.5000%  | 0.0000% | $11048200.00       | $10955852.74       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                           | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                           | 2027-02-15      | 2.2500%  | 0.0000% | $14500000.00       | $14351038.70       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.25             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $53586700.00       | $52012569.67       | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29                             | 2029-08-15      | 6.1250%  | 0.0000% | $3318700.00        | $3578105.36        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                             | 2030-05-15      | 6.2500%  | 0.0000% | $4900000.00        | $5445485.95        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28                             | 2028-08-15      | 5.5000%  | 0.0000% | $4766700.00        | $4979095.01        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                             | 2028-11-15      | 5.2500%  | 0.0000% | $17749500.00       | $18724830.71       | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-14      | 0.0000%  | 0.0000% | $898800.00         | $894896.51         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-26      | 0.0000%  | 0.0000% | $1499700.00        | $1491375.17        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-07-28      | 0.0000%  | 0.0000% | $151311000.00      | $149518418.60      | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                             | 2026-11-15      | 6.5000%  | 0.0000% | $1838600.00        | $1915576.46        | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27                             | 2027-08-15      | 6.3750%  | 0.0000% | $61900.00          | $64490.00          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                             | 2027-11-15      | 6.1250%  | 0.0000% | $126000.00         | $133441.57         | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                           | 2027-05-31      | 2.6250%  | 0.0000% | $116300000.00      | $115746989.00      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $166498600.00      | $157855738.20      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                           | 2029-03-31      | 2.3750%  | 0.0000% | $128992000.00      | $123703070.00      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                           | 2028-12-31      | 1.3750%  | 0.0000% | $2100.00           | $1973.86           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $89918800.00       | $85153676.89       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                           | 2027-12-31      | 0.6250%  | 0.0000% | $1100.00           | $1042.45           | U.S. Treasuries (including strips) |
| TRFR AX 01/31/28                          | 2028-01-31      | 3.7524%  | 0.0000% | $100.00            | $100.60            | Agency Mortgage-Backed Securities  |

### Security 7: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 071995005, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 071995005_3.66_0401
- **C.18 - Value (incl. sponsor support):** $342825000.00
- **C.18.a - Value (excl. sponsor support):** $342825000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 3 1/2 01/31/28                          | 2028-01-31      | 3.5000%  | 0.0000% | $11427020.04       | $11421105.65       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27                          | 2027-10-15      | 1.6250%  | 0.0000% | $25.09             | $25.66             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                           | 2029-08-31      | 3.1250%  | 0.0000% | $273528.64         | $267481.05         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $75832.89          | $75250.53          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                           | 2033-08-15      | 3.8750%  | 0.0000% | $1042553.68        | $1026402.38        | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33                           | 2033-07-15      | 1.3750%  | 0.0000% | $1721222.86        | $1685538.05        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                           | 2031-04-30      | 4.6250%  | 0.0000% | $8612449.65        | $9020706.70        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29                           | 2029-04-15      | 2.1250%  | 0.0000% | $19500807.89       | $20207289.27       | U.S. Treasuries (including strips) |
| 4 NOTE G 31                               | 2031-01-31      | 4.0000%  | 0.0000% | $22855000.00       | $23015495.51       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                          | 2028-09-30      | 4.6250%  | 0.0000% | $3711332.03        | $3779074.97        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $22.86             | $23.47             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $22.86             | $22.97             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $199364.16         | $192309.49         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                           | 2033-05-15      | 3.3750%  | 0.0000% | $914.20            | $880.83            | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $22.86             | $22.99             | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33                           | 2033-01-15      | 1.1250%  | 0.0000% | $49.90             | $48.13             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                          | 2027-12-31      | 3.8750%  | 0.0000% | $624969.98         | $631094.04         | U.S. Treasuries (including strips) |
| T 4 1/8 05/31/32                          | 2032-05-31      | 4.1250%  | 0.0000% | $268500.54         | $272439.77         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30                           | 2030-04-15      | 1.6250%  | 0.0000% | $1149575.87        | $1169098.38        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                           | 2035-01-15      | 2.1250%  | 0.0000% | $11892.41          | $12122.53          | U.S. Treasuries (including strips) |
| 4 NOTE K 32                               | 2032-04-30      | 4.0000%  | 0.0000% | $22.86             | $23.12             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                           | 2032-01-31      | 4.3750%  | 0.0000% | $5501861.30        | $5625325.95        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $1250785.58        | $1292534.11        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $2117584.32        | $2188264.72        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                           | 2031-11-30      | 4.1250%  | 0.0000% | $1432528.54        | $1456870.39        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $42093036.26       | $42672103.89       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                           | 2034-05-15      | 4.3750%  | 0.0000% | $8961971.16        | $9188659.42        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $22.86             | $23.12             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                           | 2031-07-31      | 4.1250%  | 0.0000% | $1979380.13        | $2002347.01        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34                           | 2034-07-15      | 1.8750%  | 0.0000% | $1199579.47        | $1208365.99        | U.S. Treasuries (including strips) |
| T 4 1/2 05/15/27                          | 2027-05-15      | 4.5000%  | 0.0000% | $22.86             | $23.40             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                           | 2031-06-30      | 4.2500%  | 0.0000% | $8044571.46        | $8216928.81        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                           | 2030-11-15      | 0.8750%  | 0.0000% | $13438.74          | $11736.32          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                           | 2030-08-15      | 0.6250%  | 0.0000% | $50098.16          | $43482.58          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30                           | 2030-07-15      | 0.1250%  | 0.0000% | $57.97             | $55.16             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30                           | 2030-01-15      | 0.1250%  | 0.0000% | $388805.26         | $372001.09         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                           | 2027-01-31      | 1.5000%  | 0.0000% | $57366.05          | $56432.92          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                           | 2027-04-30      | 0.5000%  | 0.0000% | $74735.85          | $72298.39          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                           | 2026-10-31      | 1.6250%  | 0.0000% | $7770.70           | $7725.48           | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29                           | 2029-07-15      | 0.2500%  | 0.0000% | $87.16             | $84.79             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                           | 2029-02-15      | 2.6250%  | 0.0000% | $3253386.40        | $3154625.32        | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28                           | 2028-01-15      | 0.5000%  | 0.0000% | $222384.29         | $220848.26         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                           | 2028-02-15      | 2.7500%  | 0.0000% | $2815461.74        | $2768923.68        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                           | 2027-07-15      | 0.3750%  | 0.0000% | $1853.26           | $1854.39           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                             | 2054-11-15      | 4.5000%  | 0.0000% | $64883608.02       | $61737796.18       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                             | 2054-11-15      | 4.5000%  | 0.0000% | $3376620.56        | $3212908.75        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                             | 2054-05-15      | 4.6250%  | 0.0000% | $228527.14         | $221889.05         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-08-15      | 4.2500%  | 0.0000% | $22.86             | $20.60             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-08-15      | 4.2500%  | 0.0000% | $4297837.04        | $3873450.33        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                             | 2054-02-15      | 4.2500%  | 0.0000% | $5713590.02        | $5147188.96        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                             | 2053-11-15      | 4.7500%  | 0.0000% | $29413287.96       | $29129723.39       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                             | 2053-11-15      | 4.7500%  | 0.0000% | $329066.29         | $325893.86         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                             | 2053-02-15      | 1.5000%  | 0.0000% | $275.05            | $211.68            | U.S. Treasuries (including strips) |
| 4 BOND 52                                 | 2052-11-15      | 4.0000%  | 0.0000% | $5713.75           | $4996.13           | U.S. Treasuries (including strips) |
| 3 BOND 52                                 | 2052-08-15      | 3.0000%  | 0.0000% | $219613.70         | $156946.36         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                             | 2051-05-15      | 2.3750%  | 0.0000% | $180097.40         | $114223.83         | U.S. Treasuries (including strips) |
| TINT 05/15/29                             | 2029-05-15      | 0.0000%  | 0.0000% | $53.98             | $47.78             | U.S. Treasuries (including strips) |
| TINT 08/15/39                             | 2039-08-15      | 0.0000%  | 0.0000% | $13.51             | $7.10              | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                             | 2052-02-15      | 0.1250%  | 0.0000% | $26.70             | $13.87             | U.S. Treasuries (including strips) |
| TINT 02/15/34                             | 2034-02-15      | 0.0000%  | 0.0000% | $32183.68          | $22971.27          | U.S. Treasuries (including strips) |
| TINT 08/15/34                             | 2034-08-15      | 0.0000%  | 0.0000% | $245.53            | $171.01            | U.S. Treasuries (including strips) |
| TINT 02/15/35                             | 2035-02-15      | 0.0000%  | 0.0000% | $67.42             | $45.79             | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                             | 2050-11-15      | 1.6250%  | 0.0000% | $45.71             | $24.12             | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50                             | 2050-02-15      | 0.2500%  | 0.0000% | $57.82             | $32.77             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                             | 2049-11-15      | 2.3750%  | 0.0000% | $22.86             | $14.76             | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-08-15      | 3.0000%  | 0.0000% | $68542.14          | $50480.15          | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-02-15      | 3.0000%  | 0.0000% | $5713681.44        | $4226921.01        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-11-15      | 2.7500%  | 0.0000% | $22.86             | $16.33             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                             | 2046-08-15      | 2.2500%  | 0.0000% | $33071733.52       | $21604335.03       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                             | 2046-05-15      | 2.5000%  | 0.0000% | $45.71             | $31.77             | U.S. Treasuries (including strips) |
| 1 TRIB 46                                 | 2046-02-15      | 1.0000%  | 0.0000% | $31.37             | $23.33             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45                             | 2045-02-15      | 0.7500%  | 0.0000% | $252.51            | $181.80            | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                             | 2044-02-15      | 1.3750%  | 0.0000% | $1795716.33        | $1488494.89        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                             | 2043-02-15      | 0.6250%  | 0.0000% | $197367.66         | $145556.41         | U.S. Treasuries (including strips) |
| T 3 3/4 10/31/32                          | 2032-10-31      | 3.7500%  | 0.0000% | $456140.09         | $453012.00         | U.S. Treasuries (including strips) |
| 4 NOTE F 35                               | 2035-11-15      | 4.0000%  | 0.0000% | $284933.28         | $281730.53         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                          | 2027-10-31      | 3.5000%  | 0.0000% | $2160597.42        | $2179652.70        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $23339320.30       | $23332219.21       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35                           | 2035-07-15      | 1.8750%  | 0.0000% | $574650.48         | $573229.75         | U.S. Treasuries (including strips) |
| 4 NOTE N 32                               | 2032-07-31      | 4.0000%  | 0.0000% | $1033960.20        | $1033670.01        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-07-31      | 3.8124%  | 0.0000% | $22.86             | $23.01             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                          | 2027-06-30      | 3.7500%  | 0.0000% | $584196.66         | $589029.83         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                               | 2030-05-31      | 4.0000%  | 0.0000% | $22.86             | $23.21             | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29                             | 2029-01-15      | 2.5000%  | 0.0000% | $68538.23          | $71434.97          | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43                             | 2043-05-15      | 0.0000%  | 0.0000% | $45.71             | $19.54             | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46                             | 2046-02-15      | 0.0000%  | 0.0000% | $182.84            | $67.11             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46                             | 2046-08-15      | 0.0000%  | 0.0000% | $9999176.78        | $3574995.67        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47                             | 2047-08-15      | 0.0000%  | 0.0000% | $3511465.06        | $1190221.62        | U.S. Treasuries (including strips) |
| 3 TPRN 48                                 | 2048-08-15      | 0.0000%  | 0.0000% | $9626160.32        | $3103117.92        | U.S. Treasuries (including strips) |
| 3 TPRN 49                                 | 2049-02-15      | 0.0000%  | 0.0000% | $30033961.20       | $9437841.93        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                           | 2032-05-15      | 2.8750%  | 0.0000% | $11842203.98       | $11182357.61       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                           | 2027-04-30      | 2.7500%  | 0.0000% | $956687.44         | $957116.04         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $32728.36          | $32175.66          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $182.84            | $159.21            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $114.28            | $99.51             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                           | 2028-10-31      | 1.3750%  | 0.0000% | $771584.80         | $729226.72         | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-08-31      | 0.7500%  | 0.0000% | $29780.06          | $29428.98          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                           | 2031-07-15      | 0.1250%  | 0.0000% | $2046453.88        | $1910884.45        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                           | 2028-08-31      | 1.1250%  | 0.0000% | $3039.72           | $2852.25           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                           | 2028-06-30      | 1.2500%  | 0.0000% | $3679266.46        | $3486030.41        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-04-30      | 0.7500%  | 0.0000% | $228778.55         | $228899.45         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $61274.26          | $57998.43          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31                           | 2031-01-15      | 0.1250%  | 0.0000% | $469836.21         | $441393.26         | U.S. Treasuries (including strips) |

### Security 8: Societe Generale

- **C.1 - Title:** Societe Generale 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 08099Z008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 08099Z008_3.67_0402
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 5/8 04/30/29 | 2029-04-30      | 4.6250%  | 0.0000% | $154515000.00      | $160824794.20      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $211684000.00      | $210478177.80      | U.S. Treasuries (including strips) |
| BILL 12/24/26    | 2026-12-24      | 0.0000%  | 0.0000% | $100.00            | $97.36             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $18416600.00       | $18410221.75       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.79             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $90.09             | U.S. Treasuries (including strips) |
| T 1 1/8 02/29/28 | 2028-02-29      | 1.1250%  | 0.0000% | $126486000.00      | $120283593.30      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $938.20            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $951.99            | $960.72            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $1100.00           | $1039.61           | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 12599G007, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 12599G007_3.67_0401
- **C.18 - Value (incl. sponsor support):** $3350000000.32
- **C.18.a - Value (excl. sponsor support):** $3350000000.32
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $37975000.00       | $38500641.59       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 11/15/32 | 2032-11-15      | 4.1250%  | 0.0000% | $50000000.00       | $50692089.00       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| T 4.125 05/31/32 | 2032-05-31      | 4.1250%  | 0.0000% | $50000000.00       | $50720002.64       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 3.625 12/31/30 | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49680741.31       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |
| T 0.875 11/15/30 | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43693755.14       | U.S. Treasuries (including strips) |

### Security 10: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 11: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39370000.00
- **C.18.a - Value (excl. sponsor support):** $39370000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 12: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 13: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 3.750000%
- **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):** $28570000.00
- **C.18.a - Value (excl. sponsor support):** $28570000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 14: Daiwa Capital Markets, Inc.

- **C.1 - Title:** Daiwa Capital Markets, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLFA2608 | 2051-07-01      | 3.0000%  | 0.0000% | $17815485.53       | $15671498.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1835 | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $31613.00          | $31335.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $893.85            | $913.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3600 | 2055-09-01      | 6.0000%  | 0.0000% | $1881584.08        | $1951182.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3727 | 2055-06-01      | 6.5000%  | 0.0000% | $1939313.29        | $2050966.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3975 | 2055-07-01      | 6.0000%  | 0.0000% | $1134685.74        | $1178852.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4204 | 2055-08-01      | 6.0000%  | 0.0000% | $1143921.88        | $1181256.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $752598.15         | $789605.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5287 | 2055-09-01      | 6.0000%  | 0.0000% | $1196256.25        | $1228074.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $788.15            | $709.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $6956813.57        | $6696512.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7305 | 2053-10-01      | 6.0000%  | 0.0000% | $20815.45          | $21743.78          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $115251.69         | $121678.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $3368020.83        | $3357147.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9957 | 2055-02-01      | 5.0000%  | 0.0000% | $8846709.97        | $8818149.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1030 | 2056-02-01      | 5.5000%  | 0.0000% | $5631934.94        | $5673263.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1064 | 2056-01-01      | 5.5000%  | 0.0000% | $1597067.00        | $1608847.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1112 | 2056-02-01      | 5.5000%  | 0.0000% | $1314317.39        | $1323972.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0191 | 2056-01-01      | 5.5000%  | 0.0000% | $1494735.96        | $1505739.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $281003.44         | $292518.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1083 | 2055-08-01      | 6.5000%  | 0.0000% | $1673836.75        | $1758155.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $2388185.33        | $2361424.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ6766 | 2055-10-01      | 6.5000%  | 0.0000% | $1022245.96        | $1077475.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5098 | 2055-09-01      | 6.5000%  | 0.0000% | $997791.12         | $1047719.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875 | 2055-04-01      | 6.0000%  | 0.0000% | $12964234.16       | $13279641.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0237 | 2055-01-01      | 5.5000%  | 0.0000% | $896.27            | $904.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0296 | 2055-01-01      | 5.0000%  | 0.0000% | $4304848.95        | $4287176.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | 0.0000% | $18360657.18       | $18898624.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $4187518.66        | $4224575.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $438387.28         | $442478.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $32775205.37       | $33550994.48       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL3541 | 2055-11-01      | 4.5000%  | 0.0000% | $8712854.01        | $8417096.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4459 | 2056-03-01      | 5.0000%  | 0.0000% | $59930852.00       | $59537386.00       | Agency Mortgage-Backed Securities  |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $5156459.45        | $5280302.14        | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | 0.0000% | $994.64            | $1042.60           | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $31164.17          | $30958.95          | Agency Mortgage-Backed Securities  |
| GNII SF MB0557 M     | 2053-01-20      | 6.0000%  | 0.0000% | $967.24            | $988.13            | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $25487553.85       | $26654951.79       | Agency Mortgage-Backed Securities  |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $32894352.14       | $34420836.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $395722.62         | $413899.22         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268 | 2055-06-01      | 7.0000%  | 0.0000% | $804982.36         | $853440.15         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4951 | 2055-06-01      | 6.0000%  | 0.0000% | $277725.98         | $288206.80         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5265 | 2055-08-01      | 6.0000%  | 0.0000% | $1014162.95        | $1041150.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5441 | 2056-02-01      | 5.5000%  | 0.0000% | $1536755.00        | $1558585.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG5532 | 2056-03-01      | 6.5000%  | 0.0000% | $24394.00          | $25474.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5735 | 2056-04-01      | 5.5000%  | 0.0000% | $1269277.00        | $1288301.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0317 | 2055-01-01      | 5.0000%  | 0.0000% | $2196549.58        | $2182769.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $5435534.79        | $5521581.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4180 | 2055-09-01      | 6.0000%  | 0.0000% | $17097.13          | $17521.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4526 | 2056-01-01      | 5.5000%  | 0.0000% | $18832309.00       | $18973086.78       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL4539 | 2056-04-01      | 4.5000%  | 0.0000% | $2478357.00        | $2394224.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0203 | 2053-11-01      | 6.5000%  | 0.0000% | $8108548.20        | $8461397.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1533 | 2054-05-01      | 6.5000%  | 0.0000% | $29143367.85       | $30637188.89       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2627 | 2054-10-01      | 6.5000%  | 0.0000% | $4005073.89        | $4193599.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3053 | 2054-12-01      | 5.0000%  | 0.0000% | $23864323.35       | $23768929.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3159 | 2054-12-01      | 6.0000%  | 0.0000% | $20960203.69       | $21591042.94       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4379 | 2055-06-01      | 6.0000%  | 0.0000% | $3627872.60        | $3782028.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $69061373.57       | $69753529.65       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $3267.57           | $3318.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4355 | 2055-06-01      | 5.0000%  | 0.0000% | $1044743.54        | $1034134.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5437 | 2055-08-01      | 6.0000%  | 0.0000% | $46679023.46       | $47745172.36       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $18056436.06       | $18468845.06       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $73045.65          | $70565.75          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $27428829.37       | $27630111.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $2210321.24        | $2260804.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $8676427.00        | $9009373.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $5536.50           | $5348.53           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $676610.18         | $714394.35         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRQ0071 | 2055-11-01      | 7.5000%  | 0.0000% | $279975.44         | $299290.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRQ0081 | 2056-01-01      | 3.5000%  | 0.0000% | $1201118.50        | $1101681.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0101 | 2056-03-01      | 4.5000%  | 0.0000% | $2806600.32        | $2711316.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $255909958.11      | $252804917.40      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0109 | 2056-03-01      | 4.5000%  | 0.0000% | $4464345.00        | $4312780.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0110 | 2056-03-01      | 5.0000%  | 0.0000% | $278650688.00      | $275263317.50      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0111 | 2056-03-01      | 5.5000%  | 0.0000% | $50348201.00       | $50717672.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $19061.45          | $19746.52          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0059 | 2041-02-01      | 3.5000%  | 0.0000% | $567554.73         | $546883.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5600 | 2055-12-01      | 4.5000%  | 0.0000% | $11752712.64       | $11353708.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5655 | 2056-01-01      | 5.0000%  | 0.0000% | $315737.68         | $314475.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5631 | 2055-08-01      | 6.0000%  | 0.0000% | $76751959.77       | $78504974.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0196 | 2055-12-01      | 5.5000%  | 0.0000% | $10427083.28       | $10585150.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5001 | 2056-02-01      | 5.5000%  | 0.0000% | $3164771.79        | $3187995.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5241 | 2056-02-01      | 5.5000%  | 0.0000% | $3242026.42        | $3265995.80        | Agency Mortgage-Backed Securities  |
| GNII JM MB0984 M     | 2056-03-20      | 5.0000%  | 0.0000% | $1207927.00        | $1195553.80        | Agency Mortgage-Backed Securities  |
| GNII SF MB0999 M     | 2055-08-20      | 6.5000%  | 0.0000% | $567323.00         | $595188.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8623 | 2055-09-01      | 6.0000%  | 0.0000% | $1507845.88        | $1564168.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8654 | 2055-09-01      | 6.0000%  | 0.0000% | $1352297.78        | $1400357.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8664 | 2055-09-01      | 6.0000%  | 0.0000% | $2002696.25        | $2073872.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8667 | 2055-09-01      | 6.5000%  | 0.0000% | $1486951.01        | $1558463.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8677 | 2055-09-01      | 6.5000%  | 0.0000% | $1147457.76        | $1203883.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7821 | 2055-08-01      | 6.0000%  | 0.0000% | $993639.25         | $1020842.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9816 | 2055-09-01      | 6.0000%  | 0.0000% | $1674841.68        | $1731174.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $994.12            | $1003.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9043 | 2055-08-01      | 6.5000%  | 0.0000% | $854736.63         | $889507.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $1319995.50        | $1354027.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9279 | 2055-09-01      | 6.0000%  | 0.0000% | $2047257.61        | $2118717.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9700 | 2055-09-01      | 6.0000%  | 0.0000% | $1067397.63        | $1109850.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9701 | 2055-09-01      | 6.0000%  | 0.0000% | $299929.43         | $311350.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0836 | 2055-10-01      | 6.0000%  | 0.0000% | $1575275.68        | $1614117.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1120 | 2055-10-01      | 6.5000%  | 0.0000% | $1517175.74        | $1590146.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1113 | 2055-10-01      | 6.0000%  | 0.0000% | $1129315.52        | $1172864.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1130 | 2055-10-01      | 6.5000%  | 0.0000% | $1116616.21        | $1178897.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $1435752.95        | $1511261.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290 | 2055-09-01      | 4.5000%  | 0.0000% | $992.11            | $962.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3802 | 2055-12-01      | 5.5000%  | 0.0000% | $988.91            | $996.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3916 | 2055-11-01      | 5.5000%  | 0.0000% | $956.22            | $978.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $164125.60         | $138321.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5990 | 2055-12-01      | 5.5000%  | 0.0000% | $21037865.87       | $21421035.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3882 | 2055-12-01      | 5.0000%  | 0.0000% | $26408.44          | $26266.28          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4972 | 2056-03-01      | 4.5000%  | 0.0000% | $66711579.00       | $64446921.03       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3272 | 2035-06-01      | 2.5000%  | 0.0000% | $3002982.55        | $2845149.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3879 | 2050-07-01      | 2.5000%  | 0.0000% | $1230667.88        | $1054718.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6347 | 2056-02-01      | 5.5000%  | 0.0000% | $1125839.95        | $1144346.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7892 | 2056-03-01      | 5.5000%  | 0.0000% | $614233.00         | $624345.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8380 | 2056-03-01      | 5.0000%  | 0.0000% | $6782318.00        | $6732024.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8414 | 2056-03-01      | 5.5000%  | 0.0000% | $1133247.00        | $1150489.73        | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $23.23             | $23.27             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $4150209.94        | $3898797.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $736.38            | $665.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $672235.81         | $639712.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $394.07            | $361.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $350.10            | $331.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $302.15            | $285.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $180.93            | $168.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $165896.99         | $159410.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $200927.13         | $192534.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $324621.51         | $317879.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $297455.01         | $291933.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093 | 2048-03-01      | 4.0000%  | 0.0000% | $202.65            | $193.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $416472.52         | $398811.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $1346081.07        | $1324799.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $756008.99         | $745330.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $599061.31         | $575568.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $1127.63           | $1053.16           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $267.38            | $257.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | 0.0000% | $465.10            | $446.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  | 0.0000% | $6617963.09        | $5573399.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5994 | 2051-02-01      | 2.5000%  | 0.0000% | $432394.49         | $363881.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $9697502.69        | $8167075.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  | 0.0000% | $939233.93         | $792181.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9672 | 2051-12-01      | 2.5000%  | 0.0000% | $11595043.89       | $9782081.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0328 | 2051-10-01      | 4.0000%  | 0.0000% | $1530126.59        | $1444865.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0730 | 2051-02-01      | 4.0000%  | 0.0000% | $1590.66           | $1505.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $17021291.13       | $15210174.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $440689.51         | $378976.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $44839848.88       | $41499803.28       | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $4695236.15        | $4686806.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA8881 M     | 2053-05-20      | 6.5000%  | 0.0000% | $12976582.40       | $13597598.38       | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $11457596.20       | $12019381.24       | Agency Mortgage-Backed Securities  |
| 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  | 0.0000% | $214.04            | $211.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4659 | 2047-07-01      | 4.0000%  | 0.0000% | $243.58            | $234.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4796 | 2048-09-01      | 4.5000%  | 0.0000% | $13584189.34       | $13320533.81       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5106 | 2048-12-01      | 4.5000%  | 0.0000% | $169.98            | $167.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $4271993.32        | $4089708.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $11512437.02       | $9516978.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $310.30            | $289.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $296745.15         | $292368.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $875.08            | $839.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $239.45            | $236.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $216.20            | $206.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $266.64            | $226.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $584.94            | $497.43            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $1266737.01        | $1365203.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446 | 2053-07-01      | 5.5000%  | 0.0000% | $667864.35         | $684844.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369 | 2050-07-01      | 2.0000%  | 0.0000% | $580.69            | $471.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $784.12            | $633.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBR1092 | 2041-06-01      | 2.0000%  | 0.0000% | $39069452.32       | $34138757.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $683.50            | $552.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $4016468.04        | $4272062.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $6937380.76        | $7249257.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8011 | 2054-05-01      | 6.0000%  | 0.0000% | $20281130.51       | $20787753.15       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $3362267.91        | $3174933.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8960 | 2054-09-01      | 5.5000%  | 0.0000% | $566776.51         | $577007.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $12354533.61       | $12570494.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $592808.03         | $602228.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $2702228.20        | $2809668.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  | 0.0000% | $2012839.41        | $2050242.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $3162982.11        | $3213214.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $17937525.96       | $18232658.05       | Agency Mortgage-Backed Securities  |
| GNII SF MA9358 M     | 2046-09-20      | 3.5000%  | 0.0000% | $718.87            | $671.60            | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $10372069.25       | $10567928.49       | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $3769360.27        | $3827485.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M     | 2054-05-20      | 5.5000%  | 0.0000% | $30775059.60       | $31244789.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5906 | 2055-07-01      | 6.0000%  | 0.0000% | $1189684.18        | $1236999.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5903 | 2055-07-01      | 6.0000%  | 0.0000% | $1276737.14        | $1306537.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | 0.0000% | $994.49            | $1001.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $1382342.84        | $1394575.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7273 | 2053-08-01      | 5.5000%  | 0.0000% | $764.88            | $790.75            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3496 | 2030-04-01      | 4.4750%  | 0.0000% | $25386000.00       | $25669286.61       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5748 | 2032-11-01      | 4.0400%  | 0.0000% | $2858078.00        | $2798654.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1823 | 2056-01-01      | 5.0000%  | 0.0000% | $31532255.75       | $31480532.35       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $92157.69          | $88031.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $218.84            | $192.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $11841586.13       | $11383344.37       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $1894967.62        | $1705300.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $94687.58          | $83292.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $564151.78         | $478419.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $4600.43           | $3719.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $4282.06           | $4235.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $2269.31           | $2150.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $669.89            | $632.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $6525448.48        | $5661653.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $2339.04           | $1975.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $2089.19           | $2073.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $4284.50           | $4393.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $4608.66           | $4653.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $634.52            | $652.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $524441.46         | $536695.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $4514.02           | $4460.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $213793.71         | $206537.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $1742781.44        | $1755570.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  | 0.0000% | $2425590.69        | $2352265.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $12829742.50       | $12784397.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5848 | 2053-03-01      | 5.5000%  | 0.0000% | $733.77            | $747.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $460922.85         | $448868.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6302 | 2053-05-01      | 4.5000%  | 0.0000% | $445539.72         | $433307.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $21989703.75       | $22606522.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $2610495.73        | $2599982.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $3463710.15        | $3489128.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $1347361.27        | $1301626.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $5758307.28        | $5889827.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $113566285.63      | $114399672.90      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $2603186.66        | $2662643.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $10987979.04       | $11068612.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $217472.62         | $222439.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $258627.30         | $249846.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $954.63            | $961.63            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $233985.05         | $246903.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  | 0.0000% | $409861.43         | $395946.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $999900.52         | $987745.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5970 | 2056-02-01      | 4.5000%  | 0.0000% | $18870761.43       | $18230099.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $428900.09         | $423686.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $2442941.52        | $2360003.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029 | 2056-03-01      | 5.0000%  | 0.0000% | $16646495.00       | $16444134.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179 | 2055-01-01      | 5.0000%  | 0.0000% | $433243.68         | $428116.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1674 | 2055-04-01      | 6.5000%  | 0.0000% | $1161799.09        | $1226866.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $22739.53          | $22923.29          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $815873.16         | $834848.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4200 | 2055-06-01      | 5.5000%  | 0.0000% | $99170.36          | $101198.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4240 | 2055-05-01      | 5.5000%  | 0.0000% | $1758.74           | $1772.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4859 | 2055-06-01      | 6.5000%  | 0.0000% | $1191631.83        | $1244068.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6292 | 2055-06-01      | 6.5000%  | 0.0000% | $995738.95         | $1042910.76        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139 | 2055-06-01      | 7.0000%  | 0.0000% | $1033647.22        | $1103882.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8593 | 2055-06-01      | 6.0000%  | 0.0000% | $495461.28         | $507014.45         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $1157246.16        | $1202311.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9474 | 2055-08-01      | 6.0000%  | 0.0000% | $2213954.32        | $2270954.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5996 | 2056-03-01      | 4.5000%  | 0.0000% | $39505969.21       | $38164741.55       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0427 | 2054-12-01      | 5.5000%  | 0.0000% | $3840.05           | $3924.31           | Agency Mortgage-Backed Securities  |
| GNII ET DN6440 C     | 2066-02-20      | 5.0000%  | 0.0000% | $10027293.53       | $9992716.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5097 | 2055-10-01      | 6.0000%  | 0.0000% | $1353078.49        | $1394588.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  | 0.0000% | $4372884.47        | $4405332.73        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5100 | 2055-09-01      | 6.0000%  | 0.0000% | $1653387.42        | $1694454.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5102 | 2055-09-01      | 6.0000%  | 0.0000% | $1649250.68        | $1707957.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5106 | 2055-10-01      | 6.0000%  | 0.0000% | $1447908.50        | $1483873.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $1704523.02        | $1753313.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1364 | 2055-08-01      | 6.5000%  | 0.0000% | $1067009.83        | $1118305.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1366 | 2055-08-01      | 6.0000%  | 0.0000% | $1250223.39        | $1278782.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1384 | 2055-08-01      | 6.5000%  | 0.0000% | $709931.18         | $752148.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324 | 2055-06-01      | 5.5000%  | 0.0000% | $1440226.88        | $1452971.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | 0.0000% | $15.20             | $15.93             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $31.48             | $32.25             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $14.73             | $15.24             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65432 G | 2047-08-01      | 3.5000%  | 0.0000% | $126.93            | $117.63            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  | 0.0000% | $70.36             | $65.20             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $7360458.09        | $6944751.68        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1643439.20        | $1543510.98        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  | 0.0000% | $653.46            | $606.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  | 0.0000% | $127.66            | $120.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $5228339.82        | $4798779.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7980 | 2054-10-01      | 5.5000%  | 0.0000% | $683165.39         | $700367.04         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE1509 | 2055-06-01      | 7.0000%  | 0.0000% | $1063524.39        | $1138176.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9847 | 2055-05-01      | 6.0000%  | 0.0000% | $1331934.90        | $1362902.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9113 | 2055-05-01      | 6.5000%  | 0.0000% | $16149498.16       | $16778854.88       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | 0.0000% | $995.58            | $1088.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8031 | 2055-05-01      | 5.5000%  | 0.0000% | $2967.98           | $3038.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  | 0.0000% | $782.23            | $791.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639 | 2055-01-01      | 6.5000%  | 0.0000% | $1186.87           | $1234.76           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115 | 2055-01-01      | 7.0000%  | 0.0000% | $593.95            | $635.09            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC8683 | 2054-10-01      | 7.0000%  | 0.0000% | $986.44            | $1056.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $656.93            | $672.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $904.12            | $886.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $25263741.04       | $25042220.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $985.19            | $1037.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7132 | 2054-12-01      | 5.5000%  | 0.0000% | $8733686.12        | $8860737.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  | 0.0000% | $829.19            | $819.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $1805.72           | $1818.97           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB9247 | 2054-08-01      | 4.5000%  | 0.0000% | $1142148.13        | $1112375.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025 | 2054-10-01      | 5.5000%  | 0.0000% | $1170373.55        | $1201875.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | 0.0000% | $1790.59           | $1769.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382 | 2054-10-01      | 5.5000%  | 0.0000% | $1044726.30        | $1073108.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3790 | 2054-10-01      | 5.5000%  | 0.0000% | $930760.93         | $953489.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | 0.0000% | $981.88            | $1010.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | 0.0000% | $703.00            | $730.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | 0.0000% | $982.94            | $975.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | 0.0000% | $983.03            | $998.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $534.95            | $558.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569 | 2054-10-01      | 5.5000%  | 0.0000% | $971.91            | $998.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732 | 2054-12-01      | 6.0000%  | 0.0000% | $901.18            | $923.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0362 | 2054-08-01      | 5.5000%  | 0.0000% | $727.33            | $732.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0412 | 2054-09-01      | 5.5000%  | 0.0000% | $1044496.14        | $1069756.59        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $173.51            | $167.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $1193.34           | $1151.64           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $28518187.42       | $26382308.27       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $126.76            | $117.91            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $122.18            | $113.02            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $43901.40          | $45415.13          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $23947.46          | $24487.00          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $10.51             | $10.69             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $758.45            | $794.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | 0.0000% | $1646.79           | $1716.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3831 | 2053-08-01      | 6.5000%  | 0.0000% | $697.99            | $734.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $789.45            | $769.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $9968644.74        | $10041797.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1169924.66        | $1178509.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $1506672.37        | $1517781.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $11739127.63       | $12001278.00       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $1523.66           | $1535.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $871.38            | $862.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $759.49            | $765.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $770.32            | $776.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $519.79            | $539.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $892.42            | $881.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8513 | 2055-03-01      | 4.5000%  | 0.0000% | $1026260.45        | $991427.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $303601.54         | $293296.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $3776.33           | $3816.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $728.73            | $736.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $786.44            | $780.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $745163.37         | $741189.16         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $819.72            | $793.70            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $110261.81         | $104488.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $780.89            | $774.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $661.55            | $536.97            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | 0.0000% | $650.23            | $528.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $67191144.00       | $56991013.19       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $1012.53           | $858.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $8668.65           | $7345.93           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $776.59            | $627.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $761.00            | $643.93            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $1534.27           | $1351.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7192 | 2054-12-01      | 5.0000%  | 0.0000% | $3501640.86        | $3461360.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $14537685.17       | $14468393.72       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $190.76            | $177.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $695.20            | $597.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $565.99            | $504.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $861.97            | $892.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $11450.07          | $12095.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $14602718.77       | $14944471.06       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $769.16            | $659.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $831.26            | $822.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $98612.69          | $97824.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $820.22            | $813.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $1256156.81        | $1311038.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $763.66            | $774.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $17022097.47       | $17894326.77       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $761.29            | $758.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $822.44            | $816.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $684.57            | $704.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $618.04            | $636.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $731.11            | $730.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $2296.49           | $2185.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $726.28            | $706.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $1022.43           | $997.02            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $6271207.06        | $6108594.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $718.15            | $717.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $688.71            | $644.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | 0.0000% | $1564.37           | $1322.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $11832467.52       | $11493230.67       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $13254179.58       | $11862848.58       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  | 0.0000% | $328.45            | $308.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $390.13            | $370.25            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | 0.0000% | $633.89            | $538.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $5422131.15        | $5229175.58        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $6113907.50        | $5930480.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806 | 2029-02-01      | 5.5000%  | 0.0000% | $35.30             | $35.57             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $190.68            | $171.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $128.22            | $119.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $205.45            | $202.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $3576398.33        | $3432910.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $200.07            | $187.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX6435 | 2030-01-01      | 3.0000%  | 0.0000% | $128.75            | $126.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $6009911.40        | $5644368.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8242 | 2031-11-01      | 2.5000%  | 0.0000% | $133.56            | $129.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $10777243.36       | $10419043.71       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  | 0.0000% | $690.79            | $647.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $13313264.47       | $12883290.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $298899.30         | $282029.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | 0.0000% | $5772388.29        | $5702967.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $325452.27         | $305994.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $1075.92           | $986.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $242037.31         | $236347.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $650608.69         | $614731.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $235944.00         | $221739.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $86810.16          | $83775.56          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $116.96            | $123.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $215.79            | $203.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $4895427.39        | $4721641.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL9188 | 2046-09-01      | 4.0000%  | 0.0000% | $1668591.22        | $1603399.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $10137122.56       | $9832839.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  | 0.0000% | $47.43             | $49.25             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $4955822.65        | $4675935.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $225396.69         | $223390.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $39.03             | $38.68             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $21.63             | $23.03             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $119051.84         | $117737.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $57.82             | $57.13             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $173.56            | $167.63            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQI8146 | 2054-06-01      | 7.5000%  | 0.0000% | $107643.38         | $115054.62         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374 | 2054-07-01      | 7.0000%  | 0.0000% | $898880.67         | $967347.81         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI3149 | 2054-04-01      | 6.0000%  | 0.0000% | $830271.97         | $868295.93         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6041 | 2050-05-01      | 3.0000%  | 0.0000% | $193.43            | $169.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $1038.66           | $1034.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $763.89            | $763.13            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  | 0.0000% | $22334082.24       | $18817432.09       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $6218440.55        | $5238652.69        | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 28 GK     | 2028-03-27      | 3.8750%  | 0.0000% | $20560000.00       | $20568523.26       | Agency Mortgage-Backed Securities  |
| 3 7/8 FCSB 29 FB     | 2029-03-27      | 3.8750%  | 0.0000% | $19210000.00       | $19206360.77       | Agency Mortgage-Backed Securities  |
| 3.63 FCOR 27-28 MY   | 2028-03-09      | 3.6300%  | 0.0000% | $41733000.00       | $41585988.55       | Agency Mortgage-Backed Securities  |
| 3.70 FCOR 27-29 KK   | 2029-03-05      | 3.7000%  | 0.0000% | $8960000.00        | $8894226.63        | Agency Mortgage-Backed Securities  |
| 5.24 FCOR 26-40 BE   | 2040-02-13      | 5.2400%  | 0.0000% | $7169000.00        | $7138902.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $2922953.58        | $2945250.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8023 | 2054-11-01      | 5.5000%  | 0.0000% | $112946.21         | $116114.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $397136.14         | $394874.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6153 | 2053-07-01      | 5.5000%  | 0.0000% | $3020.05           | $3082.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $7491561.21        | $7726526.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  | 0.0000% | $770.25            | $778.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513 | 2053-01-01      | 5.5000%  | 0.0000% | $379208.49         | $384961.21         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $1371513.51        | $1257969.57        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $717472.90         | $552956.36         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | 0.0000% | $707.17            | $654.57            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0393 | 2052-04-01      | 3.0000%  | 0.0000% | $15045102.06       | $13387929.20       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $780.95            | $687.89            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $6068521.49        | $5689522.09        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1636849.25        | $1541693.75        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99124 G | 2045-03-01      | 3.5000%  | 0.0000% | $159.09            | $149.60            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $366722.28         | $354154.10         | Agency Mortgage-Backed Securities  |

### Security 15: ELK Grove Independent Living LLC/ELK Grove Memory Care LLC

- **C.1 - Title:** ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.020000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALED2, C.4 - ISIN: US3130ALED27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27074588.31
- **C.18.a - Value (excl. sponsor support):** $27074588.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2027-02-24
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQF65, C.4 - ISIN: US3130AQF655, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217969936.91
- **C.18.a - Value (excl. sponsor support):** $217969936.91
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTQ3, C.4 - ISIN: US3130AWTQ30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100388625.00
- **C.18.a - Value (excl. sponsor support):** $100388625.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYPN0, C.4 - ISIN: US3130AYPN01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $56505679.60
- **C.18.a - Value (excl. sponsor support):** $56505679.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002376.00
- **C.18.a - Value (excl. sponsor support):** $100002376.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200018898.00
- **C.18.a - Value (excl. sponsor support):** $200018898.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170031886.90
- **C.18.a - Value (excl. sponsor support):** $170031886.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100001078.00
- **C.18.a - Value (excl. sponsor support):** $100001078.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: 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: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000856.50
- **C.18.a - Value (excl. sponsor support):** $50000856.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50013574.50
- **C.18.a - Value (excl. sponsor support):** $50013574.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **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):** $150048529.50
- **C.18.a - Value (excl. sponsor support):** $150048529.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49968781.00
- **C.18.a - Value (excl. sponsor support):** $49968781.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $132615599.59
- **C.18.a - Value (excl. sponsor support):** $132615599.59
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.670000%
- **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):** $150000463.50
- **C.18.a - Value (excl. sponsor support):** $150000463.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **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):** $499989980.00
- **C.18.a - Value (excl. sponsor support):** $499989980.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64349567.57
- **C.18.a - Value (excl. sponsor support):** $64349567.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150021087.00
- **C.18.a - Value (excl. sponsor support):** $150021087.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $370012102.70
- **C.18.a - Value (excl. sponsor support):** $370012102.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250015802.50
- **C.18.a - Value (excl. sponsor support):** $250015802.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **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):** $299954127.00
- **C.18.a - Value (excl. sponsor support):** $299954127.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **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):** $99991138.00
- **C.18.a - Value (excl. sponsor support):** $99991138.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **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):** $249977950.00
- **C.18.a - Value (excl. sponsor support):** $249977950.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249972130.00
- **C.18.a - Value (excl. sponsor support):** $249972130.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-02
- **C.13 - Final Legal Maturity Date:** 2027-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **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):** $249991262.50
- **C.18.a - Value (excl. sponsor support):** $249991262.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002882.00
- **C.18.a - Value (excl. sponsor support):** $100002882.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VA9, C.4 - ISIN: US3130B7VA92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249832927.50
- **C.18.a - Value (excl. sponsor support):** $249832927.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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):** $499096375.00
- **C.18.a - Value (excl. sponsor support):** $499096375.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 43: 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):** $499411725.00
- **C.18.a - Value (excl. sponsor support):** $499411725.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 44: 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):** $499778430.00
- **C.18.a - Value (excl. sponsor support):** $499778430.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 45: 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):** $499422605.00
- **C.18.a - Value (excl. sponsor support):** $499422605.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249982137.50
- **C.18.a - Value (excl. sponsor support):** $249982137.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TP7, C.4 - ISIN: US3130B8TP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250026740.00
- **C.18.a - Value (excl. sponsor support):** $250026740.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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):** $499533900.00
- **C.18.a - Value (excl. sponsor support):** $499533900.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250182155.00
- **C.18.a - Value (excl. sponsor support):** $250182155.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99905100.00
- **C.18.a - Value (excl. sponsor support):** $99905100.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249995782.50
- **C.18.a - Value (excl. sponsor support):** $249995782.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NL0, C.4 - ISIN: US3130B9NL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499487610.00
- **C.18.a - Value (excl. sponsor support):** $499487610.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RT9, C.4 - ISIN: US3130B9RT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249993642.50
- **C.18.a - Value (excl. sponsor support):** $249993642.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-10
- **C.13 - Final Legal Maturity Date:** 2028-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9SP6, C.4 - ISIN: US3130B9SP64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998506470.00
- **C.18.a - Value (excl. sponsor support):** $998506470.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249626152.50
- **C.18.a - Value (excl. sponsor support):** $249626152.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9W30, C.4 - ISIN: US3130B9W307, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998241340.00
- **C.18.a - Value (excl. sponsor support):** $998241340.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9X47, C.4 - ISIN: US3130B9X479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499576705.00
- **C.18.a - Value (excl. sponsor support):** $499576705.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2027-04-14
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249929167.50
- **C.18.a - Value (excl. sponsor support):** $249929167.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5T0, C.4 - ISIN: US3130BA5T08, 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:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-04
- **C.13 - Final Legal Maturity Date:** 2028-02-04
- **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 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: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $24650486.00
- **C.18.a - Value (excl. sponsor support):** $24650486.00
- **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: 313313D39, C.4 - ISIN: US313313D398, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $9853204.20
- **C.18.a - Value (excl. sponsor support):** $9853204.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313J74, C.4 - ISIN: US313313J742, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39240244.40
- **C.18.a - Value (excl. sponsor support):** $39240244.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313K64, C.4 - ISIN: US313313K641, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $39212400.00
- **C.18.a - Value (excl. sponsor support):** $39212400.00
- **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 64: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $14936824.95
- **C.18.a - Value (excl. sponsor support):** $14936824.95
- **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? Yes, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $49569403.00
- **C.18.a - Value (excl. sponsor support):** $49569403.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19819750.00
- **C.18.a - Value (excl. sponsor support):** $19819750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZA9, C.4 - ISIN: US313313ZA99, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $99020000.00
- **C.18.a - Value (excl. sponsor support):** $99020000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $34632500.00
- **C.18.a - Value (excl. sponsor support):** $34632500.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $19764000.00
- **C.18.a - Value (excl. sponsor support):** $19764000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124402022.64
- **C.18.a - Value (excl. sponsor support):** $124402022.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26045877.06
- **C.18.a - Value (excl. sponsor support):** $26045877.06
- **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 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: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295010874.00
- **C.18.a - Value (excl. sponsor support):** $295010874.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $294951126.00
- **C.18.a - Value (excl. sponsor support):** $294951126.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32438051.25
- **C.18.a - Value (excl. sponsor support):** $32438051.25
- **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 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143412166.16
- **C.18.a - Value (excl. sponsor support):** $143412166.16
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27703200.00
- **C.18.a - Value (excl. sponsor support):** $27703200.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247325000.00
- **C.18.a - Value (excl. sponsor support):** $247325000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $474816000.00
- **C.18.a - Value (excl. sponsor support):** $474816000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98870000.00
- **C.18.a - Value (excl. sponsor support):** $98870000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169033500.00
- **C.18.a - Value (excl. sponsor support):** $169033500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22573824.00
- **C.18.a - Value (excl. sponsor support):** $22573824.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **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:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: 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):** $10005565.00
- **C.18.a - Value (excl. sponsor support):** $10005565.00
- **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 84: 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):** $40017536.80
- **C.18.a - Value (excl. sponsor support):** $40017536.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140064138.20
- **C.18.a - Value (excl. sponsor support):** $140064138.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124990745.00
- **C.18.a - Value (excl. sponsor support):** $124990745.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99983103.00
- **C.18.a - Value (excl. sponsor support):** $99983103.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130108248.40
- **C.18.a - Value (excl. sponsor support):** $130108248.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: 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: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144988893.00
- **C.18.a - Value (excl. sponsor support):** $144988893.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40013444.80
- **C.18.a - Value (excl. sponsor support):** $40013444.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60005112.60
- **C.18.a - Value (excl. sponsor support):** $60005112.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.823400%
- **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):** $150009874.50
- **C.18.a - Value (excl. sponsor support):** $150009874.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 93: 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):** $24897348.43
- **C.18.a - Value (excl. sponsor support):** $24897348.43
- **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 94: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90012545.10
- **C.18.a - Value (excl. sponsor support):** $90012545.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60006305.40
- **C.18.a - Value (excl. sponsor support):** $60006305.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: 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: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155029281.05
- **C.18.a - Value (excl. sponsor support):** $155029281.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: 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: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280046830.00
- **C.18.a - Value (excl. sponsor support):** $280046830.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: 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: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62016581.90
- **C.18.a - Value (excl. sponsor support):** $62016581.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $375068726.25
- **C.18.a - Value (excl. sponsor support):** $375068726.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: 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: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150041248.50
- **C.18.a - Value (excl. sponsor support):** $150041248.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: 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: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110023736.90
- **C.18.a - Value (excl. sponsor support):** $110023736.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50022134.00
- **C.18.a - Value (excl. sponsor support):** $50022134.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: 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: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45056030.40
- **C.18.a - Value (excl. sponsor support):** $45056030.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70020853.70
- **C.18.a - Value (excl. sponsor support):** $70020853.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70020339.20
- **C.18.a - Value (excl. sponsor support):** $70020339.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: 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: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225013043.25
- **C.18.a - Value (excl. sponsor support):** $225013043.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25008351.25
- **C.18.a - Value (excl. sponsor support):** $25008351.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: 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):** $124836240.00
- **C.18.a - Value (excl. sponsor support):** $124836240.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: 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):** $175131855.50
- **C.18.a - Value (excl. sponsor support):** $175131855.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2A4, C.4 - ISIN: US3133ET2A42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $269977293.00
- **C.18.a - Value (excl. sponsor support):** $269977293.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: 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: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155066800.35
- **C.18.a - Value (excl. sponsor support):** $155066800.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115203099.20
- **C.18.a - Value (excl. sponsor support):** $115203099.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4B0, C.4 - ISIN: US3133ET4B07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $300012726.00
- **C.18.a - Value (excl. sponsor support):** $300012726.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-09
- **C.13 - Final Legal Maturity Date:** 2027-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120016874.40
- **C.18.a - Value (excl. sponsor support):** $120016874.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5L7, C.4 - ISIN: US3133ET5L79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $274997838.50
- **C.18.a - Value (excl. sponsor support):** $274997838.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5S2, C.4 - ISIN: US3133ET5S23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135016575.30
- **C.18.a - Value (excl. sponsor support):** $135016575.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-29
- **C.13 - Final Legal Maturity Date:** 2027-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209991511.80
- **C.18.a - Value (excl. sponsor support):** $209991511.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229980075.10
- **C.18.a - Value (excl. sponsor support):** $229980075.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET7H4, C.4 - ISIN: US3133ET7H40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24934689.25
- **C.18.a - Value (excl. sponsor support):** $24934689.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125080352.50
- **C.18.a - Value (excl. sponsor support):** $125080352.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $400055728.00
- **C.18.a - Value (excl. sponsor support):** $400055728.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: 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: 3133ETBU0, C.4 - ISIN: US3133ETBU08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $190386805.80
- **C.18.a - Value (excl. sponsor support):** $190386805.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-04-03
- **C.13 - Final Legal Maturity Date:** 2028-04-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149987158.50
- **C.18.a - Value (excl. sponsor support):** $149987158.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: 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: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60005526.60
- **C.18.a - Value (excl. sponsor support):** $60005526.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.833400%
- **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):** $95048814.80
- **C.18.a - Value (excl. sponsor support):** $95048814.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 126: 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: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149994582.00
- **C.18.a - Value (excl. sponsor support):** $149994582.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: 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):** $89998013.70
- **C.18.a - Value (excl. sponsor support):** $89998013.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-16
- **C.13 - Final Legal Maturity Date:** 2027-08-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115068160.50
- **C.18.a - Value (excl. sponsor support):** $115068160.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: 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):** $108011088.83
- **C.18.a - Value (excl. sponsor support):** $108011088.83
- **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 130: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230039095.40
- **C.18.a - Value (excl. sponsor support):** $230039095.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124997851.25
- **C.18.a - Value (excl. sponsor support):** $124997851.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: 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):** $102845961.44
- **C.18.a - Value (excl. sponsor support):** $102845961.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139955376.40
- **C.18.a - Value (excl. sponsor support):** $139955376.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279980153.60
- **C.18.a - Value (excl. sponsor support):** $279980153.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: 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):** $210088764.90
- **C.18.a - Value (excl. sponsor support):** $210088764.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64989955.55
- **C.18.a - Value (excl. sponsor support):** $64989955.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: 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):** $99999373.00
- **C.18.a - Value (excl. sponsor support):** $99999373.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: 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: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319895004.80
- **C.18.a - Value (excl. sponsor support):** $319895004.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124987292.50
- **C.18.a - Value (excl. sponsor support):** $124987292.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85005416.20
- **C.18.a - Value (excl. sponsor support):** $85005416.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.833700%
- **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):** $199961058.00
- **C.18.a - Value (excl. sponsor support):** $199961058.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 142: 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):** $99929840.00
- **C.18.a - Value (excl. sponsor support):** $99929840.00
- **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 143: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150009445.50
- **C.18.a - Value (excl. sponsor support):** $150009445.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997425.35
- **C.18.a - Value (excl. sponsor support):** $64997425.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.818400%
- **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):** $49998991.50
- **C.18.a - Value (excl. sponsor support):** $49998991.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **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 146: 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: 3133ETSB4, C.4 - ISIN: US3133ETSB44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130028402.40
- **C.18.a - Value (excl. sponsor support):** $130028402.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997611.00
- **C.18.a - Value (excl. sponsor support):** $99997611.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89989758.90
- **C.18.a - Value (excl. sponsor support):** $89989758.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: 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: 3133ETUX3, C.4 - ISIN: US3133ETUX36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100023247.00
- **C.18.a - Value (excl. sponsor support):** $100023247.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-24
- **C.13 - Final Legal Maturity Date:** 2027-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: 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):** $99997795.00
- **C.18.a - Value (excl. sponsor support):** $99997795.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: 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):** $19004777.19
- **C.18.a - Value (excl. sponsor support):** $19004777.19
- **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 152: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129990508.70
- **C.18.a - Value (excl. sponsor support):** $129990508.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115036381.40
- **C.18.a - Value (excl. sponsor support):** $115036381.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $464994089.85
- **C.18.a - Value (excl. sponsor support):** $464994089.85
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998738.20
- **C.18.a - Value (excl. sponsor support):** $89998738.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: 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: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998837.00
- **C.18.a - Value (excl. sponsor support):** $49998837.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: 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: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45008731.80
- **C.18.a - Value (excl. sponsor support):** $45008731.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEA4, C.4 - ISIN: US3133EWEA46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998947.00
- **C.18.a - Value (excl. sponsor support):** $49998947.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFC9, C.4 - ISIN: US3133EWFC92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $284503276.35
- **C.18.a - Value (excl. sponsor support):** $284503276.35
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999092.35
- **C.18.a - Value (excl. sponsor support):** $44999092.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: 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: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $256947186.50
- **C.18.a - Value (excl. sponsor support):** $256947186.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGG9, C.4 - ISIN: US3133EWGG97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127661824.01
- **C.18.a - Value (excl. sponsor support):** $127661824.01
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-03-09
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999784.30
- **C.18.a - Value (excl. sponsor support):** $29999784.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155005736.55
- **C.18.a - Value (excl. sponsor support):** $155005736.55
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: 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: 3133EWHA1, C.4 - ISIN: US3133EWHA19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $319994163.20
- **C.18.a - Value (excl. sponsor support):** $319994163.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-17
- **C.13 - Final Legal Maturity Date:** 2028-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94999018.65
- **C.18.a - Value (excl. sponsor support):** $94999018.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: 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: 3133EWHW3, C.4 - ISIN: US3133EWHW39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $279997558.40
- **C.18.a - Value (excl. sponsor support):** $279997558.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-20
- **C.13 - Final Legal Maturity Date:** 2028-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999800.20
- **C.18.a - Value (excl. sponsor support):** $44999800.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: 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: 3133EWJM3, C.4 - ISIN: US3133EWJM39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $224998987.50
- **C.18.a - Value (excl. sponsor support):** $224998987.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.743400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJS0, C.4 - ISIN: US3133EWJS09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99968850.00
- **C.18.a - Value (excl. sponsor support):** $99968850.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104999526.45
- **C.18.a - Value (excl. sponsor support):** $104999526.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKF6, C.4 - ISIN: US3133EWKF68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $108989044.41
- **C.18.a - Value (excl. sponsor support):** $108989044.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-30
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1128002684.64
- **C.18.a - Value (excl. sponsor support):** $1128002684.64
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $141050349.69
- **C.18.a - Value (excl. sponsor support):** $141050349.69
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **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):** $300026043.00
- **C.18.a - Value (excl. sponsor support):** $300026043.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **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):** $268138266.56
- **C.18.a - Value (excl. sponsor support):** $268138266.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $664848793.27
- **C.18.a - Value (excl. sponsor support):** $664848793.27
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $250284277.50
- **C.18.a - Value (excl. sponsor support):** $250284277.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $300317109.00
- **C.18.a - Value (excl. sponsor support):** $300317109.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.710000%
- **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):** $250073622.50
- **C.18.a - Value (excl. sponsor support):** $250073622.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.637000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCVY2, C.4 - ISIN: US3134HCVY21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $499148310.00
- **C.18.a - Value (excl. sponsor support):** $499148310.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $50009893.00
- **C.18.a - Value (excl. sponsor support):** $50009893.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149031674.42
- **C.18.a - Value (excl. sponsor support):** $149031674.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **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):** $329134712.34
- **C.18.a - Value (excl. sponsor support):** $329134712.34
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: 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):** $230116987.30
- **C.18.a - Value (excl. sponsor support):** $230116987.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $183010844.72
- **C.18.a - Value (excl. sponsor support):** $183010844.72
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $478221357.02
- **C.18.a - Value (excl. sponsor support):** $478221357.02
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $465669600.27
- **C.18.a - Value (excl. sponsor support):** $465669600.27
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $199057704.03
- **C.18.a - Value (excl. sponsor support):** $199057704.03
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $155997006.36
- **C.18.a - Value (excl. sponsor support):** $155997006.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $327007609.29
- **C.18.a - Value (excl. sponsor support):** $327007609.29
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45699W001, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 45699W001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 7/8 NOTE T 29             | 2029-12-31      | 3.8750%  | 0.0000% | $24999700.00       | $25223871.76       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28               | 2028-06-30      | 4.0000%  | 0.0000% | $92879800.00       | $94191239.68       | U.S. Treasuries (including strips) |
| T 0 1/2 04/30/27            | 2027-04-30      | 0.5000%  | 0.0000% | $275000000.00      | $266136374.70      | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50               | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.87             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27            | 2027-12-31      | 3.3750%  | 0.0000% | $231377000.00      | $231544490.10      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45               | 2045-08-15      | 2.8750%  | 0.0000% | $8100000.00        | $6036512.65        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27            | 2027-10-31      | 3.5000%  | 0.0000% | $25000000.00       | $25232061.19       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27            | 2027-09-30      | 3.5000%  | 0.0000% | $1000.00           | $995.14            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27            | 2027-07-31      | 3.8750%  | 0.0000% | $285000000.00      | $286925633.20      | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-05      | 0.0000%  | 0.0000% | $84999900.00       | $84708775.34       | U.S. Treasuries (including strips) |

### Security 194: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46799N008, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: 46799N008_3.70_0430
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSL1718 | 2055-05-01      | 6.0000%  | 0.0000% | $808.50            | $829.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2048 | 2055-08-01      | 5.0000%  | 0.0000% | $992.40            | $988.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4462 | 2056-03-01      | 5.5000%  | 0.0000% | $21452032.00       | $21982998.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3942 | 2056-01-01      | 5.5000%  | 0.0000% | $2427.25           | $2471.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $896.44            | $891.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5051 | 2055-10-01      | 6.0000%  | 0.0000% | $1020.21           | $1049.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  | 0.0000% | $1071.64           | $1111.67           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1487 | 2052-08-01      | 4.0000%  | 0.0000% | $57103644.76       | $54246825.53       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $828.41            | $806.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4791 | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  | 0.0000% | $29552130.35       | $30285909.75       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $791.49            | $707.45            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $5602.24           | $4933.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4106 | 2053-10-01      | 6.5000%  | 0.0000% | $116600925.59      | $124254688.10      | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0126 | 2028-10-01      | 3.5100%  | 0.0000% | $4794014.11        | $4746562.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  | 0.0000% | $228.16            | $219.00            | Agency Mortgage-Backed Securities  |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20109354.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4752 | 2052-12-01      | 5.5000%  | 0.0000% | $7479273.77        | $7673513.00        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  | 0.0000% | $758.13            | $739.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $18941282.38       | $18462352.06       | Agency Mortgage-Backed Securities  |
| 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | 0.0000% | $1595.17           | $1596.14           | U.S. Treasuries (including strips) |
| FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  | 0.0000% | $248.41            | $246.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  | 0.0000% | $724.70            | $752.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1154 | 2055-04-01      | 5.5000%  | 0.0000% | $54613982.39       | $55369202.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3921 | 2055-05-01      | 5.0000%  | 0.0000% | $2928165.18        | $2906273.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  | 0.0000% | $9260788.00        | $9389210.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7174 | 2055-07-01      | 6.5000%  | 0.0000% | $9446307.01        | $9895504.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8374 | 2055-07-01      | 6.0000%  | 0.0000% | $916026.07         | $939492.83         | Agency Mortgage-Backed Securities  |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $162015000.00      | $153217628.20      | U.S. Treasuries (including strips) |

### Security 195: Karlo Lacey Apartments LLC

- **C.1 - Title:** Karlo Lacey Apartments LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 485913AA5, C.4 - ISIN: US485913AA56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $53120000.00
- **C.18.a - Value (excl. sponsor support):** $53120000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2066-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Ken-Vin Life Co. LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 197: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 198: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 503667AA5, C.4 - ISIN: US503667AA54, C.3 - LEI: 549300MT3J8CYDB9JX03
- **C.18 - Value (incl. sponsor support):** $48125000.00
- **C.18.a - Value (excl. sponsor support):** $48125000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 199: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 200: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 201: Magnolia Place Arlington LLC / MP Smokey Point LLC

- **C.1 - Title:** Magnolia Place Arlington LLC / MP Smokey Point LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55967TAA9, C.4 - ISIN: US55967TAA97, C.3 - LEI: 549300YMXOCHKGQZTQ40
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 202: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.65_0401
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $5955630.83        | $5763442.62        | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M     | 2055-03-20      | 5.0000%  | 0.0000% | $296065.03         | $294224.00         | Agency Mortgage-Backed Securities  |
| 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $867000.00         | $874242.34         | U.S. Treasuries (including strips) |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $10766.93          | $11248.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL781721 | 2035-06-01      | 5.5000%  | 0.0000% | $27347.90          | $28284.65          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  | 0.0000% | $6830.41           | $7270.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8342 | 2054-04-01      | 6.0000%  | 0.0000% | $464603.37         | $476198.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9989 | 2055-02-01      | 6.0000%  | 0.0000% | $398799.40         | $415556.16         | Agency Mortgage-Backed Securities  |
| GNII SF DP3816 C     | 2056-01-20      | 5.5000%  | 0.0000% | $3755451.36        | $3829427.49        | Agency Mortgage-Backed Securities  |
| GNII SF DP8984 C     | 2056-01-20      | 5.5000%  | 0.0000% | $3175834.18        | $3233737.04        | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $15463723.60       | $15797569.93       | Agency Mortgage-Backed Securities  |
| 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $551700.00         | $559106.44         | U.S. Treasuries (including strips) |
| 2.10 FHOR 21-36 DK   | 2036-02-25      | 2.1000%  | 0.0000% | $5500000.00        | $4421120.00        | Agency Mortgage-Backed Securities  |
| FHOR 21-31 PN        | 2031-08-26      | 2.0000%  | 0.0000% | $18500000.00       | $16620297.22       | Agency Mortgage-Backed Securities  |
| 3.72 FHOR 28-30 69   | 2030-02-25      | 3.7200%  | 0.0000% | $2510000.00        | $2490748.30        | Agency Mortgage-Backed Securities  |
| 4.00 FHOR 26-31 5J   | 2031-03-17      | 4.0000%  | 0.0000% | $5500000.00        | $5456470.56        | Agency Mortgage-Backed Securities  |
| 3.70 FHOR 26-27 IL   | 2027-09-17      | 3.7000%  | 0.0000% | $5750000.00        | $5734859.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1152 | 2055-06-01      | 6.0000%  | 0.0000% | $4862420.02        | $4979944.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5168 | 2052-01-01      | 3.0000%  | 0.0000% | $2437368.00        | $2200489.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA5181 | 2052-04-01      | 2.5000%  | 0.0000% | $13643040.00       | $11732882.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1585 | 2049-09-01      | 3.0000%  | 0.0000% | $3262.15           | $2911.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $19847.38          | $18355.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $343949.36         | $324886.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $726419.72         | $683374.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA3525 M     | 2046-03-20      | 5.5000%  | 0.0000% | $4287.67           | $4415.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $226575.17         | $213139.87         | Agency Mortgage-Backed Securities  |
| GNII SF MA3942 M     | 2038-11-20      | 6.0000%  | 0.0000% | $2907.77           | $3067.46           | Agency Mortgage-Backed Securities  |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $230242.88         | $208659.91         | Agency Mortgage-Backed Securities  |
| GNII JM MA0843 M     | 2043-03-20      | 2.5000%  | 0.0000% | $111970.96         | $95885.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $22794.02          | $20545.62          | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $322568.52         | $291149.37         | Agency Mortgage-Backed Securities  |
| GNII SF MA5023 M     | 2048-02-20      | 5.5000%  | 0.0000% | $35368.04          | $36560.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA5077 M     | 2048-03-20      | 3.5000%  | 0.0000% | $59150.59          | $55403.79          | Agency Mortgage-Backed Securities  |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $369607.26         | $343116.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $9910.00           | $10208.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $60539.22          | $59628.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $29727.29          | $30566.30          | Agency Mortgage-Backed Securities  |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $39099.52          | $40110.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $7531.82           | $7731.29           | Agency Mortgage-Backed Securities  |
| GNII JM MA5127 M     | 2048-04-20      | 4.0000%  | 0.0000% | $17495.26          | $16183.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA5141 M     | 2048-04-20      | 6.0000%  | 0.0000% | $2203.02           | $2322.36           | Agency Mortgage-Backed Securities  |
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1043.13           | $1084.40           | Agency Mortgage-Backed Securities  |
| GNII SF 003598 M     | 2034-08-20      | 6.0000%  | 0.0000% | $1014.68           | $1066.40           | Agency Mortgage-Backed Securities  |
| GNII SF 002798 M     | 2029-08-20      | 7.5000%  | 0.0000% | $39.86             | $41.06             | Agency Mortgage-Backed Securities  |
| GNII SF 003238 M     | 2032-05-20      | 6.0000%  | 0.0000% | $454.97            | $474.11            | Agency Mortgage-Backed Securities  |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $169.73            | $176.86            | Agency Mortgage-Backed Securities  |
| GNII SF 003249 M     | 2032-06-20      | 6.0000%  | 0.0000% | $142.13            | $146.46            | Agency Mortgage-Backed Securities  |
| GNII SF 003831 M     | 2036-03-20      | 6.0000%  | 0.0000% | $496.35            | $522.06            | Agency Mortgage-Backed Securities  |
| GNII SF 003865 M     | 2036-06-20      | 6.0000%  | 0.0000% | $393.52            | $413.91            | Agency Mortgage-Backed Securities  |
| GNII SF 003899 M     | 2036-09-20      | 6.0000%  | 0.0000% | $3120.05           | $3282.51           | Agency Mortgage-Backed Securities  |
| GNII SF 003910 M     | 2036-10-20      | 6.0000%  | 0.0000% | $2490.55           | $2621.53           | Agency Mortgage-Backed Securities  |
| GNII SF 003986 M     | 2037-05-20      | 6.0000%  | 0.0000% | $5315.81           | $5661.13           | Agency Mortgage-Backed Securities  |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2655.10           | $2827.12           | Agency Mortgage-Backed Securities  |
| GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $95.06             | $100.28            | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $276.05            | $280.55            | Agency Mortgage-Backed Securities  |
| GNII JM 004240 M     | 2038-09-20      | 6.5000%  | 0.0000% | $669.56            | $696.81            | Agency Mortgage-Backed Securities  |
| GNII FS 004211 M     | 2038-08-20      | 6.5000%  | 0.0000% | $4000.11           | $4127.02           | Agency Mortgage-Backed Securities  |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $191.00            | $197.73            | Agency Mortgage-Backed Securities  |
| GNII JM 004310 M     | 2038-12-20      | 6.0000%  | 0.0000% | $61.23             | $61.75             | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $42.42             | $42.87             | Agency Mortgage-Backed Securities  |
| GNII JM 004364 M     | 2039-02-20      | 6.0000%  | 0.0000% | $49.86             | $50.26             | Agency Mortgage-Backed Securities  |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $354.88            | $361.38            | Agency Mortgage-Backed Securities  |
| GNII SP 781301 M     | 2031-06-20      | 6.0000%  | 0.0000% | $59.20             | $61.44             | Agency Mortgage-Backed Securities  |
| GNII SF 004749 M     | 2040-07-20      | 6.0000%  | 0.0000% | $14873.19          | $15663.06          | Agency Mortgage-Backed Securities  |
| GNII SF 003132 M     | 2031-09-20      | 6.0000%  | 0.0000% | $162.23            | $167.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  | 0.0000% | $33037.73          | $32567.60          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $163935.95         | $160181.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $22694.39          | $20973.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $2386.87           | $2101.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2992 | 2048-12-01      | 4.0000%  | 0.0000% | $5717130.04        | $5493100.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  | 0.0000% | $107607.37         | $96605.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS3282 | 2037-11-01      | 4.5000%  | 0.0000% | $38378.10          | $38257.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $3705006.58        | $3123799.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $9744144.12        | $9975892.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA7143 M     | 2051-01-20      | 6.0000%  | 0.0000% | $2509.22           | $2645.04           | Agency Mortgage-Backed Securities  |
| GNII SF MA6343 M     | 2044-11-20      | 5.5000%  | 0.0000% | $6215.17           | $6407.59           | Agency Mortgage-Backed Securities  |
| GNII SF MA6479 M     | 2050-01-20      | 5.5000%  | 0.0000% | $21555.78          | $22265.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA6480 M     | 2050-02-20      | 6.0000%  | 0.0000% | $106893.06         | $114058.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $44519.24          | $46932.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA6605 M     | 2038-10-20      | 6.0000%  | 0.0000% | $17294.68          | $18232.68          | Agency Mortgage-Backed Securities  |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $12653.23          | $13032.11          | Agency Mortgage-Backed Securities  |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $68079.02          | $62979.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA6826 M     | 2050-08-20      | 6.0000%  | 0.0000% | $3852.17           | $4061.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $1173631.68        | $1109836.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $5092934.24        | $4813960.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA8099 M     | 2052-06-20      | 3.5000%  | 0.0000% | $838932.56         | $775404.11         | Agency Mortgage-Backed Securities  |
| GNII SF MA7374 M     | 2038-06-20      | 6.0000%  | 0.0000% | $4689.91           | $4864.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA7425 M     | 2051-06-20      | 6.0000%  | 0.0000% | $17580.39          | $18533.07          | Agency Mortgage-Backed Securities  |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $347250.67         | $298652.36         | Agency Mortgage-Backed Securities  |
| GNII JM MA7247 M     | 2051-03-20      | 2.5000%  | 0.0000% | $295626.98         | $249046.02         | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $27830370.21       | $22949331.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $7540.98           | $6760.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $7848940.40        | $7834848.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $2942481.45        | $2867027.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $228925.53         | $216607.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $636357.87         | $620235.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA8400 M     | 2034-07-20      | 6.0000%  | 0.0000% | $68952.55          | $70508.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $737295.30         | $696761.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $119216.59         | $118810.50         | Agency Mortgage-Backed Securities  |
| GNII SP 787400 C     | 2054-04-20      | 5.0000%  | 0.0000% | $4237605.40        | $4240388.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $335689.73         | $317274.91         | Agency Mortgage-Backed Securities  |
| 1.74 FCOR 22-36 AF   | 2036-02-01      | 1.7400%  | 0.0000% | $8000000.00        | $6206472.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5212 | 2048-12-01      | 4.5000%  | 0.0000% | $39152.69          | $38453.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  | 0.0000% | $159313.56         | $142499.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1464 | 2049-10-01      | 3.5000%  | 0.0000% | $2524.70           | $2337.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8283 | 2051-04-01      | 2.5000%  | 0.0000% | $11994.33          | $10300.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7914 | 2052-10-01      | 5.0000%  | 0.0000% | $92296.32          | $92128.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $783729.19         | $795871.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $4909.89           | $4504.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4571 | 2053-05-01      | 5.5000%  | 0.0000% | $1175613.35        | $1192108.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4606 | 2052-04-01      | 3.0000%  | 0.0000% | $96746.82          | $86431.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4692 | 2037-04-01      | 3.0000%  | 0.0000% | $340012.84         | $330059.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  | 0.0000% | $73194.14          | $74861.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $213428.10         | $206932.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6089 | 2053-10-01      | 6.0000%  | 0.0000% | $422651.19         | $434858.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $4970.93           | $5131.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $10679191.98       | $10848236.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $198873.87         | $204253.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $185490.84         | $175309.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $23331274.31       | $23924588.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA9302 M     | 2053-11-20      | 4.0000%  | 0.0000% | $84164.93          | $79545.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $2149852.06        | $2187589.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $2204648.31        | $2308676.11        | Agency Mortgage-Backed Securities  |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $39935800.00       | $22263889.23       | U.S. Treasuries (including strips) |
| 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $74881200.00       | $43759670.15       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $111712200.00      | $58947285.20       | U.S. Treasuries (including strips) |
| 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $155307200.00      | $88796260.93       | U.S. Treasuries (including strips) |
| 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $174574000.00      | $121801818.20      | U.S. Treasuries (including strips) |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $757600.00         | $541416.88         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $3923300.00        | $3885476.66        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $294100.00         | $279840.88         | U.S. Treasuries (including strips) |
| 3.52 FCOR 28-29 KL   | 2029-03-06      | 3.5200%  | 0.0000% | $41200000.00       | $40788183.11       | Agency Mortgage-Backed Securities  |
| 3.70 FCOR 27-29 KK   | 2029-03-05      | 3.7000%  | 0.0000% | $39000000.00       | $38691674.67       | Agency Mortgage-Backed Securities  |
| 3.63 FCOR 27-28 MY   | 2028-03-09      | 3.6300%  | 0.0000% | $77000000.00       | $76687482.67       | Agency Mortgage-Backed Securities  |
| 4.32 FCOR 27-30 JV   | 2030-03-25      | 4.3200%  | 0.0000% | $24823000.00       | $24759949.58       | Agency Mortgage-Backed Securities  |
| 4.50 FNNT B 26-31    | 2031-03-28      | 4.5000%  | 0.0000% | $2200000.00        | $2192146.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL255661 | 2035-02-01      | 6.5000%  | 0.0000% | $9629.23           | $10022.36          | Agency Mortgage-Backed Securities  |
| FNDN 08/10/26        | 2026-08-10      | 0.0000%  | 0.0000% | $4000000.00        | $3947036.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU5913 | 2051-12-01      | 2.5000%  | 0.0000% | $5048746.37        | $4341110.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $213122.65         | $222130.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1356 | 2052-11-01      | 5.0000%  | 0.0000% | $2775604.89        | $2769372.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  | 0.0000% | $4121082.49        | $4161235.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888352 | 2037-05-01      | 5.5000%  | 0.0000% | $292428.89         | $302457.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $15607.66          | $16204.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8543 | 2054-02-01      | 6.0000%  | 0.0000% | $5409677.40        | $5539888.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  | 0.0000% | $1.37              | $1.37              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL897130 | 2036-09-01      | 6.5000%  | 0.0000% | $5858.46           | $6123.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  | 0.0000% | $19467.27          | $20128.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928847 | 2037-11-01      | 6.5000%  | 0.0000% | $484.16            | $515.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAA0281 | 2039-04-01      | 5.5000%  | 0.0000% | $746.91            | $763.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $8821.48           | $8864.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB9483 | 2028-05-01      | 2.5000%  | 0.0000% | $4513.50           | $4451.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $5765.93           | $5563.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  | 0.0000% | $6558.94           | $6254.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $15121.29          | $14834.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $666.49            | $597.93            | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $3210467.43        | $3282568.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ7689 | 2041-12-01      | 4.0000%  | 0.0000% | $11041.02          | $10662.13          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  | 0.0000% | $87.47             | $87.21             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL1723 | 2027-04-01      | 4.0000%  | 0.0000% | $505.40            | $505.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAL4165 | 2031-01-01      | 4.5000%  | 0.0000% | $19147.10          | $19174.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  | 0.0000% | $22.25             | $22.27             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL6853 | 2029-11-01      | 3.5000%  | 0.0000% | $2396.40           | $2372.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAL9021 | 2030-08-01      | 2.0000%  | 0.0000% | $58099.58          | $56955.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAO4078 | 2027-05-01      | 3.0000%  | 0.0000% | $2726.06           | $2712.47           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $11861529.60       | $10053456.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $14513.30          | $14197.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4004 | 2050-03-01      | 5.0000%  | 0.0000% | $59989.64          | $59923.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $745416.22         | $662093.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $19361.94          | $17873.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $164497.00         | $163308.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $276731.02         | $280511.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $40844.79          | $40473.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $2390.42           | $2341.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $32819.49          | $34078.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $278229.86         | $274954.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ9994 | 2043-02-01      | 3.0000%  | 0.0000% | $43497.55          | $39877.94          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR2887 | 2043-01-01      | 2.5000%  | 0.0000% | $48845.43          | $43397.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR2943 | 2043-02-01      | 3.0000%  | 0.0000% | $31057.02          | $28467.48          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $83806.19          | $82533.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  | 0.0000% | $42881.04          | $42220.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $144660.85         | $129885.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $6688.86           | $5706.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562 | 2052-09-01      | 5.0000%  | 0.0000% | $1791745.38        | $1783207.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $70440.76          | $69212.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4900 | 2052-10-01      | 5.0000%  | 0.0000% | $1443622.24        | $1433035.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $103495.59         | $107863.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $164989.82         | $168758.19         | Agency Mortgage-Backed Securities  |

### Security 203: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 606745008_3.65_0407
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  | 0.0000% | $1075000.00        | $823125.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $300000.00         | $225694.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1451 | 2054-10-01      | 6.0000%  | 0.0000% | $16342560.00       | $13396178.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1818 | 2055-04-01      | 6.0000%  | 0.0000% | $8790000.00        | $7130853.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $15763376.00       | $14473840.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3227 | 2055-04-01      | 6.0000%  | 0.0000% | $22290816.00       | $19909190.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA5184 | 2054-11-01      | 6.0000%  | 0.0000% | $29634367.00       | $30282826.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4132 | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $70863.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $20530.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  | 0.0000% | $395000.00         | $281364.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6089 | 2053-10-01      | 6.0000%  | 0.0000% | $696000.00         | $433314.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  | 0.0000% | $115000.00         | $88613.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9013 | 2052-06-01      | 3.0000%  | 0.0000% | $71000.00          | $56592.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | 0.0000% | $3133656.00        | $453703.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $4000.00           | $598.36            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $2418740.00        | $662578.11         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $2519764.00        | $749036.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4380 | 2051-07-01      | 3.0000%  | 0.0000% | $1147384.00        | $560508.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4400 | 2051-08-01      | 3.0000%  | 0.0000% | $398759.00         | $205700.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  | 0.0000% | $10337760.00       | $5235782.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4467 | 2051-11-01      | 3.0000%  | 0.0000% | $197739.00         | $110709.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $1221736.00        | $757374.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $21065504.00       | $13554440.17       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA2883 | 2027-01-01      | 3.0000%  | 0.0000% | $225000.00         | $2649.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8253 | 2052-08-01      | 5.0000%  | 0.0000% | $2212564.00        | $1825022.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0571 | 2052-11-01      | 5.0000%  | 0.0000% | $9845056.00        | $7217041.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1356 | 2052-11-01      | 5.0000%  | 0.0000% | $9722608.00        | $7751438.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7762 | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $132246.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | 0.0000% | $194435.00         | $150926.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  | 0.0000% | $800000.00         | $562932.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4562 | 2052-09-01      | 5.0000%  | 0.0000% | $2440600.00        | $1780932.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4900 | 2052-10-01      | 5.0000%  | 0.0000% | $1700000.00        | $1431207.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $9264368.00        | $7279592.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $795000.00         | $593105.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  | 0.0000% | $1236000.00        | $981262.40         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $3982000.00        | $3364653.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6941 | 2054-02-01      | 6.0000%  | 0.0000% | $180000.00         | $137951.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7713 | 2054-04-01      | 6.0000%  | 0.0000% | $456000.00         | $363924.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  | 0.0000% | $200000.00         | $112215.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  | 0.0000% | $106000.00         | $68228.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $23017920.00       | $14773487.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $5883792.00        | $3640360.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $18264000.00       | $11871874.69       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $2933000.00        | $1838129.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $1038000.00        | $670640.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $794000.00         | $501964.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $300000.00         | $210819.26         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  | 0.0000% | $62997376.00       | $12170652.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  | 0.0000% | $136000.00         | $124443.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7095 | 2053-09-01      | 5.0000%  | 0.0000% | $1153936.00        | $941351.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  | 0.0000% | $13212144.00       | $12696417.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $16000.00          | $3368.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1266 | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $569211.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $6841000.00        | $1179982.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $350329.00         | $107115.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $37000.00          | $15294.70          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8356 | 2050-10-01      | 5.0000%  | 0.0000% | $2100000.00        | $717473.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $50000.00          | $25545.03          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $176000.00         | $94862.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2310 | 2048-09-01      | 5.0000%  | 0.0000% | $2055000.00        | $1251309.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2604 | 2052-08-01      | 5.0000%  | 0.0000% | $695000.00         | $497379.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $1600000.00        | $1145033.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $75135.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $17000.00          | $14455.71          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $468002.00         | $409958.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8459 | 2053-09-01      | 5.0000%  | 0.0000% | $1762710.00        | $1497277.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4004 | 2050-03-01      | 5.0000%  | 0.0000% | $500000.00         | $59847.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | 0.0000% | $20000.00          | $13948.76          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $231000.00         | $163098.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $50000.00          | $40422.05          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $5061000.00        | $4296591.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $5241500.00        | $4434159.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $5910000.00        | $4255870.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $24370624.00       | $22254275.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5205 | 2043-11-01      | 6.0000%  | 0.0000% | $1010000.00        | $532263.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5286 | 2044-01-01      | 6.0000%  | 0.0000% | $768587.00         | $349093.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735144 | 2034-12-01      | 6.5000%  | 0.0000% | $14000.00          | $124.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $11197.82          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL831800 | 2036-09-01      | 6.5000%  | 0.0000% | $2600000.00        | $7237.30           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888024 | 2035-06-01      | 6.5000%  | 0.0000% | $1500000.00        | $16130.93          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL897130 | 2036-09-01      | 6.5000%  | 0.0000% | $2000000.00        | $6094.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928847 | 2037-11-01      | 6.5000%  | 0.0000% | $34750.00          | $513.05            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $400000.00         | $221095.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $100000.00         | $56566.46          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  | 0.0000% | $15124000.00       | $13498810.85       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0285 | 2055-04-01      | 6.5000%  | 0.0000% | $11286000.00       | $10836064.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $66000.00          | $33919.79          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $40000.00          | $25896.24          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9181 | 2054-09-01      | 7.0000%  | 0.0000% | $14314000.00       | $11683542.30       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS5534 | 2053-09-01      | 7.0000%  | 0.0000% | $35080000.00       | $23045459.84       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  | 0.0000% | $16278000.00       | $11421884.00       | Agency Mortgage-Backed Securities |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $79997.00          | $196.49            | Agency Mortgage-Backed Securities |
| GNII JM 004310 M     | 2038-12-20      | 6.0000%  | 0.0000% | $34999.00          | $61.48             | Agency Mortgage-Backed Securities |
| GNII JM 004337 M     | 2039-01-20      | 6.0000%  | 0.0000% | $140000.00         | $359.81            | Agency Mortgage-Backed Securities |
| GNII JM MA5127 M     | 2048-04-20      | 4.0000%  | 0.0000% | $558760.00         | $16172.41          | Agency Mortgage-Backed Securities |
| GNII SF 004749 M     | 2040-07-20      | 6.0000%  | 0.0000% | $1004816.00        | $15591.04          | Agency Mortgage-Backed Securities |
| GNII SF MA5077 M     | 2048-03-20      | 3.5000%  | 0.0000% | $483000.00         | $55404.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $4013670.00        | $2858632.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $40000.00          | $38421.81          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $17000.00          | $16491.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5110.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  | 0.0000% | $204000.00         | $104827.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5149 | 2038-09-01      | 5.5000%  | 0.0000% | $98000.00          | $50292.97          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $425000.00         | $225572.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1549.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $10000.00          | $7932.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $40000.00          | $32147.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255225 | 2034-06-01      | 5.5000%  | 0.0000% | $325000.00         | $3063.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $5808.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1.38              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $6339170.00        | $46745.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL731375 | 2033-08-01      | 5.5000%  | 0.0000% | $425573.00         | $5971.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745096 | 2034-11-01      | 5.5000%  | 0.0000% | $6950000.00        | $78558.38          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $8660000.00        | $62278.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745751 | 2035-09-01      | 5.5000%  | 0.0000% | $2250000.00        | $28281.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL770858 | 2034-04-01      | 5.5000%  | 0.0000% | $104999.00         | $847.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773571 | 2034-05-01      | 5.5000%  | 0.0000% | $220000.00         | $2950.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL781721 | 2035-06-01      | 5.5000%  | 0.0000% | $2089136.00        | $28220.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL848647 | 2036-01-01      | 5.5000%  | 0.0000% | $1005500.00        | $5326.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888352 | 2037-05-01      | 5.5000%  | 0.0000% | $25272896.00       | $301774.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  | 0.0000% | $3341544.00        | $20082.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $419027.00         | $34765.64          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL922269 | 2036-12-01      | 5.5000%  | 0.0000% | $6000000.00        | $109316.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929155 | 2038-01-01      | 5.5000%  | 0.0000% | $97146.00          | $8866.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL940765 | 2037-06-01      | 5.5000%  | 0.0000% | $4595720.00        | $12565.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  | 0.0000% | $5593256.00        | $10628.40          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985661 | 2038-06-01      | 5.5000%  | 0.0000% | $517000.00         | $11040.23          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3336 | 2040-04-01      | 5.5000%  | 0.0000% | $484238.00         | $23624.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI9532 | 2041-09-01      | 5.5000%  | 0.0000% | $1119306.00        | $64679.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $1045000.00        | $218347.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  | 0.0000% | $17044864.00       | $11878599.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  | 0.0000% | $5768580.00        | $4151578.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  | 0.0000% | $80000.00          | $66995.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5583 | 2052-11-01      | 5.5000%  | 0.0000% | $434231.00         | $289039.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $18529248.00       | $13375661.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5732 | 2053-02-01      | 5.5000%  | 0.0000% | $35000.00          | $31951.71          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6838 | 2053-08-01      | 5.5000%  | 0.0000% | $11785000.00       | $9952327.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $1010000.00        | $841351.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  | 0.0000% | $20000.00          | $16477.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $261000.00         | $210232.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8845 | 2054-07-01      | 5.5000%  | 0.0000% | $730000.00         | $664602.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $5023568.00        | $4485859.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  | 0.0000% | $2368660.00        | $1917657.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8823 | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $490195.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  | 0.0000% | $1454130.00        | $1387842.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5032 | 2055-09-01      | 5.5000%  | 0.0000% | $1805972.00        | $1658691.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7590 | 2056-02-01      | 5.5000%  | 0.0000% | $1255114.00        | $1262269.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG4141 | 2056-03-01      | 5.5000%  | 0.0000% | $6164310.00        | $6259147.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5884 | 2056-03-01      | 5.5000%  | 0.0000% | $6632536.00        | $6699710.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1633 | 2054-12-01      | 5.5000%  | 0.0000% | $952000.00         | $823164.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  | 0.0000% | $1800000.00        | $1804234.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $47000.00          | $18532.35          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $3268000.00        | $2576179.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3332 | 2052-12-01      | 5.5000%  | 0.0000% | $13800000.00       | $9939416.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $52000.00          | $30476.88          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $1133384.00        | $794039.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $210000.00         | $142546.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4571 | 2053-05-01      | 5.5000%  | 0.0000% | $1595000.00        | $1189355.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4979 | 2053-05-01      | 5.5000%  | 0.0000% | $150000.00         | $99497.67          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $79670.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  | 0.0000% | $97000.00          | $74613.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $1894000.00        | $1491103.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6931 | 2053-01-01      | 5.5000%  | 0.0000% | $8550000.00        | $6961438.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | 0.0000% | $2486000.00        | $1965677.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  | 0.0000% | $58000.00          | $47496.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $16691680.00       | $15395961.83       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $500000.00         | $465794.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $389110.00         | $279863.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $6251856.00        | $4308627.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $16302656.00       | $12118511.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $5234500.00        | $4036908.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $5468000.00        | $4100467.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $951000.00         | $761715.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $1650000.00        | $1356515.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $844.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0103 | 2039-05-01      | 6.0000%  | 0.0000% | $7250000.00        | $119450.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5392 | 2052-12-01      | 6.0000%  | 0.0000% | $20000.00          | $16735.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $5880000.00        | $4035551.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $107485.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5916 | 2053-02-01      | 6.0000%  | 0.0000% | $6313000.00        | $4858982.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $17972.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7122 | 2053-09-01      | 6.0000%  | 0.0000% | $28686000.00       | $21555405.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  | 0.0000% | $65000.00          | $57341.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8342 | 2054-04-01      | 6.0000%  | 0.0000% | $605000.00         | $474499.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8352 | 2054-04-01      | 6.0000%  | 0.0000% | $6876384.00        | $5175593.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $390000.00         | $343552.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $15385616.00       | $11222428.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9989 | 2055-02-01      | 6.0000%  | 0.0000% | $450259.00         | $414099.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0730 | 2055-07-01      | 6.0000%  | 0.0000% | $700790.00         | $686454.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8543 | 2054-02-01      | 6.0000%  | 0.0000% | $7537736.00        | $5520137.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3877 | 2054-10-01      | 6.0000%  | 0.0000% | $690944.00         | $580541.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1015 | 2055-02-01      | 6.0000%  | 0.0000% | $19259.00          | $16730.38          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9761 | 2055-08-01      | 6.0000%  | 0.0000% | $10256944.00       | $9370776.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1152 | 2055-06-01      | 6.0000%  | 0.0000% | $5290952.00        | $4962172.57        | Agency Mortgage-Backed Securities |
| 06.000 FGPC C02551 G | 2036-06-01      | 6.0000%  | 0.0000% | $7200000.00        | $82719.27          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5381 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.17           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM7970 | 2046-09-01      | 6.1480%  | 0.0000% | $63600.00          | $66181.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $280000.00         | $9070.03           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL4042 | 2028-08-01      | 2.0000%  | 0.0000% | $300000.00         | $11523.42          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL9021 | 2030-08-01      | 2.0000%  | 0.0000% | $1020000.00        | $56884.72          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  | 0.0000% | $21000.00          | $3024.41           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7151 | 2051-05-01      | 2.0000%  | 0.0000% | $51000000.00       | $26662027.39       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9079 | 2051-10-01      | 2.0000%  | 0.0000% | $21672000.00       | $12798208.74       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $30330.42          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB9483 | 2028-05-01      | 2.5000%  | 0.0000% | $150000.00         | $4444.16           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7272 | 2031-06-01      | 2.5000%  | 0.0000% | $250000.00         | $23763.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBC6176 | 2031-07-01      | 2.5000%  | 0.0000% | $829743.00         | $94593.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $10000.00          | $6069.53           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $150000.00         | $27716.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  | 0.0000% | $811366.00         | $148827.87         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAR2887 | 2043-01-01      | 2.5000%  | 0.0000% | $257000.00         | $43426.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8283 | 2051-04-01      | 2.5000%  | 0.0000% | $21000.00          | $10307.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0915 | 2051-06-01      | 2.5000%  | 0.0000% | $20517760.00       | $12660646.66       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $1013282.00        | $630367.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5655 | 2052-04-01      | 2.5000%  | 0.0000% | $11364064.00       | $8169773.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $64000.00          | $30153.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $181000.00         | $88604.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  | 0.0000% | $969244.00         | $487280.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $1700000.00        | $887200.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  | 0.0000% | $305000.00         | $171328.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $12285000.00       | $7931904.67        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $2070073.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $9000.00           | $5710.75           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2633 | 2052-01-01      | 2.5000%  | 0.0000% | $120335.00         | $71367.18          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0977 | 2052-04-01      | 2.5000%  | 0.0000% | $5843392.00        | $4548358.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5161 | 2052-04-01      | 2.5000%  | 0.0000% | $5790792.00        | $5009984.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5181 | 2052-04-01      | 2.5000%  | 0.0000% | $13643040.00       | $11740913.72       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  | 0.0000% | $280000.00         | $122235.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4140 | 2050-09-01      | 2.5000%  | 0.0000% | $1500000.00        | $712169.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  | 0.0000% | $2920784.00        | $1449246.79        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4931 | 2050-11-01      | 2.5000%  | 0.0000% | $14866080.00       | $8241523.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $48000.00          | $32411.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0649 | 2051-12-01      | 2.5000%  | 0.0000% | $1500000.00        | $919741.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  | 0.0000% | $646000.00         | $396500.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $16304.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $4550000.00        | $3125969.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3303 | 2052-05-01      | 2.5000%  | 0.0000% | $380010.00         | $243234.88         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $5444000.00        | $4084349.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  | 0.0000% | $498000.00         | $169852.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  | 0.0000% | $426000.00         | $180074.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $2006000.00        | $1078991.11        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $23195104.00       | $13061355.01       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $6558040.00        | $3764586.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $16033696.00       | $9553950.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $1745000.00        | $1096843.09        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $482000.00         | $317523.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $1781914.00        | $1213502.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $1025000.00        | $8031.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2654 | 2027-11-01      | 3.0000%  | 0.0000% | $615000.00         | $7723.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL8153 | 2031-03-01      | 3.0000%  | 0.0000% | $22040.00          | $2483.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9065 | 2031-09-01      | 3.0000%  | 0.0000% | $7220000.00        | $566331.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO0800 | 2027-04-01      | 3.0000%  | 0.0000% | $68515.00          | $561.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAO4078 | 2027-05-01      | 3.0000%  | 0.0000% | $284269.00         | $2705.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAU3826 | 2026-12-01      | 3.0000%  | 0.0000% | $1200000.00        | $2116.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  | 0.0000% | $350000.00         | $32501.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  | 0.0000% | $1933394.00        | $148382.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8899 | 2043-04-01      | 3.0000%  | 0.0000% | $850000.00         | $122336.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9809 | 2043-07-01      | 3.0000%  | 0.0000% | $315000.00         | $44750.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ9994 | 2043-02-01      | 3.0000%  | 0.0000% | $285773.00         | $39905.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2943 | 2043-02-01      | 3.0000%  | 0.0000% | $183629.00         | $28487.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR5360 | 2043-02-01      | 3.0000%  | 0.0000% | $91960.00          | $15619.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR7399 | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $66922.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $650000.00         | $129978.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5992 | 2043-04-01      | 3.0000%  | 0.0000% | $650000.00         | $95636.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3736 | 2043-08-01      | 3.0000%  | 0.0000% | $61000.00          | $9415.93           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $142000.00         | $31504.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  | 0.0000% | $450000.00         | $142603.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1314 | 2049-08-01      | 3.0000%  | 0.0000% | $120000.00         | $41970.74          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT2247 | 2052-03-01      | 3.0000%  | 0.0000% | $11250000.00       | $7277023.75        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4142 | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $55219.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  | 0.0000% | $25000.00          | $15049.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA1675 | 2048-04-01      | 3.0000%  | 0.0000% | $7241184.00        | $1235838.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4108 | 2049-09-01      | 3.0000%  | 0.0000% | $554000.00         | $189444.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6622 | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $694713.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $55000.00          | $31792.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0526 | 2051-12-01      | 3.0000%  | 0.0000% | $24418464.00       | $19604660.15       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5167 | 2052-07-01      | 3.0000%  | 0.0000% | $15245660.00       | $13687523.06       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5168 | 2052-01-01      | 3.0000%  | 0.0000% | $2437368.00        | $2202071.81        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5173 | 2050-02-01      | 3.0000%  | 0.0000% | $6061928.00        | $5468580.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1585 | 2049-09-01      | 3.0000%  | 0.0000% | $30000.00          | $2913.85           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3249 | 2050-03-01      | 3.0000%  | 0.0000% | $1700000.00        | $339199.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2348.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $410000.00         | $188076.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $1071500.00        | $685496.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  | 0.0000% | $150000.00         | $96675.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4606 | 2052-04-01      | 3.0000%  | 0.0000% | $127000.00         | $86494.56          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5415 | 2047-12-01      | 3.0000%  | 0.0000% | $125000.00         | $85387.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $68782.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $835000.00         | $622990.09         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $10000.00          | $7484.36           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  | 0.0000% | $2350000.00        | $93204.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $58000.00          | $5553.69           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  | 0.0000% | $60000.00          | $6245.88           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $63000.00          | $10679.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6853 | 2029-11-01      | 3.5000%  | 0.0000% | $90000.00          | $2366.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9420 | 2031-08-01      | 3.5000%  | 0.0000% | $12000000.00       | $910546.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO4136 | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $467.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9612 | 2047-06-01      | 3.5000%  | 0.0000% | $55000.00          | $12137.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1464 | 2049-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2338.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $654000.00         | $164594.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $240000.00         | $55164.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $65297.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  | 0.0000% | $5000.00           | $621.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $46495.00          | $18362.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $65000.00          | $20981.54          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  | 0.0000% | $14000.00          | $6186.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4506.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $149000.00         | $108967.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $44000.00          | $5442.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $134000.00         | $17880.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $183000.00         | $135293.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $50000.00          | $39514.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2589.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBM1258 | 2037-03-01      | 3.5000%  | 0.0000% | $14000.00          | $3633.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1723 | 2027-04-01      | 4.0000%  | 0.0000% | $128000.00         | $503.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  | 0.0000% | $34000.00          | $250.22            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3439 | 2027-09-01      | 4.0000%  | 0.0000% | $35000.00          | $182.78            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  | 0.0000% | $49152.00          | $22.19             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $32768.00          | $24.04             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7359 | 2029-05-01      | 4.0000%  | 0.0000% | $9915000.00        | $17314.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM3087 | 2032-12-01      | 4.0000%  | 0.0000% | $1620000.00        | $131113.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  | 0.0000% | $96000.00          | $10245.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2335.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7689 | 2041-12-01      | 4.0000%  | 0.0000% | $250000.00         | $10655.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $307907.00         | $52372.26          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $957000.00         | $269666.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1831 | 2052-05-01      | 4.0000%  | 0.0000% | $245000.00         | $166101.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2992 | 2048-12-01      | 4.0000%  | 0.0000% | $8301168.00        | $5489822.66        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $739000.00         | $69585.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $53000.00          | $5387.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3962 | 2050-03-01      | 4.0000%  | 0.0000% | $44000.00          | $6303.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  | 0.0000% | $214888.00         | $1.36              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  | 0.0000% | $49000.00          | $2.93              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM4674 | 2028-10-01      | 4.5000%  | 0.0000% | $10000.00          | $53.66             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS3282 | 2037-11-01      | 4.5000%  | 0.0000% | $70000.00          | $38165.48          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  | 0.0000% | $43000.00          | $23476.89          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $403000.00         | $247334.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  | 0.0000% | $32000.00          | $20804.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5373 | 2039-05-01      | 4.5000%  | 0.0000% | $13000.00          | $9295.65           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD4119 | 2040-05-01      | 4.5000%  | 0.0000% | $1549162.00        | $129057.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9160 | 2040-08-01      | 4.5000%  | 0.0000% | $3760560.00        | $338624.06         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $610000.00         | $82486.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  | 0.0000% | $350000.00         | $42197.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4010 | 2047-09-01      | 4.5000%  | 0.0000% | $555000.00         | $60536.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $21000.00          | $5000.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5212 | 2048-12-01      | 4.5000%  | 0.0000% | $705977.00         | $38431.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $333002.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $2375000.00        | $266633.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $3004.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2493 | 2048-10-01      | 4.5000%  | 0.0000% | $671061.00         | $51552.04          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $800000.00         | $246756.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $36018176.00       | $24750302.56       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  | 0.0000% | $72546.00          | $56742.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4029 | 2052-07-01      | 4.5000%  | 0.0000% | $400000.00         | $287283.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $96000.00          | $69173.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $725525.00         | $556902.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $1360778.00        | $1249169.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5178 | 2049-09-01      | 4.5000%  | 0.0000% | $4735488.00        | $4659511.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  | 0.0000% | $300000.00         | $160091.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $6496.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $2500.00           | $1830.89           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $203125.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $250000.00         | $206813.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $9000.00           | $6934.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  | 0.0000% | $1000000.00        | $111441.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  | 0.0000% | $10922544.00       | $1157388.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $189000.00         | $14826.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $830000.00         | $57916.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  | 0.0000% | $303500.00         | $34842.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4584.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $992980.00         | $789257.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  | 0.0000% | $10000.00          | $8837.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2503 | 2031-03-01      | 4.5000%  | 0.0000% | $370000.00         | $8836.29           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL4165 | 2031-01-01      | 4.5000%  | 0.0000% | $500000.00         | $19111.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM3491 | 2038-01-01      | 4.5000%  | 0.0000% | $276000.00         | $46967.90          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7464 | 2040-06-01      | 4.5000%  | 0.0000% | $60000.00          | $23250.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $7300000.00        | $241092.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $250000.00         | $136387.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $718000.00         | $415233.04         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1613.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2629 | 2039-06-01      | 5.0000%  | 0.0000% | $2518504.00        | $83067.96          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK7940 | 2048-11-01      | 5.0000%  | 0.0000% | $2500000.00        | $399246.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  | 0.0000% | $256000.00         | $24494.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $502279.00         | $105834.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT7914 | 2052-10-01      | 5.0000%  | 0.0000% | $135000.00         | $92011.13          | Agency Mortgage-Backed Securities |

### Security 204: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 205: Natixis

- **C.1 - Title:** Natixis 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: 63899Y008_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 TRIN X 28 | 2028-04-15      | 1.2500%  | 0.0000% | $12196125.00       | $12318462.99       | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34 | 2034-01-15      | 1.7500%  | 0.0000% | $41364209.38       | $41342149.46       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34 | 2034-07-15      | 1.8750%  | 0.0000% | $87049200.00       | $87809371.80       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39   | 2039-05-15      | 4.2500%  | 0.0000% | $10050000.00       | $9893861.70        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41   | 2041-08-15      | 3.7500%  | 0.0000% | $151386750.00      | $135588636.00      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41   | 2041-11-15      | 3.1250%  | 0.0000% | $337500000.00      | $279878399.40      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42   | 2042-08-15      | 2.7500%  | 0.0000% | $260575275.00      | $199839488.70      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46   | 2046-02-15      | 2.5000%  | 0.0000% | $56250000.00       | $38926331.66       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $162750000.00      | $117325678.35      | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51   | 2051-02-15      | 0.1250%  | 0.0000% | $117687719.80      | $62585733.15       | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50   | 2050-02-15      | 0.2500%  | 0.0000% | $99614717.63       | $56422161.32       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36 | 2036-02-15      | 4.1250%  | 0.0000% | $27749475.00       | $27437648.94       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51   | 2051-05-15      | 2.3750%  | 0.0000% | $258750000.00      | $164018947.42      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51   | 2051-11-15      | 1.8750%  | 0.0000% | $8239200.00        | $4580708.47        | U.S. Treasuries (including strips) |
| 2 BOND 41       | 2041-11-15      | 2.0000%  | 0.0000% | $75000000.00       | $52374585.92       | U.S. Treasuries (including strips) |
| TINT 05/15/34   | 2034-05-15      | 0.0000%  | 0.0000% | $75000000.00       | $52980300.00       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52   | 2052-02-15      | 0.1250%  | 0.0000% | $13142925.00       | $6830403.54        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42   | 2042-02-15      | 2.3750%  | 0.0000% | $40810200.00       | $29842897.06       | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53   | 2053-02-15      | 1.5000%  | 0.0000% | $251332.93         | $193376.62         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55   | 2055-02-15      | 4.6250%  | 0.0000% | $108218175.00      | $103801417.58      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55   | 2055-05-15      | 4.7500%  | 0.0000% | $1542225.00        | $1528832.79        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27 | 2027-07-15      | 0.3750%  | 0.0000% | $11041381.79       | $11051395.59       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29 | 2029-07-15      | 0.2500%  | 0.0000% | $19976837.42       | $19455001.59       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29 | 2029-02-28      | 1.8750%  | 0.0000% | $14739375.00       | $13974261.17       | U.S. Treasuries (including strips) |

### Security 206: Fixed Income Clearing Corp. - Northern Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - Northern Trust Co. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 66585Q007, C.3 - LEI: 549300GLF98S992BC502, C.5 - Other ID: 66585Q007_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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         | 2053-08-15      | 4.1250%  | 0.0000% | $43566850.21       | $44438187.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2053-08-15      | 4.1250%  | 0.0000% | $43566850.21       | $44438187.21       | U.S. Treasuries (including strips) |
| WI INFL IDX N/B         | 2035-01-15      | 2.1250%  | 0.0000% | $51102937.39       | $52124996.14       | U.S. Treasuries (including strips) |
| WI INFL IDX N/B         | 2035-01-15      | 2.1250%  | 0.0000% | $51102937.40       | $52124996.15       | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD         | 2032-09-30      | 3.8750%  | 0.0000% | $782231.56         | $797876.19         | U.S. Treasuries (including strips) |
| WI TREAS. NT/BD         | 2032-04-30      | 4.0000%  | 0.0000% | $45636317.11       | $46549043.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS | 2049-08-15      | 2.2500%  | 0.0000% | $15324381.47       | $15630869.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-06-02      | 4.6250%  | 0.0000% | $51182560.43       | $52206211.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-06-02      | 4.6250%  | 0.0000% | $51182560.43       | $52206211.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-06-02      | 4.6250%  | 0.0000% | $51182560.43       | $52206211.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-06-02      | 4.6250%  | 0.0000% | $29852433.11       | $30449481.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-06-30      | 4.2500%  | 0.0000% | $2279050.89        | $2324631.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-07-31      | 4.1250%  | 0.0000% | $21144018.72       | $21566899.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-09-01      | 3.7500%  | 0.0000% | $21590454.14       | $22022263.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-08-15      | 1.2500%  | 0.0000% | $29431638.11       | $30020270.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-03-01      | 4.1250%  | 0.0000% | $21168364.89       | $21591732.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-11-30      | 3.7500%  | 0.0000% | $20670562.44       | $21083973.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2033-01-31      | 4.0000%  | 0.0000% | $12713850.45       | $12968127.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2033-03-31      | 4.2500%  | 0.0000% | $487340.65         | $497087.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-05-31      | 4.1250%  | 0.0000% | $49753046.81       | $50748107.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-05-31      | 4.1250%  | 0.0000% | $49753046.81       | $50748107.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-05-31      | 4.1250%  | 0.0000% | $49753046.81       | $50748107.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-05-31      | 4.1250%  | 0.0000% | $48757985.88       | $49733145.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-06-30      | 4.0000%  | 0.0000% | $49261993.90       | $50247233.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-06-30      | 4.0000%  | 0.0000% | $31311908.57       | $31938146.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2032-08-31      | 3.8750%  | 0.0000% | $23036278.55       | $23497004.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2031-12-01      | 4.1250%  | 0.0000% | $47271092.21       | $48216514.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2053-08-15      | 4.1250%  | 0.0000% | $43566850.21       | $44438187.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2053-08-15      | 4.1250%  | 0.0000% | $43566850.21       | $44438187.21       | U.S. Treasuries (including strips) |

### Security 207: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532P1, C.4 - ISIN: US6903532P13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6399050.00
- **C.18.a - Value (excl. sponsor support):** $6399050.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8501207.00
- **C.18.a - Value (excl. sponsor support):** $8501207.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $1666667.02
- **C.18.a - Value (excl. sponsor support):** $1666667.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 211: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2875603.99
- **C.18.a - Value (excl. sponsor support):** $2875603.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $5357141.93
- **C.18.a - Value (excl. sponsor support):** $5357141.93
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **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):** $11333333.33
- **C.18.a - Value (excl. sponsor support):** $11333333.33
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $34767442.32
- **C.18.a - Value (excl. sponsor support):** $34767442.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3991600.01
- **C.18.a - Value (excl. sponsor support):** $3991600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 216: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7484250.02
- **C.18.a - Value (excl. sponsor support):** $7484250.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 217: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2345065.01
- **C.18.a - Value (excl. sponsor support):** $2345065.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 218: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $15456740.00
- **C.18.a - Value (excl. sponsor support):** $15456740.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6037735.64
- **C.18.a - Value (excl. sponsor support):** $6037735.64
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6401773.00
- **C.18.a - Value (excl. sponsor support):** $6401773.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6646398.20
- **C.18.a - Value (excl. sponsor support):** $6646398.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T80, C.4 - ISIN: US690353T807, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9710218.00
- **C.18.a - Value (excl. sponsor support):** $9710218.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11206136.50
- **C.18.a - Value (excl. sponsor support):** $11206136.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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. 3.840000%
- **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:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 225: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $4696750.00
- **C.18.a - Value (excl. sponsor support):** $4696750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7313978.00
- **C.18.a - Value (excl. sponsor support):** $7313978.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.840000%
- **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):** $10870941.33
- **C.18.a - Value (excl. sponsor support):** $10870941.33
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XK8, C.4 - ISIN: US690353XK83, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6336665.02
- **C.18.a - Value (excl. sponsor support):** $6336665.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 229: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.840000%
- **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):** $12581198.17
- **C.18.a - Value (excl. sponsor support):** $12581198.17
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 230: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YY7, C.4 - ISIN: US690353YY78, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2494750.01
- **C.18.a - Value (excl. sponsor support):** $2494750.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 231: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z59, C.4 - ISIN: US690353Z598, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $1906100.00
- **C.18.a - Value (excl. sponsor support):** $1906100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3786901.30
- **C.18.a - Value (excl. sponsor support):** $3786901.30
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZD2, C.4 - ISIN: US690353ZD23, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $5837715.02
- **C.18.a - Value (excl. sponsor support):** $5837715.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZF7, C.4 - ISIN: US690353ZF70, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3392860.01
- **C.18.a - Value (excl. sponsor support):** $3392860.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 235: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3492650.01
- **C.18.a - Value (excl. sponsor support):** $3492650.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZT7, C.4 - ISIN: US690353ZT74, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $10128685.03
- **C.18.a - Value (excl. sponsor support):** $10128685.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 237: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.840000%
- **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):** $9857775.09
- **C.18.a - Value (excl. sponsor support):** $9857775.09
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 238: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 240: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 241: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: 5493003XKPAFCX3G2362
- **C.18 - Value (incl. sponsor support):** $20920000.00
- **C.18.a - Value (excl. sponsor support):** $20920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 242: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 243: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 244: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 245: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $332161.34         | $287176.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3027132.52        | $2804285.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $21607106.10       | $21833534.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $9446016.80        | $9855917.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7256 | 2055-11-01      | 5.5000%  | 0.0000% | $903874.49         | $923296.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ9266 | 2055-11-01      | 6.5000%  | 0.0000% | $7257.56           | $7594.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1373 | 2054-07-01      | 6.5000%  | 0.0000% | $3901572.04        | $4120000.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  | 0.0000% | $73689303.01       | $76693738.73       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | 0.0000% | $3034607.20        | $3068450.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2830 | 2055-10-01      | 5.5000%  | 0.0000% | $848304.58         | $861604.58         | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $2304400.00        | $2333290.68        | U.S. Treasuries (including strips) |
| FNMS 05.000 CLDG2066 | 2056-02-01      | 5.0000%  | 0.0000% | $2069359.54        | $2053886.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  | 0.0000% | $3981883.93        | $4045149.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2301 | 2054-09-01      | 5.5000%  | 0.0000% | $4066676.60        | $4111163.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $231417436.98      | $235227570.70      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $1810824.31        | $1835108.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | 0.0000% | $200431740.44      | $208100058.40      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $901947.91         | $922548.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $7111998.20        | $7165504.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2997 | 2056-01-01      | 6.5000%  | 0.0000% | $1353529.57        | $1419360.74        | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $10691200.00       | $10765386.24       | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDF0243 | 2055-10-01      | 6.0000%  | 0.0000% | $978.57            | $1017.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0642 | 2055-09-01      | 6.0000%  | 0.0000% | $977.78            | $1015.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1068 | 2055-10-01      | 5.5000%  | 0.0000% | $1823920.31        | $1855026.05        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF1074 | 2055-09-01      | 7.0000%  | 0.0000% | $995.69            | $1060.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $996.13            | $1046.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | 0.0000% | $1903983.29        | $1881186.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5927 | 2055-12-01      | 5.0000%  | 0.0000% | $997.81            | $988.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4812 | 2054-02-01      | 5.5000%  | 0.0000% | $2993240.00        | $3037983.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6235 | 2056-02-01      | 5.0000%  | 0.0000% | $1733870.88        | $1715950.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6548 | 2056-02-01      | 5.5000%  | 0.0000% | $1496416.97        | $1507470.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA9507 | 2056-03-01      | 6.0000%  | 0.0000% | $2026400.00        | $2093520.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  | 0.0000% | $107738.71         | $101047.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $17920035.36       | $16179014.32       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $43327.63          | $41491.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $205929.37         | $204034.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $98781.19          | $94592.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $233395.17         | $226999.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $943244.00         | $880954.68         | Agency Mortgage-Backed Securities  |
| BILL 05/05/26        | 2026-05-05      | 0.0000%  | 0.0000% | $5743000.00        | $5723330.22        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $22481500.00       | $22768101.82       | U.S. Treasuries (including strips) |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1216791.75        | $1164939.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $71779.21          | $68733.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | 0.0000% | $5831134.80        | $5142582.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4114416.19        | $4061772.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $22562.20          | $22159.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1946 | 2048-10-01      | 4.5000%  | 0.0000% | $1739880.62        | $1720668.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  | 0.0000% | $133997.38         | $113557.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $4123123.80        | $4023014.35        | Agency Mortgage-Backed Securities  |
| 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | 0.0000% | $2756900.00        | $2536998.48        | U.S. Treasuries (including strips) |
| 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $3945600.00        | $3043575.54        | U.S. Treasuries (including strips) |
| FNMS 03.000 CLBT9757 | 2051-10-01      | 3.0000%  | 0.0000% | $1869294.53        | $1663496.42        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $1149424.46        | $1229064.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $36097.18          | $35168.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $746.34            | $637.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  | 0.0000% | $257744.84         | $229825.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  | 0.0000% | $53541.51          | $53148.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | 0.0000% | $729.07            | $723.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $411531.10         | $393009.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10387358.70       | $10142985.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $65003.99          | $63053.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $19655.92          | $19533.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $295570.02         | $294800.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8994 | 2053-08-01      | 5.0000%  | 0.0000% | $4147093.55        | $4121964.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1434 | 2055-11-01      | 5.0000%  | 0.0000% | $1564230.85        | $1557976.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | 0.0000% | $4110103.75        | $3954015.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | 0.0000% | $140.90            | $138.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $40899.88          | $39165.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $86395.74          | $86142.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $160.70            | $160.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $50696175.84       | $43447450.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | 0.0000% | $365.57            | $324.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | 0.0000% | $4426749.41        | $3761459.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $12846009.16       | $11011770.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $519.71            | $441.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $6092009.52        | $4975068.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $467127.77         | $375981.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $88136.74          | $75365.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $6185538.26        | $5049351.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $6587819.19        | $5377759.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $8509236.13        | $6975664.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $15647.78          | $13337.13          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | 0.0000% | $1316886.62        | $1247185.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  | 0.0000% | $5104469.55        | $4121484.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $1927567.27        | $1697889.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $231245698.72      | $233068454.30      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $424232.17         | $428870.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $517942.92         | $521839.58         | Agency Mortgage-Backed Securities  |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $411600.00         | $424481.65         | U.S. Treasuries (including strips) |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | 0.0000% | $681.53            | $613.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $11148.10          | $9511.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $1215639.71        | $1121979.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $34794786.27       | $30991298.59       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  | 0.0000% | $5697869.39        | $5432538.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $918693.56         | $891113.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $85761.71          | $78855.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $10361.08          | $8755.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $199945.12         | $172383.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $179684.48         | $185417.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $75933.78          | $67205.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $173469.38         | $168350.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $366014.02         | $364588.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2627890.16        | $2559880.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $37727507.37       | $38651957.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $46653.21          | $47068.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $387581.31         | $378787.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1356189.80        | $1348128.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $17962292.87       | $18361816.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $18377187.68       | $19062307.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5894934.79        | $5970940.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1077253.26        | $1044580.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | 0.0000% | $442.83            | $449.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $12027602.17       | $11999176.94       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $812.58            | $788.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18582761.87       | $18067071.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  | 0.0000% | $62333.08          | $64208.69          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6768 | 2053-07-01      | 6.5000%  | 0.0000% | $38378.78          | $40162.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $75227522.72       | $76035717.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6102644.88        | $6090437.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  | 0.0000% | $9173006.33        | $9524999.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $1604334.62        | $1615079.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $578580.94         | $596615.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $24612392.74       | $25452930.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9692 | 2055-04-01      | 6.0000%  | 0.0000% | $592601.21         | $618727.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0508 | 2055-04-01      | 6.5000%  | 0.0000% | $229784.74         | $241746.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $483881.28         | $487432.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  | 0.0000% | $1449523.61        | $1518297.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $42150.59          | $44502.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $10365.24          | $10943.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $12883149.31       | $13287190.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $851.42            | $875.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1515 | 2053-10-01      | 6.0000%  | 0.0000% | $5987459.95        | $6153306.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $68530.13          | $71932.79          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | 0.0000% | $185.83            | $172.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $31846923.79       | $32102888.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $1677960.64        | $1714270.59        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $339.12            | $335.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $7016496.29        | $6615823.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9816 | 2054-09-01      | 6.5000%  | 0.0000% | $1491110.59        | $1558526.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3919897.85        | $4079840.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | 0.0000% | $138876.91         | $144983.70         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $2851059.33        | $3040758.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $4890519.07        | $4838751.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2737 | 2055-08-01      | 6.0000%  | 0.0000% | $983.53            | $1025.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9756 | 2055-08-01      | 6.0000%  | 0.0000% | $992.49            | $1025.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1172489.67        | $1195352.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $996.32            | $1030.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $1321557.35        | $1356413.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1051109.21        | $1046354.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  | 0.0000% | $1547457.30        | $1566175.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $1188126.98        | $1252161.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  | 0.0000% | $1262793.25        | $1311105.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | 0.0000% | $2829086.49        | $2851242.00        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1345 | 2042-11-01      | 3.5000%  | 0.0000% | $37588.76          | $35403.83          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08635 G | 2045-04-01      | 3.0000%  | 0.0000% | $49460.55          | $45075.73          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK5521 | 2028-05-01      | 2.5000%  | 0.0000% | $36.83             | $36.35             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619 | 2053-09-01      | 5.5000%  | 0.0000% | $61696.96          | $63237.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $19110016.08       | $18619939.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1215913.61        | $1228338.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  | 0.0000% | $301375.67         | $309716.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $138488.41         | $143954.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $4078684.66        | $4110626.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $154375.51         | $155508.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $15906.95          | $16026.63          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $27184.13          | $27470.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $1228026.98        | $1218517.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $236520040.03      | $234713657.70      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1332685.89        | $1349026.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $17688.62          | $17883.89          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | 0.0000% | $8056.33           | $6814.47           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $46214.93          | $40708.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | 0.0000% | $27287206.39       | $27997283.16       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $70617017.88       | $73393608.41       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8113 | 2050-12-01      | 2.0000%  | 0.0000% | $763059.53         | $619693.37         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $69258.12          | $56169.28          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $1278625.54        | $1083524.33        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $4326212.33        | $3496473.65        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $137648.00         | $123032.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $5431464.43        | $5395473.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | 0.0000% | $805.34            | $843.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | 0.0000% | $4021235.94        | $4083662.95        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $337111.78         | $312525.10         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $888.47            | $764.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $23646.52          | $23719.44          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $10664.50          | $9883.59           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $5978.49           | $5327.02           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $46946.56          | $39910.79          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $992.31            | $1026.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8719 | 2055-09-01      | 5.5000%  | 0.0000% | $992.66            | $1005.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8793 | 2055-09-01      | 6.5000%  | 0.0000% | $5471922.24        | $5682808.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2503547.77        | $2545630.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6529 | 2055-08-01      | 6.5000%  | 0.0000% | $999564.28         | $1059782.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $17445718.03       | $17860460.89       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $148279.37         | $136773.88         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $78276.63          | $72075.30          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $725.88            | $705.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $4929.62           | $5045.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $685.25            | $635.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | 0.0000% | $790.27            | $638.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $48533.51          | $46778.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $5755.56           | $5819.64           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $56891.77          | $54483.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $81577.64          | $76435.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW5240 | 2029-05-01      | 3.0000%  | 0.0000% | $27960.92          | $27451.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $153.93            | $140.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $14725492.13       | $13411934.05       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $39.45             | $38.95             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $1417500.12        | $1403556.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $31666.83          | $31211.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $261.27            | $235.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $234.21            | $219.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $171.87            | $155.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $213.20            | $199.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $257838.87         | $240864.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | 0.0000% | $267.82            | $250.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6476572.30        | $6095048.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15347289.56       | $14375785.67       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3408506.99        | $3205893.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $1174441.84        | $1097879.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $5651388.73        | $5617141.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $235.01            | $220.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS0037 | 2043-07-01      | 3.5000%  | 0.0000% | $396402.47         | $372498.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $7637494.39        | $7002024.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13332846.88       | $12049187.05       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | 0.0000% | $14337908.06       | $13144420.59       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $76908480.52       | $72661107.16       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $36066.86          | $35712.69          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $59466.57          | $47039.64          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $9854.75           | $7730.04           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  | 0.0000% | $52518.23          | $47196.21          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393 | 2046-03-01      | 4.5000%  | 0.0000% | $5655356.00        | $5552134.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $60466977.78       | $61363965.06       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $77654.46          | $76999.57          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $49086.10          | $47582.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9067 | 2054-11-01      | 5.5000%  | 0.0000% | $2005694.26        | $2057744.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG8408 | 2053-08-01      | 5.0000%  | 0.0000% | $32091.25          | $31835.37          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5665 | 2053-11-01      | 6.5000%  | 0.0000% | $861392.08         | $899967.52         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | 0.0000% | $1969998.73        | $2059054.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | 0.0000% | $9630340.94        | $9732146.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $13239182.65       | $13489712.11       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  | 0.0000% | $810836.76         | $812212.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $10050468.11       | $9758301.00        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $691.53            | $593.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB3211 | 2050-09-01      | 2.0000%  | 0.0000% | $660355.59         | $536700.48         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $136.18            | $143.24            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $219240.39         | $231433.08         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $322.03            | $304.42            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | 0.0000% | $3744869.01        | $3493411.05        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $3047600.32        | $2844223.79        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3192187.02        | $3072410.84        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62276 G | 2049-03-01      | 4.5000%  | 0.0000% | $761105.73         | $740036.04         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1068822.43        | $1056827.03        | Agency Mortgage-Backed Securities  |

### Security 246: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_3.81_0407
- **C.18 - Value (incl. sponsor support):** $468825000.00
- **C.18.a - Value (excl. sponsor support):** $468825000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $13950000.00       | $14175075.74       | U.S. Treasuries (including strips) |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $87606900.00       | $79319112.05       | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $65610572.40       | $61454580.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $80040709.00       | $76321964.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $62343608.00       | $59249079.09       | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $22004604.00       | $20610759.04       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $177370561.30      | $171652134.40      | Agency Mortgage-Backed Securities  |

### Security 247: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_3.70_0407
- **C.18 - Value (incl. sponsor support):** $147275000.00
- **C.18.a - Value (excl. sponsor support):** $147275000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $500000.00         | $508067.23         | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $24000000.00       | $24201416.09       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $55000000.00       | $54497183.31       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4500000.00        | $4654520.06        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6487017.46        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $6943510.06        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6241944.03        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $5892504.31        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5361240.57        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $40000000.00       | $35553000.22       | U.S. Treasuries (including strips) |

### Security 248: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_3.67_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLRJ4820 | 2055-09-01      | 5.5000%  | 0.0000% | $44653997.95       | $45442602.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0077 | 2055-03-01      | 6.0000%  | 0.0000% | $171396854.28      | $176201279.50      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7676 | 2052-07-01      | 5.0000%  | 0.0000% | $87264781.54       | $87356118.70       | Agency Mortgage-Backed Securities |

### Security 249: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 250: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 251: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $450000.69
- **C.18.a - Value (excl. sponsor support):** $450000.69
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 252: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 253: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9243575.00
- **C.18.a - Value (excl. sponsor support):** $9243575.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 254: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.65_0402
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **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? 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 CLDF8434 | 2056-01-01      | 5.0000%  | 0.0000% | $3713407.71        | $3707364.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4603 | 2054-05-01      | 6.0000%  | 0.0000% | $2846129.44        | $2916343.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0519 | 2061-01-01      | 3.0000%  | 0.0000% | $37591507.17       | $33620152.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3851 | 2056-03-01      | 5.0000%  | 0.0000% | $7069979.00        | $7013635.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG2774 | 2056-02-01      | 6.0000%  | 0.0000% | $1054293.33        | $1096258.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0675 | 2055-06-01      | 6.0000%  | 0.0000% | $2020772.99        | $2086714.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDD9850 | 2040-11-01      | 4.5000%  | 0.0000% | $309518.88         | $308491.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC3296 | 2039-09-01      | 6.0000%  | 0.0000% | $244207.68         | $253974.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2939 | 2052-09-01      | 4.5000%  | 0.0000% | $139770.02         | $136115.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1133 | 2051-10-01      | 4.0000%  | 0.0000% | $14283937.32       | $13618781.96       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6742 | 2040-08-01      | 3.0000%  | 0.0000% | $96925.87          | $90059.15          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5423 | 2051-01-01      | 2.5000%  | 0.0000% | $62343.41          | $53539.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM5575 | 2036-01-01      | 3.5000%  | 0.0000% | $18555.35          | $17979.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7606 | 2048-09-01      | 4.5000%  | 0.0000% | $782680.96         | $769335.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE5651 | 2047-02-01      | 3.0000%  | 0.0000% | $18292.70          | $16485.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $2176579.29        | $2088685.39        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $289906.92         | $277961.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7536 | 2056-01-01      | 5.5000%  | 0.0000% | $1021716.84        | $1049916.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4334 | 2050-04-01      | 3.0000%  | 0.0000% | $58154.79          | $52026.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $4927851.77        | $4757118.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  | 0.0000% | $153304.84         | $130876.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1843 | 2034-11-01      | 3.5000%  | 0.0000% | $275207.59         | $269892.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3926 | 2055-08-01      | 6.5000%  | 0.0000% | $64529216.72       | $68128118.70       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $174340354.33      | $181134514.20      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1908 | 2055-10-01      | 5.5000%  | 0.0000% | $3269650.65        | $3327210.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2135 | 2055-10-01      | 4.5000%  | 0.0000% | $31344.50          | $30280.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9188 | 2055-10-01      | 5.5000%  | 0.0000% | $2536748.39        | $2576832.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5865 | 2045-10-01      | 5.5000%  | 0.0000% | $5362601.84        | $5439546.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6094 | 2053-04-01      | 6.0000%  | 0.0000% | $2801898.34        | $2904840.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5545 | 2053-01-01      | 6.5000%  | 0.0000% | $129529.17         | $135984.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5178 | 2037-11-01      | 4.5000%  | 0.0000% | $903746.16         | $906484.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $88203694.55       | $85591983.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4089 | 2052-07-01      | 4.0000%  | 0.0000% | $41349.85          | $39207.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2761 | 2052-02-01      | 3.0000%  | 0.0000% | $1331967.54        | $1173447.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  | 0.0000% | $1808.67           | $1876.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $6165717.88        | $6105065.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8471 | 2046-12-01      | 3.0000%  | 0.0000% | $80255.84          | $72528.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $36608.14          | $31694.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ1978 | 2042-11-01      | 3.0000%  | 0.0000% | $16124.29          | $14750.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $4752.55           | $4485.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $189791.18         | $194126.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $5134565.22        | $4976163.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $34334.75          | $34001.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $21905639.07       | $21748436.91       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $296405.84         | $251083.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $213593.14         | $201632.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $461400.94         | $388288.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4346 | 2049-10-01      | 3.0000%  | 0.0000% | $1143369.74        | $1007479.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $176370.73         | $157860.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1017 | 2048-01-01      | 4.5000%  | 0.0000% | $3389630.70        | $3348117.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA0823 | 2032-12-01      | 3.0000%  | 0.0000% | $4426430.71        | $4303787.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL3435 | 2042-03-01      | 4.5000%  | 0.0000% | $27452.42          | $27182.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2417 | 2042-08-01      | 3.5000%  | 0.0000% | $7339.83           | $6891.64           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL1459 | 2041-10-01      | 4.0000%  | 0.0000% | $2013165.13        | $1944100.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC3318 | 2039-10-01      | 5.0000%  | 0.0000% | $19993.20          | $20123.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAB7352 | 2027-12-01      | 3.0000%  | 0.0000% | $99579.12          | $98582.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $9547361.32        | $8999454.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL937182 | 2037-05-01      | 5.5000%  | 0.0000% | $9133.08           | $9346.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $37777.27          | $38121.97          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  | 0.0000% | $188733.21         | $178957.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBU8713 | 2042-06-01      | 3.5000%  | 0.0000% | $2479828.06        | $2355503.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICC0791 | 2040-07-01      | 6.5000%  | 0.0000% | $889784.10         | $929704.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9336 | 2048-11-01      | 3.5000%  | 0.0000% | $486036.14         | $454515.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6633 | 2052-06-01      | 3.0000%  | 0.0000% | $175178.97         | $154189.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  | 0.0000% | $379795.99         | $390756.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8914 | 2052-07-01      | 3.0000%  | 0.0000% | $1735116.12        | $1546144.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $65838.30          | $55416.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $22980177.31       | $21352070.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $6963420.21        | $7045628.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4933 | 2053-06-01      | 6.0000%  | 0.0000% | $116006.10         | $119395.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO1000 | 2049-07-01      | 4.0000%  | 0.0000% | $746999.80         | $712378.85         | Agency Mortgage-Backed Securities |

### Security 255: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNCL CL CP1222   | 2066-07-15      | 5.3900%  | 0.0000% | $76567.48          | $77283.05          | Agency Mortgage-Backed Securities  |
| GNCL CL CP1224   | 2066-09-15      | 5.3900%  | 0.0000% | $145059.40         | $146916.11         | Agency Mortgage-Backed Securities  |
| GNCL CL CP1226   | 2066-09-15      | 5.4700%  | 0.0000% | $35945.65          | $36706.88          | Agency Mortgage-Backed Securities  |
| GNCL CL CP2694   | 2066-07-15      | 5.4500%  | 0.0000% | $7036.18           | $7170.09           | Agency Mortgage-Backed Securities  |
| GNCL CL CP3616   | 2064-06-15      | 3.7900%  | 0.0000% | $1437.20           | $1356.02           | Agency Mortgage-Backed Securities  |
| GNPL PN CP3641   | 2064-04-15      | 4.1000%  | 0.0000% | $312.43            | $297.31            | Agency Mortgage-Backed Securities  |
| GNCL CL CP3649   | 2065-01-15      | 4.3500%  | 0.0000% | $115337.48         | $112940.53         | Agency Mortgage-Backed Securities  |
| GNPL PN CP3674   | 2063-11-15      | 4.3500%  | 0.0000% | $14337.87          | $13799.00          | Agency Mortgage-Backed Securities  |
| GNPL PN CP3704   | 2065-06-15      | 5.3000%  | 0.0000% | $21575.54          | $22128.23          | Agency Mortgage-Backed Securities  |
| GNPL PN CP3708   | 2058-05-15      | 4.8500%  | 0.0000% | $2458.80           | $2470.58           | Agency Mortgage-Backed Securities  |
| GNPL PN CP3714   | 2065-09-15      | 5.2500%  | 0.0000% | $3273.39           | $3333.19           | Agency Mortgage-Backed Securities  |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $198392.75         | $174894.71         | Agency Mortgage-Backed Securities  |
| GNII SF BT5311 C | 2050-05-20      | 2.5000%  | 0.0000% | $57540.15          | $48364.41          | Agency Mortgage-Backed Securities  |
| GNII SF BT8964 C | 2050-02-20      | 4.0000%  | 0.0000% | $10613.11          | $9967.02           | Agency Mortgage-Backed Securities  |
| GNII SF BY0568 C | 2050-10-20      | 2.5000%  | 0.0000% | $216858.31         | $183756.91         | Agency Mortgage-Backed Securities  |
| GNII SF CI6773 C | 2051-10-20      | 3.0000%  | 0.0000% | $32210.36          | $28734.83          | Agency Mortgage-Backed Securities  |
| GNPL PN CJ3158   | 2057-03-15      | 1.9400%  | 0.0000% | $240254.52         | $198072.24         | Agency Mortgage-Backed Securities  |
| GNPL PN CK5789   | 2057-05-15      | 2.4400%  | 0.0000% | $97579.57          | $84799.02          | Agency Mortgage-Backed Securities  |
| GNPL PN CN0107   | 2064-07-15      | 5.1700%  | 0.0000% | $66364.33          | $67595.68          | Agency Mortgage-Backed Securities  |
| GNPL PN CN0566   | 2060-11-15      | 5.6000%  | 0.0000% | $16036.62          | $16717.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $17200.70          | $16646.15          | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $7018754.96        | $6792259.74        | Agency Mortgage-Backed Securities  |
| GNII SF AD0709 C | 2043-05-20      | 3.0000%  | 0.0000% | $3307.35           | $2950.71           | Agency Mortgage-Backed Securities  |
| GNII SF AL5503 C | 2045-03-20      | 3.5000%  | 0.0000% | $984.60            | $898.24            | Agency Mortgage-Backed Securities  |
| GNII SF CQ6336 C | 2052-12-20      | 7.0000%  | 0.0000% | $11814.05          | $12191.05          | Agency Mortgage-Backed Securities  |
| GNPL PN CQ7223   | 2064-12-15      | 4.2500%  | 0.0000% | $140196.75         | $133648.40         | Agency Mortgage-Backed Securities  |
| GNPL PN CQ8781   | 2059-06-15      | 5.4500%  | 0.0000% | $46042.92          | $47780.93          | Agency Mortgage-Backed Securities  |
| GNPL PN CQ9718   | 2060-01-15      | 5.5300%  | 0.0000% | $772.92            | $799.29            | Agency Mortgage-Backed Securities  |
| GNCL CL CR4184   | 2067-08-15      | 5.4100%  | 0.0000% | $158421.28         | $158183.85         | Agency Mortgage-Backed Securities  |
| GNCL CL CR5671   | 2064-03-15      | 6.0100%  | 0.0000% | $90755.02          | $95079.62          | Agency Mortgage-Backed Securities  |
| GNPL PN CS2707   | 2065-06-15      | 5.5400%  | 0.0000% | $1054.79           | $1092.59           | Agency Mortgage-Backed Securities  |
| GNPL PN CS6534   | 2065-02-15      | 5.2300%  | 0.0000% | $5878.62           | $5977.87           | Agency Mortgage-Backed Securities  |
| GNII SF CS7666 C | 2053-04-20      | 7.0000%  | 0.0000% | $15610.00          | $16372.63          | Agency Mortgage-Backed Securities  |
| GNCL CL CW0779   | 2067-06-15      | 5.0600%  | 0.0000% | $36149.00          | $36539.32          | Agency Mortgage-Backed Securities  |
| GNII SF CW3710 C | 2053-08-20      | 6.0000%  | 0.0000% | $4289.02           | $4427.41           | Agency Mortgage-Backed Securities  |
| GNCL CL CX6390   | 2066-10-15      | 5.6400%  | 0.0000% | $7528.12           | $7664.32           | Agency Mortgage-Backed Securities  |
| GNII SF CX6878 C | 2053-12-20      | 6.0000%  | 0.0000% | $22755.23          | $23633.08          | Agency Mortgage-Backed Securities  |
| GNII SF CY1465 C | 2054-01-20      | 7.0000%  | 0.0000% | $97483.79          | $101693.47         | Agency Mortgage-Backed Securities  |
| GNII SF CY1831 C | 2054-05-20      | 6.0000%  | 0.0000% | $26270.64          | $27387.66          | Agency Mortgage-Backed Securities  |
| GNII SF CY2870 C | 2053-12-20      | 7.0000%  | 0.0000% | $25035.91          | $26484.20          | Agency Mortgage-Backed Securities  |
| GNII SF CY5634 C | 2054-01-20      | 7.5000%  | 0.0000% | $10961.30          | $11464.73          | Agency Mortgage-Backed Securities  |
| GNII SF CZ3451 C | 2054-01-20      | 7.5000%  | 0.0000% | $31407.07          | $33481.01          | Agency Mortgage-Backed Securities  |
| GNII SF CZ3717 C | 2054-01-20      | 7.5000%  | 0.0000% | $13254.34          | $13873.24          | Agency Mortgage-Backed Securities  |
| GNCL CL DA4276   | 2067-11-15      | 5.5000%  | 0.0000% | $120519.80         | $125562.03         | Agency Mortgage-Backed Securities  |
| GNPL PN DB6909   | 2060-06-15      | 5.4200%  | 0.0000% | $4557.98           | $4699.99           | Agency Mortgage-Backed Securities  |
| GNII SF DC0329 C | 2054-07-20      | 6.0000%  | 0.0000% | $20452.42          | $21179.85          | Agency Mortgage-Backed Securities  |
| GNCL CL DC1787   | 2066-12-15      | 5.5500%  | 0.0000% | $108163.10         | $111293.66         | Agency Mortgage-Backed Securities  |
| GNCL CL DC7183   | 2066-11-15      | 5.6000%  | 0.0000% | $68587.90          | $70348.46          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7194   | 2067-02-15      | 5.3200%  | 0.0000% | $73432.02          | $74937.63          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7196   | 2066-02-15      | 5.3000%  | 0.0000% | $2140.85           | $2161.87           | Agency Mortgage-Backed Securities  |
| GNCL CL DC7201   | 2067-03-15      | 5.0000%  | 0.0000% | $202447.05         | $201100.51         | Agency Mortgage-Backed Securities  |
| GNCL CL DC7249   | 2067-03-15      | 5.4500%  | 0.0000% | $58156.45          | $59722.58          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7252   | 2067-10-15      | 5.3000%  | 0.0000% | $70042.40          | $70353.58          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7266   | 2067-03-15      | 5.8500%  | 0.0000% | $78430.55          | $82004.32          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7272   | 2067-12-15      | 5.6500%  | 0.0000% | $66091.92          | $68389.76          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7274   | 2068-02-15      | 5.6200%  | 0.0000% | $42895.88          | $44208.03          | Agency Mortgage-Backed Securities  |
| GNII SF DC9042 C | 2054-10-20      | 7.0000%  | 0.0000% | $23927.48          | $25060.28          | Agency Mortgage-Backed Securities  |
| GNII SF DD3214 C | 2054-09-20      | 7.0000%  | 0.0000% | $18154.05          | $19041.25          | Agency Mortgage-Backed Securities  |
| GNPL PN DD4712   | 2060-06-15      | 5.1300%  | 0.0000% | $5478.55           | $5539.09           | Agency Mortgage-Backed Securities  |
| GNCL CL CU4605   | 2065-12-15      | 5.5000%  | 0.0000% | $10338.22          | $10415.93          | Agency Mortgage-Backed Securities  |
| GNPL PN CV7746   | 2060-02-15      | 5.3200%  | 0.0000% | $1942.36           | $1989.66           | Agency Mortgage-Backed Securities  |
| GNPL PN CV7747   | 2060-05-15      | 5.0000%  | 0.0000% | $313963.21         | $318492.66         | Agency Mortgage-Backed Securities  |
| GNPL PN CV7760   | 2060-12-15      | 5.0350%  | 0.0000% | $62188.60          | $62587.28          | Agency Mortgage-Backed Securities  |
| GNPL PN DA8509   | 2060-06-15      | 5.3400%  | 0.0000% | $4530.25           | $4645.47           | Agency Mortgage-Backed Securities  |
| GNII SF DA8532 C | 2054-03-20      | 7.0000%  | 0.0000% | $25440.04          | $26698.46          | Agency Mortgage-Backed Securities  |
| GNCL CL DE0034   | 2067-03-15      | 5.7600%  | 0.0000% | $6343.82           | $6614.10           | Agency Mortgage-Backed Securities  |
| GNII SF DE4476 C | 2054-10-20      | 7.0000%  | 0.0000% | $26840.59          | $28187.51          | Agency Mortgage-Backed Securities  |
| GNPL PN DE5569   | 2060-02-15      | 5.3600%  | 0.0000% | $2031.34           | $2086.09           | Agency Mortgage-Backed Securities  |
| GNPL PN DE7033   | 2060-04-15      | 5.5600%  | 0.0000% | $759.94            | $787.65            | Agency Mortgage-Backed Securities  |
| GNII SF DF1906 C | 2054-10-20      | 7.0000%  | 0.0000% | $21702.49          | $22711.06          | Agency Mortgage-Backed Securities  |
| GNII SF DF4208 C | 2054-10-20      | 7.0000%  | 0.0000% | $22189.61          | $23287.29          | Agency Mortgage-Backed Securities  |
| GNII SF DF4663 C | 2054-09-20      | 7.0000%  | 0.0000% | $13473.73          | $14002.54          | Agency Mortgage-Backed Securities  |
| GNCL CL DF4998   | 2068-04-15      | 5.4500%  | 0.0000% | $71813.20          | $73335.40          | Agency Mortgage-Backed Securities  |
| GNCL CL DF5002   | 2068-01-15      | 5.1000%  | 0.0000% | $62429.22          | $61835.96          | Agency Mortgage-Backed Securities  |
| GNCL CL DF6567   | 2067-10-15      | 5.9400%  | 0.0000% | $5886.35           | $6071.53           | Agency Mortgage-Backed Securities  |
| GNPL PN DF8947   | 2060-02-15      | 4.6300%  | 0.0000% | $160272.68         | $157999.59         | Agency Mortgage-Backed Securities  |
| GNPL PN DG0414   | 2061-01-15      | 5.3800%  | 0.0000% | $49748.69          | $51216.30          | Agency Mortgage-Backed Securities  |
| GNPL PN DG0415   | 2061-02-15      | 5.2300%  | 0.0000% | $246026.31         | $248665.03         | Agency Mortgage-Backed Securities  |
| GNPL PN DG0404   | 2060-06-15      | 5.5500%  | 0.0000% | $893.93            | $926.94            | Agency Mortgage-Backed Securities  |
| GNII SF DJ0817 C | 2055-05-20      | 7.0000%  | 0.0000% | $19725.06          | $20689.06          | Agency Mortgage-Backed Securities  |
| GNII SF DJ0819 C | 2055-05-20      | 7.0000%  | 0.0000% | $25533.52          | $26781.43          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0347   | 2060-11-15      | 5.1000%  | 0.0000% | $50713.34          | $51245.47          | Agency Mortgage-Backed Securities  |
| GNCL CL DJ0344   | 2068-04-15      | 5.5000%  | 0.0000% | $23855.10          | $24317.49          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0366   | 2060-12-15      | 5.2200%  | 0.0000% | $32979.20          | $33547.17          | Agency Mortgage-Backed Securities  |
| GNCL CL DJ0369   | 2068-05-15      | 5.5100%  | 0.0000% | $20494.82          | $21081.40          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0385   | 2061-01-15      | 5.0000%  | 0.0000% | $297087.23         | $301003.34         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0386   | 2061-01-15      | 5.0000%  | 0.0000% | $295855.54         | $299755.41         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0387   | 2061-01-15      | 5.0000%  | 0.0000% | $218201.57         | $221077.83         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0390   | 2061-02-15      | 5.2500%  | 0.0000% | $79062.74          | $80049.13          | Agency Mortgage-Backed Securities  |
| GNCL CL DJ0394   | 2068-05-15      | 5.2900%  | 0.0000% | $165516.78         | $166586.90         | Agency Mortgage-Backed Securities  |
| GNCL CL DJ0400   | 2068-06-15      | 5.3500%  | 0.0000% | $119591.05         | $117858.22         | Agency Mortgage-Backed Securities  |
| GNII SF DJ0732 C | 2055-05-20      | 6.0000%  | 0.0000% | $81792.53          | $84295.62          | Agency Mortgage-Backed Securities  |
| GNII SF DJ0710 C | 2055-05-20      | 7.0000%  | 0.0000% | $24752.92          | $25950.57          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6453   | 2060-06-15      | 4.7400%  | 0.0000% | $363755.80         | $359062.62         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6457   | 2058-07-15      | 4.9500%  | 0.0000% | $11156.17          | $11181.61          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6849   | 2060-08-15      | 5.8000%  | 0.0000% | $2643.15           | $2707.98           | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6850   | 2060-08-15      | 5.8000%  | 0.0000% | $2021.23           | $2098.80           | Agency Mortgage-Backed Securities  |
| GNII SF DJ7869 C | 2055-04-20      | 6.0000%  | 0.0000% | $91399.02          | $94315.20          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ7949   | 2060-07-15      | 5.6800%  | 0.0000% | $2994.61           | $3179.76           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9478 C | 2055-07-20      | 6.0000%  | 0.0000% | $205877.67         | $214445.88         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9916 C | 2055-07-20      | 7.0000%  | 0.0000% | $26890.49          | $28494.49          | Agency Mortgage-Backed Securities  |
| GNII SF DK1315 C | 2055-06-20      | 6.0000%  | 0.0000% | $27138.85          | $28152.89          | Agency Mortgage-Backed Securities  |
| GNII SF DK3254 C | 2055-06-20      | 7.0000%  | 0.0000% | $34251.87          | $35890.90          | Agency Mortgage-Backed Securities  |
| GNII SF DK5940 C | 2055-06-20      | 6.5000%  | 0.0000% | $68388.28          | $73336.02          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5976   | 2060-08-15      | 5.7000%  | 0.0000% | $2914.90           | $3006.28           | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5978   | 2060-09-15      | 5.6500%  | 0.0000% | $2596.15           | $2669.69           | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5981   | 2060-09-15      | 6.5000%  | 0.0000% | $3191.89           | $3427.26           | Agency Mortgage-Backed Securities  |
| GNCL CL DJ5995   | 2067-04-15      | 5.6500%  | 0.0000% | $38758.20          | $40099.48          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5997   | 2060-11-15      | 5.2600%  | 0.0000% | $23510.36          | $23724.59          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ4692   | 2060-06-15      | 4.9200%  | 0.0000% | $11395.83          | $11237.25          | Agency Mortgage-Backed Securities  |
| GNCL CL DJ4699   | 2066-10-15      | 5.9400%  | 0.0000% | $15695.30          | $16393.32          | Agency Mortgage-Backed Securities  |
| GNCL CL DJ4702   | 2067-12-15      | 5.1600%  | 0.0000% | $16799.75          | $16642.61          | Agency Mortgage-Backed Securities  |
| GNPL PN DK6741   | 2060-10-15      | 5.5100%  | 0.0000% | $14788.18          | $15374.37          | Agency Mortgage-Backed Securities  |
| GNPL PN DK6762   | 2061-01-15      | 4.9800%  | 0.0000% | $92839.44          | $93383.39          | Agency Mortgage-Backed Securities  |
| GNPL PN DK6763   | 2061-01-15      | 4.9800%  | 0.0000% | $79727.08          | $80194.20          | Agency Mortgage-Backed Securities  |
| GNCL CL DK7647   | 2067-07-15      | 5.5300%  | 0.0000% | $66248.70          | $68522.84          | Agency Mortgage-Backed Securities  |
| GNPL PN DK8578   | 2055-09-15      | 5.3000%  | 0.0000% | $23257.47          | $23799.80          | Agency Mortgage-Backed Securities  |
| GNPL PN DL3193   | 2060-09-15      | 5.7200%  | 0.0000% | $5503.07           | $5685.94           | Agency Mortgage-Backed Securities  |
| GNII SF DL3851 C | 2055-10-20      | 6.5000%  | 0.0000% | $30521.10          | $32232.20          | Agency Mortgage-Backed Securities  |
| GNII SF DL4092 C | 2055-08-20      | 6.0000%  | 0.0000% | $165051.99         | $169902.05         | Agency Mortgage-Backed Securities  |
| GNII SF DL4192 C | 2055-07-20      | 7.0000%  | 0.0000% | $19867.94          | $20808.61          | Agency Mortgage-Backed Securities  |
| GNII SF DL4769 C | 2055-07-20      | 7.0000%  | 0.0000% | $17284.65          | $18094.24          | Agency Mortgage-Backed Securities  |
| GNII SF DL4934 C | 2055-08-20      | 7.0000%  | 0.0000% | $25856.69          | $27182.32          | Agency Mortgage-Backed Securities  |
| GNII SF DL5042 C | 2055-10-20      | 6.5000%  | 0.0000% | $27435.11          | $29088.91          | Agency Mortgage-Backed Securities  |
| GNII SF DL5055 C | 2055-10-20      | 6.0000%  | 0.0000% | $127334.78         | $131416.88         | Agency Mortgage-Backed Securities  |
| GNII SF DL8247 C | 2055-09-20      | 6.0000%  | 0.0000% | $1805386.77        | $1883550.99        | Agency Mortgage-Backed Securities  |
| GNII SF DL6212 C | 2055-09-20      | 6.5000%  | 0.0000% | $26980.40          | $28631.21          | Agency Mortgage-Backed Securities  |
| GNII SF DL9712 C | 2055-08-20      | 7.0000%  | 0.0000% | $19572.36          | $20482.03          | Agency Mortgage-Backed Securities  |
| GNPL PN DM0334   | 2060-09-15      | 5.5700%  | 0.0000% | $4837.79           | $4946.17           | Agency Mortgage-Backed Securities  |
| GNPL PN DM0335   | 2060-09-15      | 5.5700%  | 0.0000% | $4200.01           | $4369.63           | Agency Mortgage-Backed Securities  |
| GNPL PN DM0357   | 2060-12-15      | 4.9500%  | 0.0000% | $204978.77         | $205727.15         | Agency Mortgage-Backed Securities  |
| GNII SF DP4272 C | 2056-01-20      | 6.5000%  | 0.0000% | $80493.50          | $85005.85          | Agency Mortgage-Backed Securities  |
| GNII SF DP4247 C | 2056-01-20      | 5.5000%  | 0.0000% | $57560.39          | $59291.19          | Agency Mortgage-Backed Securities  |
| GNII SF DP2877 C | 2056-01-20      | 6.5000%  | 0.0000% | $24975.10          | $26375.24          | Agency Mortgage-Backed Securities  |
| GNAR AF MB0695 M | 2055-10-20      | 4.5000%  | 0.0000% | $2193743.03        | $2200512.92        | Agency Mortgage-Backed Securities  |
| GNII SF MB0626 M | 2055-09-20      | 7.0000%  | 0.0000% | $2911747.93        | $3032536.94        | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M | 2047-07-20      | 4.0000%  | 0.0000% | $326253.66         | $305836.16         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M | 2055-07-20      | 4.5000%  | 0.0000% | $8234.47           | $8242.21           | Agency Mortgage-Backed Securities  |
| GNII SF MB0871 M | 2056-01-20      | 5.0000%  | 0.0000% | $522870.19         | $519522.08         | Agency Mortgage-Backed Securities  |
| GNII SF MB0816 M | 2055-12-20      | 6.5000%  | 0.0000% | $4162601.40        | $4368332.42        | Agency Mortgage-Backed Securities  |
| GNII SF DQ8566 C | 2056-03-20      | 5.0000%  | 0.0000% | $34924.48          | $34776.00          | Agency Mortgage-Backed Securities  |
| GNII SF DQ9671 C | 2056-03-20      | 6.5000%  | 0.0000% | $93274.28          | $99347.43          | Agency Mortgage-Backed Securities  |
| GNII SF DQ7839 C | 2056-03-20      | 7.0000%  | 0.0000% | $90285.80          | $96374.61          | Agency Mortgage-Backed Securities  |
| GNII SF DQ5772 C | 2056-02-20      | 5.0000%  | 0.0000% | $26532.76          | $26517.68          | Agency Mortgage-Backed Securities  |
| GNII SF DQ2436 C | 2056-03-20      | 5.0000%  | 0.0000% | $127414.12         | $126872.45         | Agency Mortgage-Backed Securities  |
| GNII SF DQ0747 C | 2056-01-20      | 6.0000%  | 0.0000% | $35857.81          | $37197.60          | Agency Mortgage-Backed Securities  |
| GNII SF DQ0751 C | 2056-01-20      | 6.0000%  | 0.0000% | $35016.59          | $36282.62          | Agency Mortgage-Backed Securities  |
| GNPL PN DP6811   | 2061-01-15      | 4.9800%  | 0.0000% | $83096.42          | $83583.28          | Agency Mortgage-Backed Securities  |
| GNPL PN DP6812   | 2061-01-15      | 4.9800%  | 0.0000% | $61392.23          | $61751.93          | Agency Mortgage-Backed Securities  |
| GNII SF DQ1189 C | 2056-03-20      | 5.5000%  | 0.0000% | $95563.08          | $97562.19          | Agency Mortgage-Backed Securities  |
| GNPL PN DQ1927   | 2061-02-15      | 5.0500%  | 0.0000% | $349911.74         | $349485.31         | Agency Mortgage-Backed Securities  |
| GNII SF DP8465 C | 2056-01-20      | 6.0000%  | 0.0000% | $93177.56          | $95958.35          | Agency Mortgage-Backed Securities  |
| GNII SF DP8500 C | 2056-01-20      | 6.5000%  | 0.0000% | $25764.72          | $27209.11          | Agency Mortgage-Backed Securities  |
| GNPL PN DP6818   | 2061-03-15      | 5.1600%  | 0.0000% | $156500.00         | $157017.86         | Agency Mortgage-Backed Securities  |
| GNPL PN DP6819   | 2061-03-15      | 5.1600%  | 0.0000% | $148000.00         | $148489.73         | Agency Mortgage-Backed Securities  |
| GNPL PN DP6820   | 2061-03-15      | 5.1600%  | 0.0000% | $228000.00         | $228754.45         | Agency Mortgage-Backed Securities  |
| GNPL PN DP6821   | 2061-03-15      | 5.1600%  | 0.0000% | $126000.00         | $126416.93         | Agency Mortgage-Backed Securities  |
| GNII SF MB0207 M | 2055-02-20      | 6.5000%  | 0.0000% | $145119.33         | $151765.31         | Agency Mortgage-Backed Securities  |
| GNII SF MB0235 M | 2040-03-20      | 6.0000%  | 0.0000% | $22350.83          | $23249.11          | Agency Mortgage-Backed Securities  |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $7558555.45        | $7650039.16        | Agency Mortgage-Backed Securities  |
| GNII SF DR1445 C | 2056-03-20      | 5.5000%  | 0.0000% | $312552.45         | $320186.96         | Agency Mortgage-Backed Securities  |
| GNII SF DR4471 C | 2056-03-20      | 5.0000%  | 0.0000% | $37789.88          | $38116.33          | Agency Mortgage-Backed Securities  |
| GNII SF DR4477 C | 2056-03-20      | 5.0000%  | 0.0000% | $28282.75          | $28266.68          | Agency Mortgage-Backed Securities  |
| GNII SF DR0956 C | 2056-03-20      | 5.0000%  | 0.0000% | $39162.30          | $38995.81          | Agency Mortgage-Backed Securities  |
| GNII SF DO9759 C | 2055-12-20      | 5.5000%  | 0.0000% | $296566.44         | $300553.28         | Agency Mortgage-Backed Securities  |
| GNII SF DO9819 C | 2055-12-20      | 5.5000%  | 0.0000% | $518442.07         | $527939.59         | Agency Mortgage-Backed Securities  |
| GNII SF DO9879 C | 2056-01-20      | 5.5000%  | 0.0000% | $303813.07         | $312114.26         | Agency Mortgage-Backed Securities  |
| GNCL CL DO8103   | 2068-05-15      | 5.3000%  | 0.0000% | $96258.20          | $96498.52          | Agency Mortgage-Backed Securities  |
| GNCL CL DO7367   | 2068-03-15      | 5.3500%  | 0.0000% | $236238.62         | $240514.39         | Agency Mortgage-Backed Securities  |
| GNPL PN DO5666   | 2060-12-15      | 4.9200%  | 0.0000% | $349543.20         | $353098.40         | Agency Mortgage-Backed Securities  |
| GNII SF DO5248 C | 2056-01-20      | 6.5000%  | 0.0000% | $54744.22          | $57813.05          | Agency Mortgage-Backed Securities  |
| GNPL PN DI7404   | 2060-05-15      | 5.4900%  | 0.0000% | $828.02            | $857.28            | Agency Mortgage-Backed Securities  |
| GNPL PN DI7409   | 2060-06-15      | 5.3000%  | 0.0000% | $2027.44           | $2074.06           | Agency Mortgage-Backed Securities  |
| GNII SF DI5086 C | 2055-05-20      | 5.5000%  | 0.0000% | $65932.39          | $67231.09          | Agency Mortgage-Backed Securities  |
| GNII SF DI1035 C | 2055-02-20      | 7.0000%  | 0.0000% | $37611.02          | $40507.46          | Agency Mortgage-Backed Securities  |
| GNII SF MB0993 M | 2056-03-20      | 3.5000%  | 0.0000% | $21217.52          | $19456.19          | Agency Mortgage-Backed Securities  |
| GNAR AF MB1003 M | 2056-03-20      | 3.0000%  | 0.0000% | $686897.12         | $655599.34         | Agency Mortgage-Backed Securities  |
| GNAR AF MB1004 M | 2056-03-20      | 3.5000%  | 0.0000% | $8186.65           | $7983.51           | Agency Mortgage-Backed Securities  |
| GNAR AF MB1006 M | 2056-02-20      | 4.5000%  | 0.0000% | $1167092.10        | $1170383.30        | Agency Mortgage-Backed Securities  |
| GNII SF MB0749 M | 2055-11-20      | 7.0000%  | 0.0000% | $2928914.39        | $3047214.22        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0755 M | 2055-11-20      | 4.5000%  | 0.0000% | $569.83            | $571.26            | Agency Mortgage-Backed Securities  |
| GNII SF MB0934 M | 2056-01-20      | 4.0000%  | 0.0000% | $932126.70         | $873778.68         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0944 M | 2056-02-20      | 3.0000%  | 0.0000% | $454328.95         | $433148.14         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0945 M | 2056-01-20      | 3.5000%  | 0.0000% | $304292.40         | $296287.58         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0947 M | 2056-02-20      | 4.5000%  | 0.0000% | $39703.54          | $39822.49          | Agency Mortgage-Backed Securities  |
| GNAR FT 082428 M | 2039-11-20      | 5.1250%  | 0.0000% | $588.26            | $600.05            | Agency Mortgage-Backed Securities  |
| GNAR FT 082468 M | 2040-01-20      | 5.7500%  | 0.0000% | $201.04            | $205.55            | Agency Mortgage-Backed Securities  |
| GNAR FT 082483 M | 2040-02-20      | 5.7500%  | 0.0000% | $69.97             | $71.55             | Agency Mortgage-Backed Securities  |
| GNAR FT 082724 M | 2041-01-20      | 5.7500%  | 0.0000% | $669.91            | $673.02            | Agency Mortgage-Backed Securities  |
| GNAR FT 082744 M | 2041-02-20      | 5.7500%  | 0.0000% | $1985.78           | $2006.74           | Agency Mortgage-Backed Securities  |
| GNAR FT 082745 M | 2041-02-20      | 5.7500%  | 0.0000% | $466.33            | $473.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA8490 M | 2052-12-20      | 5.0000%  | 0.0000% | $63856.67          | $63660.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA8651 M | 2053-02-20      | 7.0000%  | 0.0000% | $898.94            | $941.89            | Agency Mortgage-Backed Securities  |
| GNII SF MA7884 M | 2052-02-20      | 4.0000%  | 0.0000% | $689.01            | $651.54            | Agency Mortgage-Backed Securities  |
| GNAR AF MA7891 M | 2052-02-20      | 1.5000%  | 0.0000% | $32277.26          | $30874.85          | Agency Mortgage-Backed Securities  |
| GNAR AF MA7841 M | 2051-12-20      | 2.5000%  | 0.0000% | $14162.26          | $13917.23          | Agency Mortgage-Backed Securities  |
| GNII SF MA7765 M | 2051-12-20      | 1.5000%  | 0.0000% | $110822.04         | $87584.87          | Agency Mortgage-Backed Securities  |
| GNAR AF MA7602 M | 2051-09-20      | 2.5000%  | 0.0000% | $7102.09           | $7055.53           | Agency Mortgage-Backed Securities  |
| GNAR AF MA7661 M | 2051-09-20      | 2.0000%  | 0.0000% | $15172.66          | $14819.15          | Agency Mortgage-Backed Securities  |
| GNAR AF MA7663 M | 2051-10-20      | 2.5000%  | 0.0000% | $29668.89          | $29124.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA7422 M | 2051-06-20      | 4.5000%  | 0.0000% | $5407.61           | $5336.56           | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $236767.11         | $211247.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M | 2050-07-20      | 3.0000%  | 0.0000% | $32076.94          | $28695.39          | Agency Mortgage-Backed Securities  |
| GNAR AF MA6052 M | 2049-07-20      | 5.3750%  | 0.0000% | $4922.23           | $5024.85           | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $548845.71         | $490451.28         | Agency Mortgage-Backed Securities  |
| GNII SF 003187 M | 2032-01-20      | 6.0000%  | 0.0000% | $13.63             | $14.21             | Agency Mortgage-Backed Securities  |
| GNII SF 004774 M | 2040-08-20      | 6.0000%  | 0.0000% | $299.61            | $315.60            | Agency Mortgage-Backed Securities  |
| GNII SF 005017 M | 2041-04-20      | 4.5000%  | 0.0000% | $88.59             | $87.86             | Agency Mortgage-Backed Securities  |
| GNII SF 005115 M | 2041-07-20      | 4.5000%  | 0.0000% | $4137.07           | $4102.09           | Agency Mortgage-Backed Securities  |
| GNII SF 005240 M | 2038-11-20      | 6.0000%  | 0.0000% | $3622.77           | $3821.77           | Agency Mortgage-Backed Securities  |
| GNAR AR 008945 M | 2026-08-20      | 5.3750%  | 0.0000% | $28.42             | $28.51             | Agency Mortgage-Backed Securities  |
| GNAR AR 008959 M | 2026-08-20      | 5.3750%  | 0.0000% | $35.91             | $36.04             | Agency Mortgage-Backed Securities  |
| GNAR AR 008967 M | 2026-09-20      | 5.3750%  | 0.0000% | $25.98             | $26.06             | Agency Mortgage-Backed Securities  |
| GNII SF 470425 C | 2041-09-20      | 4.5000%  | 0.0000% | $4871.29           | $4759.64           | Agency Mortgage-Backed Securities  |
| GNII SF 734416 C | 2041-05-20      | 5.0000%  | 0.0000% | $2162.71           | $2175.83           | Agency Mortgage-Backed Securities  |
| GNII SF 748948 C | 2040-09-20      | 4.5000%  | 0.0000% | $121.31            | $118.78            | Agency Mortgage-Backed Securities  |
| GNAR AR 080779 M | 2033-12-20      | 5.1250%  | 0.0000% | $551.96            | $565.13            | Agency Mortgage-Backed Securities  |
| GNAR AR 080781 M | 2033-12-20      | 5.1250%  | 0.0000% | $189.54            | $194.06            | Agency Mortgage-Backed Securities  |
| GNAR AR 080799 M | 2034-01-20      | 5.6250%  | 0.0000% | $69.12             | $70.39             | Agency Mortgage-Backed Securities  |
| GNAR AR 080801 M | 2034-01-20      | 5.6250%  | 0.0000% | $31.55             | $32.13             | Agency Mortgage-Backed Securities  |
| GNAR AR 080824 M | 2034-02-20      | 5.6250%  | 0.0000% | $110.88            | $111.28            | Agency Mortgage-Backed Securities  |
| GNAR AR 080846 M | 2034-03-20      | 5.6250%  | 0.0000% | $229.37            | $233.63            | Agency Mortgage-Backed Securities  |
| GNAR AR 080848 M | 2034-03-20      | 5.6250%  | 0.0000% | $90.57             | $92.26             | Agency Mortgage-Backed Securities  |
| GNAR AR 080869 M | 2034-04-20      | 5.6250%  | 0.0000% | $171.44            | $174.79            | Agency Mortgage-Backed Securities  |
| GNAR AR 080024 M | 2026-12-20      | 5.1250%  | 0.0000% | $68.47             | $68.76             | Agency Mortgage-Backed Securities  |
| GNAR AR 080027 M | 2027-01-20      | 5.6250%  | 0.0000% | $130.32            | $130.64            | Agency Mortgage-Backed Securities  |
| GNAR AR 080029 M | 2027-01-20      | 5.6250%  | 0.0000% | $82.53             | $82.84             | Agency Mortgage-Backed Securities  |
| GNAR AR 080030 M | 2027-01-20      | 5.6250%  | 0.0000% | $28.33             | $28.43             | Agency Mortgage-Backed Securities  |
| GNAR AR 080000 M | 2026-10-20      | 5.1250%  | 0.0000% | $96.74             | $97.08             | Agency Mortgage-Backed Securities  |
| GNAR AR 080022 M | 2026-12-20      | 5.1250%  | 0.0000% | $127.53            | $128.02            | Agency Mortgage-Backed Securities  |
| GNAR AR 080058 M | 2027-04-20      | 5.6250%  | 0.0000% | $18.41             | $18.51             | Agency Mortgage-Backed Securities  |
| GNAR AR 080059 M | 2027-04-20      | 5.6250%  | 0.0000% | $273.62            | $274.40            | Agency Mortgage-Backed Securities  |
| GNAR AR 080060 M | 2027-04-20      | 5.6250%  | 0.0000% | $52.94             | $53.18             | Agency Mortgage-Backed Securities  |
| GNAR AR 080042 M | 2027-02-20      | 5.6250%  | 0.0000% | $30.56             | $30.62             | Agency Mortgage-Backed Securities  |
| GNAR AR 080045 M | 2027-02-20      | 5.6250%  | 0.0000% | $63.00             | $63.18             | Agency Mortgage-Backed Securities  |
| GNAR AR 080051 M | 2027-03-20      | 5.6250%  | 0.0000% | $86.61             | $86.98             | Agency Mortgage-Backed Securities  |
| GNAR AR 080052 M | 2027-03-20      | 5.6250%  | 0.0000% | $23.56             | $23.60             | Agency Mortgage-Backed Securities  |
| GNAR AR 080053 M | 2027-03-20      | 5.6250%  | 0.0000% | $35.04             | $35.12             | Agency Mortgage-Backed Securities  |
| GNAR AR 080095 M | 2027-07-20      | 5.3750%  | 0.0000% | $161.81            | $163.13            | Agency Mortgage-Backed Securities  |
| GNAR AR 080070 M | 2027-05-20      | 5.6250%  | 0.0000% | $24.53             | $24.65             | Agency Mortgage-Backed Securities  |
| GNAR AR 080072 M | 2027-05-20      | 5.6250%  | 0.0000% | $138.97            | $139.78            | Agency Mortgage-Backed Securities  |
| GNAR AR 080074 M | 2027-05-20      | 5.6250%  | 0.0000% | $100.53            | $101.02            | Agency Mortgage-Backed Securities  |
| GNAR AR 080076 M | 2027-05-20      | 5.6250%  | 0.0000% | $86.03             | $86.45             | Agency Mortgage-Backed Securities  |
| GNAR AR 080084 M | 2027-06-20      | 5.6250%  | 0.0000% | $80.20             | $80.68             | Agency Mortgage-Backed Securities  |
| GNAR AR 080086 M | 2027-06-20      | 5.6250%  | 0.0000% | $58.05             | $58.48             | Agency Mortgage-Backed Securities  |
| GNAR AR 080103 M | 2027-08-20      | 5.3750%  | 0.0000% | $58.85             | $59.11             | Agency Mortgage-Backed Securities  |
| GNAR AR 080111 M | 2027-09-20      | 5.3750%  | 0.0000% | $26.77             | $26.91             | Agency Mortgage-Backed Securities  |
| GNAR AR 080112 M | 2027-09-20      | 5.3750%  | 0.0000% | $96.32             | $97.16             | Agency Mortgage-Backed Securities  |
| GNAR AR 080118 M | 2027-10-20      | 5.1250%  | 0.0000% | $60.81             | $61.21             | Agency Mortgage-Backed Securities  |
| GNAR AR 080132 M | 2027-11-20      | 5.1250%  | 0.0000% | $203.55            | $204.65            | Agency Mortgage-Backed Securities  |
| GNAR AR 080283 M | 2029-05-20      | 5.6250%  | 0.0000% | $120.24            | $120.65            | Agency Mortgage-Backed Securities  |
| GNAR AR 080318 M | 2029-09-20      | 5.3750%  | 0.0000% | $21.53             | $21.69             | Agency Mortgage-Backed Securities  |
| GNAR AR 080310 M | 2029-08-20      | 5.3750%  | 0.0000% | $20.16             | $20.31             | Agency Mortgage-Backed Securities  |
| GNAR AR 080351 M | 2029-12-20      | 5.1250%  | 0.0000% | $61.47             | $61.87             | Agency Mortgage-Backed Securities  |
| GNAR AR 080342 M | 2029-11-20      | 5.1250%  | 0.0000% | $14.83             | $14.92             | Agency Mortgage-Backed Securities  |
| GNAR AR 080376 M | 2030-02-20      | 5.6250%  | 0.0000% | $22.16             | $22.34             | Agency Mortgage-Backed Securities  |
| GNAR AR 080352 M | 2029-12-20      | 5.1250%  | 0.0000% | $22.87             | $23.03             | Agency Mortgage-Backed Securities  |
| GNAR AR 080385 M | 2030-03-20      | 5.6250%  | 0.0000% | $43.65             | $43.96             | Agency Mortgage-Backed Securities  |
| GNAR AR 080387 M | 2030-03-20      | 5.6250%  | 0.0000% | $13.83             | $13.94             | Agency Mortgage-Backed Securities  |
| GNAR AR 080547 M | 2031-10-20      | 5.1250%  | 0.0000% | $461.91            | $466.03            | Agency Mortgage-Backed Securities  |
| GNAR AR 080562 M | 2031-12-20      | 5.1250%  | 0.0000% | $644.19            | $648.90            | Agency Mortgage-Backed Securities  |
| GNAR AR 080602 M | 2032-05-20      | 5.6250%  | 0.0000% | $168.50            | $168.66            | Agency Mortgage-Backed Securities  |
| GNAR AR 080583 M | 2032-03-20      | 5.6250%  | 0.0000% | $46.76             | $47.27             | Agency Mortgage-Backed Securities  |
| GNAR AR 080593 M | 2032-04-20      | 5.6250%  | 0.0000% | $281.97            | $286.81            | Agency Mortgage-Backed Securities  |
| GNAR AR 080636 M | 2032-09-20      | 5.3750%  | 0.0000% | $77.51             | $77.93             | Agency Mortgage-Backed Securities  |
| GNAR AR 080610 M | 2032-06-20      | 5.6250%  | 0.0000% | $108.32            | $110.19            | Agency Mortgage-Backed Securities  |
| GNAR AR 080664 M | 2033-01-20      | 5.6250%  | 0.0000% | $1506.10           | $1515.00           | Agency Mortgage-Backed Securities  |
| GNAR AR 080657 M | 2032-12-20      | 5.1250%  | 0.0000% | $20.23             | $20.68             | Agency Mortgage-Backed Securities  |
| GNAR AR 080659 M | 2032-12-20      | 5.1250%  | 0.0000% | $68.11             | $68.89             | Agency Mortgage-Backed Securities  |
| GNAR AR 080701 M | 2033-06-20      | 5.6250%  | 0.0000% | $499.08            | $500.31            | Agency Mortgage-Backed Securities  |
| GNAR AR 080702 M | 2033-06-20      | 5.6250%  | 0.0000% | $228.94            | $229.48            | Agency Mortgage-Backed Securities  |
| GNAR AR 080703 M | 2033-06-20      | 5.6250%  | 0.0000% | $130.77            | $132.99            | Agency Mortgage-Backed Securities  |
| GNAR AR 080673 M | 2033-02-20      | 5.6250%  | 0.0000% | $673.05            | $684.78            | Agency Mortgage-Backed Securities  |
| GNAR AR 080680 M | 2033-03-20      | 5.6250%  | 0.0000% | $89.50             | $91.07             | Agency Mortgage-Backed Securities  |
| GNAR AR 080681 M | 2033-03-20      | 5.6250%  | 0.0000% | $1309.94           | $1320.78           | Agency Mortgage-Backed Securities  |
| GNAR AR 080725 M | 2033-08-20      | 5.3750%  | 0.0000% | $513.54            | $522.71            | Agency Mortgage-Backed Securities  |
| GNAR AR 080736 M | 2033-09-20      | 5.3750%  | 0.0000% | $521.73            | $531.09            | Agency Mortgage-Backed Securities  |
| GNAR AR 080902 M | 2034-05-20      | 5.6250%  | 0.0000% | $425.80            | $434.13            | Agency Mortgage-Backed Securities  |
| GNAR AR 080904 M | 2034-05-20      | 5.6250%  | 0.0000% | $61.58             | $62.78             | Agency Mortgage-Backed Securities  |
| GNAR AR 080963 M | 2034-07-20      | 5.3750%  | 0.0000% | $87.47             | $88.11             | Agency Mortgage-Backed Securities  |
| GNAR AR 080934 M | 2034-06-20      | 5.6250%  | 0.0000% | $133.62            | $136.25            | Agency Mortgage-Backed Securities  |
| GNAR AR 081023 M | 2034-08-20      | 5.3750%  | 0.0000% | $210.92            | $212.75            | Agency Mortgage-Backed Securities  |
| GNAR AR 081056 M | 2034-09-20      | 5.3750%  | 0.0000% | $130.21            | $132.68            | Agency Mortgage-Backed Securities  |
| GNAR AR 081058 M | 2034-09-20      | 5.3750%  | 0.0000% | $44.41             | $44.74             | Agency Mortgage-Backed Securities  |
| GNAR AR 081166 M | 2034-12-20      | 5.1250%  | 0.0000% | $105.73            | $108.37            | Agency Mortgage-Backed Securities  |
| GNAR AR 081197 M | 2035-01-20      | 5.6250%  | 0.0000% | $106.45            | $108.51            | Agency Mortgage-Backed Securities  |
| GNAR AR 081268 M | 2035-03-20      | 5.6250%  | 0.0000% | $517.23            | $518.59            | Agency Mortgage-Backed Securities  |
| GNAR AR 081368 M | 2035-06-20      | 5.6250%  | 0.0000% | $136.21            | $136.78            | Agency Mortgage-Backed Securities  |
| GNAR AR 081435 M | 2035-08-20      | 5.3750%  | 0.0000% | $1076.69           | $1085.24           | Agency Mortgage-Backed Securities  |
| GNAR AR 081463 M | 2035-09-20      | 5.3750%  | 0.0000% | $741.22            | $747.85            | Agency Mortgage-Backed Securities  |
| GNAR AR 081465 M | 2035-09-20      | 5.3750%  | 0.0000% | $1999.11           | $2010.92           | Agency Mortgage-Backed Securities  |
| GNAR AR 081635 M | 2036-03-20      | 5.6250%  | 0.0000% | $1869.61           | $1882.09           | Agency Mortgage-Backed Securities  |
| GNII SF 005284 M | 2042-01-20      | 3.0000%  | 0.0000% | $406.32            | $372.06            | Agency Mortgage-Backed Securities  |
| GNII SF 004598 M | 2039-12-20      | 4.5000%  | 0.0000% | $258.41            | $256.36            | Agency Mortgage-Backed Securities  |
| GNII SF 004617 M | 2040-01-20      | 4.5000%  | 0.0000% | $312.88            | $310.40            | Agency Mortgage-Backed Securities  |
| GNII SF 004292 M | 2038-11-20      | 6.5000%  | 0.0000% | $77.51             | $83.27             | Agency Mortgage-Backed Securities  |
| GNII SF 004049 M | 2037-11-20      | 6.0000%  | 0.0000% | $136.65            | $144.15            | Agency Mortgage-Backed Securities  |
| GNII SF 004145 M | 2038-05-20      | 6.0000%  | 0.0000% | $139.12            | $146.76            | Agency Mortgage-Backed Securities  |
| GNII SF 004005 M | 2037-07-20      | 5.5000%  | 0.0000% | $14.79             | $15.30             | Agency Mortgage-Backed Securities  |
| GNII SF 003890 M | 2036-08-20      | 6.0000%  | 0.0000% | $23.22             | $24.42             | Agency Mortgage-Backed Securities  |
| GNII SF 003001 M | 2030-11-20      | 8.5000%  | 0.0000% | $34.84             | $36.39             | Agency Mortgage-Backed Securities  |
| GNII SF MA6216 M | 2049-06-20      | 2.0000%  | 0.0000% | $5865.07           | $4901.48           | Agency Mortgage-Backed Securities  |
| GNII SF MA5262 M | 2048-06-20      | 3.0000%  | 0.0000% | $1618.65           | $1465.00           | Agency Mortgage-Backed Securities  |
| GNII SF AX0703 C | 2046-11-20      | 3.5000%  | 0.0000% | $5183.08           | $4798.85           | Agency Mortgage-Backed Securities  |
| GNII SF MA5935 M | 2049-05-20      | 6.0000%  | 0.0000% | $312.47            | $329.41            | Agency Mortgage-Backed Securities  |
| GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $609177.84         | $550447.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M | 2048-10-20      | 4.0000%  | 0.0000% | $8753.02           | $8347.25           | Agency Mortgage-Backed Securities  |
| GNII SF MA5565 M | 2033-11-20      | 4.0000%  | 0.0000% | $1458.46           | $1456.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA5624 M | 2033-12-20      | 4.0000%  | 0.0000% | $3295.13           | $3290.35           | Agency Mortgage-Backed Securities  |
| GNII SF MA5078 M | 2048-03-20      | 4.0000%  | 0.0000% | $38840.42          | $37077.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA4965 M | 2048-01-20      | 5.0000%  | 0.0000% | $11872.91          | $12041.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA4780 M | 2047-10-20      | 4.5000%  | 0.0000% | $4512.90           | $4453.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA4654 M | 2047-08-20      | 4.5000%  | 0.0000% | $311579.00         | $307518.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA0941 M | 2036-08-20      | 7.0000%  | 0.0000% | $353.97            | $368.81            | Agency Mortgage-Backed Securities  |
| GNAR AF MA3047 M | 2045-08-20      | 5.3750%  | 0.0000% | $27577.28          | $28222.51          | Agency Mortgage-Backed Securities  |
| GNII SF MA4002 M | 2046-10-20      | 2.5000%  | 0.0000% | $3383.81           | $2966.63           | Agency Mortgage-Backed Securities  |
| GNII SF MA4196 M | 2047-01-20      | 3.5000%  | 0.0000% | $1966.16           | $1845.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA4262 M | 2047-02-20      | 3.5000%  | 0.0000% | $1588334.42        | $1492965.53        | Agency Mortgage-Backed Securities  |
| GNII SF MA4321 M | 2047-02-20      | 3.5000%  | 0.0000% | $28966.75          | $27224.56          | Agency Mortgage-Backed Securities  |
| GNII SF MA2682 M | 2038-11-20      | 5.5000%  | 0.0000% | $148.79            | $153.95            | Agency Mortgage-Backed Securities  |
| GNII SF MA0825 M | 2028-03-20      | 2.5000%  | 0.0000% | $113.33            | $111.94            | Agency Mortgage-Backed Securities  |
| GNII SF DP1267 C | 2056-02-20      | 7.0000%  | 0.0000% | $35007.11          | $37367.79          | Agency Mortgage-Backed Securities  |
| GNII SF DM6686 C | 2055-10-20      | 6.0000%  | 0.0000% | $43406.44          | $45252.43          | Agency Mortgage-Backed Securities  |
| GNII SF DN6587 C | 2056-03-20      | 5.5000%  | 0.0000% | $246929.55         | $251793.65         | Agency Mortgage-Backed Securities  |
| GNII SF DN6576 C | 2056-03-20      | 5.0000%  | 0.0000% | $204619.98         | $204315.23         | Agency Mortgage-Backed Securities  |
| GNII SF DN6345 C | 2056-01-20      | 6.0000%  | 0.0000% | $55809.67          | $57691.96          | Agency Mortgage-Backed Securities  |
| GNPL PN DM9063   | 2061-01-15      | 5.4000%  | 0.0000% | $58659.81          | $60470.40          | Agency Mortgage-Backed Securities  |
| GNPL PN DM8121   | 2060-12-15      | 5.4000%  | 0.0000% | $15589.18          | $16070.48          | Agency Mortgage-Backed Securities  |
| GNPL PN DM8159   | 2060-11-15      | 5.4900%  | 0.0000% | $46525.03          | $48393.38          | Agency Mortgage-Backed Securities  |
| GNII SF DM7114 C | 2055-10-20      | 6.0000%  | 0.0000% | $250074.98         | $257174.11         | Agency Mortgage-Backed Securities  |
| GNII SF DM3897 C | 2055-09-20      | 6.0000%  | 0.0000% | $27919.72          | $28827.42          | Agency Mortgage-Backed Securities  |
| GNPL PN DM0360   | 2060-12-15      | 5.0000%  | 0.0000% | $163282.84         | $164720.99         | Agency Mortgage-Backed Securities  |
| GNPL PN DM0361   | 2061-01-15      | 5.3000%  | 0.0000% | $82870.56          | $85103.64          | Agency Mortgage-Backed Securities  |
| TRFR AX 01/31/28 | 2028-01-31      | 3.7524%  | 0.0000% | $1099452.50        | $1105994.94        | U.S. Treasuries (including strips) |
| GNCL CL CN7579   | 2066-11-15      | 5.9100%  | 0.0000% | $21250.00          | $22714.80          | Agency Mortgage-Backed Securities  |
| GNAR AF BD4156 C | 2047-11-20      | 5.1250%  | 0.0000% | $948.31            | $958.14            | Agency Mortgage-Backed Securities  |
| GNII SF MA9727 M | 2054-06-20      | 6.5000%  | 0.0000% | $3195.17           | $3356.93           | Agency Mortgage-Backed Securities  |
| GNII SF AO1103 C | 2045-09-20      | 3.5000%  | 0.0000% | $2258.58           | $2081.41           | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $462.57            | $469.70            | Agency Mortgage-Backed Securities  |
| GNII SF MA9134 M | 2036-04-20      | 3.5000%  | 0.0000% | $1852.73           | $1818.17           | Agency Mortgage-Backed Securities  |
| GNII SF MA9776 M | 2054-06-20      | 4.0000%  | 0.0000% | $97161.30          | $91445.43          | Agency Mortgage-Backed Securities  |
| GNII SF DN9387 C | 2055-10-20      | 6.5000%  | 0.0000% | $25353.37          | $26676.28          | Agency Mortgage-Backed Securities  |

### Security 256: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.68_0406
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CL735402 | 2035-04-01      | 5.0000%  | 0.0000% | $16767.79          | $16950.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8067 | 2054-07-01      | 5.5000%  | 0.0000% | $49363.28          | $49725.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8093 | 2054-09-01      | 5.5000%  | 0.0000% | $1937582.62        | $1951801.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL781606 | 2034-10-01      | 5.0000%  | 0.0000% | $8825.84           | $8878.30           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL844610 | 2035-12-01      | 6.0000%  | 0.0000% | $25015.83          | $26024.90          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5057 | 2053-11-01      | 6.0000%  | 0.0000% | $758185.13         | $778573.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9204 | 2056-02-01      | 6.0000%  | 0.0000% | $1106892.98        | $1149578.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0480 | 2056-01-01      | 5.0000%  | 0.0000% | $3999600.43        | $3952211.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5557 | 2054-10-01      | 5.0000%  | 0.0000% | $984843.73         | $974767.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0608 | 2040-07-01      | 5.5000%  | 0.0000% | $7601032.13        | $7784797.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1061036.14        | $1107210.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3735 | 2056-03-01      | 5.0000%  | 0.0000% | $1160224.83        | $1148870.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5808 | 2056-04-01      | 5.5000%  | 0.0000% | $3724983.00        | $3775755.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2565 | 2055-08-01      | 6.5000%  | 0.0000% | $5611240.33        | $5959544.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1418 | 2054-08-01      | 6.0000%  | 0.0000% | $10811360.73       | $11075698.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6814 | 2055-09-01      | 6.0000%  | 0.0000% | $3602604.18        | $3722134.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9433 | 2040-09-01      | 6.0000%  | 0.0000% | $1096019.47        | $1138148.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9526 | 2055-09-01      | 6.0000%  | 0.0000% | $1875546.35        | $1938799.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0366 | 2055-09-01      | 6.0000%  | 0.0000% | $1458410.72        | $1496358.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0403 | 2055-10-01      | 4.5000%  | 0.0000% | $3799695.60        | $3674229.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2614 | 2055-11-01      | 4.5000%  | 0.0000% | $1579728.99        | $1526520.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7073 | 2055-12-01      | 6.0000%  | 0.0000% | $1114026.36        | $1168351.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7171 | 2055-12-01      | 5.5000%  | 0.0000% | $3094757.08        | $3170242.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3464 | 2050-08-01      | 3.5000%  | 0.0000% | $38150930.62       | $35445482.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3806 | 2055-07-01      | 6.0000%  | 0.0000% | $9504634.00        | $9859584.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3943 | 2055-12-01      | 5.0000%  | 0.0000% | $31321070.41       | $31379035.28       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3964 | 2052-01-01      | 2.0000%  | 0.0000% | $10910192.13       | $8834742.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4705 | 2056-02-01      | 5.5000%  | 0.0000% | $87508623.78       | $88167242.83       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4850 | 2056-03-01      | 5.0000%  | 0.0000% | $20281596.00       | $20035046.17       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4857 | 2056-03-01      | 5.5000%  | 0.0000% | $43559581.00       | $44302460.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFA5151 | 2045-04-01      | 6.0000%  | 0.0000% | $17161542.00       | $17677435.11       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA5158 | 2051-01-01      | 2.0000%  | 0.0000% | $6393046.00        | $5190556.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  | 0.0000% | $378083.39         | $336182.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4228 | 2050-08-01      | 2.5000%  | 0.0000% | $1705241.86        | $1463137.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $7550.77           | $7427.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7027 | 2047-12-01      | 4.5000%  | 0.0000% | $2492140.73        | $2452483.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $368919.74         | $353846.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ7338 | 2048-10-01      | 4.0000%  | 0.0000% | $3139112.13        | $2992557.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0473 | 2049-12-01      | 3.5000%  | 0.0000% | $1465242.78        | $1361220.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK7618 | 2048-09-01      | 5.0000%  | 0.0000% | $890.49            | $895.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBM3906 | 2032-02-01      | 5.0000%  | 0.0000% | $20659.80          | $20905.58          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  | 0.0000% | $294710.40         | $265106.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM5377 | 2034-03-01      | 4.0000%  | 0.0000% | $60357.35          | $59872.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  | 0.0000% | $158507.28         | $149729.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9152 | 2050-07-01      | 5.0000%  | 0.0000% | $51584.52          | $51704.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | 0.0000% | $37535.11          | $34427.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $284553.10         | $290932.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7656 | 2049-07-01      | 3.0000%  | 0.0000% | $124536.59         | $112825.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7231 | 2050-01-01      | 3.5000%  | 0.0000% | $7031153.39        | $6536207.07        | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $87523.37          | $74740.00          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $4155990.17        | $3533108.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT0143 | 2051-06-01      | 3.0000%  | 0.0000% | $3808845.54        | $3355870.97        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $21270.11          | $17132.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  | 0.0000% | $22064057.88       | $22659456.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $3396.68           | $3116.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | 0.0000% | $11418.79          | $10796.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9298 | 2054-09-01      | 6.0000%  | 0.0000% | $3783407.19        | $3899898.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $4510493.69        | $4698049.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1190 | 2055-10-01      | 4.5000%  | 0.0000% | $11598931.81       | $11209068.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6416 | 2055-11-01      | 6.0000%  | 0.0000% | $2302702.52        | $2380363.46        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV9650 | 2037-05-01      | 1.5000%  | 0.0000% | $96553.30          | $86664.21          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7557 | 2054-07-01      | 5.0000%  | 0.0000% | $1100677.05        | $1095768.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $2251.76           | $2325.69           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ889073 | 2048-01-01      | 5.5000%  | 0.0000% | $33825.18          | $34391.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  | 0.0000% | $483945.68         | $481278.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890680 | 2039-04-01      | 6.5000%  | 0.0000% | $12251.58          | $12839.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CT890827 | 2037-12-01      | 3.5000%  | 0.0000% | $109401.36         | $104536.69         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940777 | 2037-06-01      | 7.0000%  | 0.0000% | $2453.41           | $2587.15           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $16048.93          | $15214.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $20202.50          | $19730.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL1312 | 2039-05-01      | 6.0000%  | 0.0000% | $149083.04         | $156912.88         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJAL3956 | 2028-08-01      | 2.0000%  | 0.0000% | $44071.94          | $43155.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  | 0.0000% | $36850.93          | $34807.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO7562 | 2042-10-01      | 3.0000%  | 0.0000% | $2613.35           | $2395.89           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP8527 | 2042-09-01      | 3.0000%  | 0.0000% | $416279.25         | $379796.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2095 | 2048-07-01      | 4.5000%  | 0.0000% | $782669.98         | $769098.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3967 | 2049-08-01      | 3.5000%  | 0.0000% | $34200546.88       | $31801880.14       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4359 | 2049-10-01      | 4.0000%  | 0.0000% | $17631542.11       | $16948784.14       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | 0.0000% | $1320877.54        | $1176488.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $3530802.68        | $2992049.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ6746 | 2042-12-01      | 3.5000%  | 0.0000% | $16230.63          | $15339.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ8665 | 2042-12-01      | 3.5000%  | 0.0000% | $53977.96          | $51047.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0234 | 2043-08-01      | 4.0000%  | 0.0000% | $1483.43           | $1430.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6228 | 2045-11-01      | 4.0000%  | 0.0000% | $26546178.40       | $25552324.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6730 | 2046-02-01      | 3.5000%  | 0.0000% | $3439.08           | $3228.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $136975.03         | $134894.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  | 0.0000% | $8359.06           | $7654.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $1063.01           | $1052.91           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV6756 | 2044-04-01      | 4.0000%  | 0.0000% | $64510.96          | $62255.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $3903.15           | $3771.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4373 | 2052-08-01      | 4.0000%  | 0.0000% | $3746265.40        | $3566142.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2785 | 2052-01-01      | 2.5000%  | 0.0000% | $207168.57         | $175037.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5648 | 2053-02-01      | 6.0000%  | 0.0000% | $37106130.73       | $38345957.88       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD4030 | 2030-04-01      | 5.0000%  | 0.0000% | $39483.10          | $39837.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $263882.74         | $262293.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5980 | 2041-02-01      | 6.0000%  | 0.0000% | $3284752.15        | $3402806.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $219633.69         | $215094.59         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4111 | 2035-08-01      | 1.5000%  | 0.0000% | $200586.25         | $181303.09         | Agency Mortgage-Backed Securities |

### Security 257: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.70_0409
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CL735224 | 2035-02-01      | 5.5000%  | 0.0000% | $136726.77         | $139988.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL832437 | 2035-09-01      | 5.5000%  | 0.0000% | $2204.79           | $2232.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $10184558.34       | $10501654.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4867 | 2055-01-01      | 6.0000%  | 0.0000% | $7554031.75        | $7728680.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8878 | 2054-07-01      | 6.5000%  | 0.0000% | $18410903.56       | $19277443.43       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9352 | 2054-10-01      | 6.5000%  | 0.0000% | $23362064.13       | $24657412.72       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9472 | 2054-11-01      | 5.0000%  | 0.0000% | $368752.64         | $365017.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0712 | 2056-01-01      | 5.0000%  | 0.0000% | $3725540.04        | $3718098.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0841 | 2056-02-01      | 5.0000%  | 0.0000% | $2000001.49        | $1979152.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0138 | 2056-01-01      | 5.5000%  | 0.0000% | $3044335.28        | $3116319.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0297 | 2054-07-01      | 6.5000%  | 0.0000% | $1487886.79        | $1559443.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1011 | 2054-09-01      | 6.0000%  | 0.0000% | $2406218.35        | $2495797.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $742274.68         | $750130.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $99538.62          | $95932.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  | 0.0000% | $1728373.86        | $1714548.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $6813874.90        | $6973128.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $640868.25         | $664451.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7415 | 2040-04-01      | 5.0000%  | 0.0000% | $4672436.41        | $4750174.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4743 | 2055-08-01      | 5.5000%  | 0.0000% | $967107.67         | $974238.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5204 | 2055-07-01      | 6.0000%  | 0.0000% | $9826159.95        | $10098098.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3187 | 2056-04-01      | 5.0000%  | 0.0000% | $1154520.00        | $1146740.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG4872 | 2056-03-01      | 4.5000%  | 0.0000% | $2096951.00        | $2025759.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5250 | 2056-03-01      | 5.0000%  | 0.0000% | $8900582.00        | $8793754.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6673 | 2056-04-01      | 4.5000%  | 0.0000% | $1019566.00        | $988987.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5056 | 2056-03-01      | 6.0000%  | 0.0000% | $1290102.00        | $1339229.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $33857.81          | $34902.19          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2371 | 2052-11-01      | 4.5000%  | 0.0000% | $15551985.70       | $15175596.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6908 | 2055-12-01      | 5.5000%  | 0.0000% | $37873718.87       | $38157822.24       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE8485 | 2055-09-01      | 4.5000%  | 0.0000% | $740024.21         | $714900.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE7454 | 2055-08-01      | 4.5000%  | 0.0000% | $2265278.02        | $2190131.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0756 | 2055-10-01      | 5.5000%  | 0.0000% | $2500735.08        | $2549727.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1003 | 2040-10-01      | 6.5000%  | 0.0000% | $895706.65         | $944609.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2177 | 2040-10-01      | 5.0000%  | 0.0000% | $903418.36         | $938736.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2275 | 2055-10-01      | 5.5000%  | 0.0000% | $8252820.01        | $8421312.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2781 | 2041-03-01      | 5.0000%  | 0.0000% | $1705844.00        | $1738660.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF5292 | 2040-11-01      | 5.5000%  | 0.0000% | $968139.33         | $991513.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4849 | 2055-11-01      | 5.0000%  | 0.0000% | $11080298.77       | $10951730.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF5672 | 2040-12-01      | 4.0000%  | 0.0000% | $754162.40         | $737778.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3031 | 2053-02-01      | 5.5000%  | 0.0000% | $18570184.70       | $18775187.15       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3054 | 2036-11-01      | 2.0000%  | 0.0000% | $8428769.19        | $7744948.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4456 | 2054-08-01      | 5.5000%  | 0.0000% | $16027981.29       | $16403506.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  | 0.0000% | $382842151.25      | $378315681.00      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3936 | 2055-04-01      | 6.5000%  | 0.0000% | $20801644.43       | $21674661.71       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $6533.82           | $6423.18           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1800 | 2049-08-01      | 4.0000%  | 0.0000% | $63485.04          | $60811.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | 0.0000% | $109953.10         | $101784.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2154 | 2033-12-01      | 4.0000%  | 0.0000% | $585.08            | $584.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2200 | 2050-01-01      | 4.0000%  | 0.0000% | $15264.05          | $14592.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $6595746.47        | $5811690.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2445 | 2050-02-01      | 3.0000%  | 0.0000% | $64292.64          | $57073.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2490 | 2050-02-01      | 3.0000%  | 0.0000% | $152424.80         | $134305.91         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $6562196.06        | $5871393.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $1290628.34        | $1214833.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $308965.43         | $299242.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4422 | 2050-10-01      | 2.5000%  | 0.0000% | $64649.91          | $55423.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4459 | 2050-05-01      | 4.0000%  | 0.0000% | $55808.25          | $53425.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2802 | 2050-04-01      | 3.0000%  | 0.0000% | $2290168.74        | $2048372.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3841 | 2035-07-01      | 3.5000%  | 0.0000% | $455072.55         | $448349.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6399 | 2055-12-01      | 5.5000%  | 0.0000% | $1514500.22        | $1543570.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6522 | 2040-12-01      | 5.5000%  | 0.0000% | $1190398.94        | $1220902.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2299 | 2046-07-01      | 3.0000%  | 0.0000% | $29669.33          | $26867.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  | 0.0000% | $5817496.46        | $5058807.66        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH1207 | 2047-06-01      | 4.0000%  | 0.0000% | $3457033.40        | $3288618.25        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1055 | 2047-04-01      | 4.0000%  | 0.0000% | $998519.94         | $958572.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7697 | 2048-10-01      | 4.5000%  | 0.0000% | $153550.78         | $151091.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  | 0.0000% | $149160.76         | $154268.53         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5847 | 2051-01-01      | 2.0000%  | 0.0000% | $933015.28         | $761623.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6117 | 2048-11-01      | 3.0000%  | 0.0000% | $138257.59         | $124602.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7980 | 2051-07-01      | 2.5000%  | 0.0000% | $34190.09          | $28888.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM8189 | 2038-08-01      | 3.0000%  | 0.0000% | $1689.73           | $1615.62           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $127131.62         | $122474.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  | 0.0000% | $223494.08         | $222032.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0027 | 2051-11-01      | 2.5000%  | 0.0000% | $108106.18         | $93147.89          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0314 | 2033-06-01      | 3.0000%  | 0.0000% | $3041.69           | $2953.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $136166.37         | $125839.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $9730.79           | $9110.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1486 | 2048-11-01      | 3.5000%  | 0.0000% | $44153.72          | $41379.31          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $24468.34          | $20591.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $174691.77         | $169092.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $50014.92          | $45884.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  | 0.0000% | $133272.82         | $129784.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3152 | 2052-08-01      | 4.5000%  | 0.0000% | $21608.93          | $21045.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5632 | 2047-12-01      | 3.0000%  | 0.0000% | $4317.85           | $3891.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $37659.55          | $34154.88          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9005 | 2050-02-01      | 3.0000%  | 0.0000% | $21412.19          | $18992.14          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $11718.56          | $9531.36           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ5895 | 2050-11-01      | 3.0000%  | 0.0000% | $961719.76         | $847362.62         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $457140.20         | $369582.61         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $4037427.75        | $3423255.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4191 | 2053-03-01      | 5.5000%  | 0.0000% | $3801129.51        | $3861295.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $20457.89          | $18770.66          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5020 | 2052-11-01      | 4.5000%  | 0.0000% | $50235.35          | $48752.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5054 | 2052-12-01      | 5.5000%  | 0.0000% | $48322.97          | $48838.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $70111.39          | $71049.65          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $4245.87           | $3739.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9770 | 2053-04-01      | 4.0000%  | 0.0000% | $2546516.91        | $2426373.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  | 0.0000% | $13833.96          | $13602.78          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9510 | 2049-09-01      | 5.0000%  | 0.0000% | $132964.13         | $134533.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0046 | 2040-02-01      | 5.0000%  | 0.0000% | $1711337.45        | $1728715.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0404 | 2055-05-01      | 6.0000%  | 0.0000% | $10539801.09       | $10990799.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1330 | 2040-10-01      | 6.0000%  | 0.0000% | $7624149.85        | $7962418.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2538133.03        | $2526032.90        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $299895.83         | $265917.64         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV2180 | 2052-02-01      | 2.0000%  | 0.0000% | $1076324.88        | $884821.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV7978 | 2037-08-01      | 4.5000%  | 0.0000% | $64911.25          | $64646.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | 0.0000% | $19031238.11       | $18473603.81       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8463 | 2052-04-01      | 2.5000%  | 0.0000% | $720038.53         | $608820.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $1661508.80        | $1627187.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $3753.66           | $3301.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9903 | 2053-05-01      | 6.0000%  | 0.0000% | $1670129.88        | $1739690.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4144 | 2053-07-01      | 5.5000%  | 0.0000% | $10521245.78       | $10623126.51       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1416 | 2055-11-01      | 4.5000%  | 0.0000% | $17230863.53       | $16715074.86       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL890858 | 2048-06-01      | 4.0000%  | 0.0000% | $75727.77          | $72426.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL923749 | 2037-05-01      | 6.0000%  | 0.0000% | $14972.22          | $15696.43          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $30091.56          | $31731.92          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL931997 | 2039-09-01      | 5.0000%  | 0.0000% | $23155.47          | $23430.02          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA2043 | 2039-02-01      | 5.0000%  | 0.0000% | $3562.12           | $3587.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7435 | 2039-06-01      | 4.5000%  | 0.0000% | $56250.46          | $55698.42          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA9592 | 2039-01-01      | 6.0000%  | 0.0000% | $62970.98          | $65548.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB5823 | 2027-08-01      | 3.5000%  | 0.0000% | $13626.30          | $13543.42          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $1243.81           | $1253.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA0639 | 2041-01-01      | 4.0000%  | 0.0000% | $4056.80           | $3917.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $145060.98         | $135481.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  | 0.0000% | $942.25            | $903.07            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620196 | 2032-01-01      | 7.0000%  | 0.0000% | $1157.82           | $1220.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7093 | 2045-05-01      | 4.0000%  | 0.0000% | $97382.78          | $92047.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $248817.39         | $245604.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  | 0.0000% | $8922.58           | $8807.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9515 | 2046-07-01      | 3.5000%  | 0.0000% | $124968.42         | $116845.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8044 | 2042-07-01      | 3.5000%  | 0.0000% | $149931.14         | $141697.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0859 | 2047-12-01      | 3.5000%  | 0.0000% | $1327.76           | $1233.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1182 | 2048-02-01      | 3.5000%  | 0.0000% | $352500.70         | $328813.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  | 0.0000% | $1367217.69        | $1346682.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6291 | 2050-07-01      | 3.0000%  | 0.0000% | $42354.79          | $37554.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5969 | 2050-06-01      | 2.5000%  | 0.0000% | $453631.10         | $389042.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $5561686.47        | $4903266.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $41965069.13       | $37587692.77       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $201935.35         | $171421.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA8391 | 2035-12-01      | 3.0000%  | 0.0000% | $27442.78          | $26354.65          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA8737 | 2036-02-01      | 2.5000%  | 0.0000% | $407288.96         | $387182.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0007 | 2051-04-01      | 3.0000%  | 0.0000% | $73678.65          | $64892.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0043 | 2051-04-01      | 3.0000%  | 0.0000% | $18236.18          | $16322.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1394 | 2051-08-01      | 2.5000%  | 0.0000% | $490733.06         | $412977.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $731.69            | $697.57            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4094 | 2040-08-01      | 2.5000%  | 0.0000% | $393807.19         | $357742.06         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4284 | 2031-03-01      | 1.5000%  | 0.0000% | $7399947.24        | $7000572.08        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $25307437.21       | $21453958.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $11890431.43       | $12424628.89       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $41821.24          | $35388.02          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $5764762.86        | $4877925.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $60577.22          | $62039.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $17451.79          | $15357.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $199251.15         | $200811.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  | 0.0000% | $1195796.94        | $1223830.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5556 | 2039-12-01      | 4.0000%  | 0.0000% | $414084.18         | $405133.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9047 | 2042-12-01      | 3.5000%  | 0.0000% | $799866.56         | $755195.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR4126 | 2043-02-01      | 3.0000%  | 0.0000% | $8878.29           | $8126.90           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $4121.56           | $4102.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7022 | 2046-04-01      | 4.0000%  | 0.0000% | $26156961.57       | $25161462.48       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8966 | 2047-03-01      | 4.0000%  | 0.0000% | $3109.85           | $2978.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9615 | 2047-05-01      | 4.5000%  | 0.0000% | $6123.66           | $6034.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAT2767 | 2028-05-01      | 2.5000%  | 0.0000% | $32634.18          | $32148.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  | 0.0000% | $24075.08          | $22665.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW1014 | 2044-05-01      | 4.5000%  | 0.0000% | $39422.66          | $38913.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1901 | 2051-10-01      | 2.5000%  | 0.0000% | $2344128.90        | $2025522.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $408378.03         | $386925.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB3985 | 2037-06-01      | 4.5000%  | 0.0000% | $146649.82         | $147596.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4134 | 2052-07-01      | 5.0000%  | 0.0000% | $52215067.75       | $51826987.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $102324.77         | $99305.17          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5921 | 2053-03-01      | 6.5000%  | 0.0000% | $2870017.15        | $2994006.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6328 | 2053-05-01      | 6.0000%  | 0.0000% | $188008.76         | $193647.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6699 | 2053-07-01      | 6.0000%  | 0.0000% | $4628923.31        | $4838150.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $1571927.18        | $1628492.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $146908.80         | $147986.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $952687.90         | $974447.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $3586860.16        | $3569832.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5867 | 2035-10-01      | 4.5000%  | 0.0000% | $11330257.64       | $11332636.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $68777068.80       | $70389432.53       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAD5222 | 2030-05-01      | 4.5000%  | 0.0000% | $2071.67           | $2079.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAD2610 | 2037-03-01      | 5.5000%  | 0.0000% | $281578.78         | $283581.46         | Agency Mortgage-Backed Securities |

### Security 258: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.70_0428
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLDG1817 | 2056-02-01      | 5.0000%  | 0.0000% | $999900.29         | $987771.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  | 0.0000% | $609667.24         | $623295.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8885 | 2056-01-01      | 5.5000%  | 0.0000% | $1899869.23        | $1939354.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9682 | 2056-01-01      | 6.0000%  | 0.0000% | $2695187.14        | $2784618.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6073 | 2056-04-01      | 5.5000%  | 0.0000% | $19200443.00       | $19494734.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0507 | 2055-01-01      | 6.0000%  | 0.0000% | $10945270.39       | $11274679.25       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2297 | 2055-04-01      | 6.5000%  | 0.0000% | $54970023.40       | $57275777.70       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  | 0.0000% | $62734236.44       | $66666083.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4705 | 2056-02-01      | 5.5000%  | 0.0000% | $79072625.53       | $79667752.44       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4695 | 2051-01-01      | 3.5000%  | 0.0000% | $5665619.09        | $5277125.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  | 0.0000% | $11229.13          | $10734.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1162 | 2032-07-01      | 2.5000%  | 0.0000% | $1681165.17        | $1626650.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2202 | 2048-12-01      | 4.0000%  | 0.0000% | $2088244.90        | $1999641.36        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3329 | 2050-03-01      | 4.0000%  | 0.0000% | $1953989.75        | $1870560.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2888 | 2049-01-01      | 3.5000%  | 0.0000% | $368688.42         | $342130.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  | 0.0000% | $14496.36          | $13605.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3896 | 2050-08-01      | 2.5000%  | 0.0000% | $89711.27          | $76911.38          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  | 0.0000% | $1637435.73        | $1472439.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $109727.90         | $102277.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $353159.46         | $354956.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7557 | 2050-03-01      | 3.5000%  | 0.0000% | $1701852.75        | $1583083.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1475 | 2052-04-01      | 3.5000%  | 0.0000% | $108712.24         | $100653.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  | 0.0000% | $360612.17         | $335460.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1862 | 2052-03-01      | 2.5000%  | 0.0000% | $538091.30         | $456878.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2051 | 2052-04-01      | 3.5000%  | 0.0000% | $30625.79          | $28090.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $210856.36         | $214515.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $105608.19         | $105979.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  | 0.0000% | $3354532.92        | $3490961.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7880 | 2054-01-01      | 2.5000%  | 0.0000% | $191609.05         | $162132.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $66372.11          | $60877.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $170496.31         | $177447.73         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1301617.47        | $1342181.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5026 | 2052-12-01      | 6.0000%  | 0.0000% | $2748434.76        | $2859892.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY0750 | 2053-05-01      | 6.5000%  | 0.0000% | $480598.11         | $509389.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1811 | 2056-01-01      | 4.5000%  | 0.0000% | $124401.50         | $120447.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL883234 | 2036-07-01      | 6.0000%  | 0.0000% | $1611.61           | $1691.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  | 0.0000% | $36674.33          | $36314.52          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL988988 | 2038-09-01      | 6.0000%  | 0.0000% | $23138.89          | $24074.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL994004 | 2039-08-01      | 5.0000%  | 0.0000% | $1669287.00        | $1689085.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  | 0.0000% | $1551.22           | $1536.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $5983.86           | $6025.37           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $451592.91         | $426569.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA4881 | 2034-12-01      | 2.5000%  | 0.0000% | $180998.05         | $171316.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $12281.03          | $10335.39          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $677878.05         | $523701.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | 0.0000% | $34060.24          | $28694.50          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICA9422 | 2036-03-01      | 1.5000%  | 0.0000% | $20147.95          | $18235.05          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB0619 | 2036-05-01      | 1.5000%  | 0.0000% | $1675961.46        | $1510845.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  | 0.0000% | $6651292.53        | $5850849.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $320873.44         | $272768.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $1225818.93        | $1039347.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $2898491.39        | $2677289.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $176389898.80      | $149531596.80      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $117101.25         | $118347.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $5644464.71        | $5452874.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $3645073.94        | $3206411.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $7927.97           | $6482.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  | 0.0000% | $124176.92         | $127709.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4105 | 2052-07-01      | 5.0000%  | 0.0000% | $1063138.29        | $1069683.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6033 | 2053-04-01      | 6.0000%  | 0.0000% | $10214025.86       | $10539914.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  | 0.0000% | $42827.84          | $42689.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $258662.03         | $264725.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD4038 | 2040-04-01      | 4.5000%  | 0.0000% | $10770.69          | $10664.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0606 | 2040-11-01      | 4.0000%  | 0.0000% | $38101.53          | $36818.32          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $1734263.73        | $1854342.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL835084 | 2035-07-01      | 5.5000%  | 0.0000% | $1214.32           | $1231.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831600 | 2036-07-01      | 6.0000%  | 0.0000% | $3835.10           | $4036.66           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4197 | 2055-08-01      | 7.0000%  | 0.0000% | $1206044.60        | $1280619.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3969 | 2055-08-01      | 4.5000%  | 0.0000% | $1238730.47        | $1196675.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7141 | 2055-08-01      | 6.0000%  | 0.0000% | $491218.47         | $512031.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4630 | 2040-08-01      | 5.5000%  | 0.0000% | $1290621.92        | $1333307.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0128 | 2040-05-01      | 6.5000%  | 0.0000% | $749160.76         | $782990.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8218 | 2040-04-01      | 5.0000%  | 0.0000% | $2191850.45        | $2232666.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3835 | 2055-03-01      | 6.0000%  | 0.0000% | $1231581.27        | $1277014.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5573 | 2055-03-01      | 6.5000%  | 0.0000% | $419886.32         | $439425.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD6619 | 2040-06-01      | 5.5000%  | 0.0000% | $1135119.47        | $1172067.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9111 | 2040-06-01      | 5.5000%  | 0.0000% | $1874971.67        | $1940225.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0990 | 2055-02-01      | 5.0000%  | 0.0000% | $24753.94          | $24491.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3453 | 2054-09-01      | 6.0000%  | 0.0000% | $259535.92         | $265463.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2210 | 2054-08-01      | 6.0000%  | 0.0000% | $351937.70         | $363805.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3238 | 2047-08-01      | 3.5000%  | 0.0000% | $9762.28           | $9151.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3499 | 2047-12-01      | 4.0000%  | 0.0000% | $1134.13           | $1086.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3066 | 2047-07-01      | 5.0000%  | 0.0000% | $1042828.27        | $1055171.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1100 | 2047-04-01      | 3.5000%  | 0.0000% | $11667.21          | $10979.15          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE7191 | 2047-03-01      | 4.0000%  | 0.0000% | $189751.83         | $182433.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6405 | 2046-09-01      | 4.0000%  | 0.0000% | $720970.36         | $684134.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  | 0.0000% | $40213.96          | $39592.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1128 | 2046-06-01      | 3.5000%  | 0.0000% | $50416.36          | $46879.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9822 | 2045-09-01      | 4.0000%  | 0.0000% | $17373.12          | $16724.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6886 | 2056-01-01      | 5.0000%  | 0.0000% | $2177426.42        | $2153772.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6047 | 2055-12-01      | 6.0000%  | 0.0000% | $1399988.32        | $1459710.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4152 | 2055-11-01      | 6.0000%  | 0.0000% | $1155038.04        | $1199510.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2980 | 2040-10-01      | 5.0000%  | 0.0000% | $779308.60         | $787285.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2631 | 2055-11-01      | 5.0000%  | 0.0000% | $20244833.37       | $20014318.96       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2675 | 2055-11-01      | 6.0000%  | 0.0000% | $4467131.47        | $4588427.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF0959 | 2040-10-01      | 5.5000%  | 0.0000% | $1693959.63        | $1742505.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0550 | 2055-12-01      | 5.5000%  | 0.0000% | $1677886.69        | $1720862.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0224 | 2055-10-01      | 5.0000%  | 0.0000% | $1592334.48        | $1579595.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0816 | 2055-10-01      | 5.5000%  | 0.0000% | $2362570.33        | $2397312.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL704444 | 2033-05-01      | 6.0000%  | 0.0000% | $31805.22          | $32531.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6470 | 2029-10-01      | 3.5000%  | 0.0000% | $35361.56          | $35133.36          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $26485.39          | $27470.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL3414 | 2041-09-01      | 4.5000%  | 0.0000% | $113283.88         | $112171.43         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $6907388.22        | $6856266.64        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $600.35            | $623.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5436 | 2040-09-01      | 5.5000%  | 0.0000% | $898212.89         | $925166.76         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBU8681 | 2037-05-01      | 1.5000%  | 0.0000% | $65412.69          | $58713.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255899 | 2035-09-01      | 5.5000%  | 0.0000% | $4571.97           | $4728.55           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $172402.66         | $141093.76         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  | 0.0000% | $1369537.03        | $1230090.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7504 | 2050-01-01      | 3.0000%  | 0.0000% | $14235.43          | $12735.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN4035 | 2048-11-01      | 4.0000%  | 0.0000% | $897211.81         | $860267.61         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $19091.70          | $18880.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $81317.96          | $67728.95          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5996 | 2048-12-01      | 5.0000%  | 0.0000% | $95022.90          | $95834.93          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $45573.68          | $45019.87          | Agency Mortgage-Backed Securities |

### Security 259: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 910QDQ001_3.70_0430
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? 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 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $1802766.63        | $1621419.12        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $8969.92           | $9458.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA5026 | 2038-11-01      | 6.0000%  | 0.0000% | $301654.07         | $313535.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $6722965.41        | $6779729.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $13366100.00       | $13493242.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $75290251.16       | $77049934.91       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1719 | 2055-03-01      | 6.0000%  | 0.0000% | $1599572.30        | $1641181.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4373 | 2055-09-01      | 6.5000%  | 0.0000% | $1908912.43        | $1995906.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6869 | 2040-10-01      | 5.0000%  | 0.0000% | $521945.53         | $527504.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  | 0.0000% | $248946.01         | $248119.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4763 | 2055-11-01      | 4.5000%  | 0.0000% | $527946.19         | $510268.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6409 | 2055-12-01      | 5.0000%  | 0.0000% | $2475117.47        | $2456610.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6488 | 2056-02-01      | 5.0000%  | 0.0000% | $951665.38         | $940243.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7764 | 2056-01-01      | 5.0000%  | 0.0000% | $10088851.31       | $9969264.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  | 0.0000% | $7549038.57        | $7139905.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $56987.61          | $55913.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | 0.0000% | $80907.47          | $79382.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $3944.19           | $4037.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3784 | 2045-06-01      | 5.0000%  | 0.0000% | $31391.09          | $31744.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4110 | 2032-09-01      | 3.5000%  | 0.0000% | $4160089.80        | $4131167.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BM7885 | 2048-08-01      | 3.5000%  | 0.0000% | $1376412.23        | $1282720.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL256349 | 2036-07-01      | 6.0000%  | 0.0000% | $9263.87           | $9751.40           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $1805.76           | $1852.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $32666.10          | $32345.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $33199.30          | $32761.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7387 | 2046-06-01      | 3.5000%  | 0.0000% | $57229.34          | $53521.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9456 | 2054-11-01      | 4.5000%  | 0.0000% | $193037.23         | $186663.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  | 0.0000% | $62525.69          | $63018.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1673 | 2055-07-01      | 6.0000%  | 0.0000% | $12991111.39       | $13558796.97       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDG6845 | 2041-04-01      | 6.5000%  | 0.0000% | $1002445.00        | $1053445.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3994 | 2056-03-01      | 5.0000%  | 0.0000% | $5473842.00        | $5440668.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1869 | 2052-04-01      | 3.5000%  | 0.0000% | $6270078.41        | $5808002.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1388 | 2033-09-01      | 3.5000%  | 0.0000% | $1788587.44        | $1780972.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1133 | 2051-10-01      | 4.0000%  | 0.0000% | $13213186.90       | $12597892.83       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1040 | 2049-06-01      | 3.5000%  | 0.0000% | $25047.08          | $23362.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0837 | 2052-01-01      | 3.0000%  | 0.0000% | $42937.74          | $37838.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7518 | 2051-06-01      | 2.5000%  | 0.0000% | $221654.52         | $190350.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8067 | 2051-07-01      | 3.0000%  | 0.0000% | $4748622.72        | $4239275.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $9837.82           | $9049.39           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5293 | 2048-01-01      | 3.5000%  | 0.0000% | $558242.48         | $523071.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4097 | 2050-07-01      | 3.0000%  | 0.0000% | $1761901.69        | $1552439.77        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3663 | 2050-03-01      | 4.0000%  | 0.0000% | $39230724.36       | $37404664.90       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4704 | 2055-02-01      | 5.0000%  | 0.0000% | $153781605.06      | $151987537.70      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3735 | 2040-01-01      | 6.0000%  | 0.0000% | $42112949.17       | $43827325.22       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA6037 | 2041-04-01      | 4.5000%  | 0.0000% | $91990.00          | $91512.48          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  | 0.0000% | $3217340.12        | $3359712.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $686692.28         | $702790.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5809 | 2035-08-01      | 4.5000%  | 0.0000% | $305324.97         | $305389.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6065 | 2053-04-01      | 5.0000%  | 0.0000% | $30735.75          | $30527.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $3062.70           | $2899.98           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $286919.15         | $245568.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $2235.73           | $2110.45           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $24030.60          | $20270.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $11778095.94       | $11378312.03       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $7999203.15        | $7184612.30        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  | 0.0000% | $459015.95         | $431615.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5337 | 2039-03-01      | 3.5000%  | 0.0000% | $275142.26         | $265178.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $1299511.17        | $1258621.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3873 | 2049-12-01      | 4.0000%  | 0.0000% | $18283.29          | $17479.00          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4476 | 2031-11-01      | 1.5000%  | 0.0000% | $1010587.43        | $951982.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2368 | 2048-09-01      | 4.0000%  | 0.0000% | $116529.03         | $111574.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  | 0.0000% | $376055.79         | $349012.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  | 0.0000% | $3339.01           | $3374.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0818 | 2031-08-01      | 4.0000%  | 0.0000% | $103117.24         | $102561.58         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL968252 | 2038-02-01      | 7.0000%  | 0.0000% | $10702.90          | $11286.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $18504.34          | $19421.95          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888034 | 2036-08-01      | 6.5000%  | 0.0000% | $24762.89          | $25710.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  | 0.0000% | $335099.62         | $337724.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBW1982 | 2037-07-01      | 4.5000%  | 0.0000% | $116233.85         | $116449.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | 0.0000% | $139833.70         | $123675.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5976 | 2055-08-01      | 5.5000%  | 0.0000% | $2342348.39        | $2375135.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1690 | 2055-12-01      | 5.5000%  | 0.0000% | $32617954.87       | $33433447.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $10539533.77       | $10786615.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1397184.28        | $1459989.11        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $412376.74         | $333376.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6466 | 2050-12-01      | 4.5000%  | 0.0000% | $1450940.77        | $1425472.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  | 0.0000% | $37375.51          | $31707.27          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6211 | 2053-11-01      | 6.0000%  | 0.0000% | $16338876.32       | $16790973.03       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR5633 | 2051-03-01      | 2.0000%  | 0.0000% | $12851.66          | $10546.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR3060 | 2051-03-01      | 2.5000%  | 0.0000% | $16892.65          | $14333.47          | Agency Mortgage-Backed Securities |
| FNMS 02.000 REBR1104 | 2050-12-01      | 2.0000%  | 0.0000% | $2335116.21        | $1890607.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ0310 | 2035-07-01      | 2.0000%  | 0.0000% | $3641028.80        | $3352756.41        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO1967 | 2034-10-01      | 2.5000%  | 0.0000% | $9855.87           | $9306.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6210 | 2049-03-01      | 4.0000%  | 0.0000% | $5192816.16        | $4940457.41        | Agency Mortgage-Backed Securities |

### 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: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324508980.25
- **C.18.a - Value (excl. sponsor support):** $324508980.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: 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):** $348478084.50
- **C.18.a - Value (excl. sponsor support):** $348478084.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: 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):** $1171628277.60
- **C.18.a - Value (excl. sponsor support):** $1171628277.60
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: 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):** $148512730.50
- **C.18.a - Value (excl. sponsor support):** $148512730.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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 264: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $592401696.00
- **C.18.a - Value (excl. sponsor support):** $592401696.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $349223654.50
- **C.18.a - Value (excl. sponsor support):** $349223654.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $1096783710.00
- **C.18.a - Value (excl. sponsor support):** $1096783710.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $696472777.00
- **C.18.a - Value (excl. sponsor support):** $696472777.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: 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):** $695968658.00
- **C.18.a - Value (excl. sponsor support):** $695968658.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: 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):** $1142611813.50
- **C.18.a - Value (excl. sponsor support):** $1142611813.50
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: 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):** $299819250.00
- **C.18.a - Value (excl. sponsor support):** $299819250.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: 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):** $724049648.25
- **C.18.a - Value (excl. sponsor support):** $724049648.25
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: 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):** $199085938.00
- **C.18.a - Value (excl. sponsor support):** $199085938.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $261907911.00
- **C.18.a - Value (excl. sponsor support):** $261907911.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: 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):** $917825524.80
- **C.18.a - Value (excl. sponsor support):** $917825524.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: 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):** $1548945933.60
- **C.18.a - Value (excl. sponsor support):** $1548945933.60
- **C.19 - Percentage of Net Assets:** 1.0900%
- **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 276: 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):** $796704724.55
- **C.18.a - Value (excl. sponsor support):** $796704724.55
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: 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):** $148148437.50
- **C.18.a - Value (excl. sponsor support):** $148148437.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: 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):** $231689804.10
- **C.18.a - Value (excl. sponsor support):** $231689804.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: 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):** $536085206.10
- **C.18.a - Value (excl. sponsor support):** $536085206.10
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: 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):** $711672462.75
- **C.18.a - Value (excl. sponsor support):** $711672462.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: 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):** $239998214.40
- **C.18.a - Value (excl. sponsor support):** $239998214.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 282: 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):** $409911112.00
- **C.18.a - Value (excl. sponsor support):** $409911112.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: 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):** $490393528.80
- **C.18.a - Value (excl. sponsor support):** $490393528.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: 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):** $891867611.60
- **C.18.a - Value (excl. sponsor support):** $891867611.60
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180813936.60
- **C.18.a - Value (excl. sponsor support):** $180813936.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $502143555.00
- **C.18.a - Value (excl. sponsor support):** $502143555.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1467049055.20
- **C.18.a - Value (excl. sponsor support):** $1467049055.20
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: 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: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $382893031.20
- **C.18.a - Value (excl. sponsor support):** $382893031.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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 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):** $400352036.00
- **C.18.a - Value (excl. sponsor support):** $400352036.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 290: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.803400%
- **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):** $300003246.00
- **C.18.a - Value (excl. sponsor support):** $300003246.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: 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):** $686477031.25
- **C.18.a - Value (excl. sponsor support):** $686477031.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 292: 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):** $631325954.70
- **C.18.a - Value (excl. sponsor support):** $631325954.70
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 293: 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):** $331947607.08
- **C.18.a - Value (excl. sponsor support):** $331947607.08
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 294: 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):** $359507811.60
- **C.18.a - Value (excl. sponsor support):** $359507811.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: 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):** $657181202.40
- **C.18.a - Value (excl. sponsor support):** $657181202.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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 296: 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):** $1149016442.45
- **C.18.a - Value (excl. sponsor support):** $1149016442.45
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.751400%
- **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):** $520196034.80
- **C.18.a - Value (excl. sponsor support):** $520196034.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $876155271.25
- **C.18.a - Value (excl. sponsor support):** $876155271.25
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.813400%
- **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):** $100111952.00
- **C.18.a - Value (excl. sponsor support):** $100111952.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: United States Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Note 3.752400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $699961066.00
- **C.18.a - Value (excl. sponsor support):** $699961066.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 302: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 303: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 304: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_3.68_0401
- **C.18 - Value (incl. sponsor support):** $1199999999.99
- **C.18.a - Value (excl. sponsor support):** $1199999999.99
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51886719.00       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $51886719.00       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33 | 2033-11-15      | 4.5000%  | 0.0000% | $32274000.00       | $33491839.38       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51637695.44       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30 | 2030-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51637695.44       | U.S. Treasuries (including strips) |
| T 3 3/4 08/31/31 | 2031-08-31      | 3.7500%  | 0.0000% | $22000000.00       | $21798476.67       | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31 | 2031-11-30      | 4.1250%  | 0.0000% | $20000000.00       | $20374218.70       | U.S. Treasuries (including strips) |
| T 4 1/4 05/15/35 | 2035-05-15      | 4.2500%  | 0.0000% | $6400000.00        | $6486000.00        | U.S. Treasuries (including strips) |
| T 6 1/4 05/15/30 | 2030-05-15      | 6.2500%  | 0.0000% | $14720000.00       | $16369387.54       | U.S. Treasuries (including strips) |
| T 5 3/8 02/15/31 | 2031-02-15      | 5.3750%  | 0.0000% | $22416000.00       | $23970234.38       | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50237304.56       | U.S. Treasuries (including strips) |
| T 3 7/8 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50237304.56       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/35 | 2035-08-15      | 4.2500%  | 0.0000% | $4200000.00        | $4206398.44        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40 | 2040-02-15      | 4.6250%  | 0.0000% | $18347000.00       | $18439451.77       | U.S. Treasuries (including strips) |
| T 2 7/8 05/15/43 | 2043-05-15      | 2.8750%  | 0.0000% | $20401000.00       | $15890067.90       | U.S. Treasuries (including strips) |
| T 2 1/2 02/15/45 | 2045-02-15      | 2.5000%  | 0.0000% | $4317000.00        | $3040871.18        | U.S. Treasuries (including strips) |
| T 2 7/8 08/15/45 | 2045-08-15      | 2.8750%  | 0.0000% | $9330000.00        | $6960508.03        | U.S. Treasuries (including strips) |
| T 3 02/15/47     | 2047-02-15      | 3.0000%  | 0.0000% | $38947000.00       | $29163848.50       | U.S. Treasuries (including strips) |
| T 3 1/2 11/30/30 | 2030-11-30      | 3.5000%  | 0.0000% | $8100000.00        | $8046052.71        | U.S. Treasuries (including strips) |
| T 3 7/8 12/31/32 | 2032-12-31      | 3.8750%  | 0.0000% | $10600000.00       | $10549691.38       | U.S. Treasuries (including strips) |
| T 1 1/8 05/15/40 | 2040-05-15      | 1.1250%  | 0.0000% | $19500000.00       | $12366504.00       | U.S. Treasuries (including strips) |
| T 4 11/15/42     | 2042-11-15      | 4.0000%  | 0.0000% | $26000000.00       | $23920507.75       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48548828.00       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48548828.00       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48548828.00       | U.S. Treasuries (including strips) |
| T 4 5/8 05/15/54 | 2054-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $48548828.00       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $45044921.88       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $45044921.88       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $45044921.88       | U.S. Treasuries (including strips) |
| T 4 1/4 08/15/54 | 2054-08-15      | 4.2500%  | 0.0000% | $50000000.00       | $45044921.88       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $45000000.00       | $44625586.05       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $49583984.50       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/29 | 2029-05-15      | 2.3750%  | 0.0000% | $20000000.00       | $19328125.10       | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | 0.0000% | $17600000.00       | $17677013.84       | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20451866.66       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47413086.19       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $47413086.19       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/29 | 2029-02-28      | 1.8750%  | 0.0000% | $30000000.00       | $28447851.71       | U.S. Treasuries (including strips) |
| T 0 5/8 05/15/30 | 2030-05-15      | 0.6250%  | 0.0000% | $9987000.00        | $8771589.90        | U.S. Treasuries (including strips) |

### Security 305: Village Gate Apartments LLC / Village Gate at Knightdale LLC

- **C.1 - Title:** Village Gate Apartments LLC / Village Gate at Knightdale LLC 3.750000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 927076AA7, C.4 - ISIN: US927076AA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42100000.00
- **C.18.a - Value (excl. sponsor support):** $42100000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2066-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.68_0401
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/8 TRIN X 29                  | 2029-04-15      | 2.1250%  | 0.0000% | $3354660.07        | $3478837.22        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL3258             | 2055-11-01      | 5.5000%  | 0.0000% | $1269525.70        | $1290120.37        | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M                 | 2055-01-20      | 5.5000%  | 0.0000% | $11358586.27       | $11477060.11       | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M                 | 2055-03-20      | 5.5000%  | 0.0000% | $15634950.95       | $15796668.45       | Agency Mortgage-Backed Securities  |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $3247.27           | $3293.12           | U.S. Treasuries (including strips) |
| FEPC 03.500 3VZN0595             | 2043-01-01      | 3.5000%  | 0.0000% | $2242533.67        | $2117280.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9664             | 2055-12-01      | 5.5000%  | 0.0000% | $505988.78         | $512178.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214             | 2055-02-01      | 5.5000%  | 0.0000% | $10460231.79       | $10641803.98       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402             | 2055-03-01      | 6.5000%  | 0.0000% | $245.86            | $255.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1329             | 2055-05-01      | 5.0000%  | 0.0000% | $4454101.41        | $4449115.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480             | 2055-08-01      | 6.0000%  | 0.0000% | $12425434.65       | $12714586.93       | Agency Mortgage-Backed Securities  |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $1140000.00        | $1131736.68        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $34.55             | $33.82             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $1321605.45        | $1338174.66        | U.S. Treasuries (including strips) |
| T 3 1/2 01/31/28                 | 2028-01-31      | 3.5000%  | 0.0000% | $1042996.36        | $1042969.68        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $13300.00          | $13448.20          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $345385.45         | $355154.68         | U.S. Treasuries (including strips) |
| 05.500 FGPC H03116 G             | 2037-07-01      | 5.5000%  | 0.0000% | $65.38             | $66.20             | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G                    | 2041-10-01      | 6.4730%  | 0.0000% | $589.14            | $618.27            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G             | 2037-12-01      | 5.5000%  | 0.0000% | $32.65             | $32.59             | Agency Mortgage-Backed Securities  |
| 2.875 FHLB 29 EC                 | 2029-03-09      | 2.8750%  | 0.0000% | $88090.91          | $85707.17          | Agency Mortgage-Backed Securities  |
| 4.05 FHOR 28-30 7C               | 2030-07-17      | 4.0500%  | 0.0000% | $3454545.45        | $3472360.55        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073             | 2041-01-01      | 4.0000%  | 0.0000% | $18.95             | $18.23             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879             | 2054-02-01      | 5.5000%  | 0.0000% | $978855.73         | $986821.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273             | 2053-11-01      | 5.5000%  | 0.0000% | $172963.97         | $176780.13         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663             | 2054-01-01      | 6.5000%  | 0.0000% | $86630.96          | $90162.88          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715             | 2054-06-01      | 6.0000%  | 0.0000% | $10313527.07       | $10575387.52       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455             | 2054-05-01      | 7.0000%  | 0.0000% | $420177.43         | $447025.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251             | 2055-01-01      | 5.5000%  | 0.0000% | $6797748.35        | $6931346.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803             | 2055-09-01      | 6.5000%  | 0.0000% | $22446213.29       | $23455634.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185             | 2055-05-01      | 6.5000%  | 0.0000% | $187535.61         | $196644.90         | Agency Mortgage-Backed Securities  |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $24113487.27       | $25011330.72       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $2953325.45        | $3032281.03        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $2091934.55        | $2047466.18        | U.S. Treasuries (including strips) |
| FEPC 04.000 CLZA5570             | 2048-07-01      | 4.0000%  | 0.0000% | $9013936.37        | $8631685.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921             | 2048-11-01      | 4.5000%  | 0.0000% | $82.25             | $81.20             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522             | 2043-07-01      | 3.0000%  | 0.0000% | $133293.08         | $122033.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606             | 2045-03-01      | 3.0000%  | 0.0000% | $2992810.45        | $2727548.68        | Agency Mortgage-Backed Securities  |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $98178.18          | $99278.89          | U.S. Treasuries (including strips) |
| FEPC 03.000 CISB0361             | 2035-07-01      | 3.0000%  | 0.0000% | $2282093.07        | $2191653.72        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114             | 2041-01-01      | 2.5000%  | 0.0000% | $4747826.36        | $4300782.11        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630             | 2042-08-01      | 2.0000%  | 0.0000% | $6222411.44        | $5435131.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780             | 2051-12-01      | 2.5000%  | 0.0000% | $114185.05         | $97955.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790             | 2052-09-01      | 5.0000%  | 0.0000% | $1844627.07        | $1830823.11        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684             | 2052-09-01      | 4.5000%  | 0.0000% | $691513.62         | $672889.78         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696             | 2047-04-01      | 2.0000%  | 0.0000% | $584.07            | $480.13            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141             | 2037-02-01      | 2.0000%  | 0.0000% | $643.83            | $591.59            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489             | 2052-08-01      | 4.5000%  | 0.0000% | $1698312.85        | $1670350.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846             | 2052-10-01      | 4.5000%  | 0.0000% | $6070499.49        | $5894503.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181             | 2053-01-01      | 5.5000%  | 0.0000% | $482.91            | $490.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184             | 2053-01-01      | 6.0000%  | 0.0000% | $3857721.85        | $3977388.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399             | 2053-02-01      | 6.0000%  | 0.0000% | $3308327.37        | $3451865.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364             | 2053-02-01      | 6.5000%  | 0.0000% | $1133463.11        | $1183749.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5078             | 2054-02-01      | 6.5000%  | 0.0000% | $3543244.59        | $3727006.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984             | 2045-08-01      | 4.0000%  | 0.0000% | $3065158.34        | $2958960.82        | Agency Mortgage-Backed Securities  |
| United States Treasury Note/Bond | 2026-09-30      | 3.5000%  | 0.0000% | $34.55             | $34.50             | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26                 | 2026-10-31      | 3.8584%  | 0.0000% | $34.55             | $34.79             | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-11-30      | 4.2500%  | 0.0000% | $37447.27          | $38097.16          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $103.64            | $106.53            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $128198.18         | $130011.07         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $310909.09         | $316975.49         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                  | 2035-02-15      | 4.6250%  | 0.0000% | $34.55             | $35.62             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $1075400.00        | $1101123.06        | U.S. Treasuries (including strips) |
| FEPC 03.000 CLSD6202             | 2052-05-01      | 3.0000%  | 0.0000% | $17263634.07       | $15191480.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299             | 2054-09-01      | 5.5000%  | 0.0000% | $4851732.88        | $4900358.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453             | 2054-05-01      | 5.5000%  | 0.0000% | $298.31            | $305.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753             | 2052-07-01      | 3.5000%  | 0.0000% | $3287818.73        | $3019479.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877             | 2054-07-01      | 5.5000%  | 0.0000% | $532921.05         | $548217.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956             | 2054-07-01      | 5.5000%  | 0.0000% | $311323.51         | $318211.65         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104             | 2050-11-01      | 1.5000%  | 0.0000% | $4776132.31        | $3693574.16        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8211             | 2052-05-01      | 2.0000%  | 0.0000% | $20613979.20       | $16638710.75       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362             | 2053-09-01      | 5.5000%  | 0.0000% | $3264772.23        | $3298132.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653             | 2053-08-01      | 5.0000%  | 0.0000% | $261.83            | $263.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222             | 2053-10-01      | 6.0000%  | 0.0000% | $4758954.63        | $4928739.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605             | 2053-08-01      | 5.5000%  | 0.0000% | $4356280.74        | $4453562.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517             | 2035-10-01      | 2.0000%  | 0.0000% | $3143006.03        | $2894185.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430             | 2048-06-01      | 4.5000%  | 0.0000% | $2163614.91        | $2131219.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227             | 2051-10-01      | 2.5000%  | 0.0000% | $7018738.94        | $6020522.19        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704             | 2051-12-01      | 2.0000%  | 0.0000% | $1834977.87        | $1497849.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634             | 2052-03-01      | 3.0000%  | 0.0000% | $1792587.48        | $1579230.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713             | 2050-03-01      | 4.5000%  | 0.0000% | $16655.87          | $16389.24          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636             | 2051-06-01      | 3.0000%  | 0.0000% | $6142660.76        | $5425443.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685             | 2051-06-01      | 3.0000%  | 0.0000% | $1998568.52        | $1761658.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373             | 2051-11-01      | 3.0000%  | 0.0000% | $4204237.45        | $3698282.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390             | 2051-12-01      | 2.5000%  | 0.0000% | $1376708.37        | $1167077.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592             | 2052-08-01      | 5.0000%  | 0.0000% | $12824706.14       | $12728734.59       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448             | 2052-05-01      | 2.0000%  | 0.0000% | $1150115.24        | $929627.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3118             | 2052-10-01      | 5.5000%  | 0.0000% | $2903061.78        | $2974893.20        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M                 | 2050-05-20      | 3.0000%  | 0.0000% | $31414552.30       | $28097175.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709             | 2052-11-01      | 5.0000%  | 0.0000% | $1729598.36        | $1718163.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                 | 2050-10-20      | 2.0000%  | 0.0000% | $9381852.99        | $7740372.72        | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M                 | 2052-05-20      | 3.5000%  | 0.0000% | $8688090.32        | $8030190.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M                 | 2052-01-20      | 3.0000%  | 0.0000% | $4694160.66        | $4188214.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M                 | 2052-03-20      | 3.5000%  | 0.0000% | $457888.65         | $422930.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M                 | 2053-05-20      | 5.5000%  | 0.0000% | $2226395.27        | $2265141.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M                 | 2052-07-20      | 4.0000%  | 0.0000% | $5158210.51        | $4878436.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M                 | 2052-08-20      | 3.0000%  | 0.0000% | $14363476.72       | $12832186.46       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M                 | 2053-04-20      | 5.5000%  | 0.0000% | $3834951.84        | $3902843.27        | Agency Mortgage-Backed Securities  |
| GNII SP 785317 C                 | 2051-02-20      | 2.0000%  | 0.0000% | $4305215.26        | $3566512.08        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $732157.80         | $676994.59         | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X                 | 2053-04-15      | 6.0000%  | 0.0000% | $3101107.45        | $3174557.18        | Agency Mortgage-Backed Securities  |
| GNII SP 788131 C                 | 2055-07-20      | 7.5000%  | 0.0000% | $8143988.99        | $8758599.55        | Agency Mortgage-Backed Securities  |
| GNII SP 787333 C                 | 2054-03-20      | 7.5000%  | 0.0000% | $889547.04         | $948283.84         | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C                 | 2054-04-20      | 6.0000%  | 0.0000% | $5298228.95        | $5460826.29        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C                 | 2054-04-20      | 7.0000%  | 0.0000% | $42.23             | $43.82             | Agency Mortgage-Backed Securities  |
| GNII SP 787570 C                 | 2051-07-20      | 3.0000%  | 0.0000% | $4411142.15        | $3921487.73        | Agency Mortgage-Backed Securities  |
| United States Treasury Bill      | 2026-06-25      | 0.0000%  | 0.0000% | $69.09             | $68.50             | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                    | 2027-11-15      | 6.1250%  | 0.0000% | $1727272.73        | $1829285.54        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $23801.82          | $23432.03          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $345385.45         | $345409.86         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28                 | 2028-11-15      | 3.5000%  | 0.0000% | $69.09             | $69.44             | U.S. Treasuries (including strips) |
| 04.000 FGPC U99082 G             | 2043-11-01      | 4.0000%  | 0.0000% | $1827244.97        | $1774589.86        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G             | 2048-02-01      | 4.0000%  | 0.0000% | $3694451.01        | $3542229.77        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244             | 2046-07-01      | 3.0000%  | 0.0000% | $3022054.87        | $2727579.80        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023             | 2050-09-01      | 2.5000%  | 0.0000% | $64500.11          | $54999.14          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553             | 2050-08-01      | 2.5000%  | 0.0000% | $1220882.83        | $1037653.14        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344             | 2051-04-01      | 2.5000%  | 0.0000% | $3177593.49        | $2697692.14        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361             | 2052-06-01      | 4.0000%  | 0.0000% | $277.08            | $262.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717             | 2052-11-01      | 5.5000%  | 0.0000% | $259.51            | $262.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330             | 2052-11-01      | 5.0000%  | 0.0000% | $264.61            | $262.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943             | 2052-06-01      | 3.0000%  | 0.0000% | $10949981.14       | $9632216.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798             | 2054-06-01      | 6.0000%  | 0.0000% | $3555584.75        | $3681416.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956             | 2054-05-01      | 5.5000%  | 0.0000% | $1013211.76        | $1036054.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895             | 2052-04-01      | 3.0000%  | 0.0000% | $19609.50          | $17254.77          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598             | 2054-06-01      | 6.0000%  | 0.0000% | $9808769.89        | $10049084.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690             | 2054-11-01      | 5.0000%  | 0.0000% | $634.39            | $630.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289             | 2055-04-01      | 6.5000%  | 0.0000% | $912376.70         | $953238.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585             | 2055-06-01      | 6.0000%  | 0.0000% | $15652329.07       | $16080858.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786             | 2054-02-01      | 5.5000%  | 0.0000% | $3016961.67        | $3046266.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M                 | 2053-10-20      | 6.5000%  | 0.0000% | $6016308.76        | $6302665.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M                 | 2054-01-20      | 4.5000%  | 0.0000% | $34425960.58       | $33323228.21       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M                 | 2054-04-20      | 6.5000%  | 0.0000% | $9670516.04        | $10125075.42       | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C                 | 2051-08-20      | 3.0000%  | 0.0000% | $6345212.36        | $5660551.26        | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C                 | 2051-10-20      | 2.0000%  | 0.0000% | $5090711.97        | $4094427.40        | Agency Mortgage-Backed Securities  |
| GNII SF CH7852 C                 | 2052-02-20      | 3.5000%  | 0.0000% | $3462045.09        | $3175289.67        | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C                 | 2051-10-20      | 3.5000%  | 0.0000% | $6283861.28        | $5686728.98        | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C                 | 2051-11-20      | 3.5000%  | 0.0000% | $6640928.36        | $6009852.01        | Agency Mortgage-Backed Securities  |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $34.55             | $26.87             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43                    | 2043-08-15      | 3.6250%  | 0.0000% | $34.55             | $29.63             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $326869.09         | $287705.73         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44                    | 2044-08-15      | 3.1250%  | 0.0000% | $292841.82         | $230468.95         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $449194.55         | $312489.49         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $676572.73         | $501263.33         | U.S. Treasuries (including strips) |
| 3 BOND 47                        | 2047-05-15      | 3.0000%  | 0.0000% | $34.55             | $26.03             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $245963.64         | $175861.66         | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $45.55             | $32.77             | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $14089501.82       | $10376937.94       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40                    | 2040-11-15      | 1.3750%  | 0.0000% | $1036674.55        | $672492.59         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $34.55             | $23.99             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $345.45            | $165.36            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $366043.64         | $232031.27         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $1743163.64        | $1283949.90        | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $103.64            | $72.37             | U.S. Treasuries (including strips) |
| TINT 11/15/33                    | 2033-11-15      | 0.0000%  | 0.0000% | $3561433.73        | $2579521.52        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $103.64            | $75.79             | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $11296.36          | $9448.05           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42                    | 2042-08-15      | 3.3750%  | 0.0000% | $2531732.73        | $2124688.87        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $34.55             | $31.75             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                    | 2053-02-15      | 1.5000%  | 0.0000% | $343554.73         | $264332.46         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-02-15      | 3.8750%  | 0.0000% | $345420.00         | $308284.57         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $1146080.00        | $1087110.38        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $552.73            | $555.58            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $960225.45         | $950294.13         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $1349034.55        | $1296518.81        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $71543.64          | $70423.38          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $34.55             | $33.14             | U.S. Treasuries (including strips) |
| FNMS 06.000 NQ889810             | 2037-11-01      | 6.0000%  | 0.0000% | $115506.19         | $117941.76         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916             | 2038-09-01      | 4.3700%  | 0.0000% | $8.89              | $8.84              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479             | 2040-12-01      | 4.5000%  | 0.0000% | $2362700.00        | $2339498.28        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150             | 2038-02-01      | 5.7800%  | 0.0000% | $11.57             | $11.97             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366             | 2042-06-01      | 3.5000%  | 0.0000% | $1675100.64        | $1582589.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7809             | 2043-02-01      | 3.0000%  | 0.0000% | $1030941.41        | $948326.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996             | 2037-05-01      | 3.5000%  | 0.0000% | $2248964.76        | $2172595.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057             | 2047-07-01      | 3.5000%  | 0.0000% | $9173948.31        | $8519980.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211             | 2047-12-01      | 4.0000%  | 0.0000% | $1995540.95        | $1915845.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283             | 2033-02-01      | 3.0000%  | 0.0000% | $1397617.32        | $1353518.30        | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $6013020.85        | $5456068.80        | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C                 | 2051-12-20      | 3.0000%  | 0.0000% | $5348913.19        | $4801435.88        | Agency Mortgage-Backed Securities  |
| GNII SF CJ2164 C                 | 2052-04-20      | 3.5000%  | 0.0000% | $1191029.53        | $1115931.15        | Agency Mortgage-Backed Securities  |
| GNII SF CK1568 C                 | 2052-01-20      | 4.5000%  | 0.0000% | $3315685.82        | $3141340.43        | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C                 | 2051-12-20      | 3.5000%  | 0.0000% | $624228.96         | $572526.37         | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $9573953.44        | $8892271.99        | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C                 | 2052-01-20      | 4.0000%  | 0.0000% | $6348421.72        | $5896371.76        | Agency Mortgage-Backed Securities  |
| GNII SF CL5067 C                 | 2052-03-20      | 4.0000%  | 0.0000% | $2744807.89        | $2587890.88        | Agency Mortgage-Backed Securities  |
| GNII SF CM7789 C                 | 2052-04-20      | 4.0000%  | 0.0000% | $3264895.23        | $3073191.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M                 | 2054-09-20      | 5.0000%  | 0.0000% | $9129443.86        | $9074773.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M                 | 2054-10-20      | 6.0000%  | 0.0000% | $2034322.99        | $2080009.82        | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C                 | 2053-08-20      | 6.0000%  | 0.0000% | $8543593.20        | $8946167.31        | Agency Mortgage-Backed Securities  |
| GNMI SF CX5729 X                 | 2053-12-15      | 7.5000%  | 0.0000% | $3313987.61        | $3540399.24        | Agency Mortgage-Backed Securities  |
| GNPL PN DA8504                   | 2060-05-15      | 5.9500%  | 0.0000% | $171542.42         | $182748.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387             | 2041-07-01      | 2.0000%  | 0.0000% | $448.50            | $391.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046             | 2040-06-01      | 3.0000%  | 0.0000% | $2233437.16        | $2080687.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334             | 2041-05-01      | 2.5000%  | 0.0000% | $402060.60         | $363460.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361             | 2036-06-01      | 2.5000%  | 0.0000% | $6338.25           | $5994.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366             | 2041-06-01      | 2.5000%  | 0.0000% | $1120375.14        | $1011937.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356             | 2051-06-01      | 2.5000%  | 0.0000% | $229.14            | $194.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606             | 2042-05-01      | 2.0000%  | 0.0000% | $1810513.86        | $1569836.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607             | 2042-05-01      | 2.5000%  | 0.0000% | $2992322.38        | $2689703.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632             | 2042-06-01      | 3.0000%  | 0.0000% | $1640944.46        | $1512663.62        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540             | 2042-02-01      | 2.0000%  | 0.0000% | $3162399.42        | $2743782.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072             | 2053-07-01      | 5.5000%  | 0.0000% | $2410.64           | $2435.16           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701             | 2052-08-01      | 4.5000%  | 0.0000% | $1408278.40        | $1365278.03        | Agency Mortgage-Backed Securities  |
| T 1 1/2 08/15/26                 | 2026-08-15      | 1.5000%  | 0.0000% | $345454.55         | $343143.18         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $68814.55          | $67545.94          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $279058.18         | $274614.61         | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $344556.36         | $343420.29         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                  | 2029-08-15      | 1.6250%  | 0.0000% | $988863.64         | $922133.28         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $345420.00         | $316694.25         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $2072727.27        | $2005920.44        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $103.64            | $90.08             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27                  | 2027-10-31      | 0.5000%  | 0.0000% | $345489.09         | $328591.09         | U.S. Treasuries (including strips) |
| FNMS 05.000 CTMA5864             | 2045-10-01      | 5.0000%  | 0.0000% | $1271550.44        | $1272942.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047             | 2054-12-01      | 5.5000%  | 0.0000% | $318145.99         | $321359.05         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3595             | 2055-01-01      | 6.0000%  | 0.0000% | $291.08            | $301.44            | Agency Mortgage-Backed Securities  |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $690909.09         | $656770.31         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $121220.00         | $120898.90         | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $697334.55         | $654915.57         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $889303.64         | $773002.58         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $1381783.64        | $1297750.04        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $447674.55         | $440831.16         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                  | 2029-01-31      | 1.7500%  | 0.0000% | $51818.18          | $49096.18          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $322689.09         | $309458.19         | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $172312.73         | $170221.02         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $1001472.73        | $1002212.81        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $1460305.45        | $1461717.73        | U.S. Treasuries (including strips) |
| FNMS 05.000 CLCB9435             | 2054-11-01      | 5.0000%  | 0.0000% | $323.09            | $321.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025             | 2054-08-01      | 6.5000%  | 0.0000% | $516208.35         | $545243.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635             | 2054-06-01      | 5.5000%  | 0.0000% | $379499.37         | $384327.48         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296             | 2054-04-01      | 6.0000%  | 0.0000% | $142816.91         | $149272.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8297             | 2054-04-01      | 6.0000%  | 0.0000% | $275.64            | $287.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220             | 2054-03-01      | 5.0000%  | 0.0000% | $30665343.70       | $30461746.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8164             | 2054-03-01      | 6.0000%  | 0.0000% | $180802.83         | $189303.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987             | 2054-08-01      | 5.5000%  | 0.0000% | $18194592.32       | $18630522.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439             | 2053-11-01      | 6.0000%  | 0.0000% | $4016016.88        | $4173862.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504             | 2053-11-01      | 6.0000%  | 0.0000% | $24791.57          | $25552.44          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7638             | 2053-12-01      | 6.0000%  | 0.0000% | $2640252.79        | $2746100.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011             | 2054-02-01      | 6.5000%  | 0.0000% | $4006044.91        | $4254682.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992             | 2054-02-01      | 6.0000%  | 0.0000% | $287.44            | $300.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914             | 2053-08-01      | 5.5000%  | 0.0000% | $8969123.65        | $9154096.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277             | 2054-06-01      | 5.5000%  | 0.0000% | $2588821.42        | $2630898.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0736             | 2063-06-01      | 4.0000%  | 0.0000% | $3635956.12        | $3387923.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005             | 2055-06-01      | 5.0000%  | 0.0000% | $1815946.20        | $1803373.80        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475             | 2038-03-01      | 4.3960%  | 0.0000% | $154200.61         | $153223.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158             | 2055-02-01      | 5.0000%  | 0.0000% | $132043.79         | $130642.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507             | 2055-11-01      | 5.5000%  | 0.0000% | $5950799.81        | $6105004.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307             | 2055-01-01      | 5.0000%  | 0.0000% | $6264931.75        | $6209998.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296             | 2055-01-01      | 6.0000%  | 0.0000% | $349402.42         | $362241.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595             | 2055-05-01      | 5.5000%  | 0.0000% | $1060090.64        | $1081765.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289             | 2048-01-01      | 3.5000%  | 0.0000% | $3767775.96        | $3531825.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166             | 2035-10-01      | 2.0000%  | 0.0000% | $134.88            | $124.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246             | 2048-06-01      | 4.0000%  | 0.0000% | $620217.10         | $596384.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226             | 2058-01-01      | 3.5000%  | 0.0000% | $149.86            | $136.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4647             | 2056-01-01      | 5.5000%  | 0.0000% | $381863.63         | $387960.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841             | 2052-08-01      | 3.0000%  | 0.0000% | $367.34            | $323.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009             | 2055-09-01      | 5.0000%  | 0.0000% | $345.51            | $341.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633             | 2053-06-01      | 5.0000%  | 0.0000% | $3859951.92        | $3849246.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560             | 2053-06-01      | 5.5000%  | 0.0000% | $281.43            | $285.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512             | 2053-06-01      | 5.0000%  | 0.0000% | $2644349.15        | $2662060.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095             | 2053-04-01      | 6.0000%  | 0.0000% | $3568637.11        | $3676024.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129             | 2053-04-01      | 5.0000%  | 0.0000% | $978174.81         | $975861.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701             | 2053-02-01      | 6.0000%  | 0.0000% | $1873725.68        | $1953319.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250             | 2053-05-01      | 5.0000%  | 0.0000% | $12504709.92       | $12473856.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5483             | 2053-01-01      | 6.0000%  | 0.0000% | $1834102.31        | $1919776.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105             | 2052-11-01      | 5.0000%  | 0.0000% | $530719.08         | $528190.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779             | 2052-10-01      | 5.0000%  | 0.0000% | $8659206.54        | $8697434.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794             | 2052-10-01      | 4.5000%  | 0.0000% | $222568.78         | $215660.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687             | 2052-09-01      | 5.0000%  | 0.0000% | $20306361.76       | $20286150.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039             | 2052-07-01      | 5.0000%  | 0.0000% | $11774071.14       | $11688976.01       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641             | 2052-05-01      | 4.5000%  | 0.0000% | $2434919.20        | $2372263.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347             | 2051-12-01      | 2.0000%  | 0.0000% | $860508.60         | $705759.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429             | 2042-02-01      | 4.0000%  | 0.0000% | $1316491.96        | $1277817.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864             | 2046-09-01      | 3.5000%  | 0.0000% | $961335.77         | $901532.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353             | 2045-12-01      | 4.0000%  | 0.0000% | $85.80             | $82.96             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625             | 2045-03-01      | 3.0000%  | 0.0000% | $2058349.05        | $1873571.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645             | 2045-03-01      | 3.0000%  | 0.0000% | $2969938.78        | $2705020.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664             | 2052-01-01      | 3.0000%  | 0.0000% | $5433479.80        | $4813889.23        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586             | 2037-01-01      | 2.0000%  | 0.0000% | $2705403.59        | $2492498.25        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580             | 2037-01-01      | 1.5000%  | 0.0000% | $1924314.62        | $1734638.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573             | 2046-05-01      | 2.5000%  | 0.0000% | $7593750.98        | $6565339.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958             | 2051-02-01      | 2.5000%  | 0.0000% | $177.13            | $150.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316             | 2050-07-01      | 3.0000%  | 0.0000% | $1229598.33        | $1083407.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4007             | 2049-08-01      | 4.0000%  | 0.0000% | $6984843.61        | $6666707.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787             | 2048-12-01      | 4.0000%  | 0.0000% | $38564.26          | $36976.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183             | 2048-08-01      | 4.0000%  | 0.0000% | $90.65             | $87.15             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051             | 2048-07-01      | 4.5000%  | 0.0000% | $750824.19         | $742759.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558             | 2047-10-01      | 4.5000%  | 0.0000% | $349158.46         | $345617.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406             | 2042-09-01      | 3.5000%  | 0.0000% | $203543.16         | $191886.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO6786             | 2042-06-01      | 3.5000%  | 0.0000% | $35.80             | $33.74             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337             | 2044-10-01      | 6.2330%  | 0.0000% | $11.59             | $12.09             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710             | 2045-10-01      | 4.0000%  | 0.0000% | $2130130.98        | $2053006.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699             | 2043-10-01      | 3.5000%  | 0.0000% | $3559898.96        | $3352131.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166             | 2043-03-01      | 3.0000%  | 0.0000% | $2261312.55        | $2073101.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232             | 2042-07-01      | 4.0000%  | 0.0000% | $2217669.15        | $2151124.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178             | 2053-09-01      | 6.0000%  | 0.0000% | $4810772.99        | $4974146.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024             | 2053-06-01      | 5.0000%  | 0.0000% | $320.13            | $316.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816             | 2052-11-01      | 5.0000%  | 0.0000% | $145435.51         | $146204.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647             | 2053-07-01      | 4.5000%  | 0.0000% | $1084713.74        | $1050974.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453             | 2052-07-01      | 5.0000%  | 0.0000% | $3693129.93        | $3686920.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835             | 2052-10-01      | 5.0000%  | 0.0000% | $277.25            | $278.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583             | 2052-04-01      | 3.5000%  | 0.0000% | $550.94            | $506.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766             | 2052-04-01      | 3.0000%  | 0.0000% | $2632538.26        | $2345107.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794             | 2051-11-01      | 2.5000%  | 0.0000% | $3083458.38        | $2648047.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788             | 2054-06-01      | 6.0000%  | 0.0000% | $189557.68         | $193912.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450             | 2052-01-01      | 2.0000%  | 0.0000% | $8863110.60        | $7163136.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301             | 2052-08-01      | 4.5000%  | 0.0000% | $1570988.98        | $1522690.50        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4               | 2026-04-27      | 4.0000%  | 0.0000% | $304000.00         | $309252.24         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7               | 2029-08-06      | 4.0000%  | 0.0000% | $6156345.45        | $6155071.77        | Agency Mortgage-Backed Securities  |
| 4.75 FMNT GB26-2933              | 2029-12-18      | 4.7500%  | 0.0000% | $8636363.64        | $8757706.94        | Agency Mortgage-Backed Securities  |
| 4.10 FMNT 26-27 N2               | 2027-04-14      | 4.1000%  | 0.0000% | $3454200.00        | $3519751.89        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21               | 2027-06-01      | 4.0000%  | 0.0000% | $345.45            | $350.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033             | 2054-05-01      | 6.0000%  | 0.0000% | $1225258.55        | $1263400.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391             | 2054-04-01      | 6.0000%  | 0.0000% | $6759350.35        | $6994609.54        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158             | 2042-04-01      | 3.0000%  | 0.0000% | $9247.79           | $8578.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257             | 2053-06-01      | 5.0000%  | 0.0000% | $4466858.93        | $4455837.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673             | 2053-05-01      | 5.5000%  | 0.0000% | $2214197.51        | $2236893.77        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921             | 2051-03-01      | 2.5000%  | 0.0000% | $2356109.23        | $1998801.34        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461             | 2050-04-01      | 4.0000%  | 0.0000% | $64.79             | $61.84             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664             | 2051-02-01      | 2.5000%  | 0.0000% | $7274773.75        | $6173797.37        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942             | 2049-12-01      | 3.0000%  | 0.0000% | $104.73            | $93.27             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281             | 2052-08-01      | 5.0000%  | 0.0000% | $1924858.54        | $1935873.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954             | 2052-10-01      | 4.5000%  | 0.0000% | $1160067.57        | $1125125.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247             | 2051-09-01      | 2.0000%  | 0.0000% | $3480379.50        | $2818469.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222             | 2051-07-01      | 2.5000%  | 0.0000% | $254.16            | $215.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339             | 2051-07-01      | 2.5000%  | 0.0000% | $3687659.51        | $3103273.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341             | 2051-05-01      | 2.5000%  | 0.0000% | $192521.82         | $165884.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795             | 2051-05-01      | 2.5000%  | 0.0000% | $231.97            | $197.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814             | 2051-05-01      | 2.5000%  | 0.0000% | $1917219.51        | $1635981.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994             | 2051-05-01      | 2.5000%  | 0.0000% | $5659566.63        | $4846871.73        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660             | 2051-02-01      | 2.0000%  | 0.0000% | $1966873.21        | $1582004.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334             | 2050-03-01      | 3.0000%  | 0.0000% | $2850734.70        | $2553009.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667             | 2050-12-01      | 2.5000%  | 0.0000% | $2159240.20        | $1849418.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378             | 2051-05-01      | 2.5000%  | 0.0000% | $6102529.06        | $5044981.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988             | 2050-02-01      | 3.0000%  | 0.0000% | $90717.32          | $81376.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856             | 2048-10-01      | 4.5000%  | 0.0000% | $894423.82         | $876463.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359             | 2048-07-01      | 4.0000%  | 0.0000% | $618693.18         | $593668.49         | Agency Mortgage-Backed Securities  |
| 1.23 FCOR 21-30 DY               | 2030-07-29      | 1.2300%  | 0.0000% | $345.45            | $306.30            | Agency Mortgage-Backed Securities  |
| 1.95 FCOR 21-40 Q                | 2040-08-13      | 1.9500%  | 0.0000% | $5181818.18        | $3598420.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101             | 2054-08-01      | 5.5000%  | 0.0000% | $2177248.35        | $2212061.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894             | 2054-08-01      | 6.0000%  | 0.0000% | $5735536.01        | $5946288.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227             | 2053-08-01      | 6.0000%  | 0.0000% | $922139.20         | $961469.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5959             | 2053-12-01      | 6.0000%  | 0.0000% | $5484090.86        | $5641072.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750             | 2053-03-01      | 6.0000%  | 0.0000% | $1362.29           | $1407.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327             | 2053-04-01      | 4.5000%  | 0.0000% | $301.07            | $291.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910             | 2052-12-01      | 5.0000%  | 0.0000% | $864703.29         | $861716.32         | Agency Mortgage-Backed Securities  |

### Security 307: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 933USN006_3.68_0430
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $4996198.12        | $5181138.95        | U.S. Treasuries (including strips) |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.3960%  | 0.0000% | $28.91             | $28.73             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $926.20            | $945.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2656 | 2056-02-01      | 5.0000%  | 0.0000% | $3351461.79        | $3340642.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1935.06           | $1921.66           | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $17909011.14       | $18095808.09       | Agency Mortgage-Backed Securities  |
| 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $9575198.31        | $9388278.53        | U.S. Treasuries (including strips) |
| FEPC 04.500 CLZM3756 | 2047-07-01      | 4.5000%  | 0.0000% | $216.43            | $213.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN4495 | 2048-12-01      | 4.0000%  | 0.0000% | $90.34             | $86.48             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0443 | 2049-09-01      | 2.5000%  | 0.0000% | $816.42            | $698.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $2093.67           | $1759.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB837922 | 2035-08-01      | 6.2900%  | 0.0000% | $28.32             | $29.25             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0458 | 2053-09-01      | 6.0000%  | 0.0000% | $260716.87         | $269730.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  | 0.0000% | $2537.79           | $2579.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4868 | 2055-01-01      | 5.5000%  | 0.0000% | $985.14            | $1002.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  | 0.0000% | $4306383.84        | $4257255.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $18559170.54       | $18974048.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $1615.16           | $1688.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $6497259.26        | $6900515.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504 | 2053-11-01      | 6.0000%  | 0.0000% | $103221.11         | $106389.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7951 | 2054-02-01      | 4.5000%  | 0.0000% | $6543810.95        | $6372670.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $24959033.31       | $25940023.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $5318032.16        | $5445448.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $2781.17           | $2762.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8219 | 2054-03-01      | 5.0000%  | 0.0000% | $4795449.32        | $4765212.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1538.54           | $1608.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  | 0.0000% | $3045.35           | $3185.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $15206418.89       | $16061729.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $18935628.27       | $19481996.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $23794351.57       | $23710278.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9673 | 2054-12-01      | 5.5000%  | 0.0000% | $19688807.28       | $19874538.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15258420.40       | $15463895.37       | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $2248.59           | $2234.56           | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $43735488.30       | $43776599.66       | Agency Mortgage-Backed Securities  |
| T 2 3/4 08/15/32     | 2032-08-15      | 2.7500%  | 0.0000% | $5514900.00        | $5117830.19        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $5143400.00        | $5034989.85        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $3842.02           | $3932.19           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| T 3 1/2 01/31/28     | 2028-01-31      | 3.5000%  | 0.0000% | $23397000.00       | $23396401.50       | U.S. Treasuries (including strips) |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $194.06            | $196.52            | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.4730%  | 0.0000% | $818.78            | $859.26            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G | 2037-12-01      | 5.5000%  | 0.0000% | $20.04             | $20.00             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2152754.67        | $2071947.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $859899.27         | $852359.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $949.66            | $922.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $2118.08           | $2172.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1158 | 2055-02-01      | 5.0000%  | 0.0000% | $4430.31           | $4383.28           | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M     | 2056-02-20      | 4.5000%  | 0.0000% | $1070.00           | $1034.85           | Agency Mortgage-Backed Securities  |
| 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $20318300.00       | $21074833.15       | U.S. Treasuries (including strips) |
| FEPC 04.000 CLZA5570 | 2048-07-01      | 4.0000%  | 0.0000% | $124953.99         | $119655.11         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5921 | 2048-11-01      | 4.5000%  | 0.0000% | $1790816.70        | $1767890.66        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $451523.99         | $413382.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4606 | 2045-03-01      | 3.0000%  | 0.0000% | $319.32            | $291.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $1982.52           | $1903.96           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114 | 2041-01-01      | 2.5000%  | 0.0000% | $4992.93           | $4522.80           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0630 | 2042-08-01      | 2.0000%  | 0.0000% | $897.01            | $783.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790 | 2052-09-01      | 5.0000%  | 0.0000% | $124279.94         | $123349.92         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3628179.81        | $3530465.67        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696 | 2047-04-01      | 2.0000%  | 0.0000% | $5241.25           | $4308.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181 | 2053-01-01      | 5.5000%  | 0.0000% | $2096.84           | $2130.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3551 | 2053-06-01      | 5.0000%  | 0.0000% | $861.31            | $857.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $4563930.98        | $4766412.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2907 | 2053-05-01      | 6.5000%  | 0.0000% | $993401.23         | $1056620.95        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3397 | 2050-09-01      | 3.5000%  | 0.0000% | $1016.12           | $950.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $832.40            | $875.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $519806.99         | $514304.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $6328965.15        | $6201923.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $2227.56           | $1907.09           | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $194.72            | $186.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $19439.53          | $18202.14          | Agency Mortgage-Backed Securities  |
| GNII JM MA5701 M     | 2049-01-20      | 4.5000%  | 0.0000% | $20.23             | $19.69             | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $4991700.00        | $5083657.89        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26     | 2026-10-31      | 3.8584%  | 0.0000% | $7282600.00        | $7334884.41        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $400.00            | $406.02            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $400.00            | $411.16            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $309.11            | $315.52            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD6299 | 2054-09-01      | 5.5000%  | 0.0000% | $2741.92           | $2769.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $10659212.21       | $10965167.13       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5900 | 2054-06-01      | 6.5000%  | 0.0000% | $1504.84           | $1602.29           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $18194017.76       | $14851897.99       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $691.25            | $534.57            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $2578.47           | $2181.00           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $35420892.57       | $34346576.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $15041817.79       | $15198302.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $846061.02         | $869775.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653 | 2053-08-01      | 5.0000%  | 0.0000% | $1492.20           | $1499.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $697.22            | $740.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $3600.48           | $3475.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $707.63            | $652.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $867.60            | $790.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1905.64           | $1833.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $911.77            | $876.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $877015.33         | $744752.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  | 0.0000% | $33994880.69       | $27622019.06       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4895 | 2035-12-01      | 2.3500%  | 0.0000% | $1787.44           | $1510.40           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24646565.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $390.05            | $359.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $2092.87           | $2008.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $5250.92           | $5068.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $9988284.50        | $9318037.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $766.38            | $735.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $14916554.58       | $13982430.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2567.50           | $2364.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $17563067.95       | $14877715.83       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $2882.68           | $2426.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634 | 2052-03-01      | 3.0000%  | 0.0000% | $1537.99           | $1354.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $21068631.33       | $20731364.68       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $710.33            | $654.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $23854200.66       | $22609567.98       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $31380668.39       | $29729679.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1430 | 2052-04-01      | 3.5000%  | 0.0000% | $2522473.52        | $2329344.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $394.28            | $353.33            | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $362.91            | $324.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $132.47            | $130.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $4102.87           | $4075.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $688184.61         | $650488.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $394.79            | $375.22            | Agency Mortgage-Backed Securities  |
| GNII SF MA7369 M     | 2051-05-20      | 3.5000%  | 0.0000% | $15068614.15       | $14050528.35       | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $540.13            | $481.97            | Agency Mortgage-Backed Securities  |
| GNII SF MA7474 M     | 2051-07-20      | 3.5000%  | 0.0000% | $561.74            | $520.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA7257 M     | 2051-03-20      | 3.5000%  | 0.0000% | $420.04            | $391.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA7909 M     | 2037-03-20      | 2.0000%  | 0.0000% | $591.09            | $544.05            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $4087.02           | $3775.00           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $3180.72           | $3236.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $749.53            | $730.31            | Agency Mortgage-Backed Securities  |
| GNII JM MA8261 M     | 2052-09-20      | 4.5000%  | 0.0000% | $58132.73          | $56436.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1337.22           | $1360.90           | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $7315135.70        | $6812573.68        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $14403501.65       | $13318293.83       | Agency Mortgage-Backed Securities  |
| GNMI SP 786677 X     | 2053-04-15      | 6.0000%  | 0.0000% | $4969.97           | $5087.68           | Agency Mortgage-Backed Securities  |
| GNII SP 787333 C     | 2054-03-20      | 7.5000%  | 0.0000% | $980.19            | $1044.91           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2192771.62        | $2260065.59        | Agency Mortgage-Backed Securities  |
| GNII SP 787530 C     | 2054-04-20      | 7.0000%  | 0.0000% | $122.24            | $126.86            | Agency Mortgage-Backed Securities  |
| 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $4999900.00        | $4953734.27        | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28     | 2028-09-15      | 3.3750%  | 0.0000% | $30000000.00       | $29734991.74       | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | 0.0000% | $9968107.37        | $9957906.69        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| T 4 11/15/35         | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $28982800.00       | $29130385.38       | U.S. Treasuries (including strips) |
| 03.000 FGPC Z40290 G | 2044-06-15      | 3.0000%  | 0.0000% | $20348993.03       | $18679297.10       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4842457.30        | $4669210.32        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4119588.98        | $3971981.36        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2150311.11        | $2117871.52        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $2781537.12        | $2682523.67        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3482202.20        | $3257101.04        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3456 | 2050-09-01      | 2.5000%  | 0.0000% | $564.26            | $480.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023 | 2050-09-01      | 2.5000%  | 0.0000% | $3427.34           | $2922.48           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508 | 2051-06-01      | 2.5000%  | 0.0000% | $11238057.43       | $9661934.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD6642 | 2047-02-01      | 2.0000%  | 0.0000% | $752.72            | $619.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3186012.30        | $2831781.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2717 | 2052-11-01      | 5.5000%  | 0.0000% | $751.20            | $761.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0466 | 2052-09-01      | 5.0000%  | 0.0000% | $623.14            | $623.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5589 | 2053-01-01      | 6.0000%  | 0.0000% | $679.72            | $709.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0747 | 2053-04-01      | 5.0000%  | 0.0000% | $56400.73          | $56496.42          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $5894765.19        | $5989018.55        | Agency Mortgage-Backed Securities  |
| 1.73 FCOR 21-35 BB   | 2035-10-26      | 1.7300%  | 0.0000% | $10000000.00       | $7946936.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3338122.69        | $3203103.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $275.22            | $271.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $823.75            | $789.82            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491 | 2032-11-01      | 1.4557%  | 0.0000% | $5940.79           | $4996.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $2986323.80        | $2856819.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $601.33            | $539.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378 | 2051-05-01      | 2.5000%  | 0.0000% | $20291.98          | $16775.45          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1881.60           | $1611.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $12636018.83       | $10747595.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $37786937.93       | $32360859.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $1443.73           | $1225.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $3374.88           | $2878.21           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $24240070.04       | $20564144.21       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $11681308.77       | $10045964.48       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341 | 2051-05-01      | 2.5000%  | 0.0000% | $1337.14           | $1152.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $12770379.40       | $10980627.75       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $8980801.71        | $7687057.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0837 | 2051-06-01      | 2.5000%  | 0.0000% | $690.23            | $586.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $5077.54           | $4272.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $5885.71           | $4992.16           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1886.73           | $1527.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2015.62           | $1954.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2709839.31        | $2353813.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $708.15            | $686.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $36583099.31       | $32180542.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $2295.68           | $2317.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $1971784.20        | $2041565.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $2581.90           | $2640.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7958 | 2054-05-01      | 5.5000%  | 0.0000% | $852.18            | $871.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9181323.21        | $8078820.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $24185050.96       | $23094409.96       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $12294755.06       | $12664716.53       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9670 | 2054-11-01      | 5.5000%  | 0.0000% | $23331928.77       | $23736932.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $3708.67           | $3688.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $42931559.93       | $44106940.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1441 | 2055-11-01      | 5.5000%  | 0.0000% | $36550249.39       | $37184737.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $843.88            | $819.75            | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $707.19            | $718.43            | Agency Mortgage-Backed Securities  |
| GNII SF MA9107 M     | 2053-08-20      | 6.0000%  | 0.0000% | $525.51            | $539.88            | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $860.87            | $858.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $26883721.43       | $26022582.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $403.12            | $422.07            | Agency Mortgage-Backed Securities  |
| GNPL PN CO1755       | 2058-06-15      | 5.2400%  | 0.0000% | $971.98            | $996.21            | Agency Mortgage-Backed Securities  |
| GNPL PN CP1214       | 2058-03-15      | 4.7400%  | 0.0000% | $965.82            | $964.54            | Agency Mortgage-Backed Securities  |
| GNPL PN CP3716       | 2058-05-15      | 4.5500%  | 0.0000% | $966.56            | $956.18            | Agency Mortgage-Backed Securities  |
| GNII SF BM1354 C     | 2049-07-20      | 3.5000%  | 0.0000% | $439.19            | $407.16            | Agency Mortgage-Backed Securities  |
| GNII SF BT3619 C     | 2050-03-20      | 3.0000%  | 0.0000% | $396.07            | $353.32            | Agency Mortgage-Backed Securities  |
| GNII SF BY0805 C     | 2050-09-20      | 2.5000%  | 0.0000% | $480.63            | $413.21            | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C     | 2051-12-20      | 3.5000%  | 0.0000% | $55697.07          | $50538.17          | Agency Mortgage-Backed Securities  |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $331.71            | U.S. Treasuries (including strips) |
| 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.72             | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $1414.52           | $1043.08           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.35             | U.S. Treasuries (including strips) |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $1300.00           | $972.51            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $2546200.00        | $1820508.79        | U.S. Treasuries (including strips) |
| 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $14241.42          | $10243.62          | U.S. Treasuries (including strips) |
| 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $12209000.00       | $8991945.70        | U.S. Treasuries (including strips) |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $870200.00         | $637947.46         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.39             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $1500.00           | $835.52            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $874.39            | $465.00            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $1354700.00        | $940637.31         | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $2266200.00        | $1084744.12        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  | 0.0000% | $5338947.90        | $5295156.08        | U.S. Treasuries (including strips) |
| 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.83             | U.S. Treasuries (including strips) |
| TINT 11/15/33        | 2033-11-15      | 0.0000%  | 0.0000% | $512.96            | $371.53            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.64             | U.S. Treasuries (including strips) |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $2537600.00        | $1811657.12        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $180.03            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $1200.00           | $1138.26           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $800.00            | $804.13            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $22700.00          | $22465.22          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $7841100.00        | $7535858.63        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $180.08            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $91.15             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.87            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $4258563.16        | $3971534.90        | U.S. Treasuries (including strips) |
| FEPC 04.000 CLRA2461 | 2050-04-01      | 4.0000%  | 0.0000% | $1407.89           | $1343.77           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3782279.50        | $3208690.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673 | 2053-05-01      | 5.5000%  | 0.0000% | $1572.52           | $1588.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  | 0.0000% | $599950.77         | $598470.49         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $759.26            | $658.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3JRE0017 | 2050-12-01      | 2.5000%  | 0.0000% | $1096.50           | $923.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033 | 2054-05-01      | 6.0000%  | 0.0000% | $808.72            | $833.89            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25389292.72       | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 3.8900%  | 0.0000% | $3072000.00        | $3098767.36        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1561000.00        | $1560677.05        | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14362935.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $29609196.03       | $24198608.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  | 0.0000% | $1190879.94        | $1218236.83        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $8400.32           | $7214.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3718434.01        | $3312440.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $776.57            | $781.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $297560.21         | $273507.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $803.12            | $760.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5083257.83        | $5099547.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $651.96            | $674.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $108852.86         | $109428.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $25737952.20       | $25463190.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $841.19            | $893.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1641 | 2055-12-01      | 5.5000%  | 0.0000% | $1892.32           | $1906.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1094.55           | $1085.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810 | 2037-11-01      | 6.0000%  | 0.0000% | $6.67              | $6.81              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834 | 2048-01-01      | 4.0000%  | 0.0000% | $1083.39           | $1040.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $9640028.40        | $9107635.34        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAC1668 | 2039-09-01      | 6.5300%  | 0.0000% | $18.03             | $18.84             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $950.64            | $918.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $2596.60           | $2267.34           | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $813.52            | $730.25            | Agency Mortgage-Backed Securities  |
| GNPL PN CJ1375       | 2058-02-15      | 5.0400%  | 0.0000% | $966.92            | $983.05            | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $1970216.37        | $1807030.57        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2374.90           | $2205.81           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $4099596.50        | $3807677.90        | Agency Mortgage-Backed Securities  |
| GNMI SF CM2303 X     | 2052-04-15      | 4.5000%  | 0.0000% | $657.83            | $637.35            | Agency Mortgage-Backed Securities  |
| GNMI SF AE7779 X     | 2043-09-15      | 3.5000%  | 0.0000% | $202.77            | $190.41            | Agency Mortgage-Backed Securities  |
| GNII SF AJ9005 C     | 2044-10-20      | 4.0000%  | 0.0000% | $138.69            | $130.89            | Agency Mortgage-Backed Securities  |
| GNPL PN CR2284       | 2057-12-15      | 4.8200%  | 0.0000% | $963.34            | $969.83            | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2640.11           | $2764.51           | Agency Mortgage-Backed Securities  |
| GNII SF DB6475 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1921.41           | $2012.38           | Agency Mortgage-Backed Securities  |
| GNCL CL DD8090       | 2067-05-15      | 5.8000%  | 0.0000% | $1000.00           | $1060.10           | Agency Mortgage-Backed Securities  |
| GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | 0.0000% | $291.33            | $300.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAL0315 | 2051-04-01      | 4.5000%  | 0.0000% | $149.07            | $145.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2154 | 2042-06-01      | 3.5000%  | 0.0000% | $146.08            | $138.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $5107.69           | $4941.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $654.71            | $632.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $268.05            | $258.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2583 | 2048-11-01      | 4.5000%  | 0.0000% | $150.27            | $147.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $269152.17         | $266261.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $781.05            | $750.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $2011.41           | $1931.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $7618071.89        | $7535484.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $9797936.45        | $9394558.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2951 | 2049-01-01      | 4.5000%  | 0.0000% | $177.71            | $174.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $5385.45           | $4745.16           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1003.97           | $851.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8527 | 2050-12-01      | 2.5000%  | 0.0000% | $13012808.80       | $11051561.63       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $6597.28           | $5703.82           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $3684.46           | $3321.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $12741459.79       | $11738753.63       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $16932113.22       | $13706658.54       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $1094708.52        | $989609.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1144443.88        | $1033676.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $3316.55           | $2813.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $2098172.51        | $1848166.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $32512974.76       | $28634827.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $17672093.65       | $16290577.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2368.34           | $2392.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $739.14            | $746.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $1933607.55        | $1952389.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $24614324.23       | $24794952.34       | Agency Mortgage-Backed Securities  |
| GNII SF DH4675 C     | 2055-05-20      | 6.5000%  | 0.0000% | $797.28            | $841.97            | Agency Mortgage-Backed Securities  |
| GNII SF DJ1054 C     | 2055-03-20      | 6.5000%  | 0.0000% | $590.18            | $623.27            | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5727       | 2061-02-15      | 5.0000%  | 0.0000% | $60273.13          | $59757.66          | Agency Mortgage-Backed Securities  |
| 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $100.20            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $34529600.00       | $30013876.52       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2533983.33        | $2501652.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $2766.37           | $2666.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5652 | 2045-08-01      | 4.0000%  | 0.0000% | $1743.97           | $1684.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $993.28            | $960.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1780266.76        | $1460113.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14429565.77       | $14058264.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779 | 2052-10-01      | 5.0000%  | 0.0000% | $2468469.86        | $2479367.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $38641022.54       | $38456885.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $749.61            | $770.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5108676.67        | $5434996.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7015549.58        | $7332659.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4120802.17        | $4148401.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1417963.84        | $1393757.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $1629.32           | $1652.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $1749.15           | $1744.30           | Agency Mortgage-Backed Securities  |
| GNII SF DM4814 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.44           | Agency Mortgage-Backed Securities  |
| GNPL PN DM8128       | 2061-03-15      | 5.7100%  | 0.0000% | $1004.00           | $1044.85           | Agency Mortgage-Backed Securities  |
| GNII SF DN0835 C     | 2055-10-20      | 6.5000%  | 0.0000% | $995.57            | $1082.92           | Agency Mortgage-Backed Securities  |
| GNII SF DN0589 C     | 2055-09-20      | 6.5000%  | 0.0000% | $946.65            | $1029.70           | Agency Mortgage-Backed Securities  |
| GNII SF DN6285 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1014.86           | $1052.19           | Agency Mortgage-Backed Securities  |
| GNII SF DN6426 C     | 2056-02-20      | 5.5000%  | 0.0000% | $998.98            | $1028.26           | Agency Mortgage-Backed Securities  |
| 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  | 0.0000% | $121.32            | $113.45            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $4425500.00        | $3846743.45        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $1915900.00        | $1702899.83        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $187.99            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $1400.00           | $1367.32           | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL0214 | 2055-02-01      | 5.5000%  | 0.0000% | $641258.20         | $652389.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5576 | 2055-10-01      | 5.5000%  | 0.0000% | $8457516.04        | $8599681.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $4937704.91        | $5060373.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0402 | 2055-03-01      | 6.5000%  | 0.0000% | $6537018.24        | $6798529.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3109 | 2055-10-01      | 5.0000%  | 0.0000% | $1489.30           | $1473.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1129 | 2055-05-01      | 5.0000%  | 0.0000% | $11466977.09       | $11358461.27       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3261 | 2054-01-01      | 2.5000%  | 0.0000% | $969.76            | $819.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3258 | 2055-11-01      | 5.5000%  | 0.0000% | $17109464.73       | $17387020.16       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $10998509.33       | $11532747.26       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1109088.06        | $1189917.29        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455 | 2054-05-01      | 7.0000%  | 0.0000% | $1762877.32        | $1875520.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $666711.44         | $681421.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879 | 2054-02-01      | 5.5000%  | 0.0000% | $1781.55           | $1796.04           | Agency Mortgage-Backed Securities  |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $42613.41          | $40086.68          | Agency Mortgage-Backed Securities  |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $89.47             | $85.56             | Agency Mortgage-Backed Securities  |
| GNII SF MA3598 M     | 2046-04-20      | 4.0000%  | 0.0000% | $90.27             | $86.46             | Agency Mortgage-Backed Securities  |
| GNII SF MA2148 M     | 2044-08-20      | 3.5000%  | 0.0000% | $74.57             | $70.36             | Agency Mortgage-Backed Securities  |
| GNMI SF 775089 X     | 2041-09-15      | 4.5000%  | 0.0000% | $88.27             | $86.96             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $97171.33          | $94316.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $126.64            | $122.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $7126668.82        | $6866405.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8522 | 2046-12-01      | 3.0000%  | 0.0000% | $398.87            | $357.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12330700.78       | $11563628.44       | Agency Mortgage-Backed Securities  |

### Security 308: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935QTY008, C.3 - LEI: U4LOSYZ7YG4W3S5F2G91, C.5 - Other ID: 935QTY008_3.67_0401
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 4.9400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $50028900.00       | $51086057.92       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $108000.00         | $110282.14         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $63935700.00       | $67057816.23       | U.S. Treasuries (including strips) |
| T 4 5/8 04/30/29                 | 2029-04-30      | 4.6250%  | 0.0000% | $2597500.00        | $2706260.25        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $590200.00         | $614912.34         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                    | 2028-06-30      | 4.0000%  | 0.0000% | $16200000.00       | $16428739.97       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                 | 2028-07-31      | 4.1250%  | 0.0000% | $13200.00          | $13378.69          | U.S. Treasuries (including strips) |
| 4  NOTE N 30                     | 2030-07-31      | 4.0000%  | 0.0000% | $31935100.00       | $32243284.48       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $7970000.00        | $7893153.61        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                  | 2032-08-15      | 2.7500%  | 0.0000% | $50199400.00       | $46585070.38       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                 | 2027-08-31      | 3.1250%  | 0.0000% | $115744700.00      | $114905721.40      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $9900000.00        | $9691332.48        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $12270100.00       | $12532784.33       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                  | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $359000.00         | $360476.57         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $150426400.00      | $151045103.80      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $5852200.00        | $5652653.53        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $10689900.00       | $10823921.21       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $14606000.00       | $14756660.57       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29                  | 2029-12-31      | 3.8750%  | 0.0000% | $7318900.00        | $7384528.41        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                  | 2033-02-15      | 3.5000%  | 0.0000% | $43121500.00       | $41654642.13       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $1616700.00        | $1627388.92        | U.S. Treasuries (including strips) |
| 4 NOTE V 28                      | 2028-02-29      | 4.0000%  | 0.0000% | $18973300.00       | $19098743.21       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $34488000.00       | $34362705.10       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                  | 2028-03-31      | 3.6250%  | 0.0000% | $630000.00         | $627711.21         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                  | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $199.88            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                  | 2028-04-30      | 3.5000%  | 0.0000% | $12080000.00       | $12179411.73       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $19869200.00       | $19172179.68       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $69430000.00       | $69987949.02       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $11651400.00       | $11839389.07       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                  | 2030-09-30      | 4.6250%  | 0.0000% | $11000000.00       | $11311135.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28                 | 2028-09-30      | 4.6250%  | 0.0000% | $55100200.00       | $56149197.61       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                  | 2030-05-31      | 3.7500%  | 0.0000% | $16306500.00       | $16410529.92       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30                  | 2030-10-31      | 4.8750%  | 0.0000% | $11500000.00       | $12181811.36       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $20000.00          | $20744.68          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33                  | 2033-11-15      | 4.5000%  | 0.0000% | $5472900.00        | $5676678.38        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $51900600.00       | $53057863.52       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                  | 2030-11-30      | 4.3750%  | 0.0000% | $1900000.00        | $1961836.01        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $742000.00         | $762990.64         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $13300000.00       | $13676247.28       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                  | 2030-12-31      | 3.7500%  | 0.0000% | $50995900.00       | $51026049.00       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28                 | 2028-12-31      | 3.7500%  | 0.0000% | $49535900.00       | $49894748.19       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                     | 2027-01-15      | 4.0000%  | 0.0000% | $19999900.00       | $20201044.85       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                      | 2029-01-31      | 4.0000%  | 0.0000% | $9999900.00        | $10109612.27       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $34612600.00       | $34296167.40       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                  | 2031-02-28      | 4.2500%  | 0.0000% | $88923100.00       | $90383320.72       | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                 | 2029-02-28      | 4.2500%  | 0.0000% | $5956500.00        | $6046086.73        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                 | 2027-03-15      | 4.2500%  | 0.0000% | $16900900.00       | $17012155.69       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                  | 2029-03-31      | 4.1250%  | 0.0000% | $27899400.00       | $28130769.72       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $3900000.00        | $4010606.36        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29                  | 2029-05-31      | 4.5000%  | 0.0000% | $37805500.00       | $39103657.37       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                  | 2031-05-31      | 4.6250%  | 0.0000% | $8939900.00        | $9341527.81        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $10222800.00       | $10456068.01       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31                  | 2031-06-30      | 4.2500%  | 0.0000% | $49999900.00       | $51154412.61       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                 | 2029-06-30      | 4.2500%  | 0.0000% | $82566900.00       | $84449367.39       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $24169000.00       | $24549522.21       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $9637500.00        | $9432635.13        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34                  | 2034-08-15      | 3.8750%  | 0.0000% | $11890600.00       | $11637840.86       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $1529900.00        | $1535063.43        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26                 | 2026-08-31      | 3.7500%  | 0.0000% | $31191900.00       | $31288905.79       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $99430600.00       | $98495750.26       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                  | 2031-08-31      | 3.7500%  | 0.0000% | $2534500.00        | $2510670.55        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                 | 2029-08-31      | 3.6250%  | 0.0000% | $6411500.00        | $6381934.45        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                     | 2029-07-31      | 4.0000%  | 0.0000% | $49999500.00       | $50560061.25       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $2166000.00        | $2154930.42        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $14000000.00       | $13928451.48       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31                  | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $49046700.00       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                 | 2029-09-30      | 3.5000%  | 0.0000% | $78200.00          | $77260.51          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $72084900.00       | $73412859.51       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29                 | 2029-10-31      | 4.1250%  | 0.0000% | $8273800.00        | $8484405.37        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                 | 2026-10-31      | 4.1250%  | 0.0000% | $20009200.00       | $20389944.90       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31                  | 2031-10-31      | 4.1250%  | 0.0000% | $479100.00         | $489773.63         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                  | 2034-11-15      | 4.2500%  | 0.0000% | $1607400.00        | $1631584.70        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26                 | 2026-11-30      | 4.2500%  | 0.0000% | $75000000.00       | $76301606.04       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $49999900.00       | $51103159.06       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $93378700.00       | $94722545.71       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                 | 2029-12-31      | 4.3750%  | 0.0000% | $16244400.00       | $16697441.24       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                 | 2026-12-31      | 4.2500%  | 0.0000% | $3999900.00        | $4056463.78        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $18485800.00       | $18779285.16       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                  | 2030-01-31      | 4.2500%  | 0.0000% | $107943500.00      | $110049671.50      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                 | 2027-01-31      | 4.1250%  | 0.0000% | $24996000.00       | $25240687.50       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                 | 2035-02-15      | 4.6250%  | 0.0000% | $55780000.00       | $57518079.53       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                 | 2035-02-15      | 4.6250%  | 0.0000% | $26656000.00       | $27486588.88       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $844600.00         | $855444.45         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $2062000.00        | $2088475.56        | U.S. Treasuries (including strips) |
| T 4 1/8 02/28/27                 | 2027-02-28      | 4.1250%  | 0.0000% | $40024900.00       | $40293661.77       | U.S. Treasuries (including strips) |
| T 4 1/8 02/28/27                 | 2027-02-28      | 4.1250%  | 0.0000% | $11664600.00       | $11742926.20       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                  | 2032-02-29      | 4.1250%  | 0.0000% | $67000000.00       | $67477097.90       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $14866100.00       | $14907944.84       | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $41000000.00       | $41146575.00       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                 | 2027-03-31      | 3.8750%  | 0.0000% | $8823600.00        | $8834929.50        | U.S. Treasuries (including strips) |
| T 3 3/4 04/15/28                 | 2028-04-15      | 3.7500%  | 0.0000% | $3727400.00        | $3786474.33        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-04-30      | 3.7500%  | 0.0000% | $30000.00          | $30461.44          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                 | 2027-04-30      | 3.7500%  | 0.0000% | $145690200.00      | $147931099.60      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $43327500.00       | $43980604.61       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                  | 2030-04-30      | 3.8750%  | 0.0000% | $92000.00          | $93386.78          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                  | 2032-01-31      | 4.3750%  | 0.0000% | $20000000.00       | $20478390.50       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                  | 2032-03-31      | 4.1250%  | 0.0000% | $125000000.00      | $125405625.00      | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $100000000.00      | $101278808.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                  | 2035-05-15      | 4.2500%  | 0.0000% | $3272300.00        | $3314492.55        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                 | 2028-05-15      | 3.7500%  | 0.0000% | $59073700.00       | $59833529.43       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                 | 2027-05-31      | 3.8750%  | 0.0000% | $35253800.00       | $35730719.80       | U.S. Treasuries (including strips) |
| BILL 05/14/26                    | 2026-05-14      | 0.0000%  | 0.0000% | $32746000.00       | $32603784.12       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-11      | 0.0000%  | 0.0000% | $486000.00         | $482546.00         | U.S. Treasuries (including strips) |
| BILL 07/09/26                    | 2026-07-09      | 0.0000%  | 0.0000% | $202000.00         | $199996.77         | U.S. Treasuries (including strips) |
| BILL 09/03/26                    | 2026-09-03      | 0.0000%  | 0.0000% | $6660000.00        | $6557129.64        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-09      | 0.0000%  | 0.0000% | $515000.00         | $514586.97         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-23      | 0.0000%  | 0.0000% | $8359000.00        | $8340468.10        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-30      | 0.0000%  | 0.0000% | $17230000.00       | $17179636.71       | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-07      | 0.0000%  | 0.0000% | $5784000.00        | $5762963.59        | U.S. Treasuries (including strips) |
| BILL 05/21/26                    | 2026-05-21      | 0.0000%  | 0.0000% | $400000.00         | $397986.00         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-28      | 0.0000%  | 0.0000% | $1602000.00        | $1592786.90        | U.S. Treasuries (including strips) |
| BILL 06/04/26                    | 2026-06-04      | 0.0000%  | 0.0000% | $846000.00         | $840568.68         | U.S. Treasuries (including strips) |
| BILL 06/18/26                    | 2026-06-18      | 0.0000%  | 0.0000% | $92000.00          | $91282.68          | U.S. Treasuries (including strips) |
| BILL 06/25/26                    | 2026-06-25      | 0.0000%  | 0.0000% | $576000.00         | $571116.10         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-07      | 0.0000%  | 0.0000% | $1877300.00        | $1876171.74        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-14      | 0.0000%  | 0.0000% | $906000.00         | $904812.23         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-21      | 0.0000%  | 0.0000% | $1071000.00        | $1068840.86        | U.S. Treasuries (including strips) |
| BILL 04/21/26                    | 2026-04-21      | 0.0000%  | 0.0000% | $1351700.00        | $1348974.97        | U.S. Treasuries (including strips) |
| BILL 04/28/26                    | 2026-04-28      | 0.0000%  | 0.0000% | $1552000.00        | $1547769.25        | U.S. Treasuries (including strips) |
| BILL 05/26/26                    | 2026-05-26      | 0.0000%  | 0.0000% | $790000.00         | $785614.71         | U.S. Treasuries (including strips) |
| BILL 06/02/26                    | 2026-06-02      | 0.0000%  | 0.0000% | $6026000.00        | $5988560.46        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-09      | 0.0000%  | 0.0000% | $2915000.00        | $2894950.63        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-16      | 0.0000%  | 0.0000% | $2693000.00        | $2672573.60        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-23      | 0.0000%  | 0.0000% | $5722000.00        | $5674736.28        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-06-30      | 0.0000%  | 0.0000% | $3839100.00        | $3804137.32        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-07      | 0.0000%  | 0.0000% | $2000000.00        | $1980554.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-21      | 0.0000%  | 0.0000% | $779000.00         | $770317.27         | U.S. Treasuries (including strips) |
| BILL 05/05/26                    | 2026-05-05      | 0.0000%  | 0.0000% | $36396800.00       | $36272140.96       | U.S. Treasuries (including strips) |
| BILL 05/05/26                    | 2026-05-05      | 0.0000%  | 0.0000% | $2000000.00        | $1993150.00        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-16      | 0.0000%  | 0.0000% | $3130600.00        | $3097553.39        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-23      | 0.0000%  | 0.0000% | $1626000.00        | $1607671.73        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-07-30      | 0.0000%  | 0.0000% | $162000.00         | $160057.46         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-12      | 0.0000%  | 0.0000% | $7891000.00        | $7858394.39        | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-05-19      | 0.0000%  | 0.0000% | $238000.00         | $236847.84         | U.S. Treasuries (including strips) |
| United States Treasury Bill      | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| BILL 04/16/26                    | 2026-04-16      | 0.0000%  | 0.0000% | $9469000.00        | $9454654.46        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                    | 2036-02-15      | 4.5000%  | 0.0000% | $19800.00          | $20267.41          | U.S. Treasuries (including strips) |
| 5 BOND 37                        | 2037-05-15      | 5.0000%  | 0.0000% | $9990400.00        | $10744730.45       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $473400.00         | $466045.19         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $982500.00         | $977324.79         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39                    | 2039-11-15      | 4.3750%  | 0.0000% | $6799800.00        | $6734191.89        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $46824000.00       | $47607726.22       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $12551100.00       | $12658527.43       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $50006100.00       | $50239308.83       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                 | 2028-06-15      | 3.8750%  | 0.0000% | $23286000.00       | $23582857.86       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30                 | 2030-06-30      | 3.8750%  | 0.0000% | $50009700.00       | $50416127.73       | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28                    | 2028-11-15      | 5.2500%  | 0.0000% | $12749100.00       | $13449659.95       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                 | 2027-07-31      | 3.8750%  | 0.0000% | $74997000.00       | $75503725.31       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                 | 2027-08-31      | 3.6250%  | 0.0000% | $15003000.00       | $15004060.24       | U.S. Treasuries (including strips) |
| 4 NOTE N 32                      | 2032-07-31      | 4.0000%  | 0.0000% | $20478500.00       | $20504350.77       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $11730800.00       | $11743255.13       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                 | 2030-08-31      | 3.6250%  | 0.0000% | $32656900.00       | $32355368.02       | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28                 | 2028-09-15      | 3.3750%  | 0.0000% | $57622000.00       | $57112989.80       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $55198700.00       | $54471677.92       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                 | 2030-09-30      | 3.6250%  | 0.0000% | $59707100.00       | $58970971.16       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27                 | 2027-09-30      | 3.5000%  | 0.0000% | $31498300.00       | $31345186.76       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                 | 2028-10-15      | 3.5000%  | 0.0000% | $24999900.00       | $25209116.47       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $59063900.00       | $59193241.46       | U.S. Treasuries (including strips) |
| T 4 11/15/35                     | 2035-11-15      | 4.0000%  | 0.0000% | $72768800.00       | $72035044.85       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $31353600.00       | $31472966.08       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                 | 2027-11-30      | 3.3750%  | 0.0000% | $500.00            | $501.90            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $33350000.00       | $33170052.24       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $1481000.00        | $1486292.42        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $16000000.00       | $16162407.69       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                    | 2041-08-15      | 3.7500%  | 0.0000% | $577700.00         | $517413.55         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $13380000.00       | $11095623.66       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                    | 2042-02-15      | 3.1250%  | 0.0000% | $9900000.00        | $8093639.49        | U.S. Treasuries (including strips) |
| 3 BOND 42                        | 2042-05-15      | 3.0000%  | 0.0000% | $1170000.00        | $944433.03         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $15015600.00       | $11564992.47       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43                    | 2043-02-15      | 3.1250%  | 0.0000% | $699800.00         | $562469.39         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $19999900.00       | $15558044.31       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $195400.00         | $171988.42         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $278936400.00      | $238041277.00      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                    | 2044-05-15      | 3.3750%  | 0.0000% | $10272700.00       | $8518488.12        | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $4778800.00        | $3710431.01        | U.S. Treasuries (including strips) |
| 3 BOND 44                        | 2044-11-15      | 3.0000%  | 0.0000% | $5467000.00        | $4244774.07        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $154.28            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45                    | 2045-08-15      | 2.8750%  | 0.0000% | $2910000.00        | $2168673.06        | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-11-15      | 3.0000%  | 0.0000% | $25489600.00       | $19534355.61       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $12020100.00       | $8318193.76        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $15520900.00       | $10797366.54       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-05-15      | 2.5000%  | 0.0000% | $7819900.00        | $5440040.63        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $53716800.00       | $35112405.67       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $10000000.00       | $7149904.92        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-11-15      | 2.7500%  | 0.0000% | $52353000.00       | $37431897.21       | U.S. Treasuries (including strips) |
| 3 BOND 48                        | 2048-08-15      | 3.0000%  | 0.0000% | $49086700.00       | $36152423.71       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $1079900.00        | $859031.90         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                    | 2048-11-15      | 3.3750%  | 0.0000% | $550000.00         | $437510.46         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $10623300.00       | $7658284.97        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $21500900.00       | $15499893.56       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                    | 2050-11-15      | 1.6250%  | 0.0000% | $280000.00         | $147596.95         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $9999600.00        | $6943232.31        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $23000300.00       | $22791127.44       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $27000000.00       | $26816632.62       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30                 | 2030-11-30      | 3.5000%  | 0.0000% | $670000.00         | $665449.77         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28                 | 2028-12-15      | 3.5000%  | 0.0000% | $78926400.00       | $79081909.29       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32                  | 2032-12-31      | 3.8750%  | 0.0000% | $25000000.00       | $24872599.45       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                 | 2030-12-31      | 3.6250%  | 0.0000% | $20000000.00       | $19908208.62       | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $900.00            | $525.72            | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $1167000.00        | $681688.98         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $1122000.00        | $724102.51         | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $652700.00         | $312422.77         | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50                    | 2050-05-15      | 1.2500%  | 0.0000% | $1746000.00        | $835744.08         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $9516200.00        | $4663692.36        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $928900.00         | $579814.18         | U.S. Treasuries (including strips) |
| 4 NOTE G 33                      | 2033-01-31      | 4.0000%  | 0.0000% | $21938900.00       | $21910496.52       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $19360000.00       | $19142448.04       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $645000.00         | $637752.01         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29                 | 2029-02-15      | 3.5000%  | 0.0000% | $8832900.00        | $8793276.88        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28                 | 2028-02-29      | 3.3750%  | 0.0000% | $26864400.00       | $26728199.39       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33                  | 2033-02-28      | 3.7500%  | 0.0000% | $80204000.00       | $78615797.78       | U.S. Treasuries (including strips) |
| T 3 1/2 02/28/31                 | 2031-02-28      | 3.5000%  | 0.0000% | $43105900.00       | $42393634.04       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $98439900.00       | $97719786.45       | U.S. Treasuries (including strips) |
| T 3 7/8 03/31/31                 | 2031-03-31      | 3.8750%  | 0.0000% | $48869900.00       | $48709802.21       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $15570000.00       | $15581270.87       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $104100.00         | $104175.36         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31                  | 2031-01-31      | 3.7500%  | 0.0000% | $3121800.00        | $3114160.58        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28                 | 2028-03-31      | 3.8750%  | 0.0000% | $24279000.00       | $24313864.64       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $19400100.00       | $12297522.64       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $3368600.00        | $2135320.68        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $6639900.00        | $4890704.92        | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $5629700.00        | $3216129.04        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41                    | 2041-08-15      | 1.7500%  | 0.0000% | $16629000.00       | $11144008.69       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $111.19            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $91212100.00       | $50710753.32       | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $968600.00         | $676400.32         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-05-15      | 4.7500%  | 0.0000% | $20938000.00       | $20756180.77       | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $43122800.00       | $44472394.02       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $76890600.00       | $75338984.65       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $57697400.00       | $57813972.66       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $14212000.00       | $14240714.13       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $424000.00         | $412290.68         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45                    | 2045-11-15      | 4.6250%  | 0.0000% | $26089000.00       | $25596901.21       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56                    | 2056-02-15      | 4.7500%  | 0.0000% | $9700.00           | $9511.63           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46                    | 2046-02-15      | 4.6250%  | 0.0000% | $56067000.00       | $54322674.16       | U.S. Treasuries (including strips) |
| T 1 1/2 08/15/26                 | 2026-08-15      | 1.5000%  | 0.0000% | $45330600.00       | $45027302.22       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                  | 2027-08-15      | 2.2500%  | 0.0000% | $11596100.00       | $11382323.65       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27                  | 2027-11-15      | 2.2500%  | 0.0000% | $2811900.00        | $2765644.35        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $99700.00          | $98876.69          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $38793000.00       | $38524616.52       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27                  | 2027-05-15      | 2.3750%  | 0.0000% | $400.00            | $397.23            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                  | 2026-04-30      | 2.3750%  | 0.0000% | $10631200.00       | $10722487.65       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $20000300.00       | $19323302.88       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28                  | 2028-02-15      | 2.7500%  | 0.0000% | $959100.00         | $943827.81         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26                  | 2026-05-15      | 1.6250%  | 0.0000% | $1302400.00        | $1306873.71        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $75000000.00       | $74752710.91       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $25000100.00       | $24600542.19       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                  | 2030-02-15      | 1.5000%  | 0.0000% | $134500.00         | $123314.74         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $2756200.00        | $2693917.29        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                  | 2029-11-15      | 1.7500%  | 0.0000% | $4999800.00        | $4679070.76        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                  | 2026-11-30      | 1.6250%  | 0.0000% | $21452000.00       | $21268945.49       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27                  | 2027-04-30      | 0.5000%  | 0.0000% | $400.00            | $387.11            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $11314100.00       | $9936665.65        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                  | 2027-06-30      | 0.5000%  | 0.0000% | $49999800.00       | $48047412.51       | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26                 | 2026-10-31      | 1.6250%  | 0.0000% | $6932000.00        | $6892136.25        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $19939100.00       | $19057915.16       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $2318200.00        | $2015029.67        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                  | 2030-08-15      | 0.6250%  | 0.0000% | $15485700.00       | $13460505.99       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $9400000.00        | $8972734.24        | U.S. Treasuries (including strips) |
| T 0 1/2 10/31/27                 | 2027-10-31      | 0.5000%  | 0.0000% | $49999900.00       | $47554386.66       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $1388000.00        | $1213936.88        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                  | 2030-11-15      | 0.8750%  | 0.0000% | $2761900.00        | $2415541.98        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27                  | 2027-11-30      | 0.6250%  | 0.0000% | $50000000.00       | $47529430.49       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27                  | 2027-12-31      | 0.6250%  | 0.0000% | $125000000.00      | $118459858.40      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $582600.00         | $551725.91         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                  | 2028-01-31      | 0.7500%  | 0.0000% | $4999800.00        | $4734842.48        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $30055900.00       | $26385185.05       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $24354900.00       | $23158538.60       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26                  | 2026-04-30      | 0.7500%  | 0.0000% | $1859000.00        | $1860250.09        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                  | 2028-04-30      | 1.2500%  | 0.0000% | $1447600.00        | $1381247.93        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                  | 2031-05-15      | 1.6250%  | 0.0000% | $354400.00         | $318179.60         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                  | 2028-05-31      | 1.2500%  | 0.0000% | $29671600.00       | $28221555.43       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $45476000.00       | $45355540.07       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-07-31      | 0.6250%  | 0.0000% | $25702600.00       | $25462297.30       | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $13544200.00       | $12720304.07       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                  | 2031-08-15      | 1.2500%  | 0.0000% | $17091300.00       | $14856139.73       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $31800000.00       | $30151415.97       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-06-30      | 0.8750%  | 0.0000% | $130300.00         | $129643.47         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $18471000.00       | $17347680.41       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $44014400.00       | $41329917.73       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                  | 2028-10-31      | 1.3750%  | 0.0000% | $2650900.00        | $2507720.91        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                  | 2031-11-15      | 1.3750%  | 0.0000% | $3457300.00        | $3015024.02        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $61859700.00       | $60914080.69       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                  | 2032-02-15      | 1.8750%  | 0.0000% | $8292300.00        | $7370403.59        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $26049400.00       | $24981322.50       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                  | 2027-03-31      | 2.5000%  | 0.0000% | $6299900.00        | $6223425.51        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                  | 2028-12-31      | 1.3750%  | 0.0000% | $25053000.00       | $23548179.24       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                  | 2029-04-30      | 2.8750%  | 0.0000% | $36000000.00       | $35431718.52       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $18029900.00       | $18043224.00       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32                  | 2032-05-15      | 2.8750%  | 0.0000% | $2091000.00        | $1977492.38        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $94189700.00       | $91991075.38       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $19900.00          | $19805.37          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                  | 2027-05-31      | 2.6250%  | 0.0000% | $12456700.00       | $12397467.91       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29                  | 2029-06-30      | 3.2500%  | 0.0000% | $37699800.00       | $37318244.49       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                 | 2027-06-30      | 3.2500%  | 0.0000% | $14937300.00       | $14951746.02       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $5279100.00        | $5213763.12        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $66783000.00       | $64057355.17       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $2808700.00        | $2764720.51        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $2598000.00        | $2469968.16        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54                    | 2054-11-15      | 4.5000%  | 0.0000% | $158111400.00      | $150319524.30      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $40621300.00       | $37026307.32       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-08-15      | 4.2500%  | 0.0000% | $11675600.00       | $10512765.65       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44                    | 2044-02-15      | 4.5000%  | 0.0000% | $20000000.00       | $19221432.27       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $6209800.00        | $6025354.60        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54                    | 2054-05-15      | 4.6250%  | 0.0000% | $15534600.00       | $15073186.50       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $269200.00         | $265567.87         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $8023100.00        | $7223154.78        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54                    | 2054-02-15      | 4.2500%  | 0.0000% | $637100.00         | $573577.78         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53                    | 2053-11-15      | 4.7500%  | 0.0000% | $2012900.00        | $1992081.19        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $16833300.00       | $15152478.35       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $8000000.00        | $7201192.09        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53                    | 2053-08-15      | 4.1250%  | 0.0000% | $1136400.00        | $1001870.48        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $4500000.00        | $3665861.03        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-05-15      | 3.6250%  | 0.0000% | $6516800.00        | $5308818.48        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53                    | 2053-02-15      | 3.6250%  | 0.0000% | $1808100.00        | $1457909.14        | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $1000.00           | $919.20            | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $398000.00         | $365841.05         | U.S. Treasuries (including strips) |
| 3 BOND 52                        | 2052-08-15      | 3.0000%  | 0.0000% | $8565300.00        | $6114985.30        | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $32167000.00       | $28105357.33       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $73.13             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $1033900.00        | $727537.96         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $90409200.00       | $54690767.83       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52                    | 2052-02-15      | 2.2500%  | 0.0000% | $15539600.00       | $9400289.53        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $7255700.00        | $5021116.17        | U.S. Treasuries (including strips) |

### Security 309: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 936ZZN004, C.3 - LEI: HPFHU0OQ28E4N0NFVK49, C.5 - Other ID: 936ZZN004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $852518700.00      | $858586557.50      | U.S. Treasuries (including strips) |
| T 3 7/8 08/15/34 | 2034-08-15      | 3.8750%  | 0.0000% | $1190481600.00     | $1165175467.00     | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $16403400.00       | $16237998.36       | U.S. Treasuries (including strips) |

### Security 310: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 942URT003_3.67_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 AQ 27                          | 2027-07-15      | 4.3750%  | 0.0000% | $800.00            | $812.60            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $122527400.00      | $126792437.30      | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.8134%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $44076800.00       | $44123598.36       | U.S. Treasuries (including strips) |
| T 4 11/15/35                              | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27                          | 2027-11-30      | 3.3750%  | 0.0000% | $114862400.00      | $115299691.90      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                             | 2047-08-15      | 2.7500%  | 0.0000% | $282800.00         | $200839.62         | U.S. Treasuries (including strips) |
| 3 BOND 49                                 | 2049-02-15      | 3.0000%  | 0.0000% | $105178800.00      | $77107042.00       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                             | 2041-05-15      | 2.2500%  | 0.0000% | $198090000.00      | $145905772.30      | U.S. Treasuries (including strips) |
| 2 BOND 41                                 | 2041-11-15      | 2.0000%  | 0.0000% | $815700.00         | $569626.00         | U.S. Treasuries (including strips) |

### Security 311: Fixed Income Clearing Corp. - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. - Morgan Stanley 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXE002, C.3 - LEI: 549300BI6Y5SI6BYPB26, C.5 - Other ID: 944JXE002_3.67_0401
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 5/8 04/30/29                 | 2029-04-30      | 4.6250%  | 0.0000% | $3900.00           | $4063.30           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $45007000.00       | $45611272.14       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                 | 2026-05-15      | 3.6250%  | 0.0000% | $26368900.00       | $26720444.49       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                      | 2034-02-15      | 4.0000%  | 0.0000% | $326543000.00      | $323557704.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-04-15      | 4.5000%  | 0.0000% | $41878300.00       | $43065993.90       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $13800.00          | $14091.61          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                  | 2034-05-15      | 4.3750%  | 0.0000% | $930347600.00      | $955219944.50      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $45211400.00       | $44980342.23       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                     | 2027-12-15      | 4.0000%  | 0.0000% | $210851500.00      | $213885938.10      | U.S. Treasuries (including strips) |
| T 3 3/4 04/15/28                 | 2028-04-15      | 3.7500%  | 0.0000% | $45922100.00       | $46649904.22       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                      | 2032-04-30      | 4.0000%  | 0.0000% | $354625700.00      | $359160682.80      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                 | 2027-06-30      | 3.7500%  | 0.0000% | $523828000.00      | $528311550.90      | U.S. Treasuries (including strips) |
| T 4 11/15/35                     | 2035-11-15      | 4.0000%  | 0.0000% | $546645400.00      | $541133369.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $412906000.00      | $409150892.20      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $170120300.00      | $168982059.90      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $12905400.00       | $12772820.33       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27                 | 2027-05-15      | 2.3750%  | 0.0000% | $152460600.00      | $151405824.50      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                  | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.06             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                  | 2027-02-28      | 1.1250%  | 0.0000% | $881600.00         | $861678.21         | U.S. Treasuries (including strips) |
| T 0 1/2 04/30/27                 | 2027-04-30      | 0.5000%  | 0.0000% | $42419300.00       | $41052068.07       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                  | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                  | 2027-08-31      | 0.5000%  | 0.0000% | $42487000.00       | $40555804.21       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26                  | 2026-05-31      | 0.7500%  | 0.0000% | $3573700.00        | $3564233.74        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                  | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.82             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28                  | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.90             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                  | 2029-03-31      | 2.3750%  | 0.0000% | $128612300.00      | $123338938.50      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: 5493004GRDTUI7EMIZ82, C.5 - Other ID: 945ABD006_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFA2577 | 2053-03-01      | 3.0000%  | 0.0000% | $7852299.33        | $6976862.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  | 0.0000% | $933.12            | $940.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2657 | 2055-07-01      | 6.0000%  | 0.0000% | $5410897.73        | $5576157.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2670 | 2055-08-01      | 6.0000%  | 0.0000% | $11992172.86       | $12492558.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2674 | 2052-04-01      | 3.5000%  | 0.0000% | $3675457.88        | $3421545.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2044 | 2052-07-01      | 4.0000%  | 0.0000% | $20818307.56       | $19963951.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  | 0.0000% | $26207168.85       | $27534841.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1631 | 2056-02-01      | 6.0000%  | 0.0000% | $1531312.67        | $1583541.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1607 | 2056-02-01      | 5.0000%  | 0.0000% | $3840631.16        | $3794477.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1637 | 2056-02-01      | 5.0000%  | 0.0000% | $1461123.46        | $1458745.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1645 | 2056-02-01      | 5.5000%  | 0.0000% | $1068333.11        | $1095338.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1656 | 2056-02-01      | 5.5000%  | 0.0000% | $999.10            | $1015.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1848 | 2056-02-01      | 5.5000%  | 0.0000% | $1934028.77        | $1968313.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250 | 2054-11-01      | 6.5000%  | 0.0000% | $2394878.74        | $2534195.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG1882 | 2041-02-01      | 5.0000%  | 0.0000% | $2728634.54        | $2756484.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB6890 | 2053-08-01      | 3.5000%  | 0.0000% | $641083.97         | $596419.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3300 | 2055-11-01      | 5.5000%  | 0.0000% | $11001316.40       | $11251082.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3304 | 2055-11-01      | 6.0000%  | 0.0000% | $28397423.40       | $29368189.32       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318 | 2055-10-01      | 6.5000%  | 0.0000% | $2169799.37        | $2276290.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321 | 2055-10-01      | 6.0000%  | 0.0000% | $14827586.37       | $15202679.82       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $14035.79          | $13536.31          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $30485.39          | $29466.18          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516 | 2043-07-01      | 4.0000%  | 0.0000% | $435733.01         | $419963.54         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL8346 | 2044-08-01      | 4.0000%  | 0.0000% | $1466103.71        | $1418254.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241 | 2042-06-01      | 3.5000%  | 0.0000% | $2046.17           | $1931.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $2288878.21        | $2178101.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  | 0.0000% | $273964.56         | $275708.80         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $5191.72           | $4837.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $18026.91          | $16931.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0745 | 2063-06-01      | 4.0000%  | 0.0000% | $632397.38         | $585627.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP844834 | 2036-03-01      | 5.5000%  | 0.0000% | $4176.65           | $4188.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4922 | 2053-10-01      | 6.5000%  | 0.0000% | $141815.38         | $147830.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495 | 2054-05-01      | 6.0000%  | 0.0000% | $1851743.18        | $1896231.31        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491 | 2053-10-01      | 7.0000%  | 0.0000% | $1704799.92        | $1858147.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8102 | 2054-02-01      | 5.5000%  | 0.0000% | $2993881.50        | $3045389.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8505 | 2054-05-01      | 6.5000%  | 0.0000% | $2533935.19        | $2649410.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8013824.62        | $8005968.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9770 | 2054-12-01      | 4.5000%  | 0.0000% | $20170701.08       | $19534315.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8994 | 2056-01-01      | 6.0000%  | 0.0000% | $2930789.58        | $3048240.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8171 | 2056-01-01      | 5.0000%  | 0.0000% | $1533412.16        | $1527281.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8262 | 2056-01-01      | 5.5000%  | 0.0000% | $2018655.85        | $2037347.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8694 | 2055-12-01      | 5.5000%  | 0.0000% | $2602432.95        | $2628518.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8828 | 2056-01-01      | 5.0000%  | 0.0000% | $5485350.01        | $5447795.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9830 | 2055-12-01      | 5.5000%  | 0.0000% | $1731727.54        | $1774011.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9213 | 2056-03-01      | 5.0000%  | 0.0000% | $7587453.00        | $7545969.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9587 | 2056-03-01      | 5.5000%  | 0.0000% | $3806103.00        | $3841093.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF9729 | 2056-01-01      | 6.5000%  | 0.0000% | $2912742.45        | $3069342.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9977 | 2056-01-01      | 5.5000%  | 0.0000% | $2708959.69        | $2753504.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1279 | 2056-02-01      | 5.0000%  | 0.0000% | $2315969.01        | $2292493.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1254 | 2056-02-01      | 5.0000%  | 0.0000% | $1159651.79        | $1149838.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1289 | 2056-02-01      | 5.0000%  | 0.0000% | $998.28            | $992.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG1298 | 2056-02-01      | 6.5000%  | 0.0000% | $999.25            | $1049.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1300 | 2056-02-01      | 5.0000%  | 0.0000% | $998.99            | $993.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1304 | 2056-03-01      | 5.0000%  | 0.0000% | $999.32            | $995.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1317 | 2056-02-01      | 5.0000%  | 0.0000% | $1094946.22        | $1089220.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1336 | 2056-03-01      | 5.5000%  | 0.0000% | $1556500.00        | $1583236.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0131 | 2056-01-01      | 5.5000%  | 0.0000% | $2059679.39        | $2117460.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0293 | 2056-01-01      | 6.5000%  | 0.0000% | $2236563.30        | $2357643.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG0479 | 2056-01-01      | 6.5000%  | 0.0000% | $1612481.00        | $1689360.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG0482 | 2056-01-01      | 4.5000%  | 0.0000% | $421771.66         | $407452.51         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888 | 2055-08-01      | 6.0000%  | 0.0000% | $2153676.76        | $2203915.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143 | 2055-08-01      | 6.0000%  | 0.0000% | $7587408.12        | $7775773.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433 | 2055-08-01      | 6.0000%  | 0.0000% | $4133380.23        | $4229390.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360 | 2055-08-01      | 6.5000%  | 0.0000% | $5497842.95        | $5729756.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721 | 2055-10-01      | 5.5000%  | 0.0000% | $166743.15         | $170035.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8084 | 2055-11-01      | 6.0000%  | 0.0000% | $1120603.47        | $1157174.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ7618 | 2055-11-01      | 4.5000%  | 0.0000% | $1991.07           | $1930.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122 | 2055-11-01      | 6.5000%  | 0.0000% | $36276.95          | $38393.99          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8205 | 2055-11-01      | 6.5000%  | 0.0000% | $2143.46           | $2240.07           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107 | 2055-10-01      | 6.0000%  | 0.0000% | $14801510.78       | $15170956.48       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $34042395.46       | $31649578.19       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640 | 2052-09-01      | 4.0000%  | 0.0000% | $13375679.77       | $12744633.03       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926 | 2049-01-01      | 3.5000%  | 0.0000% | $18988476.64       | $17733825.71       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927 | 2048-11-01      | 3.5000%  | 0.0000% | $277970.43         | $260164.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988 | 2055-08-01      | 6.0000%  | 0.0000% | $65399837.10       | $67597467.83       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3498 | 2055-12-01      | 5.5000%  | 0.0000% | $37796787.77       | $38488065.81       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928 | 2055-01-01      | 7.0000%  | 0.0000% | $771.54            | $814.15            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057 | 2052-05-01      | 4.0000%  | 0.0000% | $22733614.63       | $21778196.58       | Agency Mortgage-Backed Securities  |
| T 3 1/2 01/31/28     | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  | 0.0000% | $1157476.00        | $1221847.10        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  | 0.0000% | $2463.81           | $2397.91           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  | 0.0000% | $277.89            | $276.68            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $229.63            | $234.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  | 0.0000% | $66.71             | $68.72             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350 | 2038-04-01      | 4.5000%  | 0.0000% | $111.93            | $110.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9164 | 2039-09-01      | 5.5000%  | 0.0000% | $214132.42         | $220958.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945 | 2040-04-01      | 5.5000%  | 0.0000% | $82579.94          | $85060.50          | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $223.44            | $229.77            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $1354.45           | $1428.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $2721.51           | $2825.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240 | 2028-03-01      | 5.0000%  | 0.0000% | $4.82              | $4.85              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334 | 2042-07-01      | 3.5000%  | 0.0000% | $448297.21         | $422841.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8050423.58        | $7962445.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8437 | 2054-12-01      | 5.5000%  | 0.0000% | $3699632.08        | $3726781.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1047310.21        | $1096553.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $642.47            | $652.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1069894.18        | $1122501.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2120 | 2055-03-01      | 6.0000%  | 0.0000% | $1530054.25        | $1579505.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2307 | 2055-02-01      | 5.5000%  | 0.0000% | $2847259.44        | $2887956.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926 | 2055-09-01      | 6.0000%  | 0.0000% | $2006066.58        | $2073540.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8855 | 2055-07-01      | 6.0000%  | 0.0000% | $1181541.47        | $1211810.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220 | 2055-05-01      | 6.0000%  | 0.0000% | $13015891.30       | $13315217.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $991.78            | $1030.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2007 | 2055-07-01      | 6.0000%  | 0.0000% | $1213588.18        | $1267710.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547 | 2055-07-01      | 6.5000%  | 0.0000% | $1717397.48        | $1784164.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2282 | 2056-02-01      | 6.0000%  | 0.0000% | $1003125.00        | $1035864.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2324 | 2056-03-01      | 5.0000%  | 0.0000% | $3598656.08        | $3564881.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2325 | 2056-02-01      | 5.0000%  | 0.0000% | $2811505.00        | $2804852.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3474 | 2056-01-01      | 5.5000%  | 0.0000% | $3800292.58        | $3864465.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3500 | 2056-02-01      | 6.0000%  | 0.0000% | $1898753.53        | $1981161.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3511 | 2056-03-01      | 6.0000%  | 0.0000% | $1908965.65        | $1986045.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3515 | 2056-03-01      | 5.0000%  | 0.0000% | $9479850.02        | $9428816.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3527 | 2056-03-01      | 5.5000%  | 0.0000% | $4949644.87        | $5015902.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3529 | 2056-03-01      | 5.5000%  | 0.0000% | $5794659.53        | $5897383.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319 | 2055-06-01      | 6.0000%  | 0.0000% | $17505391.18       | $18116381.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5131 | 2055-07-01      | 6.5000%  | 0.0000% | $4935287.69        | $5142143.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3122 | 2056-03-01      | 5.5000%  | 0.0000% | $2564449.79        | $2609754.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3127 | 2056-02-01      | 6.0000%  | 0.0000% | $2840948.68        | $2948177.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3130 | 2056-02-01      | 6.0000%  | 0.0000% | $2644850.02        | $2733806.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG3131 | 2041-03-01      | 5.0000%  | 0.0000% | $1415503.81        | $1435263.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3173 | 2056-04-01      | 5.5000%  | 0.0000% | $3615484.00        | $3707531.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDG2234 | 2041-02-01      | 4.5000%  | 0.0000% | $1899091.93        | $1895120.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795 | 2055-07-01      | 5.0000%  | 0.0000% | $2062519.03        | $2043163.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3651 | 2056-03-01      | 5.0000%  | 0.0000% | $17813464.34       | $17602315.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3869 | 2056-03-01      | 5.0000%  | 0.0000% | $19814045.00       | $19606367.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3915 | 2056-03-01      | 5.0000%  | 0.0000% | $2380401.95        | $2368944.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3918 | 2056-02-01      | 5.5000%  | 0.0000% | $1785589.64        | $1829688.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4193 | 2056-03-01      | 5.0000%  | 0.0000% | $1218871.00        | $1211652.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5042 | 2056-03-01      | 5.0000%  | 0.0000% | $5767484.00        | $5733327.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDG5417 | 2041-03-01      | 4.5000%  | 0.0000% | $1033302.00        | $1032252.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG5419 | 2041-03-01      | 5.0000%  | 0.0000% | $1045383.00        | $1065495.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG5555 | 2041-04-01      | 5.5000%  | 0.0000% | $3521365.00        | $3612935.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG5556 | 2041-03-01      | 5.5000%  | 0.0000% | $2104710.00        | $2158662.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG5561 | 2041-03-01      | 6.0000%  | 0.0000% | $1650751.00        | $1715260.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG5566 | 2041-04-01      | 6.0000%  | 0.0000% | $4348799.00        | $4520150.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5718 | 2056-03-01      | 5.0000%  | 0.0000% | $1002.00           | $996.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5899 | 2056-04-01      | 5.5000%  | 0.0000% | $1073746.00        | $1100888.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG6022 | 2056-04-01      | 6.5000%  | 0.0000% | $1206050.00        | $1263763.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0299 | 2055-01-01      | 5.5000%  | 0.0000% | $8807850.34        | $8927137.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1690 | 2052-04-01      | 3.5000%  | 0.0000% | $9214458.50        | $8525084.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1769 | 2052-05-01      | 3.0000%  | 0.0000% | $24196852.49       | $21588673.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2134 | 2055-06-01      | 5.5000%  | 0.0000% | $34343812.94       | $35008445.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555 | 2055-11-01      | 6.5000%  | 0.0000% | $13680315.84       | $14424930.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3557 | 2055-11-01      | 6.5000%  | 0.0000% | $21429815.40       | $22495941.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2744 | 2038-11-01      | 5.5000%  | 0.0000% | $814886.31         | $841234.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2746 | 2040-08-01      | 5.5000%  | 0.0000% | $20079516.23       | $20738633.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4041 | 2056-02-01      | 6.0000%  | 0.0000% | $17484403.69       | $18079380.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4042 | 2056-01-01      | 6.0000%  | 0.0000% | $21496298.83       | $22261309.11       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4717 | 2056-04-01      | 5.0000%  | 0.0000% | $24261920.00       | $24198515.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4718 | 2056-04-01      | 5.0000%  | 0.0000% | $50323200.00       | $50121991.09       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4720 | 2056-04-01      | 5.0000%  | 0.0000% | $1040.00           | $1031.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4727 | 2056-04-01      | 5.5000%  | 0.0000% | $25102720.00       | $25465462.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4729 | 2056-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1067.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL4732 | 2056-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1077.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4734 | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0201 | 2053-11-01      | 6.5000%  | 0.0000% | $956622.37         | $998777.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1229 | 2054-04-01      | 6.0000%  | 0.0000% | $1296122.02        | $1329883.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5274 | 2055-10-01      | 6.5000%  | 0.0000% | $27525679.06       | $28688272.01       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $807.28            | $825.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $10852710.35       | $11105535.09       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $104326.96         | $100785.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $1054.78           | $1041.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  | 0.0000% | $4127230.22        | $4169479.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0075 | 2041-03-01      | 4.5000%  | 0.0000% | $1102.00           | $1096.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0086 | 2041-03-01      | 6.0000%  | 0.0000% | $557183.00         | $577720.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2014 | 2055-12-01      | 5.5000%  | 0.0000% | $2497810.34        | $2516427.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA2239 | 2055-12-01      | 6.0000%  | 0.0000% | $36000646.38       | $37236548.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4411 | 2056-01-01      | 6.0000%  | 0.0000% | $1078888.34        | $1108426.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA3988 | 2056-01-01      | 6.0000%  | 0.0000% | $1440423.81        | $1476251.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA4643 | 2056-02-01      | 6.0000%  | 0.0000% | $1164582.32        | $1202588.46        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $116.71            | $112.35            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $265325.11         | $245583.51         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $100857.00         | $93720.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $351073.98         | $326229.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222 | 2046-12-01      | 3.0000%  | 0.0000% | $228901.87         | $202329.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $127246.57         | $118706.63         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441 | 2048-05-01      | 5.0000%  | 0.0000% | $295157.76         | $297424.47         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $3710546.25        | $3553194.35        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $5969.33           | $6280.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $188519.02         | $199002.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $21288.46          | $21935.17          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $36271.05          | $37398.76          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $3714373.34        | $3659586.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $31660.27          | $32667.21          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $12020.36          | $11607.59          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $87.45             | $82.07             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $43376.39          | $41716.52          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $4996753.28        | $4754017.66        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $793360.45         | $760085.33         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $676.32            | $651.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZT2022 | 2034-05-01      | 2.5000%  | 0.0000% | $76281.68          | $72558.54          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $587.02            | $539.39            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $585343.04         | $526100.47         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $4152.71           | $3817.30           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $651569.91         | $635781.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $797798.73         | $798873.10         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896 | 2052-11-01      | 4.0000%  | 0.0000% | $23893735.19       | $22887171.77       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  | 0.0000% | $227624.34         | $209046.24         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $10181.31          | $9391.31           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4021047.61        | $4169299.61        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2189292.12        | $2154569.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $18092151.09       | $17958570.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6735 | 2055-08-01      | 4.5000%  | 0.0000% | $3011054.48        | $2923727.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6737 | 2055-08-01      | 4.5000%  | 0.0000% | $4619759.28        | $4483956.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6739 | 2055-08-01      | 4.5000%  | 0.0000% | $3724619.19        | $3611997.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7206 | 2055-08-01      | 6.0000%  | 0.0000% | $7334248.24        | $7516482.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488 | 2055-09-01      | 5.5000%  | 0.0000% | $2099176.44        | $2114969.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7779 | 2055-08-01      | 6.0000%  | 0.0000% | $27396948.80       | $28258665.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109 | 2055-08-01      | 6.0000%  | 0.0000% | $10298786.72       | $10658255.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0024 | 2055-10-01      | 6.5000%  | 0.0000% | $1550788.74        | $1613827.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196 | 2055-09-01      | 6.0000%  | 0.0000% | $2016250.52        | $2074737.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF0563 | 2041-02-01      | 4.5000%  | 0.0000% | $996.20            | $994.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0689 | 2055-09-01      | 6.0000%  | 0.0000% | $8689672.82        | $9010356.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443 | 2055-10-01      | 6.0000%  | 0.0000% | $351415.11         | $363680.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2600 | 2055-11-01      | 5.5000%  | 0.0000% | $11566664.93       | $11771699.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198 | 2055-10-01      | 6.0000%  | 0.0000% | $14386552.52       | $14888700.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2731 | 2056-02-01      | 5.0000%  | 0.0000% | $5246577.85        | $5218333.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2764 | 2056-03-01      | 5.0000%  | 0.0000% | $3756832.00        | $3760317.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2913 | 2055-11-01      | 6.5000%  | 0.0000% | $980541.40         | $1041410.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2949 | 2055-11-01      | 4.5000%  | 0.0000% | $998.72            | $967.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2952 | 2055-11-01      | 4.5000%  | 0.0000% | $1183438.80        | $1147651.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4495 | 2056-02-01      | 5.5000%  | 0.0000% | $2996964.40        | $3044865.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4497 | 2055-12-01      | 6.0000%  | 0.0000% | $1088127.06        | $1135482.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3739 | 2055-10-01      | 6.5000%  | 0.0000% | $997878.76         | $1050094.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF3960 | 2041-01-01      | 5.5000%  | 0.0000% | $1678161.40        | $1723171.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4258 | 2056-01-01      | 6.0000%  | 0.0000% | $1005259.49        | $1042810.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4297 | 2056-01-01      | 6.5000%  | 0.0000% | $1134686.18        | $1200999.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4287 | 2056-01-01      | 5.5000%  | 0.0000% | $1040701.03        | $1069266.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF4514 | 2040-12-01      | 5.5000%  | 0.0000% | $950.78            | $980.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019 | 2055-11-01      | 6.5000%  | 0.0000% | $1613918.65        | $1720367.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5076 | 2055-11-01      | 5.0000%  | 0.0000% | $2183168.18        | $2165702.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5092 | 2055-11-01      | 6.5000%  | 0.0000% | $1056485.38        | $1119299.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5138 | 2055-12-01      | 5.5000%  | 0.0000% | $74438.70          | $76802.60          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5142 | 2055-12-01      | 6.5000%  | 0.0000% | $1252580.30        | $1327060.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6057 | 2055-12-01      | 4.5000%  | 0.0000% | $1155456.52        | $1121372.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6096 | 2056-01-01      | 5.0000%  | 0.0000% | $993.31            | $996.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6095 | 2056-01-01      | 5.0000%  | 0.0000% | $3684217.48        | $3639961.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6108 | 2056-01-01      | 5.0000%  | 0.0000% | $3441049.40        | $3435449.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6153 | 2056-02-01      | 5.0000%  | 0.0000% | $1623758.92        | $1604019.96        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106 | 2051-03-01      | 2.5000%  | 0.0000% | $967.00            | $821.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3275 | 2055-10-01      | 6.5000%  | 0.0000% | $34571340.64       | $36553442.37       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3276 | 2055-10-01      | 6.5000%  | 0.0000% | $17754598.26       | $18830077.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418 | 2054-10-01      | 6.5000%  | 0.0000% | $17907037.84       | $18833470.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4374 | 2056-01-01      | 5.0000%  | 0.0000% | $26127903.68       | $26087788.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4376 | 2056-01-01      | 5.0000%  | 0.0000% | $881061.14         | $878758.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4379 | 2056-01-01      | 5.0000%  | 0.0000% | $51562176.88       | $51221075.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4380 | 2056-02-01      | 5.0000%  | 0.0000% | $36097579.34       | $35847663.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4381 | 2056-01-01      | 5.0000%  | 0.0000% | $31309076.04       | $31034892.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4382 | 2056-02-01      | 5.0000%  | 0.0000% | $41564359.93       | $41257227.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4383 | 2056-02-01      | 5.0000%  | 0.0000% | $22396858.93       | $22296961.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4385 | 2056-01-01      | 5.5000%  | 0.0000% | $29966037.44       | $30666833.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4388 | 2056-01-01      | 5.5000%  | 0.0000% | $20609813.07       | $20993286.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4389 | 2056-01-01      | 5.5000%  | 0.0000% | $33340809.80       | $33945289.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4390 | 2056-01-01      | 5.5000%  | 0.0000% | $28130090.27       | $28609830.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4391 | 2056-01-01      | 5.5000%  | 0.0000% | $32561519.46       | $33097330.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4399 | 2056-01-01      | 6.0000%  | 0.0000% | $22912531.40       | $23445133.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4404 | 2056-01-01      | 6.5000%  | 0.0000% | $6795203.44        | $7112394.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4405 | 2053-02-01      | 4.0000%  | 0.0000% | $35658945.91       | $34057764.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4407 | 2056-01-01      | 5.0000%  | 0.0000% | $41484129.13       | $41362774.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4408 | 2054-09-01      | 6.0000%  | 0.0000% | $28228285.97       | $29197193.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4409 | 2056-01-01      | 6.0000%  | 0.0000% | $57823391.87       | $59881268.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3695 | 2055-05-01      | 6.5000%  | 0.0000% | $1278269.65        | $1342288.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6018 | 2055-12-01      | 5.0000%  | 0.0000% | $1050131.25        | $1057505.97        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA4620 | 2052-04-01      | 2.5000%  | 0.0000% | $881943.34         | $756866.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4624 | 2053-01-01      | 4.0000%  | 0.0000% | $21855356.66       | $21041186.34       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4625 | 2048-12-01      | 4.0000%  | 0.0000% | $12628038.90       | $12190443.67       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4626 | 2049-09-01      | 4.0000%  | 0.0000% | $22822715.29       | $21957947.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA4627 | 2050-04-01      | 4.0000%  | 0.0000% | $17403313.00       | $16664652.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4630 | 2056-02-01      | 6.0000%  | 0.0000% | $10682700.90       | $11146319.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4636 | 2056-02-01      | 5.0000%  | 0.0000% | $26678249.10       | $26391555.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4762 | 2055-05-01      | 6.5000%  | 0.0000% | $14863192.35       | $15540547.67       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4768 | 2055-10-01      | 6.5000%  | 0.0000% | $25264272.31       | $26453427.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4665 | 2056-03-01      | 5.0000%  | 0.0000% | $748203.40         | $740470.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5928 | 2056-02-01      | 5.0000%  | 0.0000% | $1008.50           | $1005.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6498 | 2056-02-01      | 5.0000%  | 0.0000% | $998.97            | $990.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6501 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.77           | $1021.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6858 | 2056-02-01      | 5.5000%  | 0.0000% | $5364154.77        | $5433498.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA6992 | 2056-02-01      | 6.0000%  | 0.0000% | $999.09            | $1038.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7275 | 2056-02-01      | 5.0000%  | 0.0000% | $1339563.43        | $1341534.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA7277 | 2056-02-01      | 6.0000%  | 0.0000% | $1228222.92        | $1266973.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7360 | 2056-02-01      | 6.5000%  | 0.0000% | $1152501.16        | $1213322.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7362 | 2056-03-01      | 5.0000%  | 0.0000% | $1912500.25        | $1909386.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7370 | 2056-02-01      | 5.5000%  | 0.0000% | $1618.39           | $1654.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7372 | 2056-03-01      | 5.5000%  | 0.0000% | $3171938.64        | $3235537.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7380 | 2056-03-01      | 6.5000%  | 0.0000% | $1083132.24        | $1149706.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7381 | 2056-02-01      | 6.5000%  | 0.0000% | $1189353.09        | $1255336.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7409 | 2056-02-01      | 5.5000%  | 0.0000% | $3209744.92        | $3239362.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4102 | 2050-02-01      | 3.5000%  | 0.0000% | $7663457.14        | $7155221.77        | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1015.05           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $500.00            | $509.24            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $1099900.00        | $1114779.65        | U.S. Treasuries (including strips) |
| FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  | 0.0000% | $113100.53         | $100513.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $1620102.28        | $1613830.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $9724.18           | $9266.00           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $797.00            | $702.04            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8240 | 2052-07-01      | 2.0000%  | 0.0000% | $5315901.83        | $4289383.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $5757.60           | $5579.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $24914.01          | $24068.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6755 | 2056-01-01      | 6.5000%  | 0.0000% | $834090.44         | $875827.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7658 | 2055-12-01      | 5.5000%  | 0.0000% | $3830412.39        | $3894036.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA2901 | 2045-11-01      | 3.5000%  | 0.0000% | $3084874.68        | $2904723.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1747 | 2046-01-01      | 3.5000%  | 0.0000% | $4250838.25        | $3989520.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0169 | 2057-01-01      | 3.5000%  | 0.0000% | $735573.24         | $674341.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0650 | 2048-03-01      | 3.5000%  | 0.0000% | $51885.94          | $48277.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $171747.87         | $159731.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9975 | 2048-05-01      | 4.0000%  | 0.0000% | $2181884.01        | $2089379.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9248 | 2048-02-01      | 4.5000%  | 0.0000% | $2682695.14        | $2635587.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5315 | 2049-06-01      | 3.5000%  | 0.0000% | $125063.65         | $116549.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6411 | 2045-11-01      | 3.5000%  | 0.0000% | $4282857.21        | $4017048.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7203 | 2051-05-01      | 2.0000%  | 0.0000% | $1490724.90        | $1216885.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8313 | 2051-07-01      | 2.5000%  | 0.0000% | $637.52            | $540.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503 | 2036-04-01      | 2.5000%  | 0.0000% | $2373603.80        | $2252292.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $112808.86         | $101280.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $441476.94         | $392656.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $725250.80         | $642535.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0945 | 2052-03-01      | 4.0000%  | 0.0000% | $3041635.87        | $2882933.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $219961.05         | $203278.47         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  | 0.0000% | $635157.79         | $518717.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS1153 | 2037-04-01      | 2.5000%  | 0.0000% | $386942.75         | $365383.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1408 | 2052-04-01      | 3.5000%  | 0.0000% | $1167984.68        | $1081572.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1636 | 2052-04-01      | 4.0000%  | 0.0000% | $10437092.58       | $9944674.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654 | 2052-08-01      | 4.0000%  | 0.0000% | $5000189.68        | $4740196.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1831 | 2052-05-01      | 4.0000%  | 0.0000% | $709258.04         | $677691.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1833 | 2052-05-01      | 4.0000%  | 0.0000% | $13194466.04       | $12571968.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2098 | 2050-12-01      | 3.0000%  | 0.0000% | $16440781.03       | $14638378.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $3078348.35        | $2760909.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $1980878.42        | $1819148.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  | 0.0000% | $786662.13         | $767112.00         | Agency Mortgage-Backed Securities  |
| 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $1000.00           | $1000.16           | U.S. Treasuries (including strips) |
| 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  | 0.0000% | $179256.79         | $174054.46         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  | 0.0000% | $27862.75          | $27059.84          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G | 2044-02-01      | 3.5000%  | 0.0000% | $633934.73         | $598462.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7231 | 2050-02-01      | 4.0000%  | 0.0000% | $363.49            | $348.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  | 0.0000% | $13856.36          | $12298.62          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4279014.20        | $3807145.91        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD3751 | 2052-01-01      | 2.0000%  | 0.0000% | $247837.15         | $199341.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1068 | 2052-04-01      | 3.0000%  | 0.0000% | $739.57            | $655.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $8950132.80        | $8700513.60        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $1795525.92        | $1757634.93        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2700173.49        | $2610622.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3011967.61        | $3179052.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  | 0.0000% | $18522129.97       | $19339560.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $240.60            | $238.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4685 | 2048-10-01      | 4.5000%  | 0.0000% | $20152276.93       | $19834677.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBO6208 | 2049-12-01      | 2.5000%  | 0.0000% | $518777.29         | $441091.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ0240 | 2050-08-01      | 2.5000%  | 0.0000% | $121824.59         | $103579.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104 | 2050-04-01      | 4.5000%  | 0.0000% | $1265857.97        | $1202619.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $128131.96         | $104862.77         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3257 | 2051-02-01      | 2.0000%  | 0.0000% | $7835014.87        | $6378200.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334 | 2052-03-01      | 2.5000%  | 0.0000% | $2784028.39        | $2390821.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  | 0.0000% | $2027053.65        | $2081770.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $42599579.60       | $39704327.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4562 | 2053-05-01      | 5.0000%  | 0.0000% | $33979285.45       | $33842439.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4705 | 2053-05-01      | 6.0000%  | 0.0000% | $4033322.12        | $4191254.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $3470346.96        | $3243825.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5629 | 2053-08-01      | 4.5000%  | 0.0000% | $1804822.75        | $1753520.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $21111476.38       | $21953120.58       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | 0.0000% | $1045237.30        | $880978.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFS8944 | 2039-09-01      | 5.5000%  | 0.0000% | $4095749.71        | $4230144.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9121 | 2054-08-01      | 5.5000%  | 0.0000% | $466704.22         | $473799.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660 | 2054-10-01      | 5.5000%  | 0.0000% | $2696395.29        | $2723419.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0539 | 2055-05-01      | 6.0000%  | 0.0000% | $6574766.93        | $6961396.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC0681 | 2055-07-01      | 4.5000%  | 0.0000% | $21089848.85       | $20390235.30       | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  | 0.0000% | $187600.00         | $183885.14         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  | 0.0000% | $226281600.00      | $227781394.40      | U.S. Treasuries (including strips) |
| FEPC 02.500 CLRA6766 | 2052-02-01      | 2.5000%  | 0.0000% | $152854.80         | $130992.03         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $18008746.16       | $16630116.62       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $4959.34           | $4721.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6014.37           | $6089.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767 | 2053-03-01      | 5.0000%  | 0.0000% | $394055.46         | $393435.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB1223 | 2045-12-01      | 5.5000%  | 0.0000% | $966.24            | $984.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2707547.89        | $2805745.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO5184 | 2041-03-01      | 5.5000%  | 0.0000% | $1128500.00        | $1162792.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO5185 | 2041-04-01      | 5.0000%  | 0.0000% | $1374651.00        | $1400384.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4650 | 2049-11-01      | 4.0000%  | 0.0000% | $414.01            | $398.59            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL251569 | 2028-03-01      | 7.0000%  | 0.0000% | $6.00              | $6.32              | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356 | 2030-07-01      | 8.0000%  | 0.0000% | $384.06            | $399.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693 | 2033-03-01      | 5.5000%  | 0.0000% | $334.06            | $342.09            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947 | 2031-07-01      | 8.0000%  | 0.0000% | $923.96            | $969.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973 | 2031-07-01      | 6.5000%  | 0.0000% | $296.98            | $302.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477 | 2032-10-01      | 5.5000%  | 0.0000% | $1409.31           | $1458.68           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062 | 2033-11-01      | 7.0000%  | 0.0000% | $93.30             | $95.07             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478 | 2026-11-01      | 6.0000%  | 0.0000% | $4435.88           | $4537.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4156 | 2053-09-01      | 5.5000%  | 0.0000% | $4973017.34        | $5096096.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $3775138.10        | $3865930.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU5836 | 2051-11-01      | 2.0000%  | 0.0000% | $1027539.09        | $841333.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU6878 | 2052-02-01      | 3.0000%  | 0.0000% | $2957512.59        | $2649520.18        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300 | 2037-01-01      | 1.5000%  | 0.0000% | $1040348.16        | $934739.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5975 | 2055-07-01      | 4.5000%  | 0.0000% | $2484538.18        | $2420934.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7239 | 2052-05-01      | 3.5000%  | 0.0000% | $428505.15         | $393096.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7803 | 2052-06-01      | 3.0000%  | 0.0000% | $2865298.84        | $2523898.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $1041316.12        | $917373.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8180 | 2053-04-01      | 5.5000%  | 0.0000% | $5786356.33        | $5868484.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521 | 2053-06-01      | 5.5000%  | 0.0000% | $2670484.34        | $2694976.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2683 | 2046-07-01      | 4.0000%  | 0.0000% | $4108469.49        | $3945294.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $37095.09          | $34396.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $22602.08          | $21003.56          | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039 | 2029-12-01      | 8.0000%  | 0.0000% | $222.96            | $231.09            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996 | 2031-06-01      | 7.5000%  | 0.0000% | $548.31            | $571.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  | 0.0000% | $107.52            | $109.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $48.70             | $49.75             | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL557288 | 2030-09-01      | 8.0000%  | 0.0000% | $74.97             | $76.25             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045 | 2031-10-01      | 7.5000%  | 0.0000% | $30.34             | $30.88             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661 | 2031-11-01      | 7.5000%  | 0.0000% | $632.48            | $659.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4246825.52        | $4205971.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2062 | 2041-06-01      | 4.5000%  | 0.0000% | $8034550.95        | $7975464.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6155 | 2044-11-01      | 4.0000%  | 0.0000% | $239664.18         | $230876.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $7.60              | $7.60              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  | 0.0000% | $663.06            | $656.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $12450.87          | $12305.45          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0770 | 2047-11-01      | 3.5000%  | 0.0000% | $1270835.52        | $1181389.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866 | 2047-12-01      | 4.0000%  | 0.0000% | $242946.32         | $232643.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868 | 2047-12-01      | 4.0000%  | 0.0000% | $3250838.58        | $3132414.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1368 | 2048-03-01      | 4.0000%  | 0.0000% | $167521.80         | $160418.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2306 | 2048-09-01      | 4.0000%  | 0.0000% | $14645993.98       | $14043023.29       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2455 | 2048-10-01      | 4.0000%  | 0.0000% | $17126339.66       | $16397499.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | 0.0000% | $7238178.10        | $6715195.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLCA3795 | 2049-04-01      | 4.5000%  | 0.0000% | $1213264.70        | $1174929.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7114 | 2035-09-01      | 2.5000%  | 0.0000% | $10306474.75       | $9739137.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6981 | 2050-09-01      | 2.0000%  | 0.0000% | $3459250.48        | $2841167.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $801.58            | $761.79            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314 | 2036-04-01      | 1.5000%  | 0.0000% | $3171515.78        | $2854078.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2622 | 2052-01-01      | 2.5000%  | 0.0000% | $3943125.50        | $3394791.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $1116396.43        | $989091.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $398147.31         | $380673.55         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $590478.47         | $531861.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4360 | 2036-06-01      | 2.0000%  | 0.0000% | $7681850.33        | $7058811.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $10370.37          | $8775.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4602 | 2037-05-01      | 2.0000%  | 0.0000% | $852883.49         | $783249.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $1625689.38        | $1431777.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $69986424.24       | $59219946.00       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $874.02            | $801.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $87049.54          | $86398.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $673421.53         | $668554.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA4823 | 2037-10-01      | 4.5000%  | 0.0000% | $5170585.10        | $5155848.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $28298.98          | $28041.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $277393.35         | $284238.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $6757185.12        | $6917985.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $13305353.45       | $13616233.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $384072.20         | $398809.69         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432 | 2043-08-01      | 2.5000%  | 0.0000% | $8141.03           | $7244.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453 | 2038-08-01      | 4.0000%  | 0.0000% | $236765.89         | $228794.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $29.23             | $29.09             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984 | 2029-03-01      | 3.0000%  | 0.0000% | $278.25            | $274.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152 | 2044-12-01      | 4.0000%  | 0.0000% | $47162.62          | $46104.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5458 | 2040-07-01      | 3.5000%  | 0.0000% | $1702996.11        | $1614923.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3467 | 2044-10-01      | 4.0000%  | 0.0000% | $416287.69         | $400961.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT2411 | 2043-05-01      | 3.0000%  | 0.0000% | $663559.51         | $607932.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890 | 2043-06-01      | 2.5000%  | 0.0000% | $22056.29          | $19741.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9360 | 2047-04-01      | 3.5000%  | 0.0000% | $188.84            | $177.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268 | 2043-09-01      | 3.0000%  | 0.0000% | $469787.65         | $428757.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024 | 2043-11-01      | 2.5000%  | 0.0000% | $326167.20         | $285844.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5329 | 2044-06-01      | 4.0000%  | 0.0000% | $731.62            | $701.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1917 | 2051-10-01      | 3.0000%  | 0.0000% | $1614845.72        | $1433285.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $1052340.90        | $918041.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071 | 2045-04-01      | 2.5000%  | 0.0000% | $45008.85          | $39378.39          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $99320.14          | $87257.05          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4382 | 2052-08-01      | 4.0000%  | 0.0000% | $3377179.95        | $3200966.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $2693661.22        | $2471387.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3859 | 2052-06-01      | 4.0000%  | 0.0000% | $2627927.90        | $2490811.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032 | 2052-07-01      | 4.5000%  | 0.0000% | $4851360.25        | $4709210.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  | 0.0000% | $1423932.01        | $1349892.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $6465172.06        | $6277733.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4345 | 2052-08-01      | 4.5000%  | 0.0000% | $1215695.18        | $1183514.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $5629310.32        | $5602484.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3575 | 2052-05-01      | 3.0000%  | 0.0000% | $46741556.60       | $41623356.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1187062.34        | $1152032.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5073 | 2052-11-01      | 4.0000%  | 0.0000% | $765.12            | $733.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  | 0.0000% | $3105052.91        | $3144609.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096 | 2053-04-01      | 6.0000%  | 0.0000% | $10567642.21       | $10893093.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7111 | 2053-09-01      | 5.5000%  | 0.0000% | $9898822.47        | $10047397.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $816.22            | $834.87            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  | 0.0000% | $613231.51         | $647654.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $275078.49         | $265739.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  | 0.0000% | $371717.88         | $375492.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  | 0.0000% | $5492088.37        | $5547858.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $5682381.65        | $5815595.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $535016.90         | $516853.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  | 0.0000% | $4896997.97        | $4871577.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA6005 | 2041-03-01      | 5.5000%  | 0.0000% | $12414970.37       | $12706018.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  | 0.0000% | $15285804.49       | $15206455.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA6038 | 2041-03-01      | 5.0000%  | 0.0000% | $7197315.00        | $7270991.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA6039 | 2041-03-01      | 5.5000%  | 0.0000% | $700000.00         | $716410.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  | 0.0000% | $3022320.04        | $3070341.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6028 | 2056-03-01      | 4.5000%  | 0.0000% | $11354068.00       | $10968597.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029 | 2056-03-01      | 5.0000%  | 0.0000% | $4624092.00        | $4567880.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA6040 | 2041-03-01      | 6.0000%  | 0.0000% | $10437951.00       | $10816587.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294 | 2055-06-01      | 6.5000%  | 0.0000% | $28751.45          | $30403.99          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999 | 2055-06-01      | 6.5000%  | 0.0000% | $1456091.47        | $1548659.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010 | 2055-06-01      | 6.5000%  | 0.0000% | $1173.25           | $1238.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151 | 2055-06-01      | 6.5000%  | 0.0000% | $3547.17           | $3741.91           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516 | 2055-06-01      | 6.0000%  | 0.0000% | $407154.72         | $419291.19         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522 | 2055-06-01      | 6.0000%  | 0.0000% | $910895.69         | $933502.30         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843 | 2055-06-01      | 6.5000%  | 0.0000% | $1461.23           | $1542.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $601786.76         | $616709.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1065777.85        | $1054758.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1144.99           | $1207.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044 | 2055-06-01      | 6.0000%  | 0.0000% | $2338767.30        | $2393428.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8512 | 2055-07-01      | 6.0000%  | 0.0000% | $57965.05          | $59316.80          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918 | 2055-08-01      | 6.0000%  | 0.0000% | $26032549.73       | $26856636.13       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9960 | 2055-07-01      | 6.0000%  | 0.0000% | $13747913.31       | $14071539.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5993 | 2036-01-01      | 5.5000%  | 0.0000% | $6439915.63        | $6590888.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $322218.60         | $318309.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $1359305.59        | $1415150.84        | Agency Mortgage-Backed Securities  |
| 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $5185200.00        | $4869860.46        | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDG3533 | 2056-02-01      | 6.0000%  | 0.0000% | $3688879.74        | $3819314.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3536 | 2056-02-01      | 6.0000%  | 0.0000% | $3667124.61        | $3779331.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3587 | 2056-02-01      | 5.5000%  | 0.0000% | $1375736.00        | $1388422.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2761 | 2056-02-01      | 5.5000%  | 0.0000% | $1274545.53        | $1286497.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG2795 | 2056-02-01      | 6.5000%  | 0.0000% | $1647385.83        | $1723616.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3119 | 2056-03-01      | 5.5000%  | 0.0000% | $2882260.09        | $2926437.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3121 | 2056-02-01      | 5.5000%  | 0.0000% | $4697571.64        | $4776896.40        | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 8EWQ2UQKS07AKK8ANH81, C.5 - Other ID: 954ZEB000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $49569450.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $37509600.00       | $37247820.50       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 2 3/8 05/15/27 | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49651050.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |
| T 4 05/31/30     | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50852100.00       | U.S. Treasuries (including strips) |

### Security 314: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JAD001, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 959JAD001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $11683308.76       | $9473570.58        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | 0.0000% | $10906817.37       | $8941154.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  | 0.0000% | $7095762.36        | $5838951.47        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $11764483.41       | $9088134.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $10910072.63       | $8960646.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11342939.19       | $9197543.23        | Agency Mortgage-Backed Securities |

### Security 315: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDA004, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDA004_3.69_0528
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? 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 MA6217 M | 2049-10-20      | 2.5000%  | 0.0000% | $457602.03         | $395689.09         | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $1707469.95        | $1531122.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M | 2049-10-20      | 3.5000%  | 0.0000% | $6172767.61        | $5730344.78        | Agency Mortgage-Backed Securities |
| GNII SF MA6221 M | 2049-08-20      | 4.5000%  | 0.0000% | $5998635.55        | $5933070.46        | Agency Mortgage-Backed Securities |
| GNII JM MA6274 M | 2049-11-20      | 3.0000%  | 0.0000% | $142558.91         | $125584.42         | Agency Mortgage-Backed Securities |
| GNII SF MA6282 M | 2049-11-20      | 2.5000%  | 0.0000% | $420759.51         | $364080.40         | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $7450629.38        | $6662472.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6284 M | 2049-11-20      | 3.5000%  | 0.0000% | $45572351.66       | $42516573.59       | Agency Mortgage-Backed Securities |
| GNII SF MA6285 M | 2049-11-20      | 4.0000%  | 0.0000% | $258683.70         | $244156.63         | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M | 2049-10-20      | 4.5000%  | 0.0000% | $406720.71         | $401428.86         | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M | 2049-10-20      | 5.0000%  | 0.0000% | $342681.86         | $346703.80         | Agency Mortgage-Backed Securities |
| GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $999.57            | $903.20            | Agency Mortgage-Backed Securities |
| GNII SF MA5987 M | 2049-06-20      | 4.5000%  | 0.0000% | $103.16            | $101.96            | Agency Mortgage-Backed Securities |
| GNII SF MA5988 M | 2049-06-20      | 5.0000%  | 0.0000% | $3080076.99        | $3114344.90        | Agency Mortgage-Backed Securities |
| GNII SF MA5989 M | 2049-06-20      | 5.5000%  | 0.0000% | $1036306.18        | $1064704.42        | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M | 2049-07-20      | 3.0000%  | 0.0000% | $778486.34         | $697925.46         | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M | 2049-07-20      | 3.5000%  | 0.0000% | $20351132.36       | $18999952.85       | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M | 2049-12-20      | 3.5000%  | 0.0000% | $3777543.28        | $3510420.60        | Agency Mortgage-Backed Securities |
| GNII SF MA6341 M | 2049-11-20      | 4.5000%  | 0.0000% | $55389.30          | $54487.89          | Agency Mortgage-Backed Securities |
| GNII JM MA6399 M | 2050-01-20      | 3.0000%  | 0.0000% | $188642.58         | $165892.28         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $1622903.39        | $1452753.33        | Agency Mortgage-Backed Securities |
| GNII SF MA6410 M | 2050-01-20      | 3.5000%  | 0.0000% | $9765194.59        | $9110679.17        | Agency Mortgage-Backed Securities |
| GNII SF MA6412 M | 2050-01-20      | 4.5000%  | 0.0000% | $695119.55         | $683384.55         | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M | 2050-01-20      | 5.0000%  | 0.0000% | $398239.99         | $402908.03         | Agency Mortgage-Backed Securities |
| GNII SF MA6415 M | 2049-10-20      | 6.0000%  | 0.0000% | $269071.20         | $283649.48         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M | 2050-02-20      | 2.5000%  | 0.0000% | $306873.39         | $264728.42         | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M | 2050-02-20      | 4.0000%  | 0.0000% | $16572218.43       | $15750092.76       | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M | 2050-01-20      | 4.5000%  | 0.0000% | $184931.08         | $181923.18         | Agency Mortgage-Backed Securities |
| GNII JM MA6531 M | 2050-03-20      | 3.0000%  | 0.0000% | $147063.80         | $129555.12         | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M | 2050-02-20      | 2.5000%  | 0.0000% | $211115.83         | $182223.01         | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M | 2050-02-20      | 3.0000%  | 0.0000% | $1920175.07        | $1716329.29        | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M | 2050-02-20      | 3.5000%  | 0.0000% | $2005579.87        | $1871157.22        | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M | 2049-07-20      | 4.5000%  | 0.0000% | $152866.19         | $150285.50         | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M | 2050-04-20      | 3.0000%  | 0.0000% | $13890930.60       | $12421617.42       | Agency Mortgage-Backed Securities |
| GNII JM MA6080 M | 2049-08-20      | 3.0000%  | 0.0000% | $90324.25          | $79569.34          | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M | 2049-07-20      | 3.0000%  | 0.0000% | $503102.13         | $451306.25         | Agency Mortgage-Backed Securities |
| GNII SF MA6091 M | 2049-07-20      | 4.0000%  | 0.0000% | $365147.54         | $344251.36         | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M | 2049-08-20      | 3.0000%  | 0.0000% | $797133.57         | $713832.32         | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M | 2049-09-20      | 3.5000%  | 0.0000% | $8731503.89        | $8151440.98        | Agency Mortgage-Backed Securities |
| GNII SF MA6156 M | 2049-07-20      | 4.5000%  | 0.0000% | $881006.48         | $863939.62         | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M | 2049-09-20      | 5.0000%  | 0.0000% | $814277.28         | $823834.18         | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M | 2049-09-20      | 5.5000%  | 0.0000% | $193236.06         | $199022.19         | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M | 2049-06-20      | 4.5000%  | 0.0000% | $31576.87          | $31010.85          | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M | 2050-02-20      | 3.0000%  | 0.0000% | $3072612.02        | $2755266.51        | Agency Mortgage-Backed Securities |
| GNMI SP 785415 X | 2050-02-15      | 3.5000%  | 0.0000% | $4065017.42        | $3796936.30        | Agency Mortgage-Backed Securities |
| GNII SP 784825 C | 2049-10-20      | 3.5000%  | 0.0000% | $252617.27         | $231697.19         | Agency Mortgage-Backed Securities |
| GNII SP 784905 C | 2050-01-20      | 3.0000%  | 0.0000% | $1702401.33        | $1504020.50        | Agency Mortgage-Backed Securities |
| GNMI SP 785264 X | 2050-03-15      | 4.5000%  | 0.0000% | $17302436.57       | $17137527.04       | Agency Mortgage-Backed Securities |
| GNII SP 785295 M | 2049-11-20      | 5.0000%  | 0.0000% | $82070.63          | $82828.36          | Agency Mortgage-Backed Securities |
| GNII SP 785340 M | 2049-07-20      | 6.5000%  | 0.0000% | $2438107.88        | $2607823.76        | Agency Mortgage-Backed Securities |
| GNII SP 786329 M | 2049-06-20      | 5.5000%  | 0.0000% | $3895690.50        | $3999091.21        | Agency Mortgage-Backed Securities |
| GNMI SP 785718 X | 2050-03-15      | 2.5000%  | 0.0000% | $15126274.57       | $12966035.83       | Agency Mortgage-Backed Securities |
| GNMI SP 787284 X | 2050-04-15      | 3.0000%  | 0.0000% | $6386787.13        | $5638683.59        | Agency Mortgage-Backed Securities |
| GNII SP 786670 M | 2049-08-20      | 5.5000%  | 0.0000% | $4827559.84        | $4993335.03        | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M | 2050-01-20      | 4.0000%  | 0.0000% | $73451.37          | $68970.35          | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X | 2049-10-15      | 3.0000%  | 0.0000% | $495251.55         | $441794.10         | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C | 2049-10-20      | 4.0000%  | 0.0000% | $2110740.43        | $1994357.02        | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C | 2049-11-20      | 4.0000%  | 0.0000% | $2242981.19        | $2116143.59        | Agency Mortgage-Backed Securities |
| GNII RG CO9678 C | 2050-01-20      | 5.0000%  | 0.0000% | $2532222.32        | $2519805.99        | Agency Mortgage-Backed Securities |
| GNII SF BK8900 C | 2049-06-20      | 4.0000%  | 0.0000% | $409967.96         | $384302.47         | Agency Mortgage-Backed Securities |
| GNII SF BL9226 C | 2049-06-20      | 4.0000%  | 0.0000% | $100917.01         | $94598.73          | Agency Mortgage-Backed Securities |
| GNII SF BM2154 C | 2049-06-20      | 4.5000%  | 0.0000% | $125091.50         | $121460.97         | Agency Mortgage-Backed Securities |
| GNMI SF BM2477 X | 2049-09-15      | 2.5000%  | 0.0000% | $448372.82         | $386313.68         | Agency Mortgage-Backed Securities |
| GNII SF BM5458 C | 2049-07-20      | 4.0000%  | 0.0000% | $83646.07          | $77324.80          | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $992998.94         | $908904.51         | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C | 2050-02-20      | 3.5000%  | 0.0000% | $1707029.23        | $1565713.95        | Agency Mortgage-Backed Securities |
| GNMI SF BN3925 X | 2049-09-15      | 3.5000%  | 0.0000% | $736211.11         | $703547.39         | Agency Mortgage-Backed Securities |
| GNII SF BO8204 C | 2049-09-20      | 4.5000%  | 0.0000% | $779664.57         | $753989.43         | Agency Mortgage-Backed Securities |
| GNMI SF BO9503 X | 2049-10-15      | 2.5000%  | 0.0000% | $528645.82         | $459410.84         | Agency Mortgage-Backed Securities |
| GNMI SF BP1022 X | 2049-09-15      | 3.5000%  | 0.0000% | $155560.70         | $143133.37         | Agency Mortgage-Backed Securities |
| GNII SF BP1928 C | 2049-08-20      | 3.5000%  | 0.0000% | $272754.91         | $250172.08         | Agency Mortgage-Backed Securities |
| GNMI SF BP2899 X | 2050-01-15      | 3.5000%  | 0.0000% | $796644.21         | $740678.09         | Agency Mortgage-Backed Securities |
| GNMI SF BP6203 X | 2049-11-15      | 3.5000%  | 0.0000% | $70503.80          | $64871.51          | Agency Mortgage-Backed Securities |
| GNMI SF BP6229 X | 2049-11-15      | 3.0000%  | 0.0000% | $1745176.43        | $1556802.08        | Agency Mortgage-Backed Securities |
| GNII SF BP5507 C | 2049-09-20      | 5.5000%  | 0.0000% | $1244051.84        | $1287896.37        | Agency Mortgage-Backed Securities |
| GNMI SF BP7995 X | 2050-01-15      | 5.5000%  | 0.0000% | $142546.45         | $145980.59         | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X | 2049-09-15      | 2.5000%  | 0.0000% | $424985.35         | $366171.35         | Agency Mortgage-Backed Securities |
| GNMI SF BP7533 X | 2049-11-15      | 4.5000%  | 0.0000% | $591735.82         | $582570.42         | Agency Mortgage-Backed Securities |
| GNMI SF BQ0231 X | 2049-10-15      | 3.0000%  | 0.0000% | $99276.98          | $89297.86          | Agency Mortgage-Backed Securities |
| GNMI SF BQ1266 X | 2049-11-15      | 3.5000%  | 0.0000% | $160517.67         | $147691.77         | Agency Mortgage-Backed Securities |
| GNMI SF BQ1273 X | 2049-11-15      | 3.5000%  | 0.0000% | $183588.99         | $168920.35         | Agency Mortgage-Backed Securities |
| GNII SF BQ3108 C | 2049-10-20      | 3.0000%  | 0.0000% | $268299.52         | $243317.08         | Agency Mortgage-Backed Securities |
| GNII SF BQ4235 C | 2049-11-20      | 3.0000%  | 0.0000% | $547502.40         | $489014.36         | Agency Mortgage-Backed Securities |
| GNII SF BQ6394 C | 2049-11-20      | 3.0000%  | 0.0000% | $221431.69         | $191514.06         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8587 X | 2049-10-15      | 3.5000%  | 0.0000% | $217524.66         | $201802.34         | Agency Mortgage-Backed Securities |
| GNII SF BR1488 C | 2049-12-20      | 3.0000%  | 0.0000% | $158376.26         | $137370.50         | Agency Mortgage-Backed Securities |
| GNII SF BR1549 C | 2050-01-20      | 3.5000%  | 0.0000% | $1892101.52        | $1735468.94        | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X | 2049-12-15      | 3.5000%  | 0.0000% | $234245.92         | $215528.89         | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C | 2050-02-20      | 3.0000%  | 0.0000% | $8021870.14        | $7091565.84        | Agency Mortgage-Backed Securities |
| GNII SF BS2470 C | 2050-03-20      | 5.0000%  | 0.0000% | $294778.15         | $295320.15         | Agency Mortgage-Backed Securities |
| GNMI SF BS5088 X | 2050-03-15      | 3.5000%  | 0.0000% | $1614875.77        | $1485916.10        | Agency Mortgage-Backed Securities |
| GNII SF BS6890 C | 2050-02-20      | 5.0000%  | 0.0000% | $551708.70         | $553989.28         | Agency Mortgage-Backed Securities |
| GNII SF BS8727 C | 2050-02-20      | 5.0000%  | 0.0000% | $446055.78         | $447173.00         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $5760830.36        | $5078506.09        | Agency Mortgage-Backed Securities |
| GNII SF BT5534 C | 2050-03-20      | 5.0000%  | 0.0000% | $352318.51         | $350400.72         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X | 2050-04-15      | 3.5000%  | 0.0000% | $247142.56         | $227404.93         | Agency Mortgage-Backed Securities |
| GNII RG CN1994 C | 2049-10-20      | 3.5000%  | 0.0000% | $7434061.24        | $6801368.11        | Agency Mortgage-Backed Securities |
| GNII RG CN3069 C | 2049-07-20      | 5.5000%  | 0.0000% | $617036.35         | $635283.56         | Agency Mortgage-Backed Securities |
| GNII RG CE1824 C | 2049-07-20      | 5.0000%  | 0.0000% | $989984.78         | $985132.53         | Agency Mortgage-Backed Securities |
| GNII RG CE1882 C | 2049-08-20      | 5.0000%  | 0.0000% | $625816.56         | $625086.65         | Agency Mortgage-Backed Securities |
| GNII RG CF0476 C | 2049-06-20      | 5.5000%  | 0.0000% | $233404.79         | $236743.26         | Agency Mortgage-Backed Securities |
| GNII RG CF9613 C | 2050-03-20      | 4.0000%  | 0.0000% | $675939.27         | $635324.33         | Agency Mortgage-Backed Securities |
| GNII RG CB2951 C | 2049-09-20      | 5.0000%  | 0.0000% | $2083574.99        | $2073362.69        | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C | 2049-10-20      | 4.0000%  | 0.0000% | $3718673.54        | $3507870.61        | Agency Mortgage-Backed Securities |
| GNMI SF AD6086 X | 2050-02-15      | 3.5000%  | 0.0000% | $476700.19         | $438636.47         | Agency Mortgage-Backed Securities |
| GNII SF DB6669 C | 2050-03-20      | 7.0000%  | 0.0000% | $790131.16         | $843377.58         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JDE006, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDE006_3.70_0413
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TRFR BK 10/31/26 | 2026-10-31      | 3.8584%  | 0.0000% | $3700.00           | $3726.37           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $505285800.00      | $499999907.50      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $9777222.06        | $9803883.90        | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26 | 2026-10-31      | 1.6250%  | 0.0000% | $193400.00         | $192274.67         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $119.00            | $120.09            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 959JDG001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DP2849 C | 2056-01-20      | 5.5000%  | 0.0000% | $1266239.65        | $1291182.46        | Agency Mortgage-Backed Securities |
| GNII SF DP3304 C | 2056-01-20      | 7.5000%  | 0.0000% | $1209623.00        | $1314858.99        | Agency Mortgage-Backed Securities |
| GNII SF DP3328 C | 2056-03-20      | 6.0000%  | 0.0000% | $1498529.00        | $1546342.56        | Agency Mortgage-Backed Securities |
| GNII SF DP4477 C | 2056-01-20      | 5.0000%  | 0.0000% | $1334712.95        | $1336411.59        | Agency Mortgage-Backed Securities |
| GNII SF DP4489 C | 2056-01-20      | 6.5000%  | 0.0000% | $1388645.27        | $1466917.19        | Agency Mortgage-Backed Securities |
| GNII SF DP3908 C | 2056-02-20      | 8.0000%  | 0.0000% | $1239786.65        | $1299330.71        | Agency Mortgage-Backed Securities |
| GNII SF DP4288 C | 2056-01-20      | 6.5000%  | 0.0000% | $1193879.70        | $1280255.31        | Agency Mortgage-Backed Securities |
| GNII SF DP4291 C | 2055-12-20      | 7.0000%  | 0.0000% | $1153807.93        | $1248193.26        | Agency Mortgage-Backed Securities |
| GNII SF DP4596 C | 2056-01-20      | 6.5000%  | 0.0000% | $1379790.81        | $1457140.05        | Agency Mortgage-Backed Securities |
| GNII SF DP4676 C | 2056-02-20      | 5.0000%  | 0.0000% | $1429933.65        | $1423854.53        | Agency Mortgage-Backed Securities |
| GNII SF DP4738 C | 2056-03-20      | 5.0000%  | 0.0000% | $1549616.00        | $1543028.07        | Agency Mortgage-Backed Securities |
| GNII SF DP6247 C | 2056-03-20      | 5.0000%  | 0.0000% | $1431038.00        | $1428467.38        | Agency Mortgage-Backed Securities |
| GNII SF DP5843 C | 2055-12-20      | 6.5000%  | 0.0000% | $1386877.35        | $1477424.73        | Agency Mortgage-Backed Securities |
| GNII SF DP6026 C | 2056-01-20      | 6.0000%  | 0.0000% | $1353318.89        | $1391154.98        | Agency Mortgage-Backed Securities |
| GNII SF DP6030 C | 2056-01-20      | 6.0000%  | 0.0000% | $1410275.81        | $1449704.31        | Agency Mortgage-Backed Securities |
| GNII SF DP6799 C | 2056-03-20      | 6.5000%  | 0.0000% | $1234676.00        | $1303895.23        | Agency Mortgage-Backed Securities |
| GNII SF DP7000 C | 2056-01-20      | 6.5000%  | 0.0000% | $1464592.53        | $1546729.32        | Agency Mortgage-Backed Securities |
| GNII SF DQ0957 C | 2056-02-20      | 5.5000%  | 0.0000% | $1396439.84        | $1423947.37        | Agency Mortgage-Backed Securities |
| GNII SF DQ0958 C | 2055-10-20      | 5.5000%  | 0.0000% | $1269774.00        | $1294785.16        | Agency Mortgage-Backed Securities |
| GNII SF DQ0960 C | 2056-02-20      | 5.5000%  | 0.0000% | $1223737.80        | $1268750.95        | Agency Mortgage-Backed Securities |
| GNII SF DQ0964 C | 2055-10-20      | 5.5000%  | 0.0000% | $1275107.00        | $1300224.48        | Agency Mortgage-Backed Securities |
| GNII SF DQ0933 C | 2056-02-20      | 5.0000%  | 0.0000% | $1482050.97        | $1475750.28        | Agency Mortgage-Backed Securities |
| GNII SF DQ0944 C | 2056-02-20      | 5.5000%  | 0.0000% | $1456990.35        | $1510583.31        | Agency Mortgage-Backed Securities |
| GNII SF DQ0950 C | 2056-02-20      | 5.0000%  | 0.0000% | $1390850.14        | $1386643.74        | Agency Mortgage-Backed Securities |
| GNII SF DQ0989 C | 2056-03-20      | 5.0000%  | 0.0000% | $1341131.00        | $1335429.41        | Agency Mortgage-Backed Securities |
| GNII SF DQ0965 C | 2056-03-20      | 5.0000%  | 0.0000% | $1422558.00        | $1420002.61        | Agency Mortgage-Backed Securities |
| GNII SF DQ0969 C | 2056-03-20      | 5.0000%  | 0.0000% | $1344094.00        | $1338379.81        | Agency Mortgage-Backed Securities |
| GNII SF DQ0986 C | 2056-03-20      | 5.0000%  | 0.0000% | $1301766.00        | $1301026.16        | Agency Mortgage-Backed Securities |
| GNII SF DQ1001 C | 2056-03-20      | 5.5000%  | 0.0000% | $1228451.00        | $1265843.00        | Agency Mortgage-Backed Securities |
| GNII SF DQ1002 C | 2056-03-20      | 5.5000%  | 0.0000% | $1265986.00        | $1312554.45        | Agency Mortgage-Backed Securities |
| GNII SF DQ1007 C | 2056-03-20      | 6.5000%  | 0.0000% | $1389289.00        | $1467172.08        | Agency Mortgage-Backed Securities |
| GNII SF DQ1213 C | 2056-03-20      | 5.0000%  | 0.0000% | $1468439.00        | $1462196.18        | Agency Mortgage-Backed Securities |
| GNII SF DP6496 C | 2056-01-20      | 6.5000%  | 0.0000% | $1193121.77        | $1260004.20        | Agency Mortgage-Backed Securities |
| GNII SF DP9630 C | 2056-03-20      | 5.5000%  | 0.0000% | $1546000.00        | $1554520.52        | Agency Mortgage-Backed Securities |
| GNII SF DQ0298 C | 2056-03-20      | 5.0000%  | 0.0000% | $1433210.00        | $1427293.23        | Agency Mortgage-Backed Securities |
| GNII SF DQ0299 C | 2056-03-20      | 5.0000%  | 0.0000% | $1555077.00        | $1548465.85        | Agency Mortgage-Backed Securities |
| GNII SF DQ0393 C | 2056-03-20      | 6.0000%  | 0.0000% | $1497683.00        | $1555471.10        | Agency Mortgage-Backed Securities |
| GNII SF DQ0553 C | 2056-03-20      | 5.0000%  | 0.0000% | $1442855.00        | $1436720.94        | Agency Mortgage-Backed Securities |
| GNII SF DQ0554 C | 2056-03-20      | 5.0000%  | 0.0000% | $1421274.00        | $1415231.69        | Agency Mortgage-Backed Securities |
| GNII SF DP9690 C | 2056-03-20      | 5.0000%  | 0.0000% | $586599.00         | $578344.18         | Agency Mortgage-Backed Securities |
| GNII SF DQ2361 C | 2056-02-20      | 6.5000%  | 0.0000% | $1443840.94        | $1524782.18        | Agency Mortgage-Backed Securities |
| GNII SF DQ4484 C | 2056-01-20      | 5.0000%  | 0.0000% | $1367992.77        | $1368893.82        | Agency Mortgage-Backed Securities |
| GNII SF DQ4567 C | 2056-03-20      | 5.0000%  | 0.0000% | $1265802.00        | $1266635.74        | Agency Mortgage-Backed Securities |
| GNII SF DQ4779 C | 2056-02-20      | 5.5000%  | 0.0000% | $1241849.87        | $1276920.12        | Agency Mortgage-Backed Securities |
| GNII SF DQ5763 C | 2056-03-20      | 5.0000%  | 0.0000% | $1558637.00        | $1552010.72        | Agency Mortgage-Backed Securities |
| GNII SF DQ7235 C | 2056-02-20      | 6.5000%  | 0.0000% | $1410766.00        | $1510285.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ7631 C | 2056-03-20      | 4.5000%  | 0.0000% | $1421240.00        | $1382599.33        | Agency Mortgage-Backed Securities |
| GNII SF DQ7632 C | 2056-03-20      | 4.5000%  | 0.0000% | $1555218.00        | $1511786.98        | Agency Mortgage-Backed Securities |
| GNII SF DQ7742 C | 2056-03-20      | 6.5000%  | 0.0000% | $1223694.00        | $1292293.88        | Agency Mortgage-Backed Securities |
| GNII SF DQ7721 C | 2056-03-20      | 5.0000%  | 0.0000% | $1534606.00        | $1534109.81        | Agency Mortgage-Backed Securities |
| GNII SF DQ7722 C | 2056-03-20      | 5.0000%  | 0.0000% | $1436695.00        | $1432704.82        | Agency Mortgage-Backed Securities |
| GNII SF DQ7751 C | 2056-03-20      | 6.5000%  | 0.0000% | $1219610.00        | $1287982.15        | Agency Mortgage-Backed Securities |
| GNII SF DQ8961 C | 2056-02-20      | 6.0000%  | 0.0000% | $1427279.00        | $1472819.19        | Agency Mortgage-Backed Securities |
| GNII SF DQ8962 C | 2056-03-20      | 6.5000%  | 0.0000% | $1287764.00        | $1362289.05        | Agency Mortgage-Backed Securities |
| GNII SF DQ8963 C | 2056-03-20      | 6.5000%  | 0.0000% | $1423289.00        | $1503939.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ8120 C | 2056-03-20      | 6.0000%  | 0.0000% | $1318204.00        | $1361226.22        | Agency Mortgage-Backed Securities |
| GNII SF DQ5904 C | 2056-03-20      | 6.0000%  | 0.0000% | $1255426.00        | $1295484.13        | Agency Mortgage-Backed Securities |
| GNII SF DQ5951 C | 2056-02-20      | 6.5000%  | 0.0000% | $1364007.29        | $1440473.08        | Agency Mortgage-Backed Securities |
| GNII SF DQ9676 C | 2056-03-20      | 7.0000%  | 0.0000% | $1353334.00        | $1444593.82        | Agency Mortgage-Backed Securities |
| GNII SF MB0992 M | 2056-02-20      | 3.0000%  | 0.0000% | $1671742.00        | $1491558.30        | Agency Mortgage-Backed Securities |
| GNII SF DI3629 C | 2055-04-20      | 6.5000%  | 0.0000% | $1192743.30        | $1259608.09        | Agency Mortgage-Backed Securities |
| GNII SF DI5355 C | 2055-04-20      | 6.5000%  | 0.0000% | $1301234.53        | $1386743.42        | Agency Mortgage-Backed Securities |
| GNII SF DI5376 C | 2055-04-20      | 6.5000%  | 0.0000% | $1206417.98        | $1283361.72        | Agency Mortgage-Backed Securities |
| GNII SF DI4588 C | 2055-09-20      | 6.5000%  | 0.0000% | $1406866.95        | $1499317.33        | Agency Mortgage-Backed Securities |
| GNII SF DI4617 C | 2055-09-20      | 6.5000%  | 0.0000% | $1326631.05        | $1413812.83        | Agency Mortgage-Backed Securities |
| GNII SF DI4870 C | 2055-07-20      | 6.5000%  | 0.0000% | $1246562.82        | $1331486.99        | Agency Mortgage-Backed Securities |
| GNII SF DI3022 C | 2055-03-20      | 7.0000%  | 0.0000% | $1372146.55        | $1439202.44        | Agency Mortgage-Backed Securities |
| GNII SF DI3027 C | 2055-04-20      | 7.0000%  | 0.0000% | $1366714.20        | $1440459.82        | Agency Mortgage-Backed Securities |
| GNII SF DI3029 C | 2055-04-20      | 7.0000%  | 0.0000% | $1314048.38        | $1379054.79        | Agency Mortgage-Backed Securities |
| GNII SF DI3039 C | 2055-06-20      | 7.0000%  | 0.0000% | $1224692.79        | $1284540.26        | Agency Mortgage-Backed Securities |
| GNII SF DI3041 C | 2055-06-20      | 7.0000%  | 0.0000% | $1308550.00        | $1372500.58        | Agency Mortgage-Backed Securities |
| GNII SF DI5118 C | 2055-06-20      | 6.5000%  | 0.0000% | $1249722.56        | $1325816.51        | Agency Mortgage-Backed Securities |
| GNII SF DI5215 C | 2055-05-20      | 7.0000%  | 0.0000% | $1332166.26        | $1414498.58        | Agency Mortgage-Backed Securities |
| GNII SF DI5217 C | 2055-05-20      | 6.5000%  | 0.0000% | $1452191.99        | $1540609.67        | Agency Mortgage-Backed Securities |
| GNII SF DI5471 C | 2055-03-20      | 5.5000%  | 0.0000% | $1323869.82        | $1357855.32        | Agency Mortgage-Backed Securities |
| GNII SF DI5657 C | 2055-03-20      | 7.5000%  | 0.0000% | $1181132.28        | $1287415.29        | Agency Mortgage-Backed Securities |
| GNII SF DI7891 C | 2055-04-20      | 7.0000%  | 0.0000% | $1360079.91        | $1410690.30        | Agency Mortgage-Backed Securities |
| GNII SF DI1956 C | 2055-04-20      | 6.5000%  | 0.0000% | $1350709.85        | $1442731.92        | Agency Mortgage-Backed Securities |
| GNII SF DI9054 C | 2055-09-20      | 6.5000%  | 0.0000% | $1236987.73        | $1306335.33        | Agency Mortgage-Backed Securities |
| GNII SF DI9283 C | 2055-03-20      | 5.0000%  | 0.0000% | $1305131.85        | $1305674.35        | Agency Mortgage-Backed Securities |
| GNII SF DI9378 C | 2055-04-20      | 6.0000%  | 0.0000% | $1273352.59        | $1334609.76        | Agency Mortgage-Backed Securities |
| GNII SF DI9559 C | 2055-04-20      | 7.0000%  | 0.0000% | $1384921.91        | $1452602.12        | Agency Mortgage-Backed Securities |
| GNII SF DO0141 C | 2055-12-20      | 6.5000%  | 0.0000% | $1273304.73        | $1344681.94        | Agency Mortgage-Backed Securities |
| GNII SF DO0993 C | 2055-12-20      | 6.0000%  | 0.0000% | $1308945.92        | $1350711.76        | Agency Mortgage-Backed Securities |
| GNII SF DO1524 C | 2056-02-20      | 5.5000%  | 0.0000% | $1456939.62        | $1508753.24        | Agency Mortgage-Backed Securities |
| GNII SF DO1850 C | 2055-12-20      | 6.5000%  | 0.0000% | $1186050.85        | $1252542.84        | Agency Mortgage-Backed Securities |
| GNII SF DO2176 C | 2055-11-20      | 6.5000%  | 0.0000% | $1334219.56        | $1409019.47        | Agency Mortgage-Backed Securities |
| GNII SF DO2231 C | 2055-11-20      | 6.5000%  | 0.0000% | $1424152.13        | $1503995.33        | Agency Mortgage-Backed Securities |
| GNII SF DO2325 C | 2055-12-20      | 6.5000%  | 0.0000% | $1448513.03        | $1526219.48        | Agency Mortgage-Backed Securities |
| GNII SF DO2327 C | 2055-12-20      | 6.5000%  | 0.0000% | $1472134.30        | $1554666.08        | Agency Mortgage-Backed Securities |
| GNII SF DO2448 C | 2056-03-20      | 6.5000%  | 0.0000% | $1371445.00        | $1448329.12        | Agency Mortgage-Backed Securities |
| GNII SF DO3104 C | 2055-11-20      | 5.0000%  | 0.0000% | $1456400.44        | $1457361.18        | Agency Mortgage-Backed Securities |
| GNII SF DO3645 C | 2055-11-20      | 6.5000%  | 0.0000% | $1353010.42        | $1471720.40        | Agency Mortgage-Backed Securities |
| GNII SF DO3741 C | 2055-12-20      | 6.5000%  | 0.0000% | $1406164.59        | $1485080.89        | Agency Mortgage-Backed Securities |
| GNII SF DO4012 C | 2055-11-20      | 6.5000%  | 0.0000% | $1186498.95        | $1254798.18        | Agency Mortgage-Backed Securities |
| GNII SF DO4016 C | 2055-11-20      | 6.5000%  | 0.0000% | $1197412.10        | $1250958.77        | Agency Mortgage-Backed Securities |
| GNII SF DO4286 C | 2056-02-20      | 5.0000%  | 0.0000% | $1393337.44        | $1387413.90        | Agency Mortgage-Backed Securities |
| GNII SF DO5277 C | 2055-12-20      | 6.5000%  | 0.0000% | $1256272.05        | $1338070.01        | Agency Mortgage-Backed Securities |
| GNII SF DO4655 C | 2056-01-20      | 6.5000%  | 0.0000% | $1285860.15        | $1366479.30        | Agency Mortgage-Backed Securities |
| GNII SF DO4644 C | 2055-12-20      | 7.5000%  | 0.0000% | $1186108.17        | $1289296.02        | Agency Mortgage-Backed Securities |
| GNII SF DO4867 C | 2055-12-20      | 5.5000%  | 0.0000% | $1448012.81        | $1479435.17        | Agency Mortgage-Backed Securities |
| GNII SF DO4872 C | 2055-12-20      | 5.5000%  | 0.0000% | $1273910.39        | $1305487.23        | Agency Mortgage-Backed Securities |
| GNII SF DO4910 C | 2055-12-20      | 6.5000%  | 0.0000% | $1214210.21        | $1289240.71        | Agency Mortgage-Backed Securities |
| GNII SF DO4941 C | 2055-12-20      | 6.5000%  | 0.0000% | $1270808.39        | $1342049.48        | Agency Mortgage-Backed Securities |
| GNII SF DO5029 C | 2055-12-20      | 6.5000%  | 0.0000% | $1192958.12        | $1259826.61        | Agency Mortgage-Backed Securities |
| GNII SF DO5051 C | 2056-01-20      | 6.5000%  | 0.0000% | $1272253.70        | $1343960.04        | Agency Mortgage-Backed Securities |
| GNII SF DO6271 C | 2055-11-20      | 6.0000%  | 0.0000% | $1449647.96        | $1478306.05        | Agency Mortgage-Backed Securities |
| GNII SF DO6278 C | 2055-11-20      | 6.0000%  | 0.0000% | $1418910.47        | $1446962.33        | Agency Mortgage-Backed Securities |
| GNII SF DO5464 C | 2055-11-20      | 6.0000%  | 0.0000% | $1288840.94        | $1334266.14        | Agency Mortgage-Backed Securities |
| GNII SF DO5471 C | 2055-10-20      | 6.5000%  | 0.0000% | $1340372.45        | $1415514.63        | Agency Mortgage-Backed Securities |
| GNII SF DO5523 C | 2055-11-20      | 6.5000%  | 0.0000% | $1328622.37        | $1403105.83        | Agency Mortgage-Backed Securities |
| GNII SF DO5574 C | 2055-12-20      | 5.5000%  | 0.0000% | $1296126.17        | $1318295.54        | Agency Mortgage-Backed Securities |
| GNII SF DO5605 C | 2056-01-20      | 6.0000%  | 0.0000% | $1492326.71        | $1539943.87        | Agency Mortgage-Backed Securities |
| GNII SF DO5652 C | 2056-02-20      | 4.5000%  | 0.0000% | $1438856.51        | $1391590.07        | Agency Mortgage-Backed Securities |
| GNII SF DO3333 C | 2052-11-20      | 6.0000%  | 0.0000% | $1272684.17        | $1300156.33        | Agency Mortgage-Backed Securities |
| GNII SF DO5702 C | 2055-12-20      | 6.5000%  | 0.0000% | $1385182.51        | $1477879.84        | Agency Mortgage-Backed Securities |
| GNII SF DO5771 C | 2055-11-20      | 6.5000%  | 0.0000% | $1346697.05        | $1422195.13        | Agency Mortgage-Backed Securities |
| GNII SF DO5801 C | 2055-11-20      | 5.0000%  | 0.0000% | $1536593.63        | $1536251.99        | Agency Mortgage-Backed Securities |
| GNII SF DO6162 C | 2055-12-20      | 6.0000%  | 0.0000% | $1480044.61        | $1509305.09        | Agency Mortgage-Backed Securities |
| GNII SF DO6372 C | 2056-02-20      | 6.5000%  | 0.0000% | $1252152.83        | $1308144.93        | Agency Mortgage-Backed Securities |
| GNII SF DO6657 C | 2056-01-20      | 5.5000%  | 0.0000% | $1388802.40        | $1416159.50        | Agency Mortgage-Backed Securities |
| GNII SF DO6696 C | 2055-12-20      | 7.0000%  | 0.0000% | $1364053.34        | $1430712.36        | Agency Mortgage-Backed Securities |
| GNII SF DO6728 C | 2055-12-20      | 5.5000%  | 0.0000% | $1232925.81        | $1257211.16        | Agency Mortgage-Backed Securities |
| GNII SF DO6957 C | 2056-01-20      | 6.0000%  | 0.0000% | $1386975.39        | $1431231.00        | Agency Mortgage-Backed Securities |
| GNII SF DO8889 C | 2055-12-20      | 6.5000%  | 0.0000% | $1434301.83        | $1498431.85        | Agency Mortgage-Backed Securities |
| GNII SF DO8892 C | 2056-01-20      | 6.5000%  | 0.0000% | $1389484.94        | $1483523.42        | Agency Mortgage-Backed Securities |
| GNII SF DO8298 C | 2056-01-20      | 5.5000%  | 0.0000% | $1361535.75        | $1409392.83        | Agency Mortgage-Backed Securities |
| GNII SF DO9057 C | 2055-12-20      | 6.0000%  | 0.0000% | $1423680.00        | $1466902.92        | Agency Mortgage-Backed Securities |
| GNII SF DO9082 C | 2056-03-20      | 5.0000%  | 0.0000% | $1486380.00        | $1485535.24        | Agency Mortgage-Backed Securities |
| GNII SF DO9125 C | 2055-11-20      | 5.5000%  | 0.0000% | $1243920.92        | $1275987.12        | Agency Mortgage-Backed Securities |
| GNII SF DO9176 C | 2055-12-20      | 4.5000%  | 0.0000% | $1319964.73        | $1283073.04        | Agency Mortgage-Backed Securities |
| GNII SF DR0803 C | 2056-03-20      | 5.0000%  | 0.0000% | $1338309.00        | $1335904.95        | Agency Mortgage-Backed Securities |
| GNII SF DR0936 C | 2056-03-20      | 5.0000%  | 0.0000% | $1507021.00        | $1506164.51        | Agency Mortgage-Backed Securities |
| GNII SF DR0944 C | 2056-03-20      | 5.0000%  | 0.0000% | $1422122.00        | $1417822.45        | Agency Mortgage-Backed Securities |
| GNII SF DR2270 C | 2056-03-20      | 6.5000%  | 0.0000% | $1371257.00        | $1448125.10        | Agency Mortgage-Backed Securities |
| GNII SF DR2284 C | 2056-03-20      | 6.5000%  | 0.0000% | $1267269.00        | $1338307.88        | Agency Mortgage-Backed Securities |
| GNII SF DR2993 C | 2056-03-20      | 5.0000%  | 0.0000% | $1454858.00        | $1448672.91        | Agency Mortgage-Backed Securities |
| GNII SF DR2999 C | 2056-03-20      | 5.0000%  | 0.0000% | $1243331.00        | $1250255.94        | Agency Mortgage-Backed Securities |
| GNII SF DR3683 C | 2056-03-20      | 5.5000%  | 0.0000% | $1366475.00        | $1399687.63        | Agency Mortgage-Backed Securities |
| GNII SF DR0968 C | 2056-03-20      | 5.0000%  | 0.0000% | $1450808.00        | $1444640.13        | Agency Mortgage-Backed Securities |
| GNII SF DR4192 C | 2056-03-20      | 5.0000%  | 0.0000% | $1406844.00        | $1402590.64        | Agency Mortgage-Backed Securities |
| GNII SF MA8424 M | 2052-11-20      | 3.0000%  | 0.0000% | $1483227.19        | $1325411.81        | Agency Mortgage-Backed Securities |
| GNII SF MA8794 M | 2051-07-20      | 2.0000%  | 0.0000% | $1609495.71        | $1328680.02        | Agency Mortgage-Backed Securities |
| GNII SF CJ6712 C | 2051-11-20      | 2.0000%  | 0.0000% | $1601764.34        | $1288250.47        | Agency Mortgage-Backed Securities |
| GNII SF CK0493 C | 2051-12-20      | 3.5000%  | 0.0000% | $1661005.27        | $1503252.40        | Agency Mortgage-Backed Securities |
| GNII SF CM6124 C | 2052-09-20      | 5.5000%  | 0.0000% | $1466595.10        | $1510461.45        | Agency Mortgage-Backed Securities |
| GNII SF CQ6197 C | 2052-11-20      | 5.0000%  | 0.0000% | $1464023.02        | $1483079.72        | Agency Mortgage-Backed Securities |
| GNII SF CR9840 C | 2053-01-20      | 7.5000%  | 0.0000% | $1170080.40        | $1267514.16        | Agency Mortgage-Backed Securities |
| GNII SF DG6312 C | 2054-11-20      | 6.5000%  | 0.0000% | $1166690.07        | $1251096.21        | Agency Mortgage-Backed Securities |
| GNII SF DG6314 C | 2054-11-20      | 6.5000%  | 0.0000% | $1220423.86        | $1308716.24        | Agency Mortgage-Backed Securities |
| GNII SF DG6568 C | 2055-01-20      | 6.5000%  | 0.0000% | $1339822.45        | $1445244.59        | Agency Mortgage-Backed Securities |
| GNII SF DE2384 C | 2055-06-20      | 7.0000%  | 0.0000% | $1307347.06        | $1371238.85        | Agency Mortgage-Backed Securities |
| GNII SF DF0803 C | 2056-01-20      | 6.5000%  | 0.0000% | $1235085.06        | $1325184.11        | Agency Mortgage-Backed Securities |
| GNII SF DF1814 C | 2054-11-20      | 5.0000%  | 0.0000% | $1500195.94        | $1503896.43        | Agency Mortgage-Backed Securities |
| GNII SF DF8347 C | 2055-02-20      | 7.0000%  | 0.0000% | $1325771.75        | $1390563.99        | Agency Mortgage-Backed Securities |
| GNII SF DF9587 C | 2054-11-20      | 8.0000%  | 0.0000% | $1350499.54        | $1457798.98        | Agency Mortgage-Backed Securities |
| GNII SF DG0865 C | 2055-01-20      | 5.0000%  | 0.0000% | $1337848.52        | $1345298.55        | Agency Mortgage-Backed Securities |
| GNII SF DG6730 C | 2055-02-20      | 6.0000%  | 0.0000% | $1485895.02        | $1533302.50        | Agency Mortgage-Backed Securities |
| GNII SF DG6731 C | 2055-02-20      | 6.5000%  | 0.0000% | $1250197.08        | $1320278.96        | Agency Mortgage-Backed Securities |
| GNII SF DG7464 C | 2055-06-20      | 6.0000%  | 0.0000% | $1370904.43        | $1402229.60        | Agency Mortgage-Backed Securities |
| GNII SF DH4043 C | 2055-03-20      | 5.5000%  | 0.0000% | $1348280.80        | $1374628.01        | Agency Mortgage-Backed Securities |
| GNII SF DH6283 C | 2055-02-20      | 6.5000%  | 0.0000% | $1299450.11        | $1400667.74        | Agency Mortgage-Backed Securities |
| GNII SF DH6383 C | 2055-03-20      | 7.0000%  | 0.0000% | $1321253.11        | $1404374.90        | Agency Mortgage-Backed Securities |
| GNII SF DH7516 C | 2055-05-20      | 6.5000%  | 0.0000% | $1407141.83        | $1486025.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ0742 C | 2055-04-20      | 7.0000%  | 0.0000% | $1412170.79        | $1466809.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ1512 C | 2055-05-20      | 7.5000%  | 0.0000% | $1191363.79        | $1254342.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ1600 C | 2055-04-20      | 7.5000%  | 0.0000% | $1386152.29        | $1459427.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ8228 C | 2055-06-20      | 6.0000%  | 0.0000% | $1346470.00        | $1389430.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ8833 C | 2055-06-20      | 6.5000%  | 0.0000% | $1336271.31        | $1411179.57        | Agency Mortgage-Backed Securities |
| GNII SF DK0846 C | 2055-08-20      | 6.5000%  | 0.0000% | $1366781.70        | $1445054.10        | Agency Mortgage-Backed Securities |
| GNII SF DK0022 C | 2055-05-20      | 7.0000%  | 0.0000% | $1392385.93        | $1447034.76        | Agency Mortgage-Backed Securities |
| GNII SF DK0494 C | 2055-05-20      | 7.0000%  | 0.0000% | $1258325.51        | $1318765.82        | Agency Mortgage-Backed Securities |
| GNII SF DK1886 C | 2055-06-20      | 7.0000%  | 0.0000% | $1272334.77        | $1335277.59        | Agency Mortgage-Backed Securities |
| GNII SF DK4306 C | 2055-07-20      | 5.5000%  | 0.0000% | $395938.71         | $403738.05         | Agency Mortgage-Backed Securities |
| GNII SF DK5276 C | 2055-07-20      | 6.5000%  | 0.0000% | $1270479.34        | $1341705.80        | Agency Mortgage-Backed Securities |
| GNII SF DK6018 C | 2055-07-20      | 6.5000%  | 0.0000% | $1196119.11        | $1263169.56        | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C | 2055-07-20      | 6.5000%  | 0.0000% | $1316036.09        | $1389816.59        | Agency Mortgage-Backed Securities |
| GNII SF DK6044 C | 2055-08-20      | 6.5000%  | 0.0000% | $1411648.18        | $1490780.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ5841 C | 2055-05-20      | 7.0000%  | 0.0000% | $1248533.04        | $1311795.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ5840 C | 2055-05-20      | 5.0000%  | 0.0000% | $1500440.83        | $1508796.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ4781 C | 2055-03-20      | 7.5000%  | 0.0000% | $1299925.46        | $1404451.16        | Agency Mortgage-Backed Securities |
| GNII SF DK7634 C | 2055-07-20      | 6.5000%  | 0.0000% | $1226766.26        | $1306643.06        | Agency Mortgage-Backed Securities |
| GNII SF DK8373 C | 2050-07-20      | 6.5000%  | 0.0000% | $1194564.55        | $1272302.83        | Agency Mortgage-Backed Securities |
| GNII SF DL0158 C | 2055-10-20      | 6.5000%  | 0.0000% | $1271774.22        | $1343072.00        | Agency Mortgage-Backed Securities |
| GNII SF DL0426 C | 2055-05-20      | 6.0000%  | 0.0000% | $1468511.16        | $1508169.77        | Agency Mortgage-Backed Securities |
| GNII SF DL0963 C | 2056-01-20      | 5.5000%  | 0.0000% | $1441241.75        | $1485459.52        | Agency Mortgage-Backed Securities |
| GNII SF DL0953 C | 2055-10-20      | 5.5000%  | 0.0000% | $1372502.88        | $1419639.20        | Agency Mortgage-Backed Securities |
| GNII SF DL2151 C | 2055-07-20      | 7.0000%  | 0.0000% | $1282518.76        | $1350570.92        | Agency Mortgage-Backed Securities |
| GNII SF DL2444 C | 2055-07-20      | 5.5000%  | 0.0000% | $1292174.46        | $1319320.89        | Agency Mortgage-Backed Securities |
| GNII SF DL2944 C | 2055-08-20      | 6.0000%  | 0.0000% | $1359252.85        | $1408396.64        | Agency Mortgage-Backed Securities |
| GNII SF DL4478 C | 2055-07-20      | 7.0000%  | 0.0000% | $1310831.94        | $1374895.35        | Agency Mortgage-Backed Securities |
| GNII SF DL3812 C | 2055-10-20      | 6.5000%  | 0.0000% | $1287387.45        | $1353341.17        | Agency Mortgage-Backed Securities |
| GNII SF DL3866 C | 2055-10-20      | 6.5000%  | 0.0000% | $1206562.59        | $1268369.56        | Agency Mortgage-Backed Securities |
| GNII SF DL5373 C | 2055-12-20      | 6.5000%  | 0.0000% | $1294543.50        | $1367119.07        | Agency Mortgage-Backed Securities |
| GNII SF DL4510 C | 2055-08-20      | 7.0000%  | 0.0000% | $1361216.59        | $1433935.96        | Agency Mortgage-Backed Securities |
| GNII SF DL4565 C | 2055-08-20      | 6.5000%  | 0.0000% | $1273737.50        | $1316862.01        | Agency Mortgage-Backed Securities |
| GNII SF DL3644 C | 2055-09-20      | 6.5000%  | 0.0000% | $1309628.15        | $1386201.67        | Agency Mortgage-Backed Securities |
| GNII SF DL6667 C | 2055-09-20      | 6.5000%  | 0.0000% | $1416606.79        | $1496022.72        | Agency Mortgage-Backed Securities |
| GNII SF DL6924 C | 2055-08-20      | 6.5000%  | 0.0000% | $1210274.92        | $1278124.95        | Agency Mortgage-Backed Securities |
| GNII SF DL7288 C | 2055-09-20      | 6.0000%  | 0.0000% | $1260752.14        | $1300978.96        | Agency Mortgage-Backed Securities |
| GNII SF DL8186 C | 2055-08-20      | 7.0000%  | 0.0000% | $1299455.46        | $1421703.46        | Agency Mortgage-Backed Securities |
| GNII SF DL8267 C | 2055-08-20      | 6.5000%  | 0.0000% | $1247242.67        | $1332261.80        | Agency Mortgage-Backed Securities |
| GNII SF DL8298 C | 2055-09-20      | 7.0000%  | 0.0000% | $1396328.06        | $1502611.43        | Agency Mortgage-Backed Securities |
| GNII SF DL8644 C | 2055-09-20      | 7.0000%  | 0.0000% | $1228096.62        | $1289267.29        | Agency Mortgage-Backed Securities |
| GNII SF DL8631 C | 2055-10-20      | 6.5000%  | 0.0000% | $1208695.31        | $1279420.51        | Agency Mortgage-Backed Securities |
| GNII SF DL8646 C | 2055-09-20      | 7.0000%  | 0.0000% | $1269129.62        | $1333434.31        | Agency Mortgage-Backed Securities |
| GNII SF DL5425 C | 2055-12-20      | 5.0000%  | 0.0000% | $1420955.69        | $1418840.84        | Agency Mortgage-Backed Securities |
| GNII SF DL5797 C | 2055-08-20      | 6.5000%  | 0.0000% | $1278286.95        | $1335296.85        | Agency Mortgage-Backed Securities |
| GNII SF DL5878 C | 2055-08-20      | 7.0000%  | 0.0000% | $1380313.04        | $1432071.10        | Agency Mortgage-Backed Securities |
| GNII SF DL9880 C | 2056-03-20      | 5.0000%  | 0.0000% | $1516061.00        | $1511475.93        | Agency Mortgage-Backed Securities |
| GNII SF DM0869 C | 2055-09-20      | 6.5000%  | 0.0000% | $1418110.30        | $1510442.99        | Agency Mortgage-Backed Securities |
| GNII SF DM0893 C | 2055-08-20      | 5.5000%  | 0.0000% | $1285586.39        | $1308830.22        | Agency Mortgage-Backed Securities |
| GNII SF DM0188 C | 2055-09-20      | 6.5000%  | 0.0000% | $1466165.38        | $1531728.88        | Agency Mortgage-Backed Securities |
| GNII SF DM2302 C | 2055-09-20      | 7.0000%  | 0.0000% | $1331805.50        | $1396891.28        | Agency Mortgage-Backed Securities |
| GNII SF DM2558 C | 2055-11-20      | 6.5000%  | 0.0000% | $1228869.55        | $1298493.20        | Agency Mortgage-Backed Securities |
| GNII SF DM2703 C | 2055-09-20      | 6.5000%  | 0.0000% | $1360623.29        | $1450851.21        | Agency Mortgage-Backed Securities |
| GNII SF DM0923 C | 2055-09-20      | 5.0000%  | 0.0000% | $1281986.91        | $1276735.47        | Agency Mortgage-Backed Securities |
| GNII SF DM1562 C | 2055-08-20      | 7.0000%  | 0.0000% | $1383841.93        | $1451473.51        | Agency Mortgage-Backed Securities |
| GNII SF DM3462 C | 2055-09-20      | 7.0000%  | 0.0000% | $1364442.13        | $1434883.28        | Agency Mortgage-Backed Securities |
| GNII SF DM3463 C | 2055-09-20      | 7.0000%  | 0.0000% | $1244098.48        | $1305646.94        | Agency Mortgage-Backed Securities |
| GNII SF DM4480 C | 2055-10-20      | 5.0000%  | 0.0000% | $1524701.76        | $1533189.26        | Agency Mortgage-Backed Securities |
| GNII SF DM4499 C | 2055-10-20      | 5.5000%  | 0.0000% | $1363649.95        | $1413809.54        | Agency Mortgage-Backed Securities |
| GNII SF DM3633 C | 2055-10-20      | 5.0000%  | 0.0000% | $1452858.01        | $1461170.78        | Agency Mortgage-Backed Securities |
| GNII SF DM3870 C | 2055-08-20      | 5.0000%  | 0.0000% | $1527345.99        | $1524193.04        | Agency Mortgage-Backed Securities |
| GNII SF DM4502 C | 2055-10-20      | 5.5000%  | 0.0000% | $1379086.71        | $1429814.12        | Agency Mortgage-Backed Securities |
| GNII SF DM8006 C | 2055-12-20      | 6.5000%  | 0.0000% | $1301312.39        | $1374659.12        | Agency Mortgage-Backed Securities |
| GNII SF DM7364 C | 2055-11-20      | 6.5000%  | 0.0000% | $1262618.59        | $1307424.72        | Agency Mortgage-Backed Securities |
| GNII SF DM7679 C | 2055-09-20      | 5.5000%  | 0.0000% | $1301560.62        | $1349435.06        | Agency Mortgage-Backed Securities |
| GNII SF DM8259 C | 2055-09-20      | 6.5000%  | 0.0000% | $1260103.33        | $1330745.56        | Agency Mortgage-Backed Securities |
| GNII SF DM8262 C | 2055-09-20      | 6.5000%  | 0.0000% | $1466187.02        | $1531752.94        | Agency Mortgage-Backed Securities |
| GNII SF DM8336 C | 2055-10-20      | 6.5000%  | 0.0000% | $1302160.93        | $1375163.54        | Agency Mortgage-Backed Securities |
| GNII SF DM8339 C | 2055-10-20      | 6.5000%  | 0.0000% | $1497830.14        | $1552882.39        | Agency Mortgage-Backed Securities |
| GNII SF DM8441 C | 2055-10-20      | 6.5000%  | 0.0000% | $1204774.30        | $1271002.75        | Agency Mortgage-Backed Securities |
| GNII SF DM8609 C | 2055-09-20      | 6.5000%  | 0.0000% | $1311170.74        | $1393379.40        | Agency Mortgage-Backed Securities |
| GNII SF DM8611 C | 2055-10-20      | 7.5000%  | 0.0000% | $1264193.86        | $1352223.47        | Agency Mortgage-Backed Securities |
| GNII SF DM8644 C | 2055-10-20      | 6.5000%  | 0.0000% | $1288987.82        | $1361249.34        | Agency Mortgage-Backed Securities |
| GNII SF DM8652 C | 2055-10-20      | 6.5000%  | 0.0000% | $1411601.29        | $1541420.14        | Agency Mortgage-Backed Securities |
| GNII SF DM8692 C | 2055-10-20      | 6.0000%  | 0.0000% | $1365782.85        | $1428425.84        | Agency Mortgage-Backed Securities |
| GNII SF DM8693 C | 2055-10-20      | 6.0000%  | 0.0000% | $1472165.55        | $1538789.87        | Agency Mortgage-Backed Securities |
| GNII SF DM8731 C | 2055-11-20      | 6.5000%  | 0.0000% | $1315244.97        | $1395327.17        | Agency Mortgage-Backed Securities |
| GNII SF DN0447 C | 2055-10-20      | 6.5000%  | 0.0000% | $1305520.60        | $1378710.26        | Agency Mortgage-Backed Securities |
| GNII SF DN0457 C | 2055-11-20      | 5.0000%  | 0.0000% | $1378435.99        | $1380402.56        | Agency Mortgage-Backed Securities |
| GNII SF DN0670 C | 2055-03-20      | 4.5000%  | 0.0000% | $1311691.47        | $1271804.25        | Agency Mortgage-Backed Securities |
| GNII SF DN0943 C | 2055-09-20      | 7.0000%  | 0.0000% | $1235037.77        | $1344019.15        | Agency Mortgage-Backed Securities |
| GNII SF DN0944 C | 2055-09-20      | 7.0000%  | 0.0000% | $1270898.29        | $1383044.05        | Agency Mortgage-Backed Securities |
| GNII SF DN2013 C | 2055-09-20      | 6.0000%  | 0.0000% | $1434778.45        | $1480557.92        | Agency Mortgage-Backed Securities |
| GNII SF DM9245 C | 2055-12-20      | 6.5000%  | 0.0000% | $1385298.67        | $1462958.06        | Agency Mortgage-Backed Securities |
| GNII SF DM9393 C | 2055-10-20      | 7.5000%  | 0.0000% | $1155758.52        | $1256304.89        | Agency Mortgage-Backed Securities |
| GNII SF DM9394 C | 2055-10-20      | 7.5000%  | 0.0000% | $1284460.16        | $1396196.63        | Agency Mortgage-Backed Securities |
| GNII SF DM9403 C | 2055-11-20      | 6.5000%  | 0.0000% | $1284232.73        | $1358550.85        | Agency Mortgage-Backed Securities |
| GNII SF DM9405 C | 2055-11-20      | 6.5000%  | 0.0000% | $1449873.55        | $1532025.80        | Agency Mortgage-Backed Securities |
| GNII SF DN2723 C | 2056-01-20      | 6.5000%  | 0.0000% | $1246820.34        | $1334411.54        | Agency Mortgage-Backed Securities |
| GNII SF DN2828 C | 2055-12-20      | 6.0000%  | 0.0000% | $1325063.75        | $1380211.57        | Agency Mortgage-Backed Securities |
| GNII SF DN2839 C | 2056-01-20      | 6.5000%  | 0.0000% | $1447722.93        | $1528886.14        | Agency Mortgage-Backed Securities |
| GNII SF DN3032 C | 2056-03-20      | 6.5000%  | 0.0000% | $1431493.00        | $1518653.27        | Agency Mortgage-Backed Securities |
| GNII SF DN4507 C | 2055-12-20      | 6.5000%  | 0.0000% | $1184096.81        | $1250472.14        | Agency Mortgage-Backed Securities |
| GNII SF DN4702 C | 2056-01-20      | 6.5000%  | 0.0000% | $1407730.74        | $1483255.03        | Agency Mortgage-Backed Securities |
| GNII SF DN5592 C | 2055-10-20      | 6.5000%  | 0.0000% | $1254974.28        | $1363189.04        | Agency Mortgage-Backed Securities |
| GNII SF DN5654 C | 2055-10-20      | 6.5000%  | 0.0000% | $1398387.22        | $1507210.64        | Agency Mortgage-Backed Securities |
| GNII SF DN5707 C | 2055-10-20      | 6.0000%  | 0.0000% | $1303011.04        | $1362271.99        | Agency Mortgage-Backed Securities |
| GNII SF DN5754 C | 2055-10-20      | 6.5000%  | 0.0000% | $1371136.53        | $1444173.77        | Agency Mortgage-Backed Securities |
| GNII SF DN5858 C | 2055-11-20      | 7.0000%  | 0.0000% | $1354959.34        | $1438582.46        | Agency Mortgage-Backed Securities |
| GNII SF DN5908 C | 2055-11-20      | 6.5000%  | 0.0000% | $1289125.11        | $1399905.65        | Agency Mortgage-Backed Securities |
| GNII SF DN5889 C | 2055-11-20      | 6.0000%  | 0.0000% | $1469184.12        | $1523236.87        | Agency Mortgage-Backed Securities |
| GNII SF DN5893 C | 2055-11-20      | 6.5000%  | 0.0000% | $1339949.21        | $1421534.25        | Agency Mortgage-Backed Securities |
| GNII SF DN5895 C | 2055-11-20      | 6.5000%  | 0.0000% | $1311690.53        | $1391556.31        | Agency Mortgage-Backed Securities |
| GNII SF DN5936 C | 2055-12-20      | 6.5000%  | 0.0000% | $1368645.87        | $1445374.44        | Agency Mortgage-Backed Securities |
| GNII SF DN6111 C | 2055-11-20      | 7.5000%  | 0.0000% | $1427490.67        | $1554243.28        | Agency Mortgage-Backed Securities |
| GNII SF DN7047 C | 2055-11-20      | 6.5000%  | 0.0000% | $1465980.20        | $1548164.03        | Agency Mortgage-Backed Securities |
| GNII SF DN8010 C | 2055-11-20      | 6.5000%  | 0.0000% | $1341750.17        | $1416973.60        | Agency Mortgage-Backed Securities |
| GNII SF DN7247 C | 2056-02-20      | 6.0000%  | 0.0000% | $1340640.06        | $1396433.48        | Agency Mortgage-Backed Securities |
| GNII SF DN7489 C | 2055-12-20      | 5.5000%  | 0.0000% | $1491866.76        | $1528534.35        | Agency Mortgage-Backed Securities |
| GNII SF DN7538 C | 2055-11-20      | 6.5000%  | 0.0000% | $1294047.25        | $1365812.09        | Agency Mortgage-Backed Securities |
| GNII SF DN7616 C | 2055-09-20      | 7.5000%  | 0.0000% | $1271190.43        | $1385581.05        | Agency Mortgage-Backed Securities |
| GNII SF DN8230 C | 2055-11-20      | 6.5000%  | 0.0000% | $1412036.30        | $1491186.12        | Agency Mortgage-Backed Securities |
| GNII SF DM6314 C | 2055-11-20      | 7.5000%  | 0.0000% | $1329616.23        | $1445292.84        | Agency Mortgage-Backed Securities |
| GNII SF DM6360 C | 2055-10-20      | 7.5000%  | 0.0000% | $1169724.87        | $1265876.26        | Agency Mortgage-Backed Securities |
| GNII SF DN9840 C | 2055-12-20      | 7.0000%  | 0.0000% | $1407398.17        | $1476182.41        | Agency Mortgage-Backed Securities |
| GNII SF DN9869 C | 2056-01-20      | 7.0000%  | 0.0000% | $1252496.20        | $1313708.61        | Agency Mortgage-Backed Securities |
| GNII SF DN9680 C | 2055-11-20      | 4.5000%  | 0.0000% | $1449336.23        | $1386513.31        | Agency Mortgage-Backed Securities |
| GNII SF DN9979 C | 2055-10-20      | 6.0000%  | 0.0000% | $1258496.46        | $1318174.36        | Agency Mortgage-Backed Securities |
| GNII SF DN9984 C | 2055-11-20      | 6.5000%  | 0.0000% | $1353553.04        | $1433063.00        | Agency Mortgage-Backed Securities |
| GNII SF DP0776 C | 2056-01-20      | 6.5000%  | 0.0000% | $1446894.45        | $1528009.77        | Agency Mortgage-Backed Securities |
| GNII SF DP0814 C | 2056-01-20      | 6.5000%  | 0.0000% | $1209257.04        | $1277051.22        | Agency Mortgage-Backed Securities |
| GNII SF DP0182 C | 2056-02-20      | 5.0000%  | 0.0000% | $1347744.32        | $1342180.39        | Agency Mortgage-Backed Securities |
| GNII SF DP0251 C | 2055-12-20      | 6.5000%  | 0.0000% | $1406411.60        | $1514960.79        | Agency Mortgage-Backed Securities |
| GNII SF DP0738 C | 2056-01-20      | 5.0000%  | 0.0000% | $1422500.78        | $1424311.15        | Agency Mortgage-Backed Securities |
| GNII SF DP1798 C | 2056-03-20      | 5.5000%  | 0.0000% | $1230876.00        | $1258126.77        | Agency Mortgage-Backed Securities |
| GNII SF DP0986 C | 2055-12-20      | 6.5000%  | 0.0000% | $1401818.10        | $1481251.66        | Agency Mortgage-Backed Securities |
| GNII SF DP1216 C | 2055-12-20      | 7.5000%  | 0.0000% | $1345905.57        | $1454123.11        | Agency Mortgage-Backed Securities |
| GNII SF DP1239 C | 2056-01-20      | 7.0000%  | 0.0000% | $1409553.87        | $1504607.60        | Agency Mortgage-Backed Securities |
| GNII SF DP1240 C | 2056-01-20      | 7.0000%  | 0.0000% | $1322438.59        | $1411616.35        | Agency Mortgage-Backed Securities |
| GNII SF DP1259 C | 2056-01-20      | 6.5000%  | 0.0000% | $1178946.52        | $1255710.87        | Agency Mortgage-Backed Securities |
| GNII SF DP3492 C | 2056-02-20      | 5.0000%  | 0.0000% | $1309393.08        | $1303826.41        | Agency Mortgage-Backed Securities |
| GNII SF DN9088 C | 2055-10-20      | 6.5000%  | 0.0000% | $1197576.61        | $1265076.42        | Agency Mortgage-Backed Securities |
| GNII SF DP1275 C | 2056-02-20      | 7.5000%  | 0.0000% | $1305434.68        | $1410400.76        | Agency Mortgage-Backed Securities |

### Security 318: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFN004, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFN004_3.65_0401
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $155499100.00      | $157386609.90      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $77593900.00       | $77733569.02       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $148446800.00      | $147120888.80      | U.S. Treasuries (including strips) |
| TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $96065064.02       | $85026707.84       | U.S. Treasuries (including strips) |
| TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $50367185.67       | $42732225.46       | U.S. Treasuries (including strips) |

### Security 319: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFQ007, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 959JFQ007_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $101790000.00      | $102947777.90      | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29 | 2029-02-28      | 4.2500%  | 0.0000% | $94593400.00       | $95925101.31       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $93393500.00       | $95098211.56       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $98517400.00       | $99267161.50       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $95073900.00       | $95300175.88       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $99452100.00       | $102111157.90      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $106700400.00      | $107763065.20      | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $99730100.00       | $99391497.58       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $46742200.00       | $46726011.70       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $72441400.00       | $68608995.21       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $108022900.00      | $106860863.10      | U.S. Treasuries (including strips) |

### Security 320: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFY000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFY000_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FHOR 21-27 B3                             | 2027-12-29      | 1.7500%  | 0.0000% | $800000.00         | $774864.18         | Agency Mortgage-Backed Securities  |
| United States Treasury Floating Rate Note | 2027-10-31      | 3.8434%  | 0.0000% | $12380800.00       | $12474321.80       | U.S. Treasuries (including strips) |
| 2.94 FCSB 32 AQ                           | 2032-08-25      | 2.9400%  | 0.0000% | $1000000.00        | $924920.00         | Agency Mortgage-Backed Securities  |
| 1.03 FCOR 21-29 EQ                        | 2029-04-26      | 1.0300%  | 0.0000% | $1393000.00        | $1278627.35        | Agency Mortgage-Backed Securities  |
| 4.50 FCSB 29 CT                           | 2029-03-09      | 4.5000%  | 0.0000% | $12000000.00       | $12205944.00       | Agency Mortgage-Backed Securities  |
| 1.87 FCOR 22-33 BX                        | 2033-09-01      | 1.8700%  | 0.0000% | $3203000.00        | $2695543.37        | Agency Mortgage-Backed Securities  |
| 3 BOND 52                                 | 2052-08-15      | 3.0000%  | 0.0000% | $92590800.00       | $66169775.30       | U.S. Treasuries (including strips) |
| 5.37 FCOR 26-45 Y                         | 2045-10-23      | 5.3700%  | 0.0000% | $20000000.00       | $20143366.67       | Agency Mortgage-Backed Securities  |
| 5.23 FCOR 26-40 AY                        | 2040-11-05      | 5.2300%  | 0.0000% | $25000000.00       | $25200563.89       | Agency Mortgage-Backed Securities  |
| 5 3/8 FCOR 26-45 AB                       | 2045-11-03      | 5.3750%  | 0.0000% | $10000000.00       | $10075172.22       | Agency Mortgage-Backed Securities  |
| 5.70 FCOR 26-45 S                         | 2045-09-08      | 5.7000%  | 0.0000% | $30000000.00       | $29982380.00       | Agency Mortgage-Backed Securities  |
| 4.93 FCOR 31-41 AB                        | 2041-01-28      | 4.9300%  | 0.0000% | $18004000.00       | $17841144.82       | Agency Mortgage-Backed Securities  |
| 5.15 FCOR 31-56 A                         | 2056-02-18      | 5.1500%  | 0.0000% | $1273000.00        | $1238376.17        | Agency Mortgage-Backed Securities  |
| 4.19 FCOR 27-32 FU                        | 2032-03-02      | 4.1900%  | 0.0000% | $10635000.00       | $10522697.35       | Agency Mortgage-Backed Securities  |
| 4.98 FCOR 27-38 BN                        | 2038-03-03      | 4.9800%  | 0.0000% | $3625000.00        | $3581711.46        | Agency Mortgage-Backed Securities  |
| 3.70 FCOR 27-29 KK                        | 2029-03-05      | 3.7000%  | 0.0000% | $15694000.00       | $15569926.72       | Agency Mortgage-Backed Securities  |
| 4.83 FCOR 27-36 CK                        | 2036-03-17      | 4.8300%  | 0.0000% | $4960000.00        | $4928897.49        | Agency Mortgage-Backed Securities  |
| 3 5/8 FCSB 28 GI                          | 2028-03-17      | 3.6250%  | 0.0000% | $2145000.00        | $2135535.66        | Agency Mortgage-Backed Securities  |
| 4.22 FNNT A 26-28                         | 2028-07-07      | 4.2200%  | 0.0000% | $17101000.00       | $17256237.18       | Agency Mortgage-Backed Securities  |

### Security 321: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 959JHL006, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHL006_3.67_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQZ8597 | 2055-11-01      | 5.5000%  | 0.0000% | $55017.88          | $55730.82          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ9791 | 2055-10-01      | 7.0000%  | 0.0000% | $71679.03          | $75781.82          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5068 | 2055-10-01      | 5.5000%  | 0.0000% | $27264.76          | $27519.64          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2304 | 2055-09-01      | 7.0000%  | 0.0000% | $65737.77          | $69432.46          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2455 | 2055-08-01      | 5.0000%  | 0.0000% | $42146.28          | $42185.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0345 | 2056-02-01      | 5.0000%  | 0.0000% | $8333.31           | $8233.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1396 | 2056-02-01      | 6.0000%  | 0.0000% | $38655.06          | $39944.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1424 | 2056-02-01      | 4.5000%  | 0.0000% | $21374.97          | $20728.59          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9334 | 2055-11-01      | 5.5000%  | 0.0000% | $30882.99          | $31645.65          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4410 | 2044-09-01      | 3.5000%  | 0.0000% | $825581.87         | $778550.67         | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $8885542.90        | $8978337.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0825 | 2056-02-01      | 5.5000%  | 0.0000% | $52665.92          | $53612.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF9076 | 2041-01-01      | 6.0000%  | 0.0000% | $66200.39          | $68597.96          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7408 | 2053-10-01      | 6.0000%  | 0.0000% | $85341.50          | $87677.47          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5486 | 2054-06-01      | 6.5000%  | 0.0000% | $40329.26          | $41894.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4545 | 2040-07-01      | 5.5000%  | 0.0000% | $18751.78          | $19202.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM6488 | 2048-05-01      | 4.5000%  | 0.0000% | $1877.00           | $1838.82           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL8446 | 2044-09-01      | 4.0000%  | 0.0000% | $97757.45          | $94249.26          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3373 | 2047-06-01      | 4.0000%  | 0.0000% | $633.97            | $606.16            | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $13264934.07       | $13425483.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2002 | 2056-02-01      | 5.0000%  | 0.0000% | $291241.72         | $287808.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2004 | 2056-02-01      | 5.0000%  | 0.0000% | $226184.17         | $223559.90         | Agency Mortgage-Backed Securities |
| GNII SF DO7924 C     | 2055-12-20      | 5.0000%  | 0.0000% | $98112.83          | $97707.89          | Agency Mortgage-Backed Securities |
| GNII ET DO6607 C     | 2065-05-20      | 4.0000%  | 0.0000% | $5944.59           | $5601.72           | Agency Mortgage-Backed Securities |
| GNII SF DO5774 C     | 2055-11-20      | 6.0000%  | 0.0000% | $26465.30          | $27534.53          | Agency Mortgage-Backed Securities |
| GNII SF DO3420 C     | 2055-10-20      | 6.5000%  | 0.0000% | $58534.69          | $61533.29          | Agency Mortgage-Backed Securities |
| GNII SF DO3106 C     | 2055-11-20      | 6.0000%  | 0.0000% | $125228.18         | $130439.92         | Agency Mortgage-Backed Securities |
| GNII SF DI9117 C     | 2055-08-20      | 6.5000%  | 0.0000% | $18163.73          | $18601.16          | Agency Mortgage-Backed Securities |
| GNII SF DI8892 C     | 2055-08-20      | 6.5000%  | 0.0000% | $43057.44          | $45263.21          | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6526.51           | $6929.06           | Agency Mortgage-Backed Securities |
| GNII SF MB0913 M     | 2041-02-20      | 5.5000%  | 0.0000% | $1847.41           | $1887.05           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6182 | 2056-02-01      | 5.5000%  | 0.0000% | $25131.94          | $25810.99          | Agency Mortgage-Backed Securities |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | 0.0000% | $6835074.44        | $6612558.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5268 | 2056-01-01      | 4.5000%  | 0.0000% | $29850.14          | $29028.63          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA5272 | 2056-01-01      | 4.5000%  | 0.0000% | $22144.34          | $21507.53          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3062 | 2056-01-01      | 5.0000%  | 0.0000% | $18845.38          | $18734.05          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4186 | 2055-05-01      | 6.5000%  | 0.0000% | $694078.58         | $722178.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6111 | 2056-02-01      | 5.0000%  | 0.0000% | $4759985.44        | $4719704.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0071 | 2055-10-01      | 6.0000%  | 0.0000% | $373963.48         | $382694.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0135 | 2055-12-01      | 6.0000%  | 0.0000% | $67042.28          | $68994.61          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0186 | 2055-12-01      | 6.0000%  | 0.0000% | $124855.69         | $128336.29         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  | 0.0000% | $749629.77         | $724179.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4633 | 2055-08-01      | 5.5000%  | 0.0000% | $1778769.82        | $1805813.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5062 | 2056-03-01      | 5.0000%  | 0.0000% | $69250.80          | $68596.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5282 | 2056-03-01      | 5.5000%  | 0.0000% | $25919.50          | $26175.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3828 | 2056-03-01      | 4.5000%  | 0.0000% | $85914.88          | $83276.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2277 | 2056-03-01      | 4.5000%  | 0.0000% | $96106.80          | $93200.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE3178 | 2040-07-01      | 6.0000%  | 0.0000% | $4729.60           | $4910.76           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7107 | 2055-07-01      | 6.0000%  | 0.0000% | $39971.80          | $40917.10          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5657 | 2054-11-01      | 5.0000%  | 0.0000% | $15212.58          | $15035.88          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4771 | 2055-04-01      | 5.5000%  | 0.0000% | $7179.23           | $7232.52           | Agency Mortgage-Backed Securities |
| FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  | 0.0000% | $2166166.67        | $1871162.93        | Agency Mortgage-Backed Securities |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $1174083.33        | $997032.74         | Corporate Debt Securities         |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $7500.00           | $6466.17           | Corporate Debt Securities         |
| GNII AP 786236 M     | 2052-01-20      | 2.5000%  | 0.0000% | $1096.11           | $942.39            | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $812822.29         | $810322.59         | Agency Mortgage-Backed Securities |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $11035.36          | $9497.18           | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M     | 2050-11-20      | 1.5000%  | 0.0000% | $10561.98          | $8238.74           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7913 | 2036-04-01      | 2.0000%  | 0.0000% | $16569.92          | $15277.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBK2094 | 2040-02-01      | 3.5000%  | 0.0000% | $11006.94          | $10532.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK2229 | 2050-04-01      | 2.5000%  | 0.0000% | $27632.14          | $23288.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7459 | 2055-12-01      | 4.5000%  | 0.0000% | $11666.68          | $11270.63          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4471 | 2053-12-01      | 6.5000%  | 0.0000% | $35102.06          | $36754.19          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $33941.41          | $32868.15          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $893503.79         | $864560.52         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8071 | 2050-06-01      | 4.5000%  | 0.0000% | $3084.19           | $3007.21           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5494 | 2054-06-01      | 6.0000%  | 0.0000% | $52574.66          | $53902.64          | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $185.03            | $174.06            | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M     | 2030-07-20      | 3.0000%  | 0.0000% | $764.53            | $750.27            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8548 | 2056-03-01      | 4.5000%  | 0.0000% | $28680.73          | $27955.23          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8369 | 2056-03-01      | 5.5000%  | 0.0000% | $95088.93          | $96478.12          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6691 | 2055-11-01      | 5.0000%  | 0.0000% | $16664.99          | $16470.99          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6581 | 2056-02-01      | 5.5000%  | 0.0000% | $18038.24          | $18296.23          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5481 | 2056-01-01      | 6.5000%  | 0.0000% | $19385.43          | $20549.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1784 | 2048-09-01      | 4.0000%  | 0.0000% | $31192.42          | $29868.97          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5047 | 2056-03-01      | 5.0000%  | 0.0000% | $664240.00         | $662389.87         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA2861 | 2052-04-01      | 1.5000%  | 0.0000% | $9478.49           | $7322.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3749 | 2055-11-01      | 4.5000%  | 0.0000% | $17681.92          | $17246.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2619 | 2040-11-01      | 5.0000%  | 0.0000% | $21059.67          | $21451.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1416 | 2056-03-01      | 5.5000%  | 0.0000% | $35646.40          | $36032.75          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | 0.0000% | $11483.65          | $10153.50          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0079 | 2048-11-01      | 3.5000%  | 0.0000% | $106310.12         | $100151.22         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $82520.66          | $74118.98          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $4293.50           | $4134.56           | Agency Mortgage-Backed Securities |
| GNII ET DN9883 C     | 2065-09-20      | 4.5000%  | 0.0000% | $6334.36           | $6102.59           | Agency Mortgage-Backed Securities |
| GNII SF DN4043 C     | 2055-10-20      | 6.0000%  | 0.0000% | $19404.56          | $20388.76          | Agency Mortgage-Backed Securities |
| GNII SF DN5302 C     | 2055-11-20      | 6.5000%  | 0.0000% | $400526.62         | $422156.93         | Agency Mortgage-Backed Securities |
| GNII SF DN0821 C     | 2055-10-20      | 6.0000%  | 0.0000% | $503353.45         | $519413.95         | Agency Mortgage-Backed Securities |
| GNII ET DM9219 C     | 2066-03-20      | 6.0000%  | 0.0000% | $6757.77           | $6936.56           | Agency Mortgage-Backed Securities |
| GNII SF DM4655 C     | 2055-09-20      | 6.0000%  | 0.0000% | $41723.20          | $43573.55          | Agency Mortgage-Backed Securities |
| GNII SF DM1828 C     | 2055-09-20      | 6.5000%  | 0.0000% | $18273.50          | $19308.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $33061.74          | $31939.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9612 | 2047-05-01      | 4.5000%  | 0.0000% | $133439.25         | $132126.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $141.78            | $136.97            | Agency Mortgage-Backed Securities |
| GNII SF DL3636 C     | 2055-09-20      | 6.5000%  | 0.0000% | $18583.64          | $19575.07          | Agency Mortgage-Backed Securities |
| GNII SF DL0974 C     | 2056-02-20      | 5.5000%  | 0.0000% | $36997.48          | $38132.61          | Agency Mortgage-Backed Securities |
| GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $27975.61          | $29712.66          | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $18335.41          | $19149.21          | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $50939.25          | $53457.93          | Agency Mortgage-Backed Securities |
| GNII ET DJ6085 C     | 2065-08-20      | 3.5000%  | 0.0000% | $6732.93           | $6139.07           | Agency Mortgage-Backed Securities |
| GNII SF DK7136 C     | 2055-06-20      | 6.5000%  | 0.0000% | $40073.76          | $42126.61          | Agency Mortgage-Backed Securities |
| GNII ET DJ2041 C     | 2065-04-20      | 6.5000%  | 0.0000% | $38807.91          | $40726.76          | Agency Mortgage-Backed Securities |
| GNII SF DH6199 C     | 2055-01-20      | 6.5000%  | 0.0000% | $20502.83          | $22146.96          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5472 | 2054-09-01      | 6.5000%  | 0.0000% | $8222.26           | $8537.77           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1476 | 2036-08-01      | 2.5000%  | 0.0000% | $12338.74          | $11658.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $172.17            | $154.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQCA0722 | 2047-10-01      | 3.5000%  | 0.0000% | $20609.70          | $19201.53          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9715 | 2027-01-01      | 4.0000%  | 0.0000% | $460.80            | $460.97            | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $213064.68         | $227431.70         | Agency Mortgage-Backed Securities |
| GNII ET DF5599 C     | 2062-09-20      | 5.0000%  | 0.0000% | $8270.43           | $8241.92           | Agency Mortgage-Backed Securities |
| GNII ET DF5714 C     | 2064-11-20      | 6.0000%  | 0.0000% | $8052.84           | $8251.21           | Agency Mortgage-Backed Securities |
| GNII RG CT5309 C     | 2035-06-20      | 5.5000%  | 0.0000% | $16940.96          | $17436.28          | Agency Mortgage-Backed Securities |
| GNII SF CR2372 C     | 2053-01-20      | 7.0000%  | 0.0000% | $26250.76          | $28523.46          | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C     | 2052-03-20      | 4.5000%  | 0.0000% | $14657.96          | $14789.88          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | 0.0000% | $1390.12           | $1381.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1178 | 2042-09-01      | 4.0000%  | 0.0000% | $919.94            | $892.34            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9148 | 2043-04-01      | 3.5000%  | 0.0000% | $318.29            | $298.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CT890827 | 2037-12-01      | 3.5000%  | 0.0000% | $455.84            | $435.57            | Agency Mortgage-Backed Securities |
| FNMS 07.500 NP888738 | 2037-10-01      | 7.5000%  | 0.0000% | $319.70            | $339.49            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8719 | 2054-02-01      | 5.5000%  | 0.0000% | $13653.18          | $13929.04          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8370 | 2053-08-01      | 6.5000%  | 0.0000% | $30462.04          | $31886.68          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0560 | 2053-05-01      | 4.5000%  | 0.0000% | $7168.92           | $6982.88           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW4938 | 2053-05-01      | 2.5000%  | 0.0000% | $1100.49           | $926.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2486 | 2056-02-01      | 4.5000%  | 0.0000% | $43589.64          | $42271.53          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $4240.79           | $4225.45           | Agency Mortgage-Backed Securities |
| 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $7666.67           | $7341.71           | Agency Mortgage-Backed Securities |
| 1.60 FMNT 20-32 86   | 2032-12-30      | 1.6000%  | 0.0000% | $166666.67         | $141070.67         | Agency Mortgage-Backed Securities |
| 1.51 FMNT 21-33 R6   | 2033-12-28      | 1.5100%  | 0.0000% | $250000.00         | $203735.96         | Agency Mortgage-Backed Securities |
| 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  | 0.0000% | $767866.67         | $628092.67         | Agency Mortgage-Backed Securities |
| 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $241633.33         | $172818.66         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4415 | 2040-11-01      | 5.5000%  | 0.0000% | $22805.88          | $23599.48          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB1221 | 2045-12-01      | 6.0000%  | 0.0000% | $28920.40          | $30226.53          | Agency Mortgage-Backed Securities |
| FCFR 03SF Q 27/07    | 2027-07-19      | 3.8700%  | 0.0000% | $1583.33           | $1597.78           | Agency Mortgage-Backed Securities |
| GNPL PN CC9848       | 2063-10-15      | 2.9100%  | 0.0000% | $16708.38          | $14703.91          | Agency Mortgage-Backed Securities |
| GNII SF BZ1783 C     | 2040-06-20      | 5.0000%  | 0.0000% | $9358.85           | $9440.89           | Agency Mortgage-Backed Securities |
| GNII SF BI1931 C     | 2048-10-20      | 4.5000%  | 0.0000% | $12148.95          | $11808.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $669.07            | $698.91            | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $49937.11          | $51408.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M     | 2054-08-20      | 3.5000%  | 0.0000% | $177598.24         | $165589.87         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9741 | 2052-05-01      | 2.5000%  | 0.0000% | $9161.71           | $7867.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3816 | 2052-12-01      | 3.5000%  | 0.0000% | $8278.75           | $7593.37           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5308 | 2053-03-01      | 6.5000%  | 0.0000% | $83980.56          | $89310.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7222 | 2051-04-01      | 2.5000%  | 0.0000% | $8152.36           | $6860.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP7771 | 2050-12-01      | 5.0000%  | 0.0000% | $9571.85           | $9562.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP9250 | 2050-07-01      | 2.5000%  | 0.0000% | $1726.50           | $1480.57           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4352 | 2049-10-01      | 3.0000%  | 0.0000% | $9802.48           | $8801.54           | Agency Mortgage-Backed Securities |
| FCFR 01LI B 27/01    | 2027-01-26      | 4.3451%  | 0.0000% | $166666.67         | $167552.25         | Agency Mortgage-Backed Securities |
| 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  | 0.0000% | $269400.00         | $220244.69         | Agency Mortgage-Backed Securities |
| 2.35 FCOR 26-46 D    | 2046-08-24      | 2.3500%  | 0.0000% | $46666.67          | $30092.08          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0071 | 2054-07-01      | 6.5000%  | 0.0000% | $433.79            | $456.37            | Agency Mortgage-Backed Securities |
| FHDN 05/20/26        | 2026-05-20      | 0.0000%  | 0.0000% | $1056666.67        | $1051422.43        | Agency Mortgage-Backed Securities |
| FHDN 05/29/26        | 2026-05-29      | 0.0000%  | 0.0000% | $135000.00         | $134210.52         | Agency Mortgage-Backed Securities |

### Security 322: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_3.65_0407
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $1216360000.00     | $1228098284.00     | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $185534400.00      | $186878449.10      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $336747600.00      | $338895935.00      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $1313638300.00     | $1306127352.00     | U.S. Treasuries (including strips) |

### Security 323: Fixed Income Clearing Corp. -  Bank of New York Capital Markets

- **C.1 - Title:** Fixed Income Clearing Corp. -  Bank of New York Capital Markets 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963HZU004, C.3 - LEI: 4EP6JBYBTPTQ47LZOB67, C.5 - Other ID: 963HZU004_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/8 TRIN X 29                  | 2029-04-15      | 2.1250%  | 0.0000% | $134138731.16      | $138998351.10      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                 | 2027-11-30      | 3.8750%  | 0.0000% | $3039000.00        | $3078349.52        | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28                 | 2028-10-15      | 2.3750%  | 0.0000% | $26541000.00       | $27763380.02       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $3405000.00        | $3498498.81        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2027-03-31      | 3.8750%  | 0.0000% | $9276000.00        | $9284904.96        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $4050000.00        | $3990505.50        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                  | 2032-10-31      | 3.7500%  | 0.0000% | $3324000.00        | $3301204.89        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30                 | 2030-10-15      | 1.1250%  | 0.0000% | $5026400.00        | $5003456.50        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40                    | 2040-02-15      | 2.1250%  | 0.0000% | $60186000.00       | $59036259.19       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $42435600.00       | $31295774.14       | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44                    | 2044-02-15      | 1.3750%  | 0.0000% | $13954100.00       | $11566752.63       | U.S. Treasuries (including strips) |
| 1 TRIB 46                        | 2046-02-15      | 1.0000%  | 0.0000% | $41175900.00       | $30631388.99       | U.S. Treasuries (including strips) |
| 1 TRIB 48                        | 2048-02-15      | 1.0000%  | 0.0000% | $3955950.00        | $2848143.44        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $587198200.00      | $580986617.40      | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                    | 2052-02-15      | 0.1250%  | 0.0000% | $75936783.17       | $39456064.07       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55                    | 2055-02-15      | 2.3750%  | 0.0000% | $39163940.00       | $36512805.24       | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56                    | 2056-02-15      | 2.3750%  | 0.0000% | $15050250.00       | $14011914.29       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $11341000.00       | $11239703.38       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                  | 2031-02-15      | 1.1250%  | 0.0000% | $3525000.00        | $3089494.72        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                  | 2027-02-28      | 1.8750%  | 0.0000% | $4476000.00        | $4406449.60        | U.S. Treasuries (including strips) |

### Security 324: RBC Dominion

- **C.1 - Title:** RBC Dominion 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 964FUR009_3.67_0401
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSL0328 | 2055-02-01      | 6.0000%  | 0.0000% | $22.01             | $22.86             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0356 | 2054-12-01      | 5.0000%  | 0.0000% | $107358.63         | $106780.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  | 0.0000% | $582168.33         | $565784.95         | Agency Mortgage-Backed Securities  |
| GNII SF DP3316 C     | 2056-02-20      | 6.5000%  | 0.0000% | $16372.94          | $17320.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3071 | 2055-01-01      | 6.5000%  | 0.0000% | $3122461.84        | $3244133.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3501 | 2055-11-01      | 6.0000%  | 0.0000% | $1451351.12        | $1503563.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1191 | 2055-05-01      | 6.0000%  | 0.0000% | $248583.43         | $256963.18         | Agency Mortgage-Backed Securities  |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | 0.0000% | $4238915.45        | $4330433.63        | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $1768443.77        | $1757402.79        | Agency Mortgage-Backed Securities  |
| GNII SF DQ8053 C     | 2056-03-20      | 5.5000%  | 0.0000% | $169369.22         | $175160.18         | Agency Mortgage-Backed Securities  |
| GNII SF DQ2445 C     | 2056-03-20      | 6.0000%  | 0.0000% | $61851.32          | $64059.29          | Agency Mortgage-Backed Securities  |
| GNII SF DP9654 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1939.10           | $1949.90           | Agency Mortgage-Backed Securities  |
| GNII SF DP6102 C     | 2056-03-20      | 5.0000%  | 0.0000% | $39785.45          | $39616.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9111 | 2056-01-01      | 5.0000%  | 0.0000% | $24.95             | $24.69             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8357 | 2056-01-01      | 4.5000%  | 0.0000% | $31791.23          | $30770.99          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | 0.0000% | $59362.03          | $61823.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  | 0.0000% | $27784.27          | $29367.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9668 | 2054-12-01      | 5.5000%  | 0.0000% | $90784.70          | $91615.69          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | 0.0000% | $154.26            | $158.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $4557.57           | $4611.14           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6118 | 2054-07-01      | 7.0000%  | 0.0000% | $10518.60          | $11169.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  | 0.0000% | $60370.55          | $62893.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA4990 | 2053-11-01      | 5.5000%  | 0.0000% | $41682.20          | $42053.23          | Agency Mortgage-Backed Securities  |
| GNII SF MB0282 M     | 2040-04-20      | 5.0000%  | 0.0000% | $6188.12           | $6251.52           | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $1652493.59        | $1669729.65        | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $505637.46         | $510911.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3325 | 2055-10-01      | 6.0000%  | 0.0000% | $196459.97         | $202848.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $4007.31           | $4089.95           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3273 | 2055-10-01      | 6.0000%  | 0.0000% | $1254121.64        | $1307788.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3257 | 2055-11-01      | 5.0000%  | 0.0000% | $171116.52         | $170195.34         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9817 | 2054-09-01      | 7.0000%  | 0.0000% | $24355.21          | $26101.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8982 | 2054-08-01      | 6.0000%  | 0.0000% | $28250.03          | $29339.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $100625.74         | $92948.87          | Agency Mortgage-Backed Securities  |
| GNII SF DI2079 C     | 2055-04-20      | 6.5000%  | 0.0000% | $20607.81          | $21763.01          | Agency Mortgage-Backed Securities  |
| GNII SF DI7916 C     | 2055-04-20      | 6.5000%  | 0.0000% | $29131.39          | $30764.51          | Agency Mortgage-Backed Securities  |
| GNII SF DI3162 C     | 2055-03-20      | 6.5000%  | 0.0000% | $4258.16           | $4496.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2796 | 2055-06-01      | 5.0000%  | 0.0000% | $24.29             | $24.03             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1454 | 2054-11-01      | 5.5000%  | 0.0000% | $103830.27         | $105711.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  | 0.0000% | $22.44             | $22.43             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $5298544.58        | $5591068.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5512 | 2056-03-01      | 6.0000%  | 0.0000% | $109596.40         | $112596.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4136 | 2056-03-01      | 6.0000%  | 0.0000% | $94724.09          | $97976.15          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780 | 2055-07-01      | 7.0000%  | 0.0000% | $40585.76          | $43074.21          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3539 | 2056-03-01      | 6.0000%  | 0.0000% | $36051.88          | $38111.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2497 | 2055-02-01      | 5.0000%  | 0.0000% | $77479.42          | $76966.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5256 | 2055-03-01      | 5.5000%  | 0.0000% | $26792.51          | $27298.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $107968.31         | $106911.91         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $5.50              | $5.30              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $15.29             | $14.79             | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $318090.26         | $318199.90         | Agency Mortgage-Backed Securities  |
| GNMI SF 759138 X     | 2041-01-15      | 4.0000%  | 0.0000% | $1119.14           | $1075.90           | Agency Mortgage-Backed Securities  |
| GNII SP 783348 C     | 2034-02-20      | 4.9500%  | 0.0000% | $18163.14          | $18304.49          | Agency Mortgage-Backed Securities  |
| GNII SP 787111 C     | 2051-10-20      | 2.0000%  | 0.0000% | $1504.40           | $1212.46           | Agency Mortgage-Backed Securities  |
| GNII SP 785613 C     | 2051-08-20      | 3.5000%  | 0.0000% | $32929.77          | $29905.29          | Agency Mortgage-Backed Securities  |
| GNII SP 785195 C     | 2050-11-20      | 3.5000%  | 0.0000% | $43425.32          | $39776.97          | Agency Mortgage-Backed Securities  |
| GNII SP 784131 M     | 2046-02-20      | 3.5000%  | 0.0000% | $45446.70          | $42976.39          | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $12351.72          | $12331.66          | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $2004236.06        | $1952526.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA8197 M     | 2052-07-20      | 2.5000%  | 0.0000% | $3209.13           | $2771.19           | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M     | 2052-02-20      | 2.5000%  | 0.0000% | $823171.94         | $708341.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $110336.76         | $101913.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $2290561.76        | $1888830.82        | Agency Mortgage-Backed Securities  |
| GNII SF MA7647 M     | 2051-10-20      | 1.5000%  | 0.0000% | $135896.32         | $107409.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $5460280.45        | $5162931.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA7257 M     | 2051-03-20      | 3.5000%  | 0.0000% | $210818.71         | $196632.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $660646.51         | $624458.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $131914.92         | $124744.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3674 | 2052-02-01      | 3.0000%  | 0.0000% | $2493.83           | $2217.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1459 | 2052-04-01      | 3.5000%  | 0.0000% | $1015946.45        | $931838.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $2871.40           | $2534.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9224 | 2048-01-01      | 4.5000%  | 0.0000% | $12319.72          | $12128.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  | 0.0000% | $4120.49           | $3706.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD3949 | 2046-06-01      | 3.5000%  | 0.0000% | $5388.98           | $5032.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $173.11            | $179.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $48311.80          | $48666.33          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $65396.22          | $55488.91          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $738283.32         | $596685.50         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $573201.88         | $467908.52         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  | 0.0000% | $3.71              | $3.31              | Agency Mortgage-Backed Securities  |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | 0.0000% | $12996.78          | $12315.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $6217.78           | $5954.85           | Agency Mortgage-Backed Securities  |
| GNMI SF 778793 X     | 2042-01-15      | 3.5000%  | 0.0000% | $2.10              | $1.98              | Agency Mortgage-Backed Securities  |
| GNMI SF 790794 X     | 2042-07-15      | 3.5000%  | 0.0000% | $4509.25           | $4183.60           | Agency Mortgage-Backed Securities  |
| GNMI SF 793264 X     | 2042-03-15      | 3.5000%  | 0.0000% | $7395.12           | $6939.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3898 | 2055-12-01      | 5.0000%  | 0.0000% | $1385097.96        | $1380626.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2933 | 2055-09-01      | 6.0000%  | 0.0000% | $468863.86         | $487085.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5862 | 2055-12-01      | 5.5000%  | 0.0000% | $69534.59          | $70692.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8194 | 2055-09-01      | 6.5000%  | 0.0000% | $66576.30          | $69706.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $203855.73         | $209661.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2152 | 2051-12-01      | 3.0000%  | 0.0000% | $9689.50           | $8567.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  | 0.0000% | $6204.66           | $6175.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $58622.35          | $57490.94          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0514 | 2050-10-01      | 2.0000%  | 0.0000% | $3969.78           | $3254.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1457 | 2054-12-01      | 6.0000%  | 0.0000% | $40974.37          | $42826.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | 0.0000% | $5137.44           | $5189.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5955 | 2046-01-01      | 5.0000%  | 0.0000% | $186477.22         | $185698.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6000 | 2056-03-01      | 6.5000%  | 0.0000% | $258551.40         | $268628.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $636.52            | $617.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY9257 | 2045-05-01      | 3.0000%  | 0.0000% | $8764.30           | $7934.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9626 | 2043-07-01      | 3.5000%  | 0.0000% | $12774.13          | $12011.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  | 0.0000% | $333.08            | $319.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $11982.35          | $10801.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | 0.0000% | $22886.07          | $21430.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  | 0.0000% | $55107.41          | $51514.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $1091.32           | $1086.21           | Agency Mortgage-Backed Securities  |
| 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $6292.50           | $6226.67           | U.S. Treasuries (including strips) |
| GNII SF DL5494 C     | 2055-12-20      | 5.5000%  | 0.0000% | $314069.23         | $320255.87         | Agency Mortgage-Backed Securities  |
| GNII SF DL5208 C     | 2055-11-20      | 5.5000%  | 0.0000% | $354813.86         | $361803.10         | Agency Mortgage-Backed Securities  |
| GNII SF DL5023 C     | 2055-10-20      | 6.5000%  | 0.0000% | $17869.79          | $19437.63          | Agency Mortgage-Backed Securities  |
| GNII SF DJ6215 C     | 2055-04-20      | 5.5000%  | 0.0000% | $369610.55         | $376834.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $16.04             | $16.65             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $1741.62           | $1781.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $816217.53         | $835641.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $18028.34          | $18720.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $5906.97           | $5858.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $2896.23           | $2802.41           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $455924.27         | $352516.09         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  | 0.0000% | $1814.32           | $1634.22           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1275 | 2051-08-01      | 2.5000%  | 0.0000% | $64052.05          | $54278.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0262 | 2036-04-01      | 2.0000%  | 0.0000% | $54299.24          | $49895.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  | 0.0000% | $1315.93           | $1122.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7294 | 2050-10-01      | 2.5000%  | 0.0000% | $178.30            | $152.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | 0.0000% | $51724.68          | $42482.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $75305.15          | $61967.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7114 | 2035-09-01      | 2.5000%  | 0.0000% | $32329.06          | $30549.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA3544 | 2039-05-01      | 4.0000%  | 0.0000% | $13280.64          | $12833.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA2748 | 2026-09-01      | 2.0000%  | 0.0000% | $0.26              | $0.26              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  | 0.0000% | $991.53            | $906.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA0373 | 2040-02-01      | 4.0000%  | 0.0000% | $4634.95           | $4433.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ995375 | 2048-08-01      | 5.5000%  | 0.0000% | $1.99              | $1.98              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL906131 | 2037-01-01      | 6.0000%  | 0.0000% | $0.15              | $0.16              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC2230 | 2056-03-01      | 5.5000%  | 0.0000% | $1054539.88        | $1076341.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7853 | 2052-09-01      | 4.5000%  | 0.0000% | $78630.95          | $76860.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1849 | 2056-01-01      | 5.5000%  | 0.0000% | $816682.66         | $833606.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $46.10             | $45.67             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8586 | 2052-10-01      | 4.5000%  | 0.0000% | $13148.76          | $12823.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4575 | 2052-04-01      | 3.5000%  | 0.0000% | $7914.25           | $7286.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633 | 2055-05-01      | 5.5000%  | 0.0000% | $102665.40         | $104917.71         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  | 0.0000% | $66261.50          | $67957.13          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  | 0.0000% | $329817.63         | $319388.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8529 | 2053-02-01      | 5.5000%  | 0.0000% | $2880.24           | $2948.54           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $5020.82           | $4863.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  | 0.0000% | $65762.64          | $60430.78          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  | 0.0000% | $150954.97         | $134081.23         | Agency Mortgage-Backed Securities  |
| TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $7.20              | $5.55              | U.S. Treasuries (including strips) |
| GNMI SF BT0861 X     | 2050-03-15      | 3.0000%  | 0.0000% | $1258.06           | $1122.26           | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $353.56            | $301.02            | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $3070696.56        | $3146287.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $645054.59         | $595299.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $16971.96          | $15975.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $308618.11         | $316207.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $161217.01         | $165968.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $2218311.60        | $2146904.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $1622.22           | $1637.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0390 | 2055-05-01      | 5.5000%  | 0.0000% | $87862.71          | $90166.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9087 | 2052-04-01      | 2.5000%  | 0.0000% | $1932.48           | $1653.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $11489.86          | $11760.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $105101.89         | $91293.32          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR3006 | 2051-03-01      | 2.5000%  | 0.0000% | $37939.52          | $32185.96          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1781 | 2053-05-01      | 6.0000%  | 0.0000% | $25154.26          | $26339.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  | 0.0000% | $17571.56          | $18200.44          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6850 | 2053-12-01      | 6.5000%  | 0.0000% | $60051.53          | $62951.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3608 | 2052-11-01      | 5.5000%  | 0.0000% | $51926.82          | $52889.35          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3994 | 2052-12-01      | 5.0000%  | 0.0000% | $66106.57          | $65592.04          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9318 | 2052-09-01      | 4.5000%  | 0.0000% | $128260.83         | $124542.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0887 | 2052-10-01      | 5.0000%  | 0.0000% | $186684.96         | $186370.34         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6820 | 2051-08-01      | 2.5000%  | 0.0000% | $13720.07          | $11643.58          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  | 0.0000% | $1682.28           | $1383.88           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q15842 G | 2043-02-01      | 3.0000%  | 0.0000% | $3718.91           | $3413.61           | Agency Mortgage-Backed Securities  |

### Security 325: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 973VFA007, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 973VFA007_3.67_0401
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $127673000.00      | $128198119.10      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $20999100.00       | $20823577.34       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $22621700.00       | $21852180.88       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $250000000.00      | $258136317.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $129512200.00      | $133176005.50      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $194603200.00      | $196012945.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $61000000.00       | $61423279.00       | U.S. Treasuries (including strips) |
| T 4 1/2 05/15/27 | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $8985000.00        | $9293525.05        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $42832500.00       | $44756763.48       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $46523300.00       | $47584887.58       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $33745200.00       | $33427926.53       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $43714900.00       | $43491490.25       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $14507000.00       | $14774250.27       | U.S. Treasuries (including strips) |
| T 4 1/8 11/15/27 | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1019.91           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $315390000.00      | $324185934.40      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $51557977.35       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $43000000.00       | $44496780.35       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $50000000.00       | $50140739.13       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $102548000.00      | $103867013.20      | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | 0.0000% | $152000.00         | $149228.13         | U.S. Treasuries (including strips) |
| BILL 05/21/26    | 2026-05-21      | 0.0000%  | 0.0000% | $2993400.00        | $2978328.23        | U.S. Treasuries (including strips) |
| BILL 04/28/26    | 2026-04-28      | 0.0000%  | 0.0000% | $2646000.00        | $2638787.00        | U.S. Treasuries (including strips) |
| BILL 07/23/26    | 2026-07-23      | 0.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $309900.00         | $317215.69         | U.S. Treasuries (including strips) |
| T 3 7/8 06/30/30 | 2030-06-30      | 3.8750%  | 0.0000% | $89789300.00       | $90519015.66       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.8124%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50008053.87       | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $6236900.00        | $6174010.99        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $69999900.00       | $70250047.93       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $50000000.00       | $49342273.20       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | 0.0000% | $64999500.00       | $65659276.17       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $531876200.00      | $413749743.10      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $38403400.00       | $33802150.31       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $37287000.00       | $25803486.73       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $49992200.00       | $37038526.34       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $40000000.00       | $28407301.66       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $95000000.00       | $67924096.71       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $126775900.00      | $66827630.22       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $2000.00           | $980.16            | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | 0.0000% | $60200000.00       | $60122061.29       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | 0.0000% | $48126000.00       | $47882004.58       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  | 0.0000% | $10365000.00       | $10433699.22       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $400.00            | $334.55            | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $68443000.00       | $62912711.44       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $5403400.00        | $4356875.31        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $150000000.00      | $150775245.60      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $203392800.00      | $193369415.20      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $42834200.00       | $42163488.84       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $193029700.00      | $190640664.20      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $246226100.00      | $244087947.40      | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $33234000.00       | $34274108.89       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $114475400.00      | $114706687.70      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | 0.0000% | $58715200.00       | $58204159.81       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $12796200.00       | $11975344.06       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $73500000.00       | $70629978.90       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $4794000.00        | $4559718.27        | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $960000.00         | $901603.04         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $71974900.00       | $62767492.63       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.66             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $47681000.00       | $47454275.01       | U.S. Treasuries (including strips) |
| T 3 1/4 06/30/29 | 2029-06-30      | 3.2500%  | 0.0000% | $69695900.00       | $68990515.50       | U.S. Treasuries (including strips) |

### Security 326: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust 3.800000%
- **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:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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 327: Fixed Income Clearing Corp. - Nomura Securities

- **C.1 - Title:** Fixed Income Clearing Corp. - Nomura Securities 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 979QHS001, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: 979QHS001_3.67_0401
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSL3433 | 2055-12-01      | 6.0000%  | 0.0000% | $95339879.35       | $97861142.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3467 | 2055-03-01      | 6.0000%  | 0.0000% | $32299850.23       | $33219943.77       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4067 | 2047-09-01      | 3.5000%  | 0.0000% | $7323938.48        | $6819397.24        | Agency Mortgage-Backed Securities |
| FNMS 07.500 I4BF0589 | 2061-12-01      | 7.5000%  | 0.0000% | $6629575.78        | $7356628.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 I4BF0608 | 2062-03-01      | 6.0000%  | 0.0000% | $7645755.69        | $7875915.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0728 | 2057-04-01      | 3.0000%  | 0.0000% | $10766518.01       | $9349116.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9186 | 2056-02-01      | 5.0000%  | 0.0000% | $10686191.61       | $10604844.76       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0165 | 2056-01-01      | 5.0000%  | 0.0000% | $10749805.20       | $10620126.72       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0891 | 2055-08-01      | 5.5000%  | 0.0000% | $9078458.13        | $9145859.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5339 | 2055-10-01      | 6.0000%  | 0.0000% | $17056702.09       | $17478292.60       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4722 | 2055-10-01      | 6.0000%  | 0.0000% | $13096101.82       | $13620915.01       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4725 | 2055-10-01      | 6.0000%  | 0.0000% | $7695718.76        | $7999684.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4726 | 2055-10-01      | 6.0000%  | 0.0000% | $9291026.10        | $9652679.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6593 | 2055-10-01      | 5.5000%  | 0.0000% | $13271379.83       | $13369910.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6743 | 2055-10-01      | 5.5000%  | 0.0000% | $10639519.91       | $10743173.65       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6797 | 2055-10-01      | 5.5000%  | 0.0000% | $9983204.07        | $10092084.22       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7752 | 2055-11-01      | 5.5000%  | 0.0000% | $7181907.09        | $7234682.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7783 | 2055-09-01      | 6.0000%  | 0.0000% | $12880328.34       | $13194492.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8913 | 2055-11-01      | 6.0000%  | 0.0000% | $14935202.75       | $15306626.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5883 | 2055-10-01      | 6.0000%  | 0.0000% | $6742578.89        | $6899863.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9831 | 2055-11-01      | 5.5000%  | 0.0000% | $10586688.11       | $10815766.40       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ9418 | 2055-11-01      | 6.0000%  | 0.0000% | $28776267.84       | $29736330.46       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1205 | 2054-12-01      | 5.0000%  | 0.0000% | $19702459.08       | $19857136.52       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL1323 | 2052-08-01      | 2.0000%  | 0.0000% | $8931140.53        | $7243750.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1423 | 2055-04-01      | 5.5000%  | 0.0000% | $22118300.99       | $22280612.45       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1585 | 2055-06-01      | 5.5000%  | 0.0000% | $55243384.72       | $55652148.92       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2073 | 2055-07-01      | 6.5000%  | 0.0000% | $28389397.52       | $29546937.36       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2074 | 2055-08-01      | 6.0000%  | 0.0000% | $19806678.32       | $20265084.08       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2552 | 2055-04-01      | 6.0000%  | 0.0000% | $16969476.83       | $17600096.53       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3536 | 2052-06-01      | 3.5000%  | 0.0000% | $9376458.30        | $8682269.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3594 | 2055-12-01      | 5.0000%  | 0.0000% | $19838257.49       | $19816964.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3596 | 2055-07-01      | 6.0000%  | 0.0000% | $26559608.17       | $27218631.72       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2926 | 2055-09-01      | 5.5000%  | 0.0000% | $15222994.08       | $15473219.51       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3130 | 2055-04-01      | 6.0000%  | 0.0000% | $45264983.62       | $47422946.45       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2785 | 2054-09-01      | 6.5000%  | 0.0000% | $20742148.44       | $21657554.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1594 | 2055-07-01      | 6.0000%  | 0.0000% | $11679826.59       | $12025432.66       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2264 | 2056-03-01      | 5.0000%  | 0.0000% | $18259501.00       | $18113911.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2510 | 2056-02-01      | 5.0000%  | 0.0000% | $6896424.45        | $6843161.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2244 | 2056-03-01      | 5.0000%  | 0.0000% | $14962987.00       | $14847422.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6410 | 2056-04-01      | 5.5000%  | 0.0000% | $14930620.00       | $15209902.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1755 | 2054-10-01      | 6.0000%  | 0.0000% | $10312360.96       | $10729083.47       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0720 | 2054-11-01      | 6.5000%  | 0.0000% | $37612218.96       | $40589702.52       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2186 | 2055-07-01      | 6.0000%  | 0.0000% | $14566541.59       | $15028912.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $27736029.60       | $26903393.99       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3953 | 2055-12-01      | 5.5000%  | 0.0000% | $61031862.66       | $62165977.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3954 | 2055-12-01      | 5.5000%  | 0.0000% | $60698550.20       | $61733662.79       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3955 | 2056-02-01      | 5.5000%  | 0.0000% | $73696490.41       | $75223653.63       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ5280 | 2055-11-01      | 7.0000%  | 0.0000% | $7491113.79        | $8166897.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4631 | 2055-08-01      | 5.5000%  | 0.0000% | $19541958.93       | $19875234.01       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4703 | 2055-08-01      | 6.5000%  | 0.0000% | $9826176.82        | $10380104.61       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ6120 | 2056-02-01      | 6.0000%  | 0.0000% | $9637789.68        | $9908939.26        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $10739684.99       | $10375072.69       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  | 0.0000% | $43835849.31       | $43305245.59       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0087 | 2056-01-01      | 6.5000%  | 0.0000% | $26701887.52       | $27742584.69       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0096 | 2056-02-01      | 6.0000%  | 0.0000% | $42395110.08       | $43363414.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0111 | 2056-03-01      | 5.5000%  | 0.0000% | $48311743.00       | $48666270.66       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  | 0.0000% | $26641457.98       | $27951596.09       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2251 | 2055-12-01      | 6.0000%  | 0.0000% | $8869338.18        | $9088570.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA2873 | 2056-01-01      | 5.0000%  | 0.0000% | $7327884.04        | $7320018.78        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA5283 | 2056-02-01      | 5.5000%  | 0.0000% | $7300051.34        | $7436601.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4623 | 2056-01-01      | 5.5000%  | 0.0000% | $9233071.69        | $9318351.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5191 | 2056-02-01      | 5.0000%  | 0.0000% | $59410257.00       | $58696304.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1799 | 2052-11-01      | 5.5000%  | 0.0000% | $7191924.51        | $7357844.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1454 | 2052-08-01      | 4.5000%  | 0.0000% | $15788478.22       | $15396087.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2857 | 2053-05-01      | 5.5000%  | 0.0000% | $22636122.60       | $23095417.06       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6380 | 2055-08-01      | 5.5000%  | 0.0000% | $24049303.99       | $24227829.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3942 | 2055-12-01      | 5.0000%  | 0.0000% | $8607310.60        | $8569452.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2828 | 2055-07-01      | 5.0000%  | 0.0000% | $16071735.77       | $15965431.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3357 | 2055-10-01      | 5.5000%  | 0.0000% | $7717867.86        | $7868361.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2849 | 2055-09-01      | 6.0000%  | 0.0000% | $12525556.62       | $13008554.61       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3808 | 2053-07-01      | 2.5000%  | 0.0000% | $8452587.39        | $7161499.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3811 | 2051-10-01      | 3.5000%  | 0.0000% | $47306267.71       | $43995664.73       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3884 | 2055-12-01      | 5.0000%  | 0.0000% | $32537878.37       | $32407781.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4220 | 2055-12-01      | 5.5000%  | 0.0000% | $43678897.83       | $44690821.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4246 | 2055-12-01      | 5.5000%  | 0.0000% | $62745038.15       | $63815050.18       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4714 | 2056-03-01      | 5.0000%  | 0.0000% | $10601650.51       | $10573955.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA6273 | 2056-02-01      | 5.5000%  | 0.0000% | $24381941.62       | $24562229.82       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8022 | 2056-03-01      | 5.0000%  | 0.0000% | $7107219.00        | $7050550.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8023 | 2056-03-01      | 5.0000%  | 0.0000% | $8091196.00        | $8028705.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8024 | 2056-03-01      | 5.0000%  | 0.0000% | $10357600.00       | $10287807.04       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA6622 | 2056-02-01      | 5.0000%  | 0.0000% | $9941401.65        | $9821316.15        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7754 | 2056-03-01      | 5.0000%  | 0.0000% | $10361258.11       | $10235935.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7767 | 2056-03-01      | 5.0000%  | 0.0000% | $19632854.59       | $19395702.81       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7896 | 2056-03-01      | 5.0000%  | 0.0000% | $10005200.00       | $9935930.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8525 | 2056-03-01      | 5.0000%  | 0.0000% | $8372333.00        | $8295296.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8734 | 2056-03-01      | 5.5000%  | 0.0000% | $12249566.00       | $12362290.59       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9105 | 2056-03-01      | 5.5000%  | 0.0000% | $14745925.00       | $15006431.42       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9277 | 2056-03-01      | 5.0000%  | 0.0000% | $8447664.00        | $8419843.03        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5650 | 2052-05-01      | 3.5000%  | 0.0000% | $10207586.54       | $9445556.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6917 | 2054-09-01      | 6.5000%  | 0.0000% | $12397784.84       | $13052569.72       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $7744591.31        | $6295939.69        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $13932989.74       | $11785210.08       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $7399416.02        | $7341749.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $7326571.39        | $7494752.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 U6BF0800 | 2054-05-01      | 4.0000%  | 0.0000% | $9252175.56        | $8887966.75        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1786 | 2052-04-01      | 3.0000%  | 0.0000% | $10117349.44       | $9028601.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3158 | 2052-11-01      | 4.5000%  | 0.0000% | $7881727.71        | $7682438.22        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4038 | 2052-06-01      | 3.0000%  | 0.0000% | $19580437.55       | $17247369.68       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3734 | 2054-09-01      | 6.0000%  | 0.0000% | $7350080.22        | $7526665.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4133 | 2053-03-01      | 4.5000%  | 0.0000% | $8451214.66        | $8230206.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7026 | 2052-09-01      | 3.0000%  | 0.0000% | $12461377.31       | $11091460.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8904 | 2054-09-01      | 6.0000%  | 0.0000% | $25326514.01       | $26459368.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8152 | 2054-06-01      | 6.0000%  | 0.0000% | $51903105.93       | $53633036.45       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6607 | 2053-07-01      | 5.5000%  | 0.0000% | $12954836.70       | $13349872.85       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8743 | 2049-06-01      | 3.5000%  | 0.0000% | $28695659.74       | $26857176.66       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0271 | 2055-04-01      | 6.0000%  | 0.0000% | $17251881.20       | $18052713.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0900 | 2055-08-01      | 6.5000%  | 0.0000% | $7119995.68        | $7683690.49        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7407 | 2052-05-01      | 4.0000%  | 0.0000% | $7526549.11        | $7146069.51        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7545 | 2052-06-01      | 4.0000%  | 0.0000% | $7288609.01        | $6905667.92        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA9050 | 2053-05-01      | 4.5000%  | 0.0000% | $8167200.10        | $7916107.70        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6131 | 2052-04-01      | 3.0000%  | 0.0000% | $7949105.01        | $6873138.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW2545 | 2056-02-01      | 6.0000%  | 0.0000% | $11163219.22       | $11424974.39       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8085 | 2053-04-01      | 5.0000%  | 0.0000% | $20644604.34       | $20511130.10       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2176 | 2056-03-01      | 4.5000%  | 0.0000% | $32019824.98       | $31110782.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3057 | 2049-02-01      | 4.5000%  | 0.0000% | $15443592.73       | $15249374.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $6746551.65        | $6530111.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $8722905.09        | $7677726.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4330 | 2052-08-01      | 4.0000%  | 0.0000% | $34243463.65       | $32726181.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6646 | 2053-06-01      | 5.5000%  | 0.0000% | $40730618.31       | $41521539.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $19296509.72       | $19438113.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $51735183.94       | $52946821.95       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $19002046.26       | $18771051.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  | 0.0000% | $72467692.82       | $74122854.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6029 | 2056-03-01      | 5.0000%  | 0.0000% | $7419000.00        | $7328812.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX9176 | 2055-04-01      | 5.0000%  | 0.0000% | $7072338.97        | $6997475.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY0918 | 2055-04-01      | 6.0000%  | 0.0000% | $6345920.64        | $6549808.73        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9870 | 2055-08-01      | 6.0000%  | 0.0000% | $8050368.71        | $8273194.87        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9067 | 2055-07-01      | 6.0000%  | 0.0000% | $6604953.76        | $6793208.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5982 | 2046-02-01      | 5.0000%  | 0.0000% | $42995464.22       | $42993515.11       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6032 | 2056-03-01      | 6.5000%  | 0.0000% | $11876900.00       | $12339798.22       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX2049 | 2054-12-01      | 6.5000%  | 0.0000% | $16763661.85       | $17446155.23       | Agency Mortgage-Backed Securities |

### Security 328: Citibank NA

- **C.1 - Title:** Citibank NA 3.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCH006, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 981ZCH006_3.64_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.1130%  | 0.0000% | $42330.48          | $42868.55          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735322 | 2034-07-01      | 5.8380%  | 0.0000% | $757.55            | $775.63            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735332 | 2034-08-01      | 6.1350%  | 0.0000% | $2578.99           | $2649.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735259 | 2038-05-01      | 6.3160%  | 0.0000% | $101.01            | $103.82            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735442 | 2034-04-01      | 6.3980%  | 0.0000% | $505.20            | $519.91            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735539 | 2035-04-01      | 6.0780%  | 0.0000% | $2392.15           | $2466.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735691 | 2032-04-01      | 5.8280%  | 0.0000% | $910.74            | $931.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735858 | 2035-08-01      | 6.1190%  | 0.0000% | $2759.48           | $2834.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735961 | 2035-09-01      | 5.8430%  | 0.0000% | $168447.30         | $171666.19         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3493.83           | $3581.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA743602 | 2033-09-01      | 5.9430%  | 0.0000% | $3246.96           | $3322.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745054 | 2035-09-01      | 6.2480%  | 0.0000% | $190.13            | $196.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745168 | 2035-09-01      | 6.4010%  | 0.0000% | $2376.21           | $2454.08           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.0600%  | 0.0000% | $326.64            | $336.84            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.3220%  | 0.0000% | $2491.07           | $2571.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745539 | 2034-08-01      | 6.2400%  | 0.0000% | $341.03            | $352.35            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.2380%  | 0.0000% | $9536.17           | $9815.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745702 | 2034-11-01      | 6.3780%  | 0.0000% | $290.56            | $299.32            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745705 | 2032-11-01      | 5.8410%  | 0.0000% | $152.17            | $154.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745768 | 2036-07-01      | 6.3990%  | 0.0000% | $532.14            | $551.22            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745858 | 2036-08-01      | 6.5410%  | 0.0000% | $338.52            | $350.47            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS745862 | 2035-04-01      | 6.2930%  | 0.0000% | $1981.72           | $2041.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3214.74           | $3320.87           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.3530%  | 0.0000% | $1166.14           | $1194.81           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2270.86           | $2349.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS751531 | 2034-05-01      | 6.2100%  | 0.0000% | $2918.89           | $3010.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS754031 | 2033-12-01      | 5.8420%  | 0.0000% | $921.37            | $946.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758614 | 2033-11-01      | 5.8800%  | 0.0000% | $3100.39           | $3182.67           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.0600%  | 0.0000% | $251.99            | $259.18            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD767672 | 2034-03-01      | 5.7600%  | 0.0000% | $336.83            | $345.92            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS768435 | 2034-01-01      | 5.6500%  | 0.0000% | $860.46            | $892.42            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS770140 | 2034-03-01      | 5.9940%  | 0.0000% | $582.75            | $596.54            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4361.65           | $4478.30           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS778711 | 2034-05-01      | 6.2650%  | 0.0000% | $547.44            | $563.12            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1421.54           | $1466.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781309 | 2034-07-01      | 6.3100%  | 0.0000% | $3423.01           | $3537.29           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD781563 | 2034-11-01      | 5.8740%  | 0.0000% | $1849.34           | $1896.45           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN784124 | 2034-12-01      | 5.8300%  | 0.0000% | $2387.74           | $2461.71           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $714.44            | $728.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD791972 | 2034-09-01      | 6.3930%  | 0.0000% | $583.78            | $603.37            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB791961 | 2034-09-01      | 5.3130%  | 0.0000% | $2841.32           | $2880.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB793065 | 2034-08-01      | 6.6520%  | 0.0000% | $660.25            | $682.33            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2120%  | 0.0000% | $1922.75           | $1977.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.1140%  | 0.0000% | $4.56              | $4.58              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN795718 | 2034-09-01      | 6.3000%  | 0.0000% | $2467.38           | $2543.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800165 | 2034-12-01      | 5.7700%  | 0.0000% | $879.58            | $898.77            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB800171 | 2034-12-01      | 5.7540%  | 0.0000% | $2674.30           | $2729.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS801344 | 2034-10-01      | 6.3150%  | 0.0000% | $1149.56           | $1188.42           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB803594 | 2034-10-01      | 6.0850%  | 0.0000% | $2174.44           | $2230.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806484 | 2033-08-01      | 4.5860%  | 0.0000% | $902.72            | $890.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.1140%  | 0.0000% | $954.82            | $968.49            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2110%  | 0.0000% | $783.80            | $815.05            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806776 | 2034-11-01      | 5.9080%  | 0.0000% | $3512.75           | $3596.08           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809319 | 2035-01-01      | 5.9200%  | 0.0000% | $845.18            | $869.55            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1733.80           | $1782.17           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $52.62             | $54.09             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS813714 | 2035-01-01      | 5.5690%  | 0.0000% | $693.72            | $708.60            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813842 | 2035-01-01      | 5.6390%  | 0.0000% | $983.36            | $1012.19           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB815195 | 2035-05-01      | 6.3150%  | 0.0000% | $2042.38           | $2086.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816597 | 2035-02-01      | 5.6700%  | 0.0000% | $1552.96           | $1586.75           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.6620%  | 0.0000% | $922.13            | $956.69            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB820113 | 2034-11-01      | 6.5200%  | 0.0000% | $3361.82           | $3484.21           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821378 | 2035-05-01      | 6.0390%  | 0.0000% | $1699.96           | $1725.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3762.99           | $3865.11           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823660 | 2035-05-01      | 6.5850%  | 0.0000% | $11.67             | $12.01             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB838948 | 2035-08-01      | 5.7310%  | 0.0000% | $4938.61           | $5060.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODG1736 | 2056-02-01      | 4.6150%  | 0.0000% | $5294908.49        | $5293811.56        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODG1738 | 2056-02-01      | 4.6540%  | 0.0000% | $14743415.27       | $14698895.07       | Agency Mortgage-Backed Securities  |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $385571.75         | $403895.40         | Agency Mortgage-Backed Securities  |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $222.60            | $227.95            | Agency Mortgage-Backed Securities  |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $211.11            | $217.65            | Agency Mortgage-Backed Securities  |
| FMAR 1B2632 G        | 2034-11-01      | 6.2750%  | 0.0000% | $179.66            | $184.44            | Agency Mortgage-Backed Securities  |
| FMAR 1B2642 G        | 2034-11-01      | 6.4550%  | 0.0000% | $612.67            | $633.24            | Agency Mortgage-Backed Securities  |
| FMAR 1B2810 G        | 2035-02-01      | 6.1510%  | 0.0000% | $502.33            | $520.18            | Agency Mortgage-Backed Securities  |
| FMAR 1B3488 G        | 2037-07-01      | 6.6750%  | 0.0000% | $1281.76           | $1321.94           | Agency Mortgage-Backed Securities  |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $280.80            | $289.47            | Agency Mortgage-Backed Securities  |
| FMAR 847415 G        | 2035-06-01      | 6.5040%  | 0.0000% | $1233.47           | $1281.89           | Agency Mortgage-Backed Securities  |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1066.63           | $1103.20           | Agency Mortgage-Backed Securities  |
| FMAR 1J0780 G        | 2037-12-01      | 6.3790%  | 0.0000% | $1676.06           | $1747.82           | Agency Mortgage-Backed Securities  |
| FMAR 1J0589 G        | 2037-08-01      | 6.6170%  | 0.0000% | $117.62            | $121.73            | Agency Mortgage-Backed Securities  |
| 03.00 FGPC G14700 G  | 2028-01-01      | 3.0000%  | 0.0000% | $2507.17           | $2488.33           | Agency Mortgage-Backed Securities  |
| FMAR 1A1085 G        | 2036-08-01      | 5.9220%  | 0.0000% | $1688.22           | $1730.60           | Agency Mortgage-Backed Securities  |
| FMAR 1H1350 G        | 2036-10-01      | 6.2290%  | 0.0000% | $1505.04           | $1576.06           | Agency Mortgage-Backed Securities  |
| FMAR 1H1390 G        | 2037-04-01      | 6.1570%  | 0.0000% | $1214.67           | $1274.78           | Agency Mortgage-Backed Securities  |
| FMAR 1J1680 G        | 2037-06-01      | 6.8910%  | 0.0000% | $846.62            | $880.06            | Agency Mortgage-Backed Securities  |
| FMAR 1J1681 G        | 2037-06-01      | 6.7300%  | 0.0000% | $583.69            | $606.00            | Agency Mortgage-Backed Securities  |
| FMAR 1J1749 G        | 2037-06-01      | 6.1850%  | 0.0000% | $3849.20           | $3958.18           | Agency Mortgage-Backed Securities  |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $1857.38           | $1918.01           | Agency Mortgage-Backed Securities  |
| FMAR 1J1380 G        | 2036-03-01      | 7.3740%  | 0.0000% | $340.63            | $356.41            | Agency Mortgage-Backed Securities  |
| FMAR 1J1497 G        | 2037-02-01      | 6.8500%  | 0.0000% | $569.62            | $597.70            | Agency Mortgage-Backed Securities  |
| FMAR 1J1516 G        | 2037-02-01      | 5.8790%  | 0.0000% | $608.55            | $627.41            | Agency Mortgage-Backed Securities  |
| FMAR 1J1621 G        | 2037-05-01      | 7.1800%  | 0.0000% | $4078.87           | $4267.76           | Agency Mortgage-Backed Securities  |
| FMAR 1J3685 G        | 2037-11-01      | 6.1700%  | 0.0000% | $360.87            | $372.92            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC J17506 G | 2026-12-01      | 3.0000%  | 0.0000% | $4060.74           | $4052.82           | Agency Mortgage-Backed Securities  |
| FMAR 1L0183 G        | 2035-08-01      | 6.1540%  | 0.0000% | $623.72            | $642.94            | Agency Mortgage-Backed Securities  |
| FMAR 1L1302 G        | 2036-04-01      | 5.9970%  | 0.0000% | $1215.66           | $1272.74           | Agency Mortgage-Backed Securities  |
| FMAR 1G1381 G        | 2036-12-01      | 6.2650%  | 0.0000% | $1294.17           | $1347.17           | Agency Mortgage-Backed Securities  |
| FMAR 1G1555 G        | 2037-02-01      | 6.4770%  | 0.0000% | $2388.98           | $2479.58           | Agency Mortgage-Backed Securities  |
| FMAR 1G1642 G        | 2037-04-01      | 6.3200%  | 0.0000% | $2192.29           | $2237.62           | Agency Mortgage-Backed Securities  |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $1412.03           | $1454.28           | Agency Mortgage-Backed Securities  |
| FMAR 1B7215 G        | 2036-12-01      | 6.2550%  | 0.0000% | $424.16            | $438.65            | Agency Mortgage-Backed Securities  |
| FMAR 1G2602 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2244.85           | $2313.70           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2355.06           | $2436.17           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3661.53           | $3732.45           | Agency Mortgage-Backed Securities  |
| FMAR 1Q1104 G        | 2037-04-01      | 6.2770%  | 0.0000% | $28704.32          | $29579.74          | Agency Mortgage-Backed Securities  |
| FMAR 1B7789 G        | 2040-11-01      | 6.2720%  | 0.0000% | $870.65            | $902.14            | Agency Mortgage-Backed Securities  |
| FMAR 786625 G        | 2028-09-01      | 5.8690%  | 0.0000% | $2850.80           | $2870.75           | Agency Mortgage-Backed Securities  |
| FMAR 788825 G        | 2031-11-01      | 6.2350%  | 0.0000% | $183.17            | $187.98            | Agency Mortgage-Backed Securities  |
| FMAR 848565 G        | 2037-12-01      | 6.5140%  | 0.0000% | $3997.82           | $4125.62           | Agency Mortgage-Backed Securities  |
| FMAR 848690 G        | 2037-03-01      | 6.1630%  | 0.0000% | $538.88            | $562.52            | Agency Mortgage-Backed Securities  |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $2366.53           | $2447.46           | Agency Mortgage-Backed Securities  |
| FMAR 849336 G        | 2034-12-01      | 6.1900%  | 0.0000% | $3577.92           | $3627.22           | Agency Mortgage-Backed Securities  |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1056.67           | $1093.12           | Agency Mortgage-Backed Securities  |
| FMAR 2B3360 G        | 2044-11-01      | 6.2300%  | 0.0000% | $2483.91           | $2583.42           | Agency Mortgage-Backed Securities  |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4240.04           | $4409.35           | Agency Mortgage-Backed Securities  |
| FMAR 2B6349 G        | 2047-07-01      | 6.3800%  | 0.0000% | $2675.01           | $2796.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODG6214 | 2056-04-01      | 4.5590%  | 0.0000% | $5697293.00        | $5714123.75        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODG6215 | 2056-04-01      | 4.3000%  | 0.0000% | $1516864.00        | $1509384.85        | Agency Mortgage-Backed Securities  |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $4409.87           | $4059.51           | Agency Mortgage-Backed Securities  |
| FMAR 8B0595 G        | 2056-04-01      | 4.7010%  | 0.0000% | $6688285.00        | $6704667.95        | Agency Mortgage-Backed Securities  |
| FMAR 8C1056 G        | 2055-07-01      | 5.4800%  | 0.0000% | $11764534.59       | $11910128.55       | Agency Mortgage-Backed Securities  |
| FKAR 04.650 WSWS3001 | 2038-01-01      | 4.6500%  | 0.0000% | $2900.47           | $2857.05           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $15834.46          | $13579.21          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1543 | 2055-11-01      | 6.5000%  | 0.0000% | $676188.43         | $707797.31         | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $2022899.72        | $1825863.22        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $380624.67         | $315702.79         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3346 | 2041-06-01      | 6.5380%  | 0.0000% | $152134.54         | $158441.58         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.1250%  | 0.0000% | $600.45            | $624.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $35343.61          | $31312.67          | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $60178633.88       | $51737336.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $84416.56          | $78161.01          | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $181000.00         | $155419.27         | Corporate Debt Securities          |
| FKAR 04.750 WAWA2234 | 2039-02-01      | 4.7500%  | 0.0000% | $1408916.69        | $1400321.35        | Agency Mortgage-Backed Securities  |
| FKAR 04.200 WAWA3903 | 2030-09-01      | 4.3500%  | 0.0000% | $44024.59          | $43262.96          | Agency Mortgage-Backed Securities  |
| FKAR 04.100 WAWA4493 | 2032-08-01      | 4.1000%  | 0.0000% | $2844125.70        | $2793547.66        | Agency Mortgage-Backed Securities  |
| FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $207561.00         | $192358.33         | Agency Mortgage-Backed Securities  |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $585343.00         | $575865.32         | Agency Mortgage-Backed Securities  |
| FKAR 04.600 WNWN3243 | 2038-01-01      | 4.6000%  | 0.0000% | $269461.00         | $264395.22         | Agency Mortgage-Backed Securities  |
| FMAR 972136 G        | 2034-01-01      | 5.8900%  | 0.0000% | $1204.18           | $1239.21           | Agency Mortgage-Backed Securities  |
| FMAR 972164 G        | 2035-01-01      | 6.2340%  | 0.0000% | $5349.76           | $5526.05           | Agency Mortgage-Backed Securities  |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2224.75           | $2280.02           | Agency Mortgage-Backed Securities  |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $400.32            | $410.43            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6201 | 2042-08-01      | 6.4840%  | 0.0000% | $734.23            | $766.27            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS4246 | 2036-12-01      | 2.3700%  | 0.0000% | $2001.00           | $1656.51           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BS7576 | 2027-12-01      | 4.8600%  | 0.0000% | $702507.48         | $710171.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0267 | 2055-04-01      | 6.0000%  | 0.0000% | $1851.43           | $1897.26           | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $838.46            | $877.57            | Agency Mortgage-Backed Securities  |
| GNII SF MA9723 M     | 2054-05-20      | 4.5000%  | 0.0000% | $3797.40           | $3675.37           | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $3437.23           | $3521.85           | Agency Mortgage-Backed Securities  |
| T 3 7/8 03/31/31     | 2031-03-31      | 3.8750%  | 0.0000% | $132186400.00      | $131566445.80      | U.S. Treasuries (including strips) |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $744.83            | $770.43            | Agency Mortgage-Backed Securities  |
| FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $1263.21           | $1272.65           | Agency Mortgage-Backed Securities  |
| FMAR 786223 G        | 2028-01-01      | 6.4190%  | 0.0000% | $818.37            | $825.23            | Agency Mortgage-Backed Securities  |
| FMAR 782785 G        | 2034-10-01      | 6.1060%  | 0.0000% | $643.36            | $664.23            | Agency Mortgage-Backed Securities  |
| FMAR 782837 G        | 2034-11-01      | 5.8930%  | 0.0000% | $841.56            | $871.81            | Agency Mortgage-Backed Securities  |
| FMAR 783022 G        | 2035-02-01      | 5.8750%  | 0.0000% | $679.56            | $709.53            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $33.28             | $33.34             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072163 | 2028-02-01      | 5.2500%  | 0.0000% | $243.97            | $244.68            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA255720 | 2035-03-01      | 6.0000%  | 0.0000% | $123.51            | $126.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1240 | 2052-03-01      | 3.0000%  | 0.0000% | $216488.75         | $192726.08         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $147840.00         | $149776.26         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4280 | 2035-07-01      | 4.6300%  | 0.0000% | $1589.00           | $1599.96           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5381 | 2031-03-01      | 3.6800%  | 0.0000% | $1008.00           | $982.25            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $405954.70         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1990.58           | $2070.78           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4928 | 2030-09-01      | 4.3700%  | 0.0000% | $1000000.00        | $1009648.67        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5137 | 2030-10-01      | 3.8200%  | 0.0000% | $2140.00           | $2107.10           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5240 | 2030-11-01      | 3.9000%  | 0.0000% | $2120.00           | $2093.79           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5257 | 2032-10-01      | 4.4600%  | 0.0000% | $4268.00           | $4280.38           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5741 | 2032-12-01      | 4.3800%  | 0.0000% | $999000.00         | $996132.87         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5874 | 2031-01-01      | 3.8550%  | 0.0000% | $2955.00           | $2910.05           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6028 | 2033-01-01      | 3.9100%  | 0.0000% | $2162040.00        | $2099129.68        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $1315.16           | $1365.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS889017 | 2040-12-01      | 6.3230%  | 0.0000% | $1713.37           | $1762.49           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB894571 | 2036-03-01      | 6.6790%  | 0.0000% | $2102.98           | $2209.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.3210%  | 0.0000% | $298.18            | $308.41            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1902955 | 2036-12-01      | 6.0100%  | 0.0000% | $2899.18           | $2984.87           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB904688 | 2036-12-01      | 6.0810%  | 0.0000% | $2417.68           | $2515.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.2500%  | 0.0000% | $3856.69           | $3982.37           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905946 | 2037-01-01      | 6.1250%  | 0.0000% | $353.72            | $365.16            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1918782 | 2037-06-01      | 6.2350%  | 0.0000% | $437.04            | $447.10            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.5410%  | 0.0000% | $1314.98           | $1341.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB922881 | 2037-02-01      | 5.4600%  | 0.0000% | $2928.53           | $2991.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1906236 | 2037-01-01      | 5.9320%  | 0.0000% | $1127.91           | $1164.07           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS907897 | 2036-12-01      | 5.7800%  | 0.0000% | $543.80            | $561.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB912244 | 2037-02-01      | 6.0330%  | 0.0000% | $3967.66           | $4131.12           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $1902.66           | $1967.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $542.94            | $561.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1648.28           | $1703.75           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1462.58           | $1510.74           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995641 | 2038-07-01      | 6.2960%  | 0.0000% | $4308.97           | $4439.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5490%  | 0.0000% | $3559.67           | $3680.85           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB995015 | 2036-02-01      | 5.8610%  | 0.0000% | $82723.78          | $85537.67          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS995108 | 2037-11-01      | 6.2510%  | 0.0000% | $1806.19           | $1871.81           | Agency Mortgage-Backed Securities  |
| GNHF RF AL7427 H     | 2065-03-20      | 4.6580%  | 0.0000% | $1934.10           | $1937.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2313449 | 2027-04-01      | 6.4570%  | 0.0000% | $3615.90           | $3642.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $3096.14           | $3145.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WN347547 | 2026-08-01      | 6.1250%  | 0.0000% | $6.70              | $6.72              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.2740%  | 0.0000% | $419.48            | $422.23            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA520790 | 2028-04-01      | 6.3180%  | 0.0000% | $344.14            | $347.87            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD533019 | 2030-03-01      | 6.4020%  | 0.0000% | $2808.85           | $2852.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS534988 | 2028-10-01      | 6.1950%  | 0.0000% | $3231.55           | $3257.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.5100%  | 0.0000% | $3884.36           | $3864.86           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.7140%  | 0.0000% | $3090.92           | $3141.58           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545176 | 2031-08-01      | 6.1860%  | 0.0000% | $761.50            | $779.10            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS545255 | 2040-12-01      | 6.1190%  | 0.0000% | $101.27            | $102.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555258 | 2033-01-01      | 5.6520%  | 0.0000% | $3529.68           | $3587.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555566 | 2033-04-01      | 5.7290%  | 0.0000% | $787.65            | $803.74            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD555610 | 2032-11-01      | 6.2380%  | 0.0000% | $483.64            | $496.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715 | 2033-07-01      | 5.8420%  | 0.0000% | $144.04            | $147.16            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.8970%  | 0.0000% | $77.54             | $78.95             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555958 | 2036-10-01      | 4.5240%  | 0.0000% | $2531.02           | $2509.93           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS559813 | 2040-09-01      | 5.3140%  | 0.0000% | $2294.60           | $2319.94           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2573657 | 2030-08-01      | 6.0250%  | 0.0000% | $1549.86           | $1560.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB597590 | 2031-09-01      | 6.2450%  | 0.0000% | $3175.67           | $3243.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $522.59            | $535.54            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.0650%  | 0.0000% | $1416.21           | $1467.96           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH3767 | 2041-02-01      | 6.0650%  | 0.0000% | $3250.84           | $3377.80           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAK8184 | 2042-04-01      | 5.9700%  | 0.0000% | $2526.00           | $2613.06           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL3544 | 2043-05-01      | 5.4950%  | 0.0000% | $848.27            | $870.79            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL2983 | 2043-01-01      | 5.9960%  | 0.0000% | $4308.31           | $4467.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.2630%  | 0.0000% | $971.07            | $1017.10           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.3850%  | 0.0000% | $3299.46           | $3450.46           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.3620%  | 0.0000% | $1073.17           | $1111.32           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.7000%  | 0.0000% | $1243090.39        | $1283526.46        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7522 | 2032-11-01      | 3.3100%  | 0.0000% | $1659.93           | $1572.27           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9351 | 2033-06-01      | 3.7200%  | 0.0000% | $1722.00           | $1649.65           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9403 | 2033-07-01      | 3.7500%  | 0.0000% | $1451.63           | $1397.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.1120%  | 0.0000% | $2450.13           | $2552.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7184 | 2042-10-01      | 3.5000%  | 0.0000% | $19980.76          | $18827.56          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6322 | 2033-01-01      | 4.5050%  | 0.0000% | $785407.00         | $788945.39         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6516 | 2033-03-01      | 4.7800%  | 0.0000% | $3940.00           | $3977.73           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6509 | 2031-03-01      | 4.3800%  | 0.0000% | $1080730.00        | $1086487.05        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6573 | 2031-03-01      | 4.1800%  | 0.0000% | $4696482.00        | $4678261.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $218.32            | $203.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3633 | 2049-06-01      | 3.5000%  | 0.0000% | $22465.06          | $20980.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $38493.08          | $32822.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $663.31            | $562.72            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2180%  | 0.0000% | $2036.44           | $2121.99           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.0370%  | 0.0000% | $1054.18           | $1054.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD669201 | 2032-11-01      | 5.9150%  | 0.0000% | $139.88            | $143.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX GA670672 | 2033-08-01      | 5.7750%  | 0.0000% | $1182.42           | $1211.57           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD671155 | 2033-02-01      | 5.8980%  | 0.0000% | $833.46            | $856.95            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.6240%  | 0.0000% | $1024.02           | $1059.51           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681767 | 2033-01-01      | 5.6250%  | 0.0000% | $34.24             | $34.99             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD681874 | 2033-03-01      | 6.1690%  | 0.0000% | $546.77            | $559.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD685511 | 2033-07-01      | 6.2800%  | 0.0000% | $4376.86           | $4515.54           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $129.89            | $133.73            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD690573 | 2033-10-01      | 6.3930%  | 0.0000% | $4704.47           | $4853.79           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705282 | 2033-06-01      | 6.2680%  | 0.0000% | $856.64            | $883.32            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD705715 | 2033-06-01      | 6.2900%  | 0.0000% | $908.44            | $937.65            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX W2709092 | 2033-06-01      | 5.7600%  | 0.0000% | $722.38            | $734.34            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB722439 | 2033-07-01      | 5.5380%  | 0.0000% | $2363.69           | $2403.70           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LA723653 | 2033-07-01      | 6.5000%  | 0.0000% | $2442.36           | $2510.99           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB725216 | 2034-01-01      | 6.3750%  | 0.0000% | $1661.88           | $1726.25           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725557 | 2034-06-01      | 6.2150%  | 0.0000% | $2308.98           | $2384.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725639 | 2033-09-01      | 6.3200%  | 0.0000% | $359.79            | $369.98            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS725896 | 2034-10-01      | 6.3440%  | 0.0000% | $1008.30           | $1037.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD728646 | 2033-07-01      | 6.1750%  | 0.0000% | $405.39            | $417.10            | Agency Mortgage-Backed Securities  |
| GNII SF DL9048 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39280.65          | $40425.75          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAE0000 | 2034-10-01      | 6.1860%  | 0.0000% | $885.92            | $916.19            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0054 | 2040-06-01      | 6.7500%  | 0.0000% | $4421.54           | $4632.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSAE0251 | 2039-01-01      | 6.3090%  | 0.0000% | $80.48             | $83.13             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE1831 | 2040-08-01      | 6.5000%  | 0.0000% | $1595.61           | $1653.31           | Agency Mortgage-Backed Securities  |
| GNPL PN DM8161       | 2060-12-15      | 5.2300%  | 0.0000% | $3799527.76        | $3880930.11        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE1973 | 2040-09-01      | 6.5650%  | 0.0000% | $1238.81           | $1291.04           | Agency Mortgage-Backed Securities  |

### Security 329: Citibank NA

- **C.1 - Title:** Citibank NA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 981ZCQ006, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 981ZCQ006_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DP6825       | 2061-04-15      | 4.6200%  | 0.0000% | $15700000.00       | $15158554.10       | Agency Mortgage-Backed Securities  |
| GNII SF DQ4461 C     | 2056-03-20      | 6.5000%  | 0.0000% | $5991356.00        | $6453766.86        | Agency Mortgage-Backed Securities  |
| GNII SF MB0813 M     | 2055-12-20      | 5.0000%  | 0.0000% | $3144943.50        | $3124824.24        | Agency Mortgage-Backed Securities  |
| GNII SF MB0817 M     | 2055-10-20      | 7.0000%  | 0.0000% | $175456.25         | $183794.52         | Agency Mortgage-Backed Securities  |
| GNII SF MB0746 M     | 2055-11-20      | 5.5000%  | 0.0000% | $8713246.47        | $8802464.30        | Agency Mortgage-Backed Securities  |
| GNAR AF MB1006 M     | 2056-02-20      | 4.5000%  | 0.0000% | $7173800.00        | $7194030.12        | Agency Mortgage-Backed Securities  |
| GNII SF DI4583 C     | 2055-09-20      | 6.5000%  | 0.0000% | $38507.29          | $41177.14          | Agency Mortgage-Backed Securities  |
| GNII SF DO0173 C     | 2055-12-20      | 6.5000%  | 0.0000% | $107842.27         | $113887.44         | Agency Mortgage-Backed Securities  |
| GNII ET DO7975 C     | 2065-12-20      | 6.5000%  | 0.0000% | $152487.59         | $160027.29         | Agency Mortgage-Backed Securities  |
| GNHA ML DR0437 H     | 2076-02-20      | 6.1840%  | 0.0000% | $256868.00         | $272359.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA0698 M     | 2043-01-20      | 3.0000%  | 0.0000% | $2166237.40        | $1982670.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $155.95            | $140.76            | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $899998.62         | $842203.11         | Agency Mortgage-Backed Securities  |
| GNII BD 605467 C     | 2034-07-20      | 6.5000%  | 0.0000% | $60195.38          | $60202.59          | Agency Mortgage-Backed Securities  |
| GNII BD 605661 C     | 2034-09-20      | 6.0000%  | 0.0000% | $186513.94         | $187913.54         | Agency Mortgage-Backed Securities  |
| GNII BD 491532 C     | 2034-01-20      | 6.5000%  | 0.0000% | $8404.28           | $8366.68           | Agency Mortgage-Backed Securities  |
| GNII SF 005232 M     | 2041-11-20      | 3.5000%  | 0.0000% | $69.06             | $65.41             | Agency Mortgage-Backed Securities  |
| GNII SF 005233 M     | 2041-11-20      | 4.0000%  | 0.0000% | $1230.99           | $1183.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0360 | 2052-01-01      | 2.5000%  | 0.0000% | $89882.21          | $77182.69          | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $111.39            | $104.00            | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $2387.84           | $2133.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $3584.20           | $2955.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $2507.12           | $2067.40           | Agency Mortgage-Backed Securities  |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $10882473.59       | $8973847.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $27077946.41       | $24164630.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $4643.43           | $4725.63           | Agency Mortgage-Backed Securities  |
| GNII SP 787514 C     | 2054-02-20      | 6.0000%  | 0.0000% | $91696.27          | $95456.27          | Agency Mortgage-Backed Securities  |
| GNII SP 787843 C     | 2054-12-20      | 6.5000%  | 0.0000% | $679.77            | $717.87            | Agency Mortgage-Backed Securities  |
| GNII SF BD0497 C     | 2048-02-20      | 4.0000%  | 0.0000% | $71148.52          | $66693.44          | Agency Mortgage-Backed Securities  |
| T 3 7/8 03/31/31     | 2031-03-31      | 3.8750%  | 0.0000% | $156682400.00      | $155947559.50      | U.S. Treasuries (including strips) |
| FNMS 05.000 CL254793 | 2033-07-01      | 5.0000%  | 0.0000% | $543.98            | $551.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $11844.92          | $11728.67          | Agency Mortgage-Backed Securities  |
| GNCL CS CZ2398       | 2066-03-15      | 10.5000% | 0.0000% | $20997728.00       | $21694999.55       | Agency Mortgage-Backed Securities  |
| GNII ET DB3305 C     | 2064-01-20      | 7.0000%  | 0.0000% | $114965.64         | $120655.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL580530 | 2031-05-01      | 6.5000%  | 0.0000% | $60.34             | $62.65             | Agency Mortgage-Backed Securities  |
| GNII ET DF5919 C     | 2064-09-20      | 6.5000%  | 0.0000% | $50034.45          | $52508.28          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0428 | 2036-05-01      | 2.0000%  | 0.0000% | $84753.31          | $77960.05          | Agency Mortgage-Backed Securities  |
| GNII SF DH5546 C     | 2055-04-20      | 7.0000%  | 0.0000% | $35903.89          | $37658.49          | Agency Mortgage-Backed Securities  |
| GNPL PN DL3184       | 2060-09-15      | 4.6300%  | 0.0000% | $26623.87          | $26073.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $23303.47          | $23474.48          | Agency Mortgage-Backed Securities  |

### Security 330: Societe Generale

- **C.1 - Title:** Societe Generale 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APR008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 988APR008_3.67_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $28184300.00       | $28702237.12       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $212535300.00      | $213041134.00      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | 0.0000% | $204431300.00      | $205283609.10      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $72554000.00       | $62973075.14       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2026-04-07

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer