# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-033411
**Filing Date:** 2025-12
**Character Count:** 1272998
**Document Hash:** 67e20a3a60d9b5411151e619b0e3f2f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033411.hdr.sgml**: 20251204

**ACCESSION NUMBER**: 0001410368-25-033411

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251204

**DATE AS OF CHANGE**: 20251204

**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:** 251550623

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** Allspring Funds Trust

**CIK Number of Registrant:** 0001081400

**LEI of Registrant:** 549300XROIY0CTN7RZ24

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

**LEI of Series:** 549300GFSYYLVYEWA041

**EDGAR Series Identifier:** S000007421

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 93 days

- **Total Value of Portfolio Securities:** $141714718447.86

- **Amortized Cost of Portfolio Securities:** $141688791661.75

- **Cash:** $3697471840.55

- **Total Other Assets:** $345692684.98

- **Total Liabilities:** $3244930451.11

- **Net Assets of Series:** $142487025736.17

- **Number of Shares Outstanding (Series):** 142488357498.6340

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $98705461166.02           | $108009747734.35           | 69.0300%                  | 75.5400%                   |
| 2025-11-04 | $95949324925.91           | $105228764590.71           | 68.4100%                  | 75.0200%                   |
| 2025-11-05 | $95177301767.26           | $104406947683.14           | 68.1400%                  | 74.7500%                   |
| 2025-11-06 | $97772408090.39           | $107342601561.86           | 68.8000%                  | 75.5400%                   |
| 2025-11-07 | $95401436013.36           | $105170407214.80           | 68.0200%                  | 74.9800%                   |
| 2025-11-10 | $93050854768.26           | $102403324138.55           | 67.4300%                  | 74.2100%                   |
| 2025-11-12 | $94440438729.77           | $103450330768.92           | 68.5500%                  | 75.0900%                   |
| 2025-11-13 | $99523532292.76           | $108733462349.76           | 69.5000%                  | 75.9400%                   |
| 2025-11-14 | $95412333390.35           | $104642039444.32           | 68.5900%                  | 75.2300%                   |
| 2025-11-17 | $94786712924.34           | $105013673542.58           | 68.4400%                  | 75.8300%                   |
| 2025-11-18 | $100135143485.26          | $110060906155.90           | 69.7600%                  | 76.6800%                   |
| 2025-11-19 | $97680935705.28           | $107406900738.94           | 69.2600%                  | 76.1600%                   |
| 2025-11-20 | $97244977230.79           | $107314679401.61           | 69.0500%                  | 76.2000%                   |
| 2025-11-21 | $95614913754.90           | $105184858980.91           | 68.7100%                  | 75.5900%                   |
| 2025-11-24 | $95313486807.84           | $104884045793.36           | 68.4000%                  | 75.2700%                   |
| 2025-11-25 | $98660816067.57           | $107955729820.12           | 69.4600%                  | 76.0000%                   |
| 2025-11-26 | $103203235630.93          | $113122089142.47           | 70.1000%                  | 76.8300%                   |
| 2025-11-28 | $101711980753.78          | $112331185766.74           | 69.7800%                  | 77.0700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1700%             |
| 2025-11-04 | 4.1500%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.1000%             |
| 2025-11-07 | 4.0400%             |
| 2025-11-10 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0100%             |
| 2025-11-24 | 4.0100%             |
| 2025-11-25 | 4.0100%             |
| 2025-11-26 | 4.0300%             |
| 2025-11-28 | 4.0700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0002                      |
|  |  |
| 2025-11-04 | 1.0002                      |
|  |  |
| 2025-11-05 | 1.0002                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-12 | 1.0002                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0002                      |
|  |  |
| 2025-11-24 | 1.0002                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0002                      |
|  |  |
| 2025-11-28 | 1.0002                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $877182223.20

- **Number of Shares Outstanding:** 877188495.8460

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $3790427.00               | $841048.95              |
| 2025-11-04 | $1121544.44               | $1517555.65             |
| 2025-11-05 | $388958.42                | $151119.84              |
| 2025-11-06 | $49336.66                 | $90653.85               |
| 2025-11-07 | $4329.17                  | $213997.04              |
| 2025-11-10 | $610519.21                | $336972.64              |
| 2025-11-12 | $1173472.93               | $524360.77              |
| 2025-11-13 | $245695.69                | $1291207.16             |
| 2025-11-14 | $1745922.66               | $767187.23              |
| 2025-11-17 | $3319671.46               | $169000.00              |
| 2025-11-18 | $776232.84                | $250216.26              |
| 2025-11-19 | $127710.52                | $317687.12              |
| 2025-11-20 | $29281653.60              | $30959.50               |
| 2025-11-21 | $31496.71                 | $321421.32              |
| 2025-11-24 | $170184.93                | $266775.88              |
| 2025-11-25 | $2016044.03               | $369858.01              |
| 2025-11-26 | $174424.00                | $950030.74              |
| 2025-11-28 | $115340.37                | $371573.18              |

**Total Gross Subscriptions (Month):** $45142964.64

**Total Gross Redemptions (Month):** $8781625.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6100%           |
| 2025-11-04 | 3.5900%           |
| 2025-11-05 | 3.5600%           |
| 2025-11-06 | 3.5400%           |
| 2025-11-07 | 3.5200%           |
| 2025-11-10 | 3.4700%           |
| 2025-11-12 | 3.4600%           |
| 2025-11-13 | 3.4600%           |
| 2025-11-14 | 3.4700%           |
| 2025-11-17 | 3.4700%           |
| 2025-11-18 | 3.4700%           |
| 2025-11-19 | 3.4700%           |
| 2025-11-20 | 3.4600%           |
| 2025-11-21 | 3.4600%           |
| 2025-11-24 | 3.4500%           |
| 2025-11-25 | 3.4500%           |
| 2025-11-26 | 3.4600%           |
| 2025-11-28 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 58.4100%         | 0.0000%              |

### Class: Administrator Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3987630869.54

- **Number of Shares Outstanding:** 3987659920.2320

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $5308897.71               | $519956618.72           |
| 2025-11-04 | $63359827.19              | $91513798.91            |
| 2025-11-05 | $72804528.42              | $44389984.71            |
| 2025-11-06 | $60424489.44              | $3530542.65             |
| 2025-11-07 | $20790244.65              | $9846671.80             |
| 2025-11-10 | $111158.58                | $50672879.79            |
| 2025-11-12 | $59735589.99              | $31292578.90            |
| 2025-11-13 | $211536.16                | $44464421.01            |
| 2025-11-14 | $14621090.07              | $94682343.12            |
| 2025-11-17 | $44496.19                 | $11952196.96            |
| 2025-11-18 | $12043585.42              | $74811644.63            |
| 2025-11-19 | $9473443.08               | $68168047.50            |
| 2025-11-20 | $37691668.75              | $29071863.85            |
| 2025-11-21 | $711386.66                | $26705813.24            |
| 2025-11-24 | $181943350.41             | $51045012.13            |
| 2025-11-25 | $440087911.42             | $33571518.04            |
| 2025-11-26 | $50131300.95              | $352209305.82           |
| 2025-11-28 | $80935972.40              | $193852890.32           |

**Total Gross Subscriptions (Month):** $1110430477.49

**Total Gross Redemptions (Month):** $1731738132.10

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8400%           |
| 2025-11-04 | 3.8200%           |
| 2025-11-05 | 3.7900%           |
| 2025-11-06 | 3.7700%           |
| 2025-11-07 | 3.7500%           |
| 2025-11-10 | 3.7000%           |
| 2025-11-12 | 3.6900%           |
| 2025-11-13 | 3.6900%           |
| 2025-11-14 | 3.7000%           |
| 2025-11-17 | 3.7000%           |
| 2025-11-18 | 3.7000%           |
| 2025-11-19 | 3.7000%           |
| 2025-11-20 | 3.6900%           |
| 2025-11-21 | 3.6900%           |
| 2025-11-24 | 3.6800%           |
| 2025-11-25 | 3.6800%           |
| 2025-11-26 | 3.6900%           |
| 2025-11-28 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 88.2000%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $32906206090.70

- **Number of Shares Outstanding:** 32906494439.6130

- **Expense Reimbursement/Waiver:** 225823.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2700862666.56            | $1671164984.01          |
| 2025-11-04 | $425668843.73             | $601731371.52           |
| 2025-11-05 | $68525997.16              | $640902929.56           |
| 2025-11-06 | $128382772.33             | $688460245.74           |
| 2025-11-07 | $403041074.93             | $263412823.23           |
| 2025-11-10 | $117131106.20             | $667579522.87           |
| 2025-11-12 | $331437183.80             | $219092034.99           |
| 2025-11-13 | $479457785.79             | $567883417.96           |
| 2025-11-14 | $241371771.57             | $288046804.82           |
| 2025-11-17 | $489477667.39             | $526997884.49           |
| 2025-11-18 | $255422113.27             | $1271816787.24          |
| 2025-11-19 | $399294117.62             | $323090743.22           |
| 2025-11-20 | $416627894.48             | $146276084.01           |
| 2025-11-21 | $129037380.85             | $501035186.35           |
| 2025-11-24 | $868663564.05             | $411235657.94           |
| 2025-11-25 | $700257696.61             | $327812780.45           |
| 2025-11-26 | $858937970.49             | $243973080.67           |
| 2025-11-28 | $260108726.66             | $561920999.48           |

**Total Gross Subscriptions (Month):** $9273706333.49

**Total Gross Redemptions (Month):** $9922433338.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9100%           |
| 2025-11-06 | 3.9000%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8200%           |
| 2025-11-17 | 3.8300%           |
| 2025-11-18 | 3.8300%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8200%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8200%           |
| 2025-11-28 | 3.8400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 63.5500%         | 0.0000%              |
| Non-financial corporation |  | 20.1500%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $100000.00

- **Net Assets of Class:** $1081056876.77

- **Number of Shares Outstanding:** 1081066689.8930

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1290519.95               | $27262647.70            |
| 2025-11-04 | $10958056.72              | $58572.98               |
| 2025-11-05 | $1341144.93               | $4186596.13             |
| 2025-11-06 | $5275976.87               | $487933.96              |
| 2025-11-07 | $6124408.10               | $16838.76               |
| 2025-11-10 | $2195950.44               | $2769438.57             |
| 2025-11-12 | $3007570.15               | $8155221.03             |
| 2025-11-13 | $50265581.67              | $3323733.79             |
| 2025-11-14 | $54174017.70              | $7314998.94             |
| 2025-11-17 | $19212158.02              | $114048699.97           |
| 2025-11-18 | $67873087.52              | $217317.25              |
| 2025-11-19 | $3196211.82               | $25897261.20            |
| 2025-11-20 | $131170.35                | $18161682.62            |
| 2025-11-21 | $20841343.31              | $10313809.43            |
| 2025-11-24 | $7996706.46               | $10457884.29            |
| 2025-11-25 | $4311352.99               | $11706342.38            |
| 2025-11-26 | $1325444.25               | $8849392.31             |
| 2025-11-28 | $208464.10                | $75069861.82            |

**Total Gross Subscriptions (Month):** $259729165.35

**Total Gross Redemptions (Month):** $328298233.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6700%           |
| 2025-11-04 | 3.6500%           |
| 2025-11-05 | 3.6200%           |
| 2025-11-06 | 3.6000%           |
| 2025-11-07 | 3.5800%           |
| 2025-11-10 | 3.5300%           |
| 2025-11-12 | 3.5200%           |
| 2025-11-13 | 3.5200%           |
| 2025-11-14 | 3.5300%           |
| 2025-11-17 | 3.5300%           |
| 2025-11-18 | 3.5300%           |
| 2025-11-19 | 3.5300%           |
| 2025-11-20 | 3.5200%           |
| 2025-11-21 | 3.5200%           |
| 2025-11-24 | 3.5100%           |
| 2025-11-25 | 3.5100%           |
| 2025-11-26 | 3.5200%           |
| 2025-11-28 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.7500%          | 0.0000%              |
| Non-financial corporation |  | 87.3900%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $102642800507.20

- **Number of Shares Outstanding:** 102643788922.9400

- **Expense Reimbursement/Waiver:** 2211863.29

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $6743405138.81            | $7082467039.03          |
| 2025-11-04 | $3977869132.42            | $6678711971.57          |
| 2025-11-05 | $4240518092.99            | $3594531609.82          |
| 2025-11-06 | $8036860118.43            | $5258537316.59          |
| 2025-11-07 | $2765009210.65            | $5043022800.73          |
| 2025-11-10 | $3518896409.71            | $4968558802.11          |
| 2025-11-12 | $3577091227.25            | $3399336589.17          |
| 2025-11-13 | $8288220207.52            | $3580433493.50          |
| 2025-11-14 | $5558936468.33            | $8891645095.64          |
| 2025-11-17 | $5390498205.75            | $6567068107.12          |
| 2025-11-18 | $8012726919.16            | $2496865287.97          |
| 2025-11-19 | $2155471101.92            | $6125432534.81          |
| 2025-11-20 | $7545166739.75            | $6033795642.62          |
| 2025-11-21 | $3844355592.65            | $5589829926.21          |
| 2025-11-24 | $4613025734.79            | $5726776166.38          |
| 2025-11-25 | $6102477975.30            | $4427113085.49          |
| 2025-11-26 | $7996414831.47            | $4482726110.13          |
| 2025-11-28 | $5000522034.24            | $5201312944.32          |

**Total Gross Subscriptions (Month):** $97367465141.14

**Total Gross Redemptions (Month):** $95148164523.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0300%           |
| 2025-11-04 | 4.0100%           |
| 2025-11-05 | 3.9700%           |
| 2025-11-06 | 3.9600%           |
| 2025-11-07 | 3.9400%           |
| 2025-11-10 | 3.8800%           |
| 2025-11-12 | 3.8800%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8800%           |
| 2025-11-17 | 3.8900%           |
| 2025-11-18 | 3.8900%           |
| 2025-11-19 | 3.8900%           |
| 2025-11-20 | 3.8800%           |
| 2025-11-21 | 3.8800%           |
| 2025-11-24 | 3.8700%           |
| 2025-11-25 | 3.8700%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 58.2100%         | 0.0000%              |
| Non-financial corporation |  | 9.0700%          | 0.0000%              |

### Class: Sweep Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $748963554.63

- **Number of Shares Outstanding:** 748971688.6600

- **Expense Reimbursement/Waiver:** 5814.06

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $42714161.02              | $36574491.39            |
| 2025-11-04 | $70650342.15              | $29930326.71            |
| 2025-11-05 | $36612422.51              | $82586931.80            |
| 2025-11-06 | $37994514.55              | $28585420.36            |
| 2025-11-07 | $27810027.12              | $51124728.33            |
| 2025-11-10 | $34257924.52              | $32421678.11            |
| 2025-11-12 | $66106312.85              | $57350319.94            |
| 2025-11-13 | $26395900.74              | $29278531.09            |
| 2025-11-14 | $69086040.13              | $42367630.77            |
| 2025-11-17 | $54497552.48              | $43961762.00            |
| 2025-11-18 | $61561973.51              | $36724871.99            |
| 2025-11-19 | $30539451.97              | $45095770.13            |
| 2025-11-20 | $35764024.09              | $224845151.35           |
| 2025-11-21 | $26636822.06              | $45157739.96            |
| 2025-11-24 | $48560245.01              | $37718331.42            |
| 2025-11-25 | $53251254.78              | $35702655.24            |
| 2025-11-26 | $24189197.06              | $47224979.99            |
| 2025-11-28 | $34566014.15              | $24585720.16            |

**Total Gross Subscriptions (Month):** $781194180.70

**Total Gross Redemptions (Month):** $931237040.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6700%           |
| 2025-11-04 | 3.6500%           |
| 2025-11-05 | 3.6200%           |
| 2025-11-06 | 3.6000%           |
| 2025-11-07 | 3.5800%           |
| 2025-11-10 | 3.5200%           |
| 2025-11-12 | 3.5200%           |
| 2025-11-13 | 3.5200%           |
| 2025-11-14 | 3.5200%           |
| 2025-11-17 | 3.5300%           |
| 2025-11-18 | 3.5300%           |
| 2025-11-19 | 3.5300%           |
| 2025-11-20 | 3.5200%           |
| 2025-11-21 | 3.5200%           |
| 2025-11-24 | 3.5100%           |
| 2025-11-25 | 3.5100%           |
| 2025-11-26 | 3.5200%           |
| 2025-11-28 | 3.5400%           |

**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:** $143076378.39

- **Number of Shares Outstanding:** 143077394.6500

- **Expense Reimbursement/Waiver:** 3179.01

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $489760.03                | $0.00                   |

**Total Gross Subscriptions (Month):** $489760.03

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0100%           |
| 2025-11-04 | 3.9900%           |
| 2025-11-05 | 3.9500%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9200%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8700%           |
| 2025-11-18 | 3.8700%           |
| 2025-11-19 | 3.8700%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8500%           |
| 2025-11-25 | 3.8500%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8800%           |

**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:** $100109235.74

- **Number of Shares Outstanding:** 100109946.8000

- **Expense Reimbursement/Waiver:** 687.64

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $372.62                   | $0.00                   |

**Total Gross Subscriptions (Month):** $372.62

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9100%           |
| 2025-11-06 | 3.9000%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8200%           |
| 2025-11-14 | 3.8200%           |
| 2025-11-17 | 3.8300%           |
| 2025-11-18 | 3.8300%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8200%           |
| 2025-11-21 | 3.8200%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8200%           |
| 2025-11-28 | 3.8400%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.110000%
- **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_4.11_1201
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 S 29                           | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33                           | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $198.14            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $199.76            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond          | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.18             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                           | 2026-08-31      | 1.3750%  | 0.0000% | $7972300.00        | $7863641.74        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                             | 2050-08-15      | 1.3750%  | 0.0000% | $19346700.00       | $9908320.19        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                             | 2051-11-15      | 1.8750%  | 0.0000% | $3200.00           | $1830.63           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                          | 2028-08-15      | 3.6250%  | 0.0000% | $1216700.00        | $1233544.08        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2025-12-23      | 0.0000%  | 0.0000% | $5926400.00        | $5912265.54        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-04-02      | 0.0000%  | 0.0000% | $1500.00           | $1481.33           | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                           | 2035-08-15      | 4.2500%  | 0.0000% | $568447200.00      | $586542783.60      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                           | 2031-12-31      | 4.5000%  | 0.0000% | $1400.00           | $1485.66           | U.S. Treasuries (including strips) |
| 2 BOND 41                                 | 2041-11-15      | 2.0000%  | 0.0000% | $1000.00           | $712.19            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27                          | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                          | 2028-03-15      | 3.8750%  | 0.0000% | $600.00            | $609.89            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                           | 2030-04-30      | 3.8750%  | 0.0000% | $1000.00           | $1015.13           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                          | 2027-05-31      | 3.8750%  | 0.0000% | $134144800.00      | $137347809.10      | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                           | 2026-02-28      | 2.5000%  | 0.0000% | $200.00            | $200.60            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35                           | 2035-02-15      | 4.6250%  | 0.0000% | $53272000.00       | $56670398.36       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                          | 2027-08-15      | 3.7500%  | 0.0000% | $3903500.00        | $3959736.66        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29                          | 2029-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1003.93           | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26                           | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2026-10-31      | 3.9854%  | 0.0000% | $798500.00         | $801183.80         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                          | 2028-01-15      | 4.2500%  | 0.0000% | $211444000.00      | $217977095.60      | U.S. Treasuries (including strips) |
| 3 BOND 52                                 | 2052-08-15      | 3.0000%  | 0.0000% | $7651200.00        | $5714671.97        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-05-15      | 3.8750%  | 0.0000% | $15035000.00       | $13787584.76       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                          | 2026-10-31      | 1.1250%  | 0.0000% | $800.00            | $782.51            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                             | 2044-11-15      | 4.6250%  | 0.0000% | $326351500.00      | $327137325.60      | U.S. Treasuries (including strips) |
| 3 BOND 47                                 | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $154.23            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                             | 2041-05-15      | 2.2500%  | 0.0000% | $27302000.00       | $20504020.72       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49                             | 2049-08-15      | 2.2500%  | 0.0000% | $71027200.00       | $46271368.13       | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-08-15      | 3.0000%  | 0.0000% | $3407100.00        | $2617456.13        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                             | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $284.79            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                           | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $97.30             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $205.07            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                           | 2026-12-31      | 1.7500%  | 0.0000% | $13780900.00       | $13607587.36       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                           | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                           | 2029-08-15      | 1.6250%  | 0.0000% | $97355000.00       | $91479873.90       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27                           | 2027-02-28      | 1.8750%  | 0.0000% | $202200.00         | $198933.62         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31                           | 2031-11-15      | 1.3750%  | 0.0000% | $59511700.00       | $52175501.38       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28                           | 2028-05-31      | 1.2500%  | 0.0000% | $569269500.00      | $542465271.40      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28                           | 2028-04-30      | 1.2500%  | 0.0000% | $98515700.00       | $93532268.62       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                           | 2028-03-31      | 1.2500%  | 0.0000% | $13549800.00       | $12903286.18       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                           | 2028-04-30      | 3.5000%  | 0.0000% | $146000.00         | $146413.64         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30                           | 2030-04-30      | 3.5000%  | 0.0000% | $155992700.00      | $155912704.20      | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $8165700.00        | $8383391.47        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                           | 2029-03-31      | 4.1250%  | 0.0000% | $26597600.00       | $27272677.05       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                           | 2031-03-31      | 4.1250%  | 0.0000% | $800.00            | $824.15            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                          | 2028-07-15      | 3.8750%  | 0.0000% | $800.00            | $819.13            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                          | 2027-06-15      | 4.6250%  | 0.0000% | $32267000.00       | $33457645.07       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                          | 2027-10-15      | 3.8750%  | 0.0000% | $2000.00           | $2022.31           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29                           | 2029-04-30      | 2.8750%  | 0.0000% | $17808000.00       | $17478743.56       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                          | 2026-11-30      | 1.2500%  | 0.0000% | $300.00            | $294.87            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                           | 2031-05-15      | 1.6250%  | 0.0000% | $511194200.00      | $460623579.50      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                           | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $198.61            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31                           | 2031-02-15      | 1.1250%  | 0.0000% | $489500.00         | $434346.53         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                           | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                           | 2027-07-31      | 0.3750%  | 0.0000% | $99600.00          | $94668.79          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                           | 2032-09-30      | 3.8750%  | 0.0000% | $377900.00         | $382486.91         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26                          | 2026-03-15      | 4.6250%  | 0.0000% | $29999900.00       | $30354841.41       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                           | 2028-01-31      | 3.5000%  | 0.0000% | $1300.00           | $1314.86           | U.S. Treasuries (including strips) |
| 3 BOND 42                                 | 2042-05-15      | 3.0000%  | 0.0000% | $381260000.00      | $313190353.60      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $96997400.00       | $101707474.10      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                          | 2027-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1014.43           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27                          | 2027-02-28      | 4.1250%  | 0.0000% | $126995600.00      | $129104815.90      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                           | 2034-11-15      | 4.2500%  | 0.0000% | $700.00            | $717.03            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27                          | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                           | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $947.80            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                           | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $977.35            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                          | 2027-07-31      | 2.7500%  | 0.0000% | $200.00            | $199.25            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                          | 2027-06-30      | 3.2500%  | 0.0000% | $704951300.00      | $711219443.50      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $731474200.00      | $755360413.20      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                          | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.15            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30                           | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $105.25            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                             | 2039-05-15      | 4.2500%  | 0.0000% | $4388100.00        | $4369183.97        | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27                             | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $105.67            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                             | 2039-08-15      | 4.5000%  | 0.0000% | $23826800.00       | $24536163.72       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42                             | 2042-02-15      | 3.1250%  | 0.0000% | $57688700.00       | $48887795.01       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                             | 2044-02-15      | 3.6250%  | 0.0000% | $29820000.00       | $26448284.53       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27                          | 2027-01-31      | 3.8784%  | 0.0000% | $200.00            | $200.44            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| 4 NOTE B 34                               | 2034-02-15      | 4.0000%  | 0.0000% | $500.00            | $509.94            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30                           | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $105.60            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36                             | 2036-02-15      | 4.5000%  | 0.0000% | $600.00            | $634.26            | U.S. Treasuries (including strips) |

### Security 2: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_4.08_1205
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII JM MA6588 M     | 2050-04-20      | 2.5000%  | 0.0000% | $76671.02          | $65836.25          | Agency Mortgage-Backed Securities |
| 4.00 FCOR 23-33 AL   | 2033-09-26      | 4.0000%  | 0.0000% | $5271000.00        | $5170138.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $91863.85          | $93892.11          | Agency Mortgage-Backed Securities |
| 1.55 FMNT 21-33 E2   | 2033-07-29      | 1.5500%  | 0.0000% | $15000000.00       | $12547899.17       | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-33 71   | 2033-09-23      | 1.5000%  | 0.0000% | $10000000.00       | $8304563.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HY109732 | 2033-09-01      | 3.7800%  | 0.0000% | $12339200.00       | $11871186.48       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3532 | 2035-04-01      | 4.5800%  | 0.0000% | $5640000.00        | $5718706.20        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3117 | 2035-03-01      | 5.0600%  | 0.0000% | $20782600.00       | $21805976.79       | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M     | 2049-04-20      | 4.5000%  | 0.0000% | $20429.40          | $20221.84          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5619 | 2030-11-01      | 3.8200%  | 0.0000% | $3604000.00        | $3584934.84        | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $15240.06          | $15587.70          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE4340 | 2052-06-01      | 5.5000%  | 0.0000% | $3486377.85        | $3584453.14        | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $8066927.89        | $7337838.95        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL0495 | 2028-11-01      | 3.9500%  | 0.0000% | $10000000.00       | $10051335.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888477 | 2037-07-01      | 5.5000%  | 0.0000% | $2710177.78        | $2840179.59        | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $766869.75         | $705048.55         | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $159053.38         | $147026.56         | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $20445.93          | $20057.25          | Agency Mortgage-Backed Securities |
| GNII SF MA7391 M     | 2036-06-20      | 2.0000%  | 0.0000% | $4978552.30        | $4638417.61        | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $422881.45         | $432766.30         | Agency Mortgage-Backed Securities |
| GNII SF BY6412 C     | 2050-10-20      | 3.0000%  | 0.0000% | $285222.64         | $258421.98         | Agency Mortgage-Backed Securities |
| GNII SF CB4513 C     | 2046-02-20      | 2.5000%  | 0.0000% | $75805.30          | $65502.00          | Agency Mortgage-Backed Securities |
| GNMI SF CD3257 X     | 2051-06-15      | 2.5000%  | 0.0000% | $7398380.14        | $6485331.25        | Agency Mortgage-Backed Securities |
| GNII SF CJ9505 C     | 2052-02-20      | 3.5000%  | 0.0000% | $2048800.89        | $1892362.65        | Agency Mortgage-Backed Securities |
| GNPL PN CK5807       | 2059-11-15      | 5.0000%  | 0.0000% | $247302.18         | $252308.31         | Agency Mortgage-Backed Securities |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $15352190.21       | $13909391.38       | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $769142.53         | $757770.76         | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $35020.99          | $35523.68          | Agency Mortgage-Backed Securities |
| GNII SF CU9626 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1178666.45        | $1239607.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4500 | 2040-11-01      | 5.0000%  | 0.0000% | $2882924.00        | $2932276.78        | Agency Mortgage-Backed Securities |
| GNII SF MA5685 M     | 2034-01-20      | 4.5000%  | 0.0000% | $65968.91          | $66958.18          | Agency Mortgage-Backed Securities |
| GNII SF CY3023 C     | 2053-12-20      | 8.0000%  | 0.0000% | $188261.72         | $199645.34         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CNSA0124 | 2035-11-01      | 3.5000%  | 0.0000% | $14404964.05       | $14053310.07       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1705 | 2040-11-01      | 5.5000%  | 0.0000% | $24521403.07       | $25403683.15       | Agency Mortgage-Backed Securities |
| 1.62 FMNT 20-34 V5   | 2034-07-28      | 1.6200%  | 0.0000% | $15000000.00       | $12269730.00       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1477 | 2052-08-01      | 4.5000%  | 0.0000% | $40664440.34       | $40424804.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV5730 | 2044-04-01      | 4.5000%  | 0.0000% | $18815.21          | $19016.81          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB9899 | 2040-01-01      | 6.5000%  | 0.0000% | $2202672.92        | $2320035.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9023 | 2054-08-01      | 6.5000%  | 0.0000% | $6743992.13        | $7152711.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY1847 | 2053-05-01      | 4.5000%  | 0.0000% | $1427776.86        | $1413763.23        | Agency Mortgage-Backed Securities |
| GNII ET CZ4390 C     | 2064-01-20      | 7.5000%  | 0.0000% | $149935.20         | $155678.02         | Agency Mortgage-Backed Securities |
| GNII SF DD6434 C     | 2054-07-20      | 7.0000%  | 0.0000% | $15250820.18       | $16231874.94       | Agency Mortgage-Backed Securities |
| GNII SF DE1091 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2313318.80        | $2394412.19        | Agency Mortgage-Backed Securities |
| GNII SF DF1987 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1083992.08        | $1097035.76        | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $431408.43         | $447930.94         | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1422833.98        | $1512630.46        | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2556018.34        | $2692387.03        | Agency Mortgage-Backed Securities |
| GNII SF DH3484 C     | 2055-03-20      | 7.0000%  | 0.0000% | $12102166.60       | $12526408.05       | Agency Mortgage-Backed Securities |
| GNII ET DH7637 C     | 2065-01-20      | 2.5000%  | 0.0000% | $79644.61          | $66109.81          | Agency Mortgage-Backed Securities |
| GNII SF DJ1931 C     | 2055-04-20      | 6.5000%  | 0.0000% | $4551483.87        | $4763519.30        | Agency Mortgage-Backed Securities |
| GNII ET DJ2041 C     | 2065-04-20      | 6.5000%  | 0.0000% | $2470039.87        | $2559514.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ3198 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8889945.72        | $9369558.29        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7399 | 2052-05-01      | 4.0000%  | 0.0000% | $877123.30         | $848301.03         | Agency Mortgage-Backed Securities |
| GNII SF MA9363 M     | 2053-11-20      | 6.0000%  | 0.0000% | $2819387.00        | $2908014.43        | Agency Mortgage-Backed Securities |
| GNII SF MA9633 M     | 2031-04-20      | 3.0000%  | 0.0000% | $60491.81          | $58272.25          | Agency Mortgage-Backed Securities |
| GNII SF DJ9730 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2188047.76        | $2289984.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4380 | 2040-10-01      | 5.0000%  | 0.0000% | $1242331.16        | $1263547.69        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9561 | 2054-09-01      | 6.5000%  | 0.0000% | $1702063.76        | $1808939.75        | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $19600307.72       | $20299666.29       | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2461402.15        | $2550563.98        | Agency Mortgage-Backed Securities |
| GNII SF DK4932 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2089884.98        | $2183543.17        | Agency Mortgage-Backed Securities |
| GNII SF DK5623 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2164650.82        | $2265493.25        | Agency Mortgage-Backed Securities |
| GNII SF DK5604 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2353009.74        | $2462620.00        | Agency Mortgage-Backed Securities |
| GNII SF DK5684 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4698056.50        | $4916924.86        | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1204104.65        | $1260935.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $18369.55          | $18865.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3667 | 2053-06-01      | 4.5000%  | 0.0000% | $42526912.00       | $42005106.79       | Agency Mortgage-Backed Securities |
| GNII SF BB3762 C     | 2047-10-20      | 3.5000%  | 0.0000% | $47348.66          | $44224.69          | Agency Mortgage-Backed Securities |
| 4.49 FCOR 23-37 AL   | 2037-04-20      | 4.4900%  | 0.0000% | $18469000.00       | $18152024.76       | Agency Mortgage-Backed Securities |
| 1.60 FMNT 20-32 57   | 2032-12-29      | 1.6000%  | 0.0000% | $15000000.00       | $12835953.33       | Agency Mortgage-Backed Securities |
| 1.65 FMNT 20-33 J3   | 2033-11-18      | 1.6500%  | 0.0000% | $25000000.00       | $20821458.33       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9691 | 2055-11-01      | 5.5000%  | 0.0000% | $5021288.00        | $5162160.23        | Agency Mortgage-Backed Securities |
| 1.50 FMNT 21-34 A1   | 2034-02-17      | 1.5000%  | 0.0000% | $25000000.00       | $20475183.33       | Agency Mortgage-Backed Securities |
| 1.55 FNNT A 21-34    | 2034-04-28      | 1.5500%  | 0.0000% | $20000000.00       | $16286073.33       | Agency Mortgage-Backed Securities |
| GNII SF DK7576 C     | 2055-08-20      | 6.5000%  | 0.0000% | $787001.56         | $831353.82         | Agency Mortgage-Backed Securities |
| GNII SF DK7861 C     | 2055-07-20      | 7.0000%  | 0.0000% | $8447176.37        | $9031813.90        | Agency Mortgage-Backed Securities |
| GNII SF DK8399 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4298179.20        | $4574689.66        | Agency Mortgage-Backed Securities |
| GNII SF DL2267 C     | 2055-10-20      | 6.0000%  | 0.0000% | $407313.43         | $420193.90         | Agency Mortgage-Backed Securities |
| GNII SF DL3172 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2173879.05        | $2275149.20        | Agency Mortgage-Backed Securities |
| GNII SF DL6425 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3322332.87        | $3477110.39        | Agency Mortgage-Backed Securities |
| GNII SF DL6854 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2058367.99        | $2154261.18        | Agency Mortgage-Backed Securities |
| GNII SF DL7799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1104641.38        | $1156103.31        | Agency Mortgage-Backed Securities |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2072776.11        | $2178404.78        | Agency Mortgage-Backed Securities |
| GNII SF DL8196 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2175253.46        | $2280781.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBM4831 | 2048-10-01      | 3.0000%  | 0.0000% | $59009.92          | $54288.54          | Agency Mortgage-Backed Securities |
| GNII SF DL8796 C     | 2055-08-20      | 6.0000%  | 0.0000% | $72961.09          | $74719.23          | Agency Mortgage-Backed Securities |
| GNII ET DL8805 C     | 2065-07-20      | 4.0000%  | 0.0000% | $246921.38         | $234682.72         | Agency Mortgage-Backed Securities |
| GNII SF DM0768 C     | 2055-08-20      | 6.5000%  | 0.0000% | $23289.84          | $24630.70          | Agency Mortgage-Backed Securities |
| GNII SF DM1821 C     | 2055-08-20      | 4.5000%  | 0.0000% | $3996134.12        | $3920834.97        | Agency Mortgage-Backed Securities |
| GNII SF DM3344 C     | 2055-08-20      | 6.5000%  | 0.0000% | $7859387.36        | $8199125.09        | Agency Mortgage-Backed Securities |
| GNII ET DM3988 C     | 2065-09-20      | 3.0000%  | 0.0000% | $382645.59         | $342861.16         | Agency Mortgage-Backed Securities |
| GNII SF DM4669 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2942004.00        | $3054741.59        | Agency Mortgage-Backed Securities |
| GNII SF DM5606 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1293702.20        | $1347430.95        | Agency Mortgage-Backed Securities |
| GNII SF DM7182 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4268521.96        | $4461851.85        | Agency Mortgage-Backed Securities |
| GNII ET DM7664 C     | 2065-11-20      | 7.0000%  | 0.0000% | $4200000.00        | $4349864.40        | Agency Mortgage-Backed Securities |
| GNII SF DM7882 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2959127.85        | $3083437.86        | Agency Mortgage-Backed Securities |
| GNII SF DM9606 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1176624.11        | $1234663.44        | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2821031.62        | $2947461.79        | Agency Mortgage-Backed Securities |
| GNII SF DN0006 C     | 2055-09-20      | 6.5000%  | 0.0000% | $957564.19         | $1005097.67        | Agency Mortgage-Backed Securities |
| GNII SF DN1472 C     | 2055-10-20      | 5.5000%  | 0.0000% | $5522250.92        | $5639819.65        | Agency Mortgage-Backed Securities |
| GNII SF DN1498 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2788973.59        | $2814726.97        | Agency Mortgage-Backed Securities |
| GNII SF DN2499 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2242414.98        | $2258291.28        | Agency Mortgage-Backed Securities |
| GNII SF DN2500 C     | 2055-10-20      | 5.0000%  | 0.0000% | $3030738.15        | $3051541.13        | Agency Mortgage-Backed Securities |
| GNII SF DN2501 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3018249.96        | $3082508.50        | Agency Mortgage-Backed Securities |
| GNII SF DN2537 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3620712.33        | $3697797.29        | Agency Mortgage-Backed Securities |
| GNII SF DN3195 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2410784.00        | $2462107.18        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS1189 | 2028-02-01      | 1.0900%  | 0.0000% | $5814000.00        | $5494384.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ5209 | 2035-10-01      | 4.6700%  | 0.0000% | $7500710.00        | $7669989.77        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3180 | 2048-08-01      | 4.0000%  | 0.0000% | $13083.57          | $12763.61          | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M     | 2053-01-20      | 7.0000%  | 0.0000% | $21029.65          | $21874.39          | Agency Mortgage-Backed Securities |
| GNII SF MA5134 M     | 2047-10-20      | 2.5000%  | 0.0000% | $367124.27         | $324223.23         | Agency Mortgage-Backed Securities |
| GNII SF BO9520 C     | 2050-01-20      | 2.5000%  | 0.0000% | $1153896.47        | $1009397.48        | Agency Mortgage-Backed Securities |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $1636810.20        | $1687422.01        | Agency Mortgage-Backed Securities |
| GNII SF BZ8509 C     | 2050-12-20      | 3.0000%  | 0.0000% | $80626.18          | $73150.12          | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $854147.72         | $907836.88         | Agency Mortgage-Backed Securities |
| GNII SF CT6718 C     | 2053-05-20      | 6.0000%  | 0.0000% | $984011.31         | $1055863.82        | Agency Mortgage-Backed Securities |
| GNII SF MA5651 M     | 2048-12-20      | 4.0000%  | 0.0000% | $475538.30         | $460825.14         | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C     | 2042-08-20      | 3.5000%  | 0.0000% | $174288.09         | $161113.66         | Agency Mortgage-Backed Securities |
| GNII SF AL5896 C     | 2045-03-20      | 3.5000%  | 0.0000% | $452851.45         | $417391.82         | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $75146.95          | $77519.42          | Agency Mortgage-Backed Securities |
| GNII SF CX3731 C     | 2053-10-20      | 7.0000%  | 0.0000% | $767720.61         | $807272.04         | Agency Mortgage-Backed Securities |
| GNII JM MA6083 M     | 2049-08-20      | 4.5000%  | 0.0000% | $982256.76         | $972272.12         | Agency Mortgage-Backed Securities |
| GNII SF MA6095 M     | 2049-08-20      | 6.0000%  | 0.0000% | $7383.03           | $7803.70           | Agency Mortgage-Backed Securities |
| GNII ET CZ3060 C     | 2063-12-20      | 7.5000%  | 0.0000% | $181542.84         | $188496.29         | Agency Mortgage-Backed Securities |
| GNII SF CZ3278 C     | 2054-01-20      | 6.0000%  | 0.0000% | $5702102.74        | $5937331.58        | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $272088.83         | $282509.83         | Agency Mortgage-Backed Securities |
| GNII JM MA6145 M     | 2049-09-20      | 3.5000%  | 0.0000% | $64301.25          | $58521.60          | Agency Mortgage-Backed Securities |
| GNII SF DK0827 C     | 2055-07-20      | 6.5000%  | 0.0000% | $843727.89         | $890661.10         | Agency Mortgage-Backed Securities |
| GNII SF DK1746 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1031877.19        | $1076309.82        | Agency Mortgage-Backed Securities |
| GNII JM MA6648 M     | 2050-05-20      | 4.0000%  | 0.0000% | $398277.91         | $375140.35         | Agency Mortgage-Backed Securities |
| GNII ET DJ5516 C     | 2065-03-20      | 2.5000%  | 0.0000% | $132607.79         | $110073.75         | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842       | 2060-07-15      | 5.9300%  | 0.0000% | $6602033.19        | $7124554.41        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7719 | 2055-10-01      | 5.0000%  | 0.0000% | $2079256.00        | $2105225.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0788 | 2040-07-01      | 6.0000%  | 0.0000% | $11988941.74       | $12484360.78       | Agency Mortgage-Backed Securities |
| GNPL PN DK6734       | 2060-06-15      | 5.8400%  | 0.0000% | $2273577.74        | $2438237.06        | Agency Mortgage-Backed Securities |
| GNPL PN DK6737       | 2060-06-15      | 5.8400%  | 0.0000% | $1992556.96        | $2136863.91        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2305 | 2055-09-01      | 7.0000%  | 0.0000% | $2110195.28        | $2232677.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7625 | 2055-11-01      | 5.0000%  | 0.0000% | $2877436.00        | $2907208.83        | Agency Mortgage-Backed Securities |
| GNII SF DN4044 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1059058.21        | $1101343.22        | Agency Mortgage-Backed Securities |
| GNII ET DN4317 C     | 2065-08-20      | 2.0000%  | 0.0000% | $83529.00          | $65551.22          | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C     | 2065-08-20      | 4.0000%  | 0.0000% | $693666.19         | $659284.63         | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $352483321.48      | $319356938.90      | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $7415878.92        | $7484698.27        | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $555244410.31      | $568651341.80      | Agency Mortgage-Backed Securities |
| GNII ET DL8803 C     | 2065-07-20      | 3.5000%  | 0.0000% | $230091.90         | $209755.23         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1800 | 2055-06-01      | 6.5000%  | 0.0000% | $1363601.08        | $1449300.68        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2092 | 2031-12-01      | 4.9300%  | 0.0000% | $2734659.77        | $2852623.42        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2854 | 2055-09-01      | 6.5000%  | 0.0000% | $51338959.28       | $53447809.71       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ5273 | 2055-11-01      | 7.0000%  | 0.0000% | $13743.00          | $14759.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBQ4161 | 2050-10-01      | 5.0000%  | 0.0000% | $529179.95         | $536331.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0743 M     | 2055-11-20      | 4.0000%  | 0.0000% | $90027392.00       | $85901436.62       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  | 0.0000% | $117318.42         | $112983.51         | Agency Mortgage-Backed Securities |
| GNII SF DI8892 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2592486.12        | $2719593.13        | Agency Mortgage-Backed Securities |
| FKAR 05.030 WNWN1345 | 2029-02-01      | 5.0300%  | 0.0000% | $1351000.00        | $1367458.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5676 | 2055-12-01      | 5.5000%  | 0.0000% | $32677824.00       | $33246908.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6555 | 2055-12-01      | 6.0000%  | 0.0000% | $17447080.00       | $17946659.69       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4483 | 2053-04-01      | 5.0000%  | 0.0000% | $260937.57         | $264337.07         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0093 | 2055-10-01      | 6.0000%  | 0.0000% | $13678.00          | $14129.83          | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $1030818.70        | $1039425.00        | Agency Mortgage-Backed Securities |
| GNAR AF MA2533 M     | 2045-01-20      | 5.6250%  | 0.0000% | $873600.88         | $894538.25         | Agency Mortgage-Backed Securities |
| GNII SF MA9598 M     | 2053-10-20      | 2.0000%  | 0.0000% | $128081.94         | $107389.02         | Agency Mortgage-Backed Securities |
| GNII JM MA3864 M     | 2046-08-20      | 3.0000%  | 0.0000% | $1213248.60        | $1090307.69        | Agency Mortgage-Backed Securities |
| GNII EP 788073 C     | 2065-06-20      | 3.0000%  | 0.0000% | $116412132.37      | $104310625.60      | Agency Mortgage-Backed Securities |
| GNII SP 788288 C     | 2055-11-20      | 5.0000%  | 0.0000% | $67571200.00       | $67656137.00       | Agency Mortgage-Backed Securities |
| GNMI SF 698370 X     | 2039-07-15      | 4.5000%  | 0.0000% | $470765.14         | $472900.06         | Agency Mortgage-Backed Securities |
| 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $450000.00         | $386342.10         | Corporate Debt Securities         |
| GNMI SF BE2169 X     | 2048-03-15      | 3.5000%  | 0.0000% | $20474.79          | $18998.60          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1134 | 2051-07-01      | 2.5000%  | 0.0000% | $1789503.47        | $1531161.80        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4302 | 2052-08-01      | 4.5000%  | 0.0000% | $10012326.02       | $9898235.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $1085579.90        | $1105614.28        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA4947 | 2043-02-01      | 7.0000%  | 0.0000% | $186918.24         | $197893.15         | Agency Mortgage-Backed Securities |
| GNII SF BW4522 C     | 2035-04-20      | 6.5000%  | 0.0000% | $914680.32         | $959771.32         | Agency Mortgage-Backed Securities |
| GNII SF CW3777 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1790121.90        | $1868917.70        | Agency Mortgage-Backed Securities |
| GNII SF CX6023 C     | 2053-10-20      | 6.5000%  | 0.0000% | $4785892.58        | $4991293.52        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1345 | 2051-10-01      | 2.5000%  | 0.0000% | $1132015.57        | $969973.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS8195 | 2031-10-01      | 2.5000%  | 0.0000% | $226634.71         | $220067.97         | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $11972967.11       | $12801568.27       | Agency Mortgage-Backed Securities |
| GNII SF DF4969 C     | 2054-12-20      | 6.5000%  | 0.0000% | $5418763.75        | $5671191.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ5267 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1404202.95        | $1442725.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0011 | 2054-03-01      | 6.5000%  | 0.0000% | $609963.33         | $642767.16         | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $443906.25         | $362769.06         | Agency Mortgage-Backed Securities |
| GNII SF MA8182 M     | 2037-11-20      | 7.0000%  | 0.0000% | $35728.17          | $37256.91          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8785 | 2055-11-01      | 6.0000%  | 0.0000% | $196210.00         | $209452.61         | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $560800.80         | $569852.12         | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $49097025.50       | $48293405.39       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6767 | 2054-10-01      | 6.0000%  | 0.0000% | $203289.42         | $209930.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $161409.93         | $158253.56         | Agency Mortgage-Backed Securities |
| GNAR AF MB0496 M     | 2055-07-20      | 5.5000%  | 0.0000% | $668975.94         | $684383.13         | Agency Mortgage-Backed Securities |
| GNII ET DI4080 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3013515.14        | $3122676.72        | Agency Mortgage-Backed Securities |
| GNMI SP 784716 X     | 2045-11-15      | 5.5000%  | 0.0000% | $725939.85         | $765607.38         | Agency Mortgage-Backed Securities |
| GNMI SF AB3057 X     | 2042-11-15      | 3.0000%  | 0.0000% | $257442.90         | $238393.67         | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $154189.03         | $129277.79         | Agency Mortgage-Backed Securities |
| 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $70445000.00       | $59901074.18       | Corporate Debt Securities         |
| GNMI SF AS4932 X     | 2046-05-15      | 4.5000%  | 0.0000% | $27014.46          | $27023.73          | Agency Mortgage-Backed Securities |
| GNII SF DO2178 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1173122.00        | $1227776.58        | Agency Mortgage-Backed Securities |
| GNII SF DO1891 C     | 2055-11-20      | 5.5000%  | 0.0000% | $8115808.00        | $8288593.55        | Agency Mortgage-Backed Securities |
| GNII SF DI8364 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1281969.38        | $1336996.63        | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M     | 2030-06-20      | 3.0000%  | 0.0000% | $52291.28          | $51631.10          | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $7048.70           | $7303.61           | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M     | 2043-08-20      | 2.5000%  | 0.0000% | $74761.29          | $67072.47          | Agency Mortgage-Backed Securities |
| GNII SF MA1155 M     | 2043-07-20      | 2.5000%  | 0.0000% | $603447.41         | $541636.90         | Agency Mortgage-Backed Securities |
| GNII SF MA0375 M     | 2027-09-20      | 3.0000%  | 0.0000% | $6390.76           | $6349.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  | 0.0000% | $3202508.63        | $3140812.30        | Agency Mortgage-Backed Securities |
| GNII SF 003976 M     | 2037-04-20      | 6.0000%  | 0.0000% | $34689.54          | $36635.96          | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X     | 2044-05-15      | 4.5000%  | 0.0000% | $85178.02          | $87216.76          | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $940695.56         | $898301.23         | Agency Mortgage-Backed Securities |
| GNII SF 005326 M     | 2027-03-20      | 3.0000%  | 0.0000% | $9708.78           | $9659.07           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of America 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03199U009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 03199U009_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 5/8 NOTE AY 26                          | 2026-02-28      | 4.6250%  | 0.0000% | $200300.00         | $202913.29         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29                           | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| 4 NOTE H 30                               | 2030-02-28      | 4.0000%  | 0.0000% | $162400.00         | $166729.46         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                             | 2028-06-30      | 4.0000%  | 0.0000% | $39535000.00       | $40681872.53       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31                           | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                             | 2055-11-15      | 4.6250%  | 0.0000% | $2551500.00        | $2536096.37        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                             | 2043-05-15      | 3.8750%  | 0.0000% | $141435000.00      | $129700502.20      | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50                             | 2050-11-15      | 1.6250%  | 0.0000% | $32940000.00       | $17884956.26       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27                          | 2027-10-31      | 4.0218%  | 0.0000% | $39689100.00       | $39825537.78       | U.S. Treasuries (including strips) |
| BILL 10/01/26                             | 2026-10-01      | 0.0000%  | 0.0000% | $8490000.00        | $8240156.28        | U.S. Treasuries (including strips) |
| United States Treasury Bill               | 2026-01-20      | 0.0000%  | 0.0000% | $4000000.00        | $3978920.00        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                             | 2039-08-15      | 4.5000%  | 0.0000% | $4300000.00        | $4428018.20        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                              | 2027-12-15      | 4.0000%  | 0.0000% | $104407000.00      | $107338965.40      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                          | 2029-12-31      | 4.3750%  | 0.0000% | $14997600.00       | $15725864.95       | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-01-31      | 3.8784%  | 0.0000% | $101600.00         | $101823.30         | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note | 2027-04-30      | 3.9404%  | 0.0000% | $3751400.00        | $3762455.56        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30                           | 2030-04-30      | 3.8750%  | 0.0000% | $23691600.00       | $24050012.15       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                          | 2027-03-31      | 3.8750%  | 0.0000% | $8250300.00        | $8332934.23        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32                           | 2032-03-31      | 4.1250%  | 0.0000% | $107318000.00      | $110450626.00      | U.S. Treasuries (including strips) |
| 4 NOTE N 32                               | 2032-07-31      | 4.0000%  | 0.0000% | $20193000.00       | $20738705.29       | U.S. Treasuries (including strips) |
| 2 BOND 51                                 | 2051-08-15      | 2.0000%  | 0.0000% | $21310700.00       | $12733410.10       | U.S. Treasuries (including strips) |
| 3 BOND 48                                 | 2048-08-15      | 3.0000%  | 0.0000% | $172825000.00      | $132770349.10      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                          | 2026-10-15      | 4.6250%  | 0.0000% | $2681400.00        | $2717863.45        | U.S. Treasuries (including strips) |
| 4  NOTE N 30                              | 2030-07-31      | 4.0000%  | 0.0000% | $1841800.00        | $1897800.81        | U.S. Treasuries (including strips) |
| 4 NOTE U 29                               | 2029-01-31      | 4.0000%  | 0.0000% | $86590000.00       | $88964598.98       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                           | 2030-02-15      | 1.5000%  | 0.0000% | $1100.00           | $1017.05           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48                             | 2048-11-15      | 3.3750%  | 0.0000% | $21311100.00       | $17317421.52       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                          | 2029-06-30      | 4.2500%  | 0.0000% | $66372000.00       | $69138707.44       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                           | 2031-05-31      | 4.6250%  | 0.0000% | $145973000.00      | $156311430.80      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44                             | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $168.88            | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 066982000, C.3 - LEI: 213800LBQA1Y9L22JB70, C.5 - Other ID: 066982000_4.08_1201
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 6.21 FNPR GDED 08/38 | 2038-08-06      | 0.0000%  | 0.0000% | $10000000.00       | $5594520.00        | Agency Mortgage-Backed Securities |
| 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  | 0.0000% | $61000000.00       | $61584522.33       | Agency Mortgage-Backed Securities |
| 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  | 0.0000% | $78237000.00       | $78491691.86       | Agency Mortgage-Backed Securities |
| 4.95 FCOR 25-34 DP   | 2034-03-15      | 4.9500%  | 0.0000% | $7271000.00        | $7329767.86        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Barclays 4.110000%
- **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_4.11_1201
- **C.18 - Value (incl. sponsor support):** $17500000000.00
- **C.18.a - Value (excl. sponsor support):** $17500000000.00
- **C.19 - Percentage of Net Assets:** 12.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 R 30                                         | 2030-10-31      | 4.8750%  | 0.0000% | $3554100.00        | $3768876.82        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note - When Issued | 2026-01-31      | 4.0254%  | 0.0000% | $8588200.00        | $8616224.68        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26                                        | 2026-01-31      | 4.2500%  | 0.0000% | $24801000.00       | $25157209.21       | U.S. Treasuries (including strips) |
| 4 NOTE B 34                                             | 2034-02-15      | 4.0000%  | 0.0000% | $128554200.00      | $131109220.30      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27                                        | 2027-02-15      | 4.1250%  | 0.0000% | $16378900.00       | $16673387.73       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31                                         | 2031-02-28      | 4.2500%  | 0.0000% | $365883000.00      | $380458276.80      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28                                        | 2028-10-31      | 4.8750%  | 0.0000% | $300.00            | $312.44            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                                         | 2031-03-31      | 4.1250%  | 0.0000% | $663227200.00      | $683248123.30      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26                                        | 2026-10-15      | 4.6250%  | 0.0000% | $200.00            | $202.72            | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                                         | 2027-04-30      | 2.7500%  | 0.0000% | $219672000.00      | $217657843.20      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $13653000.00       | $13646836.45       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $48408000.00       | $45881270.25       | U.S. Treasuries (including strips) |
| 4  NOTE R 29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $37200.00          | $37923.76          | U.S. Treasuries (including strips) |
| 4  NOTE R 29                                            | 2029-10-31      | 4.0000%  | 0.0000% | $17445500.00       | $17784918.30       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                                        | 2027-10-31      | 4.1250%  | 0.0000% | $291499000.00      | $295705216.20      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32                                         | 2032-11-15      | 4.1250%  | 0.0000% | $519860800.00      | $531516263.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27                                        | 2027-11-30      | 3.8750%  | 0.0000% | $1529000.00        | $1569115.23        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-12-15      | 4.0000%  | 0.0000% | $2642100.00        | $2690189.06        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-01-15      | 3.8750%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28                                         | 2028-01-31      | 3.5000%  | 0.0000% | $68926100.00       | $69714135.10       | U.S. Treasuries (including strips) |
| 4 NOTE V 28                                             | 2028-02-29      | 4.0000%  | 0.0000% | $140662200.00      | $143555235.20      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28                                         | 2028-04-30      | 3.5000%  | 0.0000% | $8825100.00        | $8850103.12        | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-05-15      | 3.6250%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                                         | 2030-05-31      | 3.7500%  | 0.0000% | $43897600.00       | $45011154.02       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                                         | 2030-06-30      | 3.7500%  | 0.0000% | $240453600.00      | $245802064.30      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                                           | 2028-06-30      | 4.0000%  | 0.0000% | $300.00            | $308.70            | U.S. Treasuries (including strips) |
| 4  NOTE AA 28                                           | 2028-06-30      | 4.0000%  | 0.0000% | $19212700.00       | $19770042.05       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30                                         | 2030-08-15      | 0.6250%  | 0.0000% | $41969500.00       | $36689035.51       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27                                         | 2027-08-31      | 0.5000%  | 0.0000% | $178760200.00      | $169881588.80      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25                                        | 2025-12-31      | 0.3750%  | 0.0000% | $53700.00          | $53635.76          | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25                                        | 2025-12-31      | 0.3750%  | 0.0000% | $465500.00         | $464943.13         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28                                         | 2028-02-29      | 1.1250%  | 0.0000% | $600.00            | $571.20            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26                                         | 2026-02-28      | 0.5000%  | 0.0000% | $177078200.00      | $175849681.30      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31                                         | 2031-05-15      | 1.6250%  | 0.0000% | $41511700.00       | $37405095.45       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-30      | 0.8750%  | 0.0000% | $279000.00         | $275408.53         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                                         | 2028-08-31      | 1.1250%  | 0.0000% | $47462000.00       | $44665770.76       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-09-30      | 0.8750%  | 0.0000% | $9133200.00        | $8937724.58        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26                                        | 2026-10-31      | 1.1250%  | 0.0000% | $64645200.00       | $63232002.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                                        | 2026-11-30      | 1.2500%  | 0.0000% | $734000.00         | $721451.31         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26                                        | 2026-11-30      | 1.2500%  | 0.0000% | $32932900.00       | $32369869.06       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28                                         | 2028-12-31      | 1.3750%  | 0.0000% | $1334200.00        | $1259730.27        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                                         | 2028-08-15      | 2.8750%  | 0.0000% | $170544400.00      | $169224407.70      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2025-12-31      | 2.6250%  | 0.0000% | $2200000.00        | $2221502.93        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                                         | 2029-02-15      | 2.6250%  | 0.0000% | $30032900.00       | $29452508.49       | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26                                         | 2026-02-28      | 2.5000%  | 0.0000% | $1678400.00        | $1683398.96        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                                         | 2026-03-31      | 2.2500%  | 0.0000% | $1998000.00        | $1994917.04        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                                        | 2026-11-15      | 4.6250%  | 0.0000% | $400.00            | $404.29            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $236300.00         | $242780.27         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26                                        | 2026-12-15      | 4.3750%  | 0.0000% | $32536200.00       | $33428469.37       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $19080300.00       | $19331575.83       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                                         | 2033-08-15      | 3.8750%  | 0.0000% | $800.00            | $810.54            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $17032600.00       | $16931854.39       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28                                        | 2028-07-31      | 4.1250%  | 0.0000% | $149999000.00      | $154409283.60      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $1100.00           | $1033.62           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26                                         | 2026-09-30      | 1.6250%  | 0.0000% | $668000.00         | $658643.28         | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                                         | 2029-08-31      | 3.1250%  | 0.0000% | $3011900.00        | $2990846.85        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29                                         | 2029-11-15      | 1.7500%  | 0.0000% | $2700000.00        | $2527052.72        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26                                         | 2026-11-30      | 1.6250%  | 0.0000% | $46454100.00       | $45916589.00       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                                         | 2026-12-31      | 1.7500%  | 0.0000% | $14980800.00       | $14792397.06       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30                                         | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.46             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27                                         | 2027-02-28      | 1.1250%  | 0.0000% | $13324000.00       | $12964556.91       | U.S. Treasuries (including strips) |
| 4  NOTE AK 26                                           | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $95.57             | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $134592600.00      | $137153440.70      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27                                            | 2027-01-15      | 4.0000%  | 0.0000% | $6853100.00        | $6983491.25        | U.S. Treasuries (including strips) |
| United States Treasury Floating Rate Note               | 2027-07-31      | 3.9394%  | 0.0000% | $1000.00           | $1002.93           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $311316900.00      | $316854872.30      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27                                        | 2027-08-31      | 3.6250%  | 0.0000% | $101676700.00      | $102756739.70      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30                                        | 2030-08-31      | 3.6250%  | 0.0000% | $26198600.00       | $26465440.41       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                                        | 2028-09-15      | 3.3750%  | 0.0000% | $122070000.00      | $122536816.60      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30                                        | 2030-09-30      | 3.6250%  | 0.0000% | $179314600.00      | $180576918.60      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28                                        | 2028-10-15      | 3.5000%  | 0.0000% | $29535300.00       | $29662708.47       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                                        | 2027-10-31      | 3.5000%  | 0.0000% | $70501600.00       | $70674905.79       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32                                         | 2032-10-31      | 3.7500%  | 0.0000% | $117455200.00      | $117572837.60      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26                                        | 2026-05-15      | 3.6250%  | 0.0000% | $19999800.00       | $20009455.82       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-02-19      | 0.0000%  | 0.0000% | $600.00            | $595.06            | U.S. Treasuries (including strips) |
| BILL 02/19/26                                           | 2026-02-19      | 0.0000%  | 0.0000% | $131200.00         | $130119.83         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-04-16      | 0.0000%  | 0.0000% | $2640600.00        | $2604091.06        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                                         | 2028-05-31      | 3.6250%  | 0.0000% | $2931000.00        | $2992952.29        | U.S. Treasuries (including strips) |
| BILL 12/18/25                                           | 2025-12-18      | 0.0000%  | 0.0000% | $1124300.00        | $1122226.79        | U.S. Treasuries (including strips) |
| BILL 12/18/25                                           | 2025-12-18      | 0.0000%  | 0.0000% | $113800.00         | $113590.15         | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-01-02      | 0.0000%  | 0.0000% | $31000.00          | $30895.22          | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-07-09      | 0.0000%  | 0.0000% | $41200.00          | $40324.79          | U.S. Treasuries (including strips) |
| BILL 07/09/26                                           | 2026-07-09      | 0.0000%  | 0.0000% | $500.00            | $489.38            | U.S. Treasuries (including strips) |
| BILL 08/06/26                                           | 2026-08-06      | 0.0000%  | 0.0000% | $4883800.00        | $4766051.58        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-09      | 0.0000%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| BILL 12/09/25                                           | 2025-12-09      | 0.0000%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-16      | 0.0000%  | 0.0000% | $41000100.00       | $40933515.84       | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-03-12      | 0.0000%  | 0.0000% | $649900.00         | $643154.04         | U.S. Treasuries (including strips) |
| BILL 03/26/26                                           | 2026-03-26      | 0.0000%  | 0.0000% | $399900.00         | $395170.38         | U.S. Treasuries (including strips) |
| BILL 01/20/26                                           | 2026-01-20      | 0.0000%  | 0.0000% | $26225200.00       | $26086993.20       | U.S. Treasuries (including strips) |
| BILL 05/21/26                                           | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| BILL 05/21/26                                           | 2026-05-21      | 0.0000%  | 0.0000% | $1467000.00        | $1441584.23        | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2026-03-24      | 0.0000%  | 0.0000% | $50800.00          | $50206.50          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27                                           | 2027-11-15      | 6.1250%  | 0.0000% | $2287900.00        | $2405904.36        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                                        | 2025-12-31      | 4.2500%  | 0.0000% | $3159800.00        | $3216009.24        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30                                         | 2030-12-31      | 3.7500%  | 0.0000% | $92871000.00       | $94845180.05       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-11-30      | 4.2500%  | 0.0000% | $177274000.00      | $182061950.80      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                                            | 2027-12-15      | 4.0000%  | 0.0000% | $16909600.00       | $17384456.68       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31                                         | 2031-12-31      | 4.5000%  | 0.0000% | $4719100.00        | $5007841.31        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29                                        | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $104.86            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26                                        | 2026-12-31      | 4.2500%  | 0.0000% | $1526800.00        | $1563494.90        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30                                         | 2030-01-31      | 4.2500%  | 0.0000% | $2228337000.00     | $2317628014.00     | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27                                        | 2027-01-31      | 3.8784%  | 0.0000% | $323185600.00      | $323895906.30      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32                                         | 2032-01-31      | 4.3750%  | 0.0000% | $80566400.00       | $84603526.26       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32                                         | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1032.24           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                                        | 2028-03-15      | 3.8750%  | 0.0000% | $422600000.00      | $429567098.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27                                        | 2027-03-31      | 3.8750%  | 0.0000% | $146575600.00      | $148043687.50      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27                                        | 2027-04-30      | 3.7500%  | 0.0000% | $745300.00         | $749316.09         | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $546404000.00      | $556214641.60      | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $3176300.00        | $2787108.68        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $53229000.00       | $52445779.82       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26                                         | 2026-04-30      | 2.3750%  | 0.0000% | $19978700.00       | $19897606.79       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                                         | 2029-05-15      | 2.3750%  | 0.0000% | $112246600.00      | $108175741.40      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $2647800.00        | $2623506.00        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                                         | 2027-02-15      | 2.2500%  | 0.0000% | $10154800.00       | $10061628.05       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                                         | 2026-10-31      | 1.6250%  | 0.0000% | $34939500.00       | $34346014.37       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26                                         | 2026-10-31      | 1.6250%  | 0.0000% | $20944200.00       | $20588439.85       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27                                         | 2027-03-31      | 0.6250%  | 0.0000% | $1582900.00        | $1524693.68        | U.S. Treasuries (including strips) |
| BILL 12/26/25                                           | 2025-12-26      | 0.0000%  | 0.0000% | $19500.00          | $19447.43          | U.S. Treasuries (including strips) |
| BILL 06/11/26                                           | 2026-06-11      | 0.0000%  | 0.0000% | $327000.00         | $320815.45         | U.S. Treasuries (including strips) |
| 1 NOTE N 28                                             | 2028-07-31      | 1.0000%  | 0.0000% | $178340000.00      | $167672034.60      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28                                         | 2028-10-31      | 1.3750%  | 0.0000% | $212105100.00      | $199920624.10      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26                                        | 2026-12-31      | 1.2500%  | 0.0000% | $1801900.00        | $1766006.29        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                                         | 2029-02-28      | 1.8750%  | 0.0000% | $59420400.00       | $56712660.30       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29                                         | 2029-03-31      | 2.3750%  | 0.0000% | $25845600.00       | $25014239.78       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                             | 2032-04-30      | 4.0000%  | 0.0000% | $107895400.00      | $109832653.60      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27                                        | 2027-03-15      | 4.2500%  | 0.0000% | $6064000.00        | $6166644.39        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27                                        | 2027-05-31      | 3.8750%  | 0.0000% | $276000000.00      | $282590121.40      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                                         | 2032-05-31      | 4.1250%  | 0.0000% | $3153802200.00     | $3287828040.00     | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                                             | 2030-05-31      | 4.0000%  | 0.0000% | $344875000.00      | $357715186.20      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                                             | 2030-05-31      | 4.0000%  | 0.0000% | $52630000.00       | $54589489.67       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28                                        | 2028-06-15      | 3.8750%  | 0.0000% | $700.00            | $718.98            | U.S. Treasuries (including strips) |
| 4 NOTE M 32                                             | 2032-06-30      | 4.0000%  | 0.0000% | $439308800.00      | $452976155.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27                                        | 2027-06-30      | 3.7500%  | 0.0000% | $6903800.00        | $7031307.86        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $58583800.00       | $59984635.45       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28                                        | 2028-07-15      | 3.8750%  | 0.0000% | $11258300.00       | $11527504.55       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                                        | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.48            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                                        | 2030-07-31      | 3.8750%  | 0.0000% | $300870000.00      | $308318900.20      | U.S. Treasuries (including strips) |
| United States Treasury Bill                             | 2025-12-26      | 0.0000%  | 0.0000% | $100100.00         | $99830.13          | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-04-30      | 4.8750%  | 0.0000% | $7127000.00        | $7185140.06        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29                                         | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1025.38           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26                                        | 2026-05-31      | 4.8750%  | 0.0000% | $1999400.00        | $2058053.61        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31                                         | 2031-05-31      | 4.6250%  | 0.0000% | $435691200.00      | $466548710.20      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29                                        | 2029-06-30      | 4.2500%  | 0.0000% | $128733000.00      | $134099216.90      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-06-30      | 4.6250%  | 0.0000% | $54234300.00       | $55538449.52       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-07-31      | 4.3750%  | 0.0000% | $149900.00         | $152668.55         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26                                        | 2026-03-31      | 4.5000%  | 0.0000% | $1178000.00        | $1189056.66        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27                                         | 2027-05-31      | 2.6250%  | 0.0000% | $10061000.00       | $10056458.04       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                                        | 2027-06-30      | 3.2500%  | 0.0000% | $2000.00           | $2017.78           | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27                                        | 2027-06-30      | 3.2500%  | 0.0000% | $2000.00           | $2017.78           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31                                         | 2031-08-31      | 3.7500%  | 0.0000% | $370886600.00      | $375666443.10      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29                                        | 2029-08-31      | 3.6250%  | 0.0000% | $13505100.00       | $13664909.80       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond                        | 2026-09-30      | 3.5000%  | 0.0000% | $65339200.00       | $65621797.07       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                                        | 2027-10-15      | 3.8750%  | 0.0000% | $6588800.00        | $6662291.91        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                                        | 2027-10-15      | 3.8750%  | 0.0000% | $203848000.00      | $206121734.00      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26                                        | 2026-10-31      | 4.1250%  | 0.0000% | $24999900.00       | $25183139.46       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $48812000.00       | $49999656.64       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34                                         | 2034-11-15      | 4.2500%  | 0.0000% | $10622200.00       | $10880651.33       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32                                         | 2032-08-15      | 2.7500%  | 0.0000% | $588239000.00      | $557534963.90      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                                         | 2029-08-31      | 3.1250%  | 0.0000% | $2550800.00        | $2532969.94        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                                         | 2029-11-30      | 3.8750%  | 0.0000% | $50062200.00       | $51603928.10       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                                         | 2027-07-31      | 0.3750%  | 0.0000% | $100000.00         | $95048.98          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30                                         | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28                                         | 2028-01-31      | 0.7500%  | 0.0000% | $13706900.00       | $12960773.84       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                                         | 2028-03-31      | 1.2500%  | 0.0000% | $37398000.00       | $35613595.53       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28                                         | 2028-06-30      | 1.2500%  | 0.0000% | $178936500.00      | $170018139.50      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                                         | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $271.01            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27                                         | 2027-03-31      | 2.5000%  | 0.0000% | $372600.00         | $368923.26         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27                                         | 2027-08-15      | 2.2500%  | 0.0000% | $2050200.00        | $2020033.02        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                                         | 2026-07-31      | 1.8750%  | 0.0000% | $2610600.00        | $2595158.64        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29                                         | 2029-08-15      | 1.6250%  | 0.0000% | $4992100.00        | $4690839.49        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26                                         | 2026-12-31      | 1.7500%  | 0.0000% | $14036400.00       | $13859874.11       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                                        | 2027-07-31      | 3.8750%  | 0.0000% | $800.00            | $814.44            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27                                        | 2027-07-31      | 3.9394%  | 0.0000% | $2034000.00        | $2039968.31        | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                                           | 2030-05-15      | 6.2500%  | 0.0000% | $2936000.00        | $3261342.49        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28                                        | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1007.53           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27                                        | 2027-05-15      | 4.5000%  | 0.0000% | $81769800.00       | $82987681.21       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $7988000.00        | $8279842.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31                                         | 2031-07-31      | 4.1250%  | 0.0000% | $110149600.00      | $114173925.20      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $121440800.00      | $123190364.60      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                                        | 2027-08-15      | 3.7500%  | 0.0000% | $8504800.00        | $8627326.34        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27                                         | 2027-09-30      | 0.3750%  | 0.0000% | $2424500.00        | $2291877.01        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29                                           | 2029-08-15      | 6.1250%  | 0.0000% | $71839500.00       | $79459747.29       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                                         | 2027-01-31      | 1.5000%  | 0.0000% | $16355300.00       | $16043180.43       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27                                         | 2027-05-31      | 0.5000%  | 0.0000% | $14871000.00       | $14251484.22       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27                                         | 2027-06-30      | 0.5000%  | 0.0000% | $19910200.00       | $19027792.49       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27                                        | 2027-07-31      | 3.8750%  | 0.0000% | $8750500.00        | $8908401.63        | U.S. Treasuries (including strips) |
| 2 NOTE F 26                                             | 2026-11-15      | 2.0000%  | 0.0000% | $15595200.00       | $15363942.40       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                                         | 2028-05-15      | 2.8750%  | 0.0000% | $56277000.00       | $55514528.73       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                                         | 2026-08-15      | 1.5000%  | 0.0000% | $87900.00          | $86913.31          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29                                         | 2029-01-31      | 1.7500%  | 0.0000% | $870700.00         | $829947.34         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28                                         | 2028-03-31      | 3.6250%  | 0.0000% | $400.00            | $403.57            | U.S. Treasuries (including strips) |

### Security 6: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 071995005, C.3 - LEI: N/A, C.5 - Other ID: 071995005_4.08_1201
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $510800.00         | $528073.00         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $800.00            | $818.56            | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $5716839.61        | $5795488.41        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $470000.00         | $484640.09         | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $2316390.93        | $2204207.61        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $1243610.13        | $1213536.66        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $6710818.00        | $6714649.80        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2031-01-15      | 0.1250%  | 0.0000% | $3755912.68        | $3532893.94        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $380.14            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $19493933.69       | $18243630.92       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $7684425.93        | $7097996.32        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | 0.0000% | $1062134.92        | $1043462.69        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $4282672.97        | $4257725.28        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $16208472.29       | $15470370.18       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $442818.12         | $421276.32         | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $46200.00          | $33036.71          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $75.04             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $2635100.00        | $2234362.08        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $677000.00         | $630880.31         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $600.00            | $552.20            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $661500.00         | $665363.76         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $800.00            | $804.41            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $100.26            | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | 0.0000% | $9842900.00        | $9812682.30        | U.S. Treasuries (including strips) |
| BILL 02/19/26    | 2026-02-19      | 0.0000%  | 0.0000% | $800.00            | $793.09            | U.S. Treasuries (including strips) |
| BILL 12/04/25    | 2025-12-04      | 0.0000%  | 0.0000% | $74700.00          | $74650.70          | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | 0.0000% | $300.00            | $294.20            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $6453700.00        | $6538897.58        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $205.65            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $2003200.00        | $2036275.99        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $1120000.00        | $1131987.32        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $651206.15         | $660892.38         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $39113800.00       | $40816407.68       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $5361400.00        | $5461268.02        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $1000.00           | $1024.32           | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $104.96            | $108.11            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $3586600.00        | $3722503.76        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | 0.0000% | $54302800.00       | $55076430.99       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $2941971.34        | $2996292.74        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $230561600.00      | $240032815.80      | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $18186148.70       | $18049416.54       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $2814600.00        | $2040085.29        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $1400.00           | $1196.19           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | 0.0000% | $2221.51           | $2079.45           | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $8811319.86        | $7602373.59        | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | 0.0000% | $20474129.87       | $15407887.22       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $168283000.00      | $121745203.40      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $1600.00           | $1186.10           | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-02-15      | 0.0000%  | 0.0000% | $100.00            | $36.47             | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | 0.0000% | $800.00            | $284.25            | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $1600.00           | $1502.33           | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-11-15      | 0.0000%  | 0.0000% | $200.00            | $70.15             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $205.45            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.70             | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | 0.0000% | $19582432.89       | $14981780.91       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $1000.00           | $1037.23           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $12600.00          | $12901.56          | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $4546546.91        | $4657570.62        | U.S. Treasuries (including strips) |
| 3 TPRN 49        | 2049-02-15      | 0.0000%  | 0.0000% | $83131600.00       | $27366340.80       | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 46    | 2046-08-15      | 0.0000%  | 0.0000% | $28178000.00       | $10542009.72       | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | 0.0000% | $17252200.00       | $17227529.35       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $273.73            | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $14998400.00       | $11800761.34       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $800.00            | $741.72            | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $282554.73         | $229233.79         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $12526400.00       | $10956175.12       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $1015.39           | $984.00            | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $131.62            | $129.82            | U.S. Treasuries (including strips) |
| 3 TPRN 48        | 2048-08-15      | 0.0000%  | 0.0000% | $17957800.00       | $6057884.25        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $37206200.00       | $37413852.74       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | 0.0000% | $24971614.12       | $19961283.13       | U.S. Treasuries (including strips) |

### Security 7: Societe Generale

- **C.1 - Title:** Societe Generale 4.020000%
- **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: 254900HROIFWPRGM1V77, C.5 - Other ID: 08099Z008_4.02_1203
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $55473333.33       | $58087570.87       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $33.33             | $31.71             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $7966633.33        | $8110876.16        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $10633.33          | $10691.96          | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $82391333.33       | $85540447.17       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $33.33             | $28.20             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $133.33            | $132.31            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $333.33            | $343.16            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $97890000.00       | $103249878.70      | U.S. Treasuries (including strips) |

### Security 8: Fixed Income Clearing Corp. - CIBC

- **C.1 - Title:** Fixed Income Clearing Corp. - CIBC 4.120000%
- **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_4.12_1201
- **C.18 - Value (incl. sponsor support):** $1249999999.91
- **C.18.a - Value (excl. sponsor support):** $1249999999.91
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51295108.28       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51295108.28       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51295108.28       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51295108.28       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51295108.28       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51295108.28       | U.S. Treasuries (including strips) |
| T 3.875 07/31/30 | 2030-07-31      | 3.8750%  | 0.0000% | $42457000.00       | $43556728.24       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |
| T 4.125 03/31/29 | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51315145.66       | U.S. Treasuries (including strips) |

### Security 9: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480D79, C.4 - ISIN: US196480D793, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24765000.00
- **C.18.a - Value (excl. sponsor support):** $24765000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 10: Colorado Housing and Finance Authority

- **C.1 - Title:** Colorado Housing and Finance Authority 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480YP6, C.4 - ISIN: US196480YP65, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $29370000.00
- **C.18.a - Value (excl. sponsor support):** $29370000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 11: Columbus Hotel Investment One LLC

- **C.1 - Title:** Columbus Hotel Investment One LLC 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 12: Credit Agricole

- **C.1 - Title:** Credit Agricole 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 22599G006, C.3 - LEI: N/A, C.5 - Other ID: 22599G006_4.08_1201
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $20238100.00       | $21163406.62       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $47926000.00       | $49372748.22       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $21180800.00       | $20412633.82       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | 0.0000% | $24992100.00       | $24995137.76       | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $205.40            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $15090400.00       | $15341030.03       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $203.30            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $202.88            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $8964300.00        | $9174146.52        | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $3308768.80        | $3282184.57        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | 0.0000% | $30278100.00       | $30241879.00       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $13459000.00       | $12653907.78       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | 0.0000% | $17558100.00       | $17361923.64       | U.S. Treasuries (including strips) |

### Security 13: DMA Lancaster LLC

- **C.1 - Title:** DMA Lancaster LLC 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23346PAA7, C.4 - ISIN: US23346PAA75, C.3 - LEI: 2549005Z5PNNRPOHZP76
- **C.18 - Value (incl. sponsor support):** $21620000.00
- **C.18.a - Value (excl. sponsor support):** $21620000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 234993004, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 234993004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLQC8042 | 2051-10-01      | 3.5000%  | 0.0000% | $190.28            | $178.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE1088 | 2052-04-01      | 3.5000%  | 0.0000% | $654.47            | $612.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327 | 2053-04-01      | 4.5000%  | 0.0000% | $9086477.83        | $8961847.70        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7920 | 2053-12-01      | 7.5000%  | 0.0000% | $440386.48         | $468809.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6600 | 2054-10-01      | 5.5000%  | 0.0000% | $3243860.08        | $3302736.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2281 | 2048-01-01      | 4.5000%  | 0.0000% | $329782.84         | $329169.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4256 | 2047-12-01      | 4.5000%  | 0.0000% | $299932.56         | $299129.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  | 0.0000% | $246.53            | $235.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6397 | 2049-07-01      | 5.0000%  | 0.0000% | $740.20            | $755.82            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $35036.57          | $36095.03          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $18.04             | $18.57             | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T45074 G | 2030-02-01      | 2.5000%  | 0.0000% | $47.93             | $46.77             | Agency Mortgage-Backed Securities  |
| 3.72 FCOR 26-27 ON   | 2027-11-10      | 3.7200%  | 0.0000% | $1685000.00        | $1686257.01        | Agency Mortgage-Backed Securities  |
| 4.20 FCOR 26-29 JY   | 2029-11-26      | 4.2000%  | 0.0000% | $70050000.00       | $69983826.10       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN9811 | 2037-03-01      | 1.5000%  | 0.0000% | $568231.95         | $513031.05         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6041 | 2050-05-01      | 3.0000%  | 0.0000% | $195.17            | $171.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6079 | 2054-05-01      | 6.0000%  | 0.0000% | $7742628.27        | $7978306.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0606 | 2055-06-01      | 6.5000%  | 0.0000% | $71005303.95       | $74175761.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG3017 | 2053-05-01      | 5.0000%  | 0.0000% | $399283.12         | $403152.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  | 0.0000% | $7279384.91        | $7129465.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3986 | 2047-10-01      | 4.0000%  | 0.0000% | $255320.25         | $250124.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2170 | 2047-11-01      | 4.0000%  | 0.0000% | $202787.96         | $198423.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9723 | 2048-08-01      | 4.0000%  | 0.0000% | $604766.04         | $593952.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4286 | 2048-09-01      | 4.5000%  | 0.0000% | $763421.97         | $764887.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5244 | 2049-01-01      | 4.0000%  | 0.0000% | $4325578.90        | $4215709.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6803 | 2049-02-01      | 4.5000%  | 0.0000% | $301317.15         | $301616.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3507 | 2055-10-01      | 5.5000%  | 0.0000% | $1394372.03        | $1430391.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3529 | 2055-10-01      | 5.5000%  | 0.0000% | $1407498.60        | $1433965.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  | 0.0000% | $210.51            | $210.68            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CLBP8004 | 2054-01-01      | 8.0000%  | 0.0000% | $1270433.59        | $1383542.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4731 | 2053-02-01      | 6.5000%  | 0.0000% | $34102208.00       | $36319704.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBO9446 | 2053-07-01      | 5.5000%  | 0.0000% | $673052.26         | $694866.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $860.58            | $827.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $452670.65         | $394861.44         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0847 | 2054-03-01      | 6.0000%  | 0.0000% | $804.82            | $830.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3211 | 2052-03-01      | 3.0000%  | 0.0000% | $711.99            | $646.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  | 0.0000% | $273121.81         | $266491.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $569702.76         | $547923.02         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQD5229 | 2052-01-01      | 1.5000%  | 0.0000% | $724483.49         | $565785.38         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $807454.34         | $661967.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $63026767.20       | $64188035.39       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS6920 | 2029-03-01      | 4.0000%  | 0.0000% | $32.09             | $32.17             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  | 0.0000% | $356809.46         | $341987.60         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G04153 G | 2038-03-01      | 5.5000%  | 0.0000% | $46135.42          | $48360.99          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $801.82            | $717.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0432 | 2055-05-01      | 5.5000%  | 0.0000% | $5520107.10        | $5674322.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5737 | 2037-07-01      | 3.5000%  | 0.0000% | $94655.64          | $92607.77          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5513 | 2053-01-01      | 5.5000%  | 0.0000% | $396990.84         | $409178.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $1404543.99        | $1405716.79        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0465 | 2042-09-01      | 3.5000%  | 0.0000% | $7486774.91        | $7179480.24        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9374 | 2054-07-01      | 7.0000%  | 0.0000% | $1060398.82        | $1140913.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3521 | 2043-03-01      | 3.5000%  | 0.0000% | $5093372.18        | $4884345.27        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0531 | 2042-06-01      | 3.5000%  | 0.0000% | $1678120.80        | $1611321.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4343 | 2048-05-01      | 4.5000%  | 0.0000% | $221.58            | $222.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $974.65            | $895.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $994.53            | $936.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0390 | 2055-05-01      | 5.5000%  | 0.0000% | $6269040.90        | $6479586.64        | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $292428.59         | $264946.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $7686436.61        | $7143428.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4858 | 2053-02-01      | 6.0000%  | 0.0000% | $7403366.12        | $7775511.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0306 | 2055-03-01      | 5.0000%  | 0.0000% | $5876959.97        | $5893621.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1126 | 2043-02-01      | 3.5000%  | 0.0000% | $330086.80         | $315855.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5143 | 2052-05-01      | 3.0000%  | 0.0000% | $822.58            | $742.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $337576.14         | $344672.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $2266.61           | $1866.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $69341.33          | $59702.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $5958.36           | $6165.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3688 | 2052-05-01      | 3.5000%  | 0.0000% | $865201.10         | $804880.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $735.45            | $634.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB4006 | 2037-05-01      | 2.0000%  | 0.0000% | $1588880.09        | $1472764.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2305 | 2048-09-01      | 4.0000%  | 0.0000% | $12227228.79       | $12008605.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $560.35            | $524.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $31501.42          | $30750.74          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $27112096.93       | $27883354.75       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6038 | 2052-02-01      | 2.5000%  | 0.0000% | $4270368.50        | $3664381.86        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $1481.28           | $1219.76           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08779 G | 2047-09-01      | 3.5000%  | 0.0000% | $29359929.72       | $27742637.99       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  | 0.0000% | $88.49             | $86.38             | Agency Mortgage-Backed Securities  |
| FMAR 1G2137 G        | 2037-08-01      | 6.8330%  | 0.0000% | $37.43             | $38.91             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $652.74            | $537.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5400 | 2053-12-01      | 6.0000%  | 0.0000% | $7523687.62        | $7843888.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $773.97            | $761.19            | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $192827.41         | $168198.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $2201.73           | $1842.91           | Agency Mortgage-Backed Securities  |
| GNII SF MA8950 M     | 2053-06-20      | 6.5000%  | 0.0000% | $13131105.78       | $13641446.20       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $483078.25         | $471110.47         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5820 | 2054-05-01      | 6.0000%  | 0.0000% | $15258115.43       | $15738746.06       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT2234 | 2037-04-01      | 2.0000%  | 0.0000% | $4092220.20        | $3794380.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9566 | 2046-06-01      | 3.5000%  | 0.0000% | $225.05            | $215.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5836 | 2055-07-01      | 5.5000%  | 0.0000% | $2510496.13        | $2561173.01        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SOBW4934 | 2053-05-01      | 5.4890%  | 0.0000% | $724.79            | $743.85            | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $453636.79         | $379715.31         | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $90964.74          | $76140.04          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTZT1806 | 2029-02-01      | 5.5000%  | 0.0000% | $53.40             | $54.30             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3848 | 2027-01-01      | 3.0000%  | 0.0000% | $11.16             | $11.10             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB1714 | 2037-06-01      | 3.0000%  | 0.0000% | $1356409.00        | $1324050.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2535 | 2041-12-01      | 4.0000%  | 0.0000% | $1210.90           | $1194.84           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1309 | 2038-07-01      | 2.0000%  | 0.0000% | $911828.61         | $844904.95         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1504 | 2038-01-01      | 2.5000%  | 0.0000% | $1822.43           | $1726.67           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  | 0.0000% | $5349410.95        | $5006941.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4707 | 2047-11-01      | 3.5000%  | 0.0000% | $719234.75         | $676995.53         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  | 0.0000% | $340.47            | $325.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0734 | 2051-10-01      | 3.0000%  | 0.0000% | $726.36            | $660.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $766.46            | $738.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $108.57            | $105.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8522 | 2029-04-01      | 3.0000%  | 0.0000% | $42763.96          | $42241.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $3117.62           | $2947.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6487 | 2046-01-01      | 4.0000%  | 0.0000% | $11082936.22       | $10896853.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $796.71            | $684.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $136.99            | $129.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  | 0.0000% | $16782383.65       | $17569343.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $681.69            | $587.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $859.51            | $890.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB6834 | 2038-06-01      | 3.5000%  | 0.0000% | $885.79            | $864.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $2347.70           | $1932.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $13687.72          | $12253.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  | 0.0000% | $8730437.53        | $8966351.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $777.76            | $810.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $794.91            | $765.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417 | 2054-07-01      | 4.0000%  | 0.0000% | $960671.50         | $919732.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAK9325 | 2032-04-01      | 4.0000%  | 0.0000% | $128848.27         | $128318.06         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $788.88            | $704.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $735.98            | $637.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $1381036.29        | $1441601.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $839.90            | $845.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $787.50            | $803.70            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $213.63            | $213.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $42916.34          | $43058.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2283 | 2027-08-01      | 3.0000%  | 0.0000% | $134.61            | $133.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6578 | 2053-12-01      | 6.0000%  | 0.0000% | $2900738.20        | $3025226.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  | 0.0000% | $875.56            | $750.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $126.05            | $132.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $1923.70           | $1929.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $11433.71          | $11630.71          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $3524684.72        | $3339473.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $33442946.72       | $34019168.69       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $909.52            | $778.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO5989 | 2042-06-01      | 4.0000%  | 0.0000% | $88010.39          | $86779.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8961 | 2054-09-01      | 5.5000%  | 0.0000% | $3643971.33        | $3728238.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8718 | 2043-04-01      | 3.5000%  | 0.0000% | $309521.99         | $296661.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $13557377.74       | $12344399.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $747.51            | $758.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $618527.01         | $634912.41         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1447 | 2052-08-01      | 4.5000%  | 0.0000% | $1073.07           | $1067.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $866929.99         | $852618.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI9484 | 2041-09-01      | 4.5000%  | 0.0000% | $58.18             | $58.86             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $261993.87         | $276445.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5908 | 2055-11-01      | 4.5000%  | 0.0000% | $46643.00          | $45873.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5909 | 2055-11-01      | 5.0000%  | 0.0000% | $1140316.00        | $1143460.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5887 | 2040-11-01      | 5.5000%  | 0.0000% | $2652.30           | $2727.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3769 | 2055-01-01      | 5.0000%  | 0.0000% | $16929257.16       | $17072326.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4179 | 2055-01-01      | 5.0000%  | 0.0000% | $435889.31         | $437349.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6046 | 2053-04-01      | 4.5000%  | 0.0000% | $470859.83         | $468446.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6733 | 2053-07-01      | 5.0000%  | 0.0000% | $2685371.13        | $2718685.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4077 | 2041-10-01      | 4.0000%  | 0.0000% | $71.80             | $70.90             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $127227.29         | $134339.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | 0.0000% | $22540018.60       | $24018711.44       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4685 | 2037-06-01      | 1.5000%  | 0.0000% | $103430.60         | $93413.86          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2991 | 2051-09-01      | 2.5000%  | 0.0000% | $792.46            | $691.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $815.74            | $785.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $648.46            | $558.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $744.96            | $750.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4883 | 2047-03-01      | 4.0000%  | 0.0000% | $3658908.49        | $3583553.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $44422.24          | $45215.39          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  | 0.0000% | $328508.05         | $334340.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $50957649.57       | $52442045.90       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $12429.10          | $13181.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $10475333.12       | $10288861.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $15788474.42       | $15929686.53       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $9862532.35        | $10146474.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $105032.99         | $106842.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | 0.0000% | $1880554.71        | $1800405.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO2159 | 2042-05-01      | 4.0000%  | 0.0000% | $5133448.32        | $5042124.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0087 | 2042-10-01      | 3.5000%  | 0.0000% | $661977.69         | $631894.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3025 | 2054-10-01      | 5.5000%  | 0.0000% | $1284934.05        | $1329193.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3382 | 2054-10-01      | 5.5000%  | 0.0000% | $1059864.87        | $1095457.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2892 | 2044-07-01      | 4.0000%  | 0.0000% | $13829621.93       | $13624528.63       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $370.89            | $337.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $1939359.66        | $1773932.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $241113.29         | $247972.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $5575960.18        | $5591338.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9304 | 2054-10-01      | 5.0000%  | 0.0000% | $17579699.11       | $17885058.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $97134.12          | $86787.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  | 0.0000% | $20012834.26       | $20628088.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $9722378.08        | $10037344.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $766.71            | $758.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  | 0.0000% | $23243088.10       | $24217810.25       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $802.92            | $811.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0620 | 2055-02-01      | 5.0000%  | 0.0000% | $13527503.26       | $13725221.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1714 | 2055-05-01      | 5.0000%  | 0.0000% | $17805557.88       | $17912515.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $12516630.53       | $12644024.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $12706330.00       | $12960380.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2241 | 2055-07-01      | 5.5000%  | 0.0000% | $5786750.20        | $5933762.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2772 | 2052-04-01      | 2.0000%  | 0.0000% | $1249.15           | $1047.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2938 | 2053-02-01      | 6.0000%  | 0.0000% | $3777892.52        | $3903235.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3106 | 2051-03-01      | 2.5000%  | 0.0000% | $30615327.41       | $26417170.02       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $1629540.41        | $1543912.95        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1474 | 2055-04-01      | 6.5000%  | 0.0000% | $889.58            | $949.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2242 | 2055-05-01      | 5.0000%  | 0.0000% | $169041.78         | $169513.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $828186.83         | $851764.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3449 | 2055-05-01      | 6.0000%  | 0.0000% | $239146.17         | $246015.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2063 | 2042-01-01      | 4.5000%  | 0.0000% | $234873.88         | $237608.28         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4859 | 2055-06-01      | 6.5000%  | 0.0000% | $2316305.70        | $2428864.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2065 | 2041-06-01      | 4.5000%  | 0.0000% | $39.78             | $40.35             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $4712486.92        | $4796628.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $4930.06           | $4412.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8819 | 2055-07-01      | 6.0000%  | 0.0000% | $1034789.25        | $1068283.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9774 | 2055-07-01      | 6.0000%  | 0.0000% | $1577749.68        | $1626664.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9318 | 2055-07-01      | 6.0000%  | 0.0000% | $2175371.00        | $2251615.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9445 | 2055-07-01      | 6.5000%  | 0.0000% | $1898551.24        | $1980735.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9474 | 2055-08-01      | 6.0000%  | 0.0000% | $2690937.87        | $2779830.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9525 | 2055-08-01      | 6.0000%  | 0.0000% | $5272939.89        | $5427083.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $687.32            | $701.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $734.55            | $750.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ1305 | 2055-05-01      | 5.0000%  | 0.0000% | $2400602.15        | $2408723.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $891.86            | $914.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1364 | 2055-08-01      | 6.5000%  | 0.0000% | $1070427.52        | $1117754.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1366 | 2055-08-01      | 6.0000%  | 0.0000% | $1254643.63        | $1290569.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1368 | 2055-07-01      | 6.0000%  | 0.0000% | $2239064.49        | $2303177.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1893 | 2055-08-01      | 6.5000%  | 0.0000% | $3145310.60        | $3305752.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1961 | 2055-09-01      | 6.5000%  | 0.0000% | $5522897.39        | $5803416.39        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3SZT0945 | 2045-02-01      | 4.0000%  | 0.0000% | $5499869.64        | $5408736.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2225 | 2055-08-01      | 6.0000%  | 0.0000% | $4155426.45        | $4275684.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1142 | 2042-10-01      | 4.0000%  | 0.0000% | $6329954.00        | $6232966.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2316 | 2055-09-01      | 5.5000%  | 0.0000% | $20589702.18       | $20956610.67       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $1847.89           | $1879.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7806 | 2055-11-01      | 5.5000%  | 0.0000% | $13631459.60       | $13994956.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8449 | 2050-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1018.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9847 | 2055-12-01      | 5.0000%  | 0.0000% | $4835555.00        | $4871338.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9034 | 2055-11-01      | 5.0000%  | 0.0000% | $2325182.00        | $2343948.54        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8514 | 2029-01-01      | 3.5000%  | 0.0000% | $24846.20          | $24709.67          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0875 | 2055-04-01      | 6.0000%  | 0.0000% | $14622818.21       | $15056326.28       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0950 | 2037-02-01      | 2.0000%  | 0.0000% | $1495.14           | $1389.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0296 | 2055-01-01      | 5.0000%  | 0.0000% | $8873.38           | $8964.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0333 | 2055-02-01      | 5.5000%  | 0.0000% | $3561663.58        | $3632875.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $582.39            | $599.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $6295840.85        | $6006263.65        | Agency Mortgage-Backed Securities  |
| GNII ET DK9191 C     | 2065-06-20      | 6.5000%  | 0.0000% | $617840.93         | $640221.60         | Agency Mortgage-Backed Securities  |
| GNII ET DK9199 C     | 2065-07-20      | 6.5000%  | 0.0000% | $2440300.92        | $2528698.38        | Agency Mortgage-Backed Securities  |
| GNII ET DL1865 C     | 2065-07-20      | 6.5000%  | 0.0000% | $970881.36         | $1006050.57        | Agency Mortgage-Backed Securities  |
| GNII SF MB0145 M     | 2055-01-20      | 4.5000%  | 0.0000% | $31819825.77       | $31308831.19       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $10979135.58       | $11149103.58       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3244 | 2042-08-01      | 3.5000%  | 0.0000% | $239326.50         | $229206.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $4957408.48        | $5056526.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | 0.0000% | $824.90            | $848.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $1332625.59        | $1371391.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $1020746.58        | $1049786.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $28484310.13       | $28808974.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $11491849.76       | $11697611.33       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAQ4646 | 2032-11-01      | 3.5000%  | 0.0000% | $265474.83         | $261127.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4139 | 2052-07-01      | 5.0000%  | 0.0000% | $20510298.05       | $20664104.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $367454.67         | $374033.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $116841698.76      | $118854881.20      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $756.29            | $767.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1386 | 2055-04-01      | 5.5000%  | 0.0000% | $25958.17          | $26448.50          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3774 | 2055-05-01      | 6.0000%  | 0.0000% | $249975.34         | $257271.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  | 0.0000% | $317235.02         | $312401.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  | 0.0000% | $553442.56         | $569624.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8503 | 2055-05-01      | 6.0000%  | 0.0000% | $250026.63         | $257330.91         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8864 | 2055-07-01      | 6.0000%  | 0.0000% | $1553382.03        | $1601620.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8854 | 2055-07-01      | 6.5000%  | 0.0000% | $897623.87         | $936481.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1221 | 2055-06-01      | 6.5000%  | 0.0000% | $4645960.31        | $4838920.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1291 | 2055-05-01      | 6.5000%  | 0.0000% | $1187349.38        | $1238781.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1521 | 2055-06-01      | 6.5000%  | 0.0000% | $4553490.68        | $4741158.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  | 0.0000% | $331604.13         | $332569.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2022 | 2055-06-01      | 6.5000%  | 0.0000% | $1256917.76        | $1311362.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3546 | 2055-07-01      | 6.0000%  | 0.0000% | $1133617.09        | $1166361.61        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3268 | 2055-06-01      | 7.0000%  | 0.0000% | $1477904.10        | $1568622.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE4426 | 2055-11-01      | 5.0000%  | 0.0000% | $4568337.00        | $4617866.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4166 | 2055-08-01      | 6.0000%  | 0.0000% | $1015393.09        | $1052533.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4204 | 2055-08-01      | 6.0000%  | 0.0000% | $1148600.18        | $1186277.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4185 | 2055-08-01      | 6.0000%  | 0.0000% | $1329602.12        | $1378804.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8339 | 2055-07-01      | 6.5000%  | 0.0000% | $5393973.34        | $5659081.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $465087.35         | $478319.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $617129.67         | $571829.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4951 | 2055-06-01      | 6.0000%  | 0.0000% | $278750.14         | $290467.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5265 | 2055-08-01      | 6.0000%  | 0.0000% | $1327998.08        | $1375725.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $153230.49         | $142562.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $793.81            | $809.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | 0.0000% | $855.18            | $861.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $282032.60         | $294794.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $553.10            | $496.25            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $62580.79          | $51346.29          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1324 | 2055-06-01      | 5.5000%  | 0.0000% | $1445907.30        | $1473093.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1881 | 2055-07-01      | 6.5000%  | 0.0000% | $13351575.88       | $13912275.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2061 | 2055-08-01      | 5.5000%  | 0.0000% | $454807.60         | $463901.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $51888293.00       | $53244549.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4379 | 2055-06-01      | 6.0000%  | 0.0000% | $1133745.80        | $1186436.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4148 | 2055-05-01      | 5.5000%  | 0.0000% | $50944169.29       | $51947107.15       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275 | 2052-07-01      | 4.5000%  | 0.0000% | $4567992.29        | $4527953.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5073 | 2055-10-01      | 5.0000%  | 0.0000% | $987.17            | $997.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5076 | 2055-11-01      | 5.0000%  | 0.0000% | $998.17            | $1004.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $288478783.51      | $293449273.00      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $137255.33         | $141167.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2151 | 2055-09-01      | 6.0000%  | 0.0000% | $9451414.32        | $9763622.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $24470982.35       | $24892617.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $1075.37           | $1093.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $3879535.50        | $3991634.68        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $4983619.34        | $5125403.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6990 | 2054-12-01      | 5.0000%  | 0.0000% | $27262933.44       | $27427601.56       | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $63199.06          | $64997.77          | Agency Mortgage-Backed Securities  |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $1144850.62        | $1126110.56        | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $31474.87          | $31606.05          | Agency Mortgage-Backed Securities  |
| GNII SF MB0619 M     | 2046-09-20      | 3.5000%  | 0.0000% | $995.56            | $917.47            | Agency Mortgage-Backed Securities  |
| GNII SF MB0620 M     | 2047-07-20      | 4.0000%  | 0.0000% | $1680032.15        | $1603044.67        | Agency Mortgage-Backed Securities  |
| GNII SF MB0625 M     | 2055-08-20      | 6.5000%  | 0.0000% | $5514336.48        | $5713128.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3333 | 2055-09-01      | 6.0000%  | 0.0000% | $5975867.25        | $6222891.68        | Agency Mortgage-Backed Securities  |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | 0.0000% | $2714.60           | $2725.92           | Agency Mortgage-Backed Securities  |
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | 0.0000% | $11591.91          | $11778.83          | Agency Mortgage-Backed Securities  |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $51295.37          | $53144.57          | Agency Mortgage-Backed Securities  |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | 0.0000% | $1634279.00        | $1607779.17        | Agency Mortgage-Backed Securities  |
| GNII SF MB0747 M     | 2055-11-20      | 6.0000%  | 0.0000% | $462734.00         | $475157.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8436 | 2054-12-01      | 5.0000%  | 0.0000% | $28177563.54       | $28281426.04       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $6894786.55        | $6600923.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $23428743.61       | $24381122.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1028 | 2055-04-01      | 6.0000%  | 0.0000% | $37112922.56       | $38209832.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1790 | 2055-06-01      | 5.5000%  | 0.0000% | $25476116.63       | $26041304.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $37611629.51       | $38259677.89       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7520 | 2050-05-01      | 4.0000%  | 0.0000% | $150172.93         | $146963.73         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY7139 | 2055-06-01      | 7.0000%  | 0.0000% | $1036694.53        | $1104666.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $26911280.16       | $27374826.96       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY8744 | 2055-07-01      | 6.5000%  | 0.0000% | $1164247.46        | $1212342.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $2897.68           | $2601.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $929.16            | $945.17            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $1037.99           | $893.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $8877.25           | $7640.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2297 | 2055-07-01      | 6.0000%  | 0.0000% | $1716630.11        | $1775409.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  | 0.0000% | $12353084.72       | $12704529.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1244 | 2055-05-01      | 5.5000%  | 0.0000% | $4440449.68        | $4523939.02        | Agency Mortgage-Backed Securities  |
| FHDN 03/25/26        | 2026-03-25      | 0.0000%  | 0.0000% | $22500000.00       | $22231890.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  | 0.0000% | $24647.28          | $24240.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $20030141.74       | $20375261.09       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7053 | 2050-12-01      | 2.0000%  | 0.0000% | $553573.20         | $452865.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5591 | 2055-07-01      | 6.0000%  | 0.0000% | $6804056.88        | $7000884.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6069 | 2055-07-01      | 6.0000%  | 0.0000% | $1151648.48        | $1197672.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6076 | 2055-07-01      | 6.0000%  | 0.0000% | $3445849.97        | $3553422.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7645 | 2055-09-01      | 6.0000%  | 0.0000% | $524690.05         | $539874.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7821 | 2055-08-01      | 6.0000%  | 0.0000% | $999770.49         | $1032414.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8234 | 2055-09-01      | 6.5000%  | 0.0000% | $1449444.50        | $1522597.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8760 | 2055-09-01      | 5.0000%  | 0.0000% | $655519.22         | $660491.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9157 | 2055-09-01      | 6.0000%  | 0.0000% | $1758102.46        | $1808927.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9369 | 2055-09-01      | 6.0000%  | 0.0000% | $4695118.78        | $4829558.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0155 | 2055-09-01      | 6.5000%  | 0.0000% | $5441270.45        | $5720619.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2515 | 2055-10-01      | 5.5000%  | 0.0000% | $1175991.00        | $1206205.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2520 | 2055-11-01      | 5.5000%  | 0.0000% | $432610.00         | $443413.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3530 | 2055-11-01      | 5.0000%  | 0.0000% | $2919717.00        | $2943282.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3218 | 2055-11-01      | 5.0000%  | 0.0000% | $1455.00           | $1468.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3766 | 2055-11-01      | 5.0000%  | 0.0000% | $57257466.00       | $57415382.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6238 | 2055-12-01      | 5.0000%  | 0.0000% | $4751773.00        | $4790219.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $4344522.01        | $4139569.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE9351 | 2047-03-01      | 4.0000%  | 0.0000% | $681091.95         | $661701.26         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS0160 | 2033-06-01      | 2.5000%  | 0.0000% | $408.91            | $396.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $4365729.61        | $4440951.13        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $2811.78           | $2519.14           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $765.13            | $780.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $33063.30          | $30907.61          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $716.17            | $739.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | 0.0000% | $857.17            | $864.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0040 | 2055-08-01      | 6.0000%  | 0.0000% | $1005903.12        | $1042841.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4041 | 2053-03-01      | 5.5000%  | 0.0000% | $784.94            | $803.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5403 | 2054-03-01      | 5.5000%  | 0.0000% | $14714276.63       | $15177408.48       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $947.17            | $963.49            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $735310.71         | $775870.45         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $395996.90         | $412069.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0049 | 2040-11-01      | 5.5000%  | 0.0000% | $5376052.00        | $5529065.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0196 | 2055-12-01      | 5.5000%  | 0.0000% | $10466292.00       | $10714144.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0349 | 2055-12-01      | 5.0000%  | 0.0000% | $1766695.00        | $1781093.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1445 | 2052-08-01      | 4.5000%  | 0.0000% | $1076.15           | $1070.60           | Agency Mortgage-Backed Securities  |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $7175.71           | $7058.25           | Agency Mortgage-Backed Securities  |
| 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $5313000.00        | $4999983.99        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $47500.00          | $47213.24          | U.S. Treasuries (including strips) |
| 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $8066400.00        | $6321761.48        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $5200000.00        | $5236606.37        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  | 0.0000% | $5998211.57        | $5966510.36        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $2208300.00        | $2211517.29        | U.S. Treasuries (including strips) |
| BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $5000000.00        | $4994590.00        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $500.00            | $512.02            | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $769097.88         | $775495.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $1874.02           | $1743.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0558 | 2054-06-01      | 5.0000%  | 0.0000% | $15521600.39       | $15689249.19       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6476888.05        | $6593828.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1927 | 2055-06-01      | 6.5000%  | 0.0000% | $753757.76         | $788735.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4265 | 2055-07-01      | 6.5000%  | 0.0000% | $1134332.30        | $1186970.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5289 | 2055-09-01      | 6.5000%  | 0.0000% | $5205850.29        | $5444585.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $2641867.07        | $2717794.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $38354683.20       | $39015534.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $10991071.26       | $11180447.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $12203281.77       | $12574871.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3652 | 2053-08-01      | 6.0000%  | 0.0000% | $802.61            | $843.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | 0.0000% | $14257592.52       | $14591933.06       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869 | 2049-10-01      | 3.5000%  | 0.0000% | $267.73            | $251.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1523 | 2053-10-01      | 6.0000%  | 0.0000% | $4780522.37        | $4932648.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0412 | 2054-09-01      | 5.5000%  | 0.0000% | $1049482.05        | $1084726.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  | 0.0000% | $446.11            | $424.70            | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $11167979.38       | $11337096.09       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1528 | 2052-04-01      | 3.0000%  | 0.0000% | $17493166.70       | $15897789.90       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $786.63            | $704.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1608.62           | $1442.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7132 | 2054-12-01      | 5.5000%  | 0.0000% | $8767916.74        | $8965440.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $4016388.95        | $3999082.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $1642.08           | $1530.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4257 | 2055-07-01      | 6.5000%  | 0.0000% | $1663763.13        | $1735080.34        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $17366454.16       | $17676532.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $17889791.25       | $18857521.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $858.88            | $862.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $5942204.88        | $5688948.10        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $28446.74          | $25513.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $904979.57         | $844568.56         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $1339327.33        | $1403258.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $1027.56           | $1045.39           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8259 | 2052-10-01      | 5.5000%  | 0.0000% | $739.87            | $755.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $826.90            | $740.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $781.35            | $797.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $2823710.13        | $2872362.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $5121.81           | $4978.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3879 | 2050-07-01      | 2.5000%  | 0.0000% | $1265606.52        | $1102460.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5305 | 2050-12-01      | 2.0000%  | 0.0000% | $643.30            | $538.37            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q45306 G | 2047-01-01      | 3.5000%  | 0.0000% | $6214381.15        | $5916494.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $593.55            | $534.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $818.66            | $700.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0564 | 2050-07-01      | 3.0000%  | 0.0000% | $654.71            | $594.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $1078.13           | $1012.28           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB837923 | 2035-08-01      | 6.4270%  | 0.0000% | $38.77             | $40.04             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2732 | 2054-12-01      | 6.0000%  | 0.0000% | $905.46            | $933.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3790 | 2054-10-01      | 5.5000%  | 0.0000% | $935565.08         | $968637.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5723 | 2054-11-01      | 5.0000%  | 0.0000% | $187203.70         | $188334.41         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $829.26            | $844.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $832.25            | $847.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $25998750.63       | $26463166.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $840.88            | $782.43            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q04359 G | 2041-11-01      | 4.0000%  | 0.0000% | $372442.43         | $368080.38         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40493 G | 2046-05-01      | 3.5000%  | 0.0000% | $1673214.53        | $1602203.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2035 | 2037-05-01      | 2.0000%  | 0.0000% | $1896315.23        | $1758310.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $2512.06           | $2340.93           | Agency Mortgage-Backed Securities  |
| GNMI SF 760393 X     | 2041-10-15      | 5.0000%  | 0.0000% | $24.80             | $25.08             | Agency Mortgage-Backed Securities  |
| GNMI SP 783402 X     | 2032-10-15      | 5.6000%  | 0.0000% | $69587.86          | $71372.79          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $29905578.18       | $30420851.29       | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $67615232.36       | $70071693.75       | 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 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244047575.12
- **C.18.a - Value (excl. sponsor support):** $244047575.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.4 - ISIN: US3130AYCZ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100011068.00
- **C.18.a - Value (excl. sponsor support):** $100011068.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225042768.00
- **C.18.a - Value (excl. sponsor support):** $225042768.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $396081690.84
- **C.18.a - Value (excl. sponsor support):** $396081690.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100022003.00
- **C.18.a - Value (excl. sponsor support):** $100022003.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200070202.00
- **C.18.a - Value (excl. sponsor support):** $200070202.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170079356.00
- **C.18.a - Value (excl. sponsor support):** $170079356.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1WF0, C.4 - ISIN: US3130B1WF01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100027174.00
- **C.18.a - Value (excl. sponsor support):** $100027174.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50008780.50
- **C.18.a - Value (excl. sponsor support):** $50008780.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B27M1, C.4 - ISIN: US3130B27M17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145018848.55
- **C.18.a - Value (excl. sponsor support):** $145018848.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2F26, C.4 - ISIN: US3130B2F265, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200042118.00
- **C.18.a - Value (excl. sponsor support):** $200042118.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50027267.00
- **C.18.a - Value (excl. sponsor support):** $50027267.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FF7, C.4 - ISIN: US3130B2FF76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150031588.50
- **C.18.a - Value (excl. sponsor support):** $150031588.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LH6, C.4 - ISIN: US3130B2LH68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150092316.00
- **C.18.a - Value (excl. sponsor support):** $150092316.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T96, C.4 - ISIN: US3130B2T969, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300093708.00
- **C.18.a - Value (excl. sponsor support):** $300093708.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: N/A
- **C.18 - Value (incl. sponsor support):** $54601819.67
- **C.18.a - Value (excl. sponsor support):** $54601819.67
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 32: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248037252.08
- **C.18.a - Value (excl. sponsor support):** $248037252.08
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150002941.50
- **C.18.a - Value (excl. sponsor support):** $150002941.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4P47, C.4 - ISIN: US3130B4P476, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106486914.55
- **C.18.a - Value (excl. sponsor support):** $106486914.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QU8, C.4 - ISIN: US3130B4QU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69008863.05
- **C.18.a - Value (excl. sponsor support):** $69008863.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150010417.50
- **C.18.a - Value (excl. sponsor support):** $150010417.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5J82, C.4 - ISIN: US3130B5J823, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199990494.00
- **C.18.a - Value (excl. sponsor support):** $199990494.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 38: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R42, C.4 - ISIN: US3130B5R420, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499980005.00
- **C.18.a - Value (excl. sponsor support):** $499980005.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 39: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160000348.80
- **C.18.a - Value (excl. sponsor support):** $160000348.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 40: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X94, C.4 - ISIN: US3130B5X949, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150038259.00
- **C.18.a - Value (excl. sponsor support):** $150038259.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 41: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $370088193.20
- **C.18.a - Value (excl. sponsor support):** $370088193.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 42: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6JY3, C.4 - ISIN: US3130B6JY34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249989017.50
- **C.18.a - Value (excl. sponsor support):** $249989017.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 43: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6PC4, C.4 - ISIN: US3130B6PC40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299960526.00
- **C.18.a - Value (excl. sponsor support):** $299960526.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 44: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99995137.00
- **C.18.a - Value (excl. sponsor support):** $99995137.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 45: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6S49, C.4 - ISIN: US3130B6S491, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249986595.00
- **C.18.a - Value (excl. sponsor support):** $249986595.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 46: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WA0, C.4 - ISIN: US3130B6WA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249977802.50
- **C.18.a - Value (excl. sponsor support):** $249977802.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 47: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XL5, C.4 - ISIN: US3130B6XL56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299951871.00
- **C.18.a - Value (excl. sponsor support):** $299951871.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Q2, C.4 - ISIN: US3130B76Q21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249675565.00
- **C.18.a - Value (excl. sponsor support):** $249675565.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.115000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $249993365.00
- **C.18.a - Value (excl. sponsor support):** $249993365.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 50: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.175000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $100009471.00
- **C.18.a - Value (excl. sponsor support):** $100009471.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 51: 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: 3130B7JG0, C.4 - ISIN: US3130B7JG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500021780.00
- **C.18.a - Value (excl. sponsor support):** $500021780.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JW5, C.4 - ISIN: US3130B7JW50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150016468.50
- **C.18.a - Value (excl. sponsor support):** $150016468.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NV2, C.4 - ISIN: US3130B7NV22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $699998236.00
- **C.18.a - Value (excl. sponsor support):** $699998236.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $749621970.00
- **C.18.a - Value (excl. sponsor support):** $749621970.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B7VA9, C.4 - ISIN: US3130B7VA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249813720.00
- **C.18.a - Value (excl. sponsor support):** $249813720.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WB6, C.4 - ISIN: US3130B7WB66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499773990.00
- **C.18.a - Value (excl. sponsor support):** $499773990.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: N/A
- **C.18 - Value (incl. sponsor support):** $499515035.00
- **C.18.a - Value (excl. sponsor support):** $499515035.00
- **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 58: 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: N/A
- **C.18 - Value (incl. sponsor support):** $499669125.00
- **C.18.a - Value (excl. sponsor support):** $499669125.00
- **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 59: 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: N/A
- **C.18 - Value (incl. sponsor support):** $500133020.00
- **C.18.a - Value (excl. sponsor support):** $500133020.00
- **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 60: 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: N/A
- **C.18 - Value (incl. sponsor support):** $499849765.00
- **C.18.a - Value (excl. sponsor support):** $499849765.00
- **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 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: 313313C48, C.4 - ISIN: US313313C481, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24368982.75
- **C.18.a - Value (excl. sponsor support):** $24368982.75
- **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 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: N/A
- **C.18 - Value (incl. sponsor support):** $38820755.60
- **C.18.a - Value (excl. sponsor support):** $38820755.60
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $38794466.80
- **C.18.a - Value (excl. sponsor support):** $38794466.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313QH4, C.4 - ISIN: US313313QH44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19976333.40
- **C.18.a - Value (excl. sponsor support):** $19976333.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313QQ4, C.4 - ISIN: US313313QQ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24953159.75
- **C.18.a - Value (excl. sponsor support):** $24953159.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313313QR2, C.4 - ISIN: US313313QR26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144714028.10
- **C.18.a - Value (excl. sponsor support):** $144714028.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313313TG3, C.4 - ISIN: US313313TG34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64447761.95
- **C.18.a - Value (excl. sponsor support):** $64447761.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34581400.00
- **C.18.a - Value (excl. sponsor support):** $34581400.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313UU0, C.4 - ISIN: US313313UU09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64209311.40
- **C.18.a - Value (excl. sponsor support):** $64209311.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14753531.25
- **C.18.a - Value (excl. sponsor support):** $14753531.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48970965.50
- **C.18.a - Value (excl. sponsor support):** $48970965.50
- **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 72: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19530719.40
- **C.18.a - Value (excl. sponsor support):** $19530719.40
- **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 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: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32079657.39
- **C.18.a - Value (excl. sponsor support):** $32079657.39
- **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 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: 313385QS8, C.4 - ISIN: US313385QS85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62869537.71
- **C.18.a - Value (excl. sponsor support):** $62869537.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498237845.00
- **C.18.a - Value (excl. sponsor support):** $498237845.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199214584.00
- **C.18.a - Value (excl. sponsor support):** $199214584.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $497583335.00
- **C.18.a - Value (excl. sponsor support):** $497583335.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385SK3, C.4 - ISIN: US313385SK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112294534.22
- **C.18.a - Value (excl. sponsor support):** $112294534.22
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385TG1, C.4 - ISIN: US313385TG11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $348017914.53
- **C.18.a - Value (excl. sponsor support):** $348017914.53
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UD6, C.4 - ISIN: US313385UD60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247342222.50
- **C.18.a - Value (excl. sponsor support):** $247342222.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244401735.00
- **C.18.a - Value (excl. sponsor support):** $244401735.00
- **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 82: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244377395.00
- **C.18.a - Value (excl. sponsor support):** $244377395.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **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 83: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $102023455.92
- **C.18.a - Value (excl. sponsor support):** $102023455.92
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN6A3, C.4 - ISIN: US3133EN6A33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29997437.10
- **C.18.a - Value (excl. sponsor support):** $29997437.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4W2, C.4 - ISIN: US3133EP4W26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30001829.40
- **C.18.a - Value (excl. sponsor support):** $30001829.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5K7, C.4 - ISIN: US3133EP5K78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10014579.40
- **C.18.a - Value (excl. sponsor support):** $10014579.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50014729.00
- **C.18.a - Value (excl. sponsor support):** $50014729.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWD3, C.4 - ISIN: US3133EPWD32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10035863.90
- **C.18.a - Value (excl. sponsor support):** $10035863.90
- **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 89: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.015000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39999115.60
- **C.18.a - Value (excl. sponsor support):** $39999115.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 90: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2H3, C.4 - ISIN: US3133ER2H31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24004053.84
- **C.18.a - Value (excl. sponsor support):** $24004053.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139992988.80
- **C.18.a - Value (excl. sponsor support):** $139992988.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 92: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5A5, C.4 - ISIN: US3133ER5A50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124995010.00
- **C.18.a - Value (excl. sponsor support):** $124995010.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 93: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99982543.00
- **C.18.a - Value (excl. sponsor support):** $99982543.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 94: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130172926.00
- **C.18.a - Value (excl. sponsor support):** $130172926.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 95: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144993272.00
- **C.18.a - Value (excl. sponsor support):** $144993272.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 96: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40014680.80
- **C.18.a - Value (excl. sponsor support):** $40014680.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 97: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66370139.56
- **C.18.a - Value (excl. sponsor support):** $66370139.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60021102.00
- **C.18.a - Value (excl. sponsor support):** $60021102.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 99: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBX8, C.4 - ISIN: US3133ERBX80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100010681.00
- **C.18.a - Value (excl. sponsor support):** $100010681.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.950400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERCM1, C.4 - ISIN: US3133ERCM17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150074103.00
- **C.18.a - Value (excl. sponsor support):** $150074103.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40005201.20
- **C.18.a - Value (excl. sponsor support):** $40005201.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDZ1, C.4 - ISIN: US3133ERDZ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24973280.72
- **C.18.a - Value (excl. sponsor support):** $24973280.72
- **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 103: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERET4, C.4 - ISIN: US3133ERET42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200024992.00
- **C.18.a - Value (excl. sponsor support):** $200024992.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200018982.00
- **C.18.a - Value (excl. sponsor support):** $200018982.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450001044.00
- **C.18.a - Value (excl. sponsor support):** $450001044.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65001104.35
- **C.18.a - Value (excl. sponsor support):** $65001104.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90034219.80
- **C.18.a - Value (excl. sponsor support):** $90034219.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 108: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60111139.20
- **C.18.a - Value (excl. sponsor support):** $60111139.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 109: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150025908.00
- **C.18.a - Value (excl. sponsor support):** $150025908.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155072749.25
- **C.18.a - Value (excl. sponsor support):** $155072749.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 111: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $280128870.00
- **C.18.a - Value (excl. sponsor support):** $280128870.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 112: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $185017902.45
- **C.18.a - Value (excl. sponsor support):** $185017902.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERM99, C.4 - ISIN: US3133ERM994, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50468574.20
- **C.18.a - Value (excl. sponsor support):** $50468574.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60005749.20
- **C.18.a - Value (excl. sponsor support):** $60005749.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 115: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175021346.50
- **C.18.a - Value (excl. sponsor support):** $175021346.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62033526.50
- **C.18.a - Value (excl. sponsor support):** $62033526.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 117: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ53, C.4 - ISIN: US3133ERQ532, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $375106455.00
- **C.18.a - Value (excl. sponsor support):** $375106455.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 118: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150069988.50
- **C.18.a - Value (excl. sponsor support):** $150069988.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 119: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQJ3, C.4 - ISIN: US3133ERQJ32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110052129.00
- **C.18.a - Value (excl. sponsor support):** $110052129.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 120: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50033332.50
- **C.18.a - Value (excl. sponsor support):** $50033332.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 121: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45081275.85
- **C.18.a - Value (excl. sponsor support):** $45081275.85
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 122: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70040026.70
- **C.18.a - Value (excl. sponsor support):** $70040026.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 123: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70038955.70
- **C.18.a - Value (excl. sponsor support):** $70038955.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 124: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS44, C.4 - ISIN: US3133ERS447, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225032944.50
- **C.18.a - Value (excl. sponsor support):** $225032944.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 125: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174090197.39
- **C.18.a - Value (excl. sponsor support):** $174090197.39
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25015527.25
- **C.18.a - Value (excl. sponsor support):** $25015527.25
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 127: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125032412.50
- **C.18.a - Value (excl. sponsor support):** $125032412.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV24, C.4 - ISIN: US3133ERV243, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39989105.84
- **C.18.a - Value (excl. sponsor support):** $39989105.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVS7, C.4 - ISIN: US3133ERVS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005685.00
- **C.18.a - Value (excl. sponsor support):** $100005685.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX71, C.4 - ISIN: US3133ERX710, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39006365.19
- **C.18.a - Value (excl. sponsor support):** $39006365.19
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZQ7, C.4 - ISIN: US3133ERZQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175142093.00
- **C.18.a - Value (excl. sponsor support):** $175142093.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 132: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.165000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $269998380.00
- **C.18.a - Value (excl. sponsor support):** $269998380.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125111892.50
- **C.18.a - Value (excl. sponsor support):** $125111892.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 135: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399972604.00
- **C.18.a - Value (excl. sponsor support):** $399972604.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 136: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149990262.00
- **C.18.a - Value (excl. sponsor support):** $149990262.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 137: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60012790.20
- **C.18.a - Value (excl. sponsor support):** $60012790.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 138: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.960400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFL6, C.4 - ISIN: US3133ETFL62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95063715.55
- **C.18.a - Value (excl. sponsor support):** $95063715.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFP7, C.4 - ISIN: US3133ETFP76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150000736.50
- **C.18.a - Value (excl. sponsor support):** $150000736.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 140: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.050000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $89998695.90
- **C.18.a - Value (excl. sponsor support):** $89998695.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 141: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114984841.85
- **C.18.a - Value (excl. sponsor support):** $114984841.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 142: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJW8, C.4 - ISIN: US3133ETJW81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $108103615.95
- **C.18.a - Value (excl. sponsor support):** $108103615.95
- **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 143: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJY4, C.4 - ISIN: US3133ETJY48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229989309.60
- **C.18.a - Value (excl. sponsor support):** $229989309.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 144: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124998935.00
- **C.18.a - Value (excl. sponsor support):** $124998935.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 145: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139951418.60
- **C.18.a - Value (excl. sponsor support):** $139951418.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 146: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLQ8, C.4 - ISIN: US3133ETLQ85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $279986464.80
- **C.18.a - Value (excl. sponsor support):** $279986464.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 147: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $209995957.50
- **C.18.a - Value (excl. sponsor support):** $209995957.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 148: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64990676.40
- **C.18.a - Value (excl. sponsor support):** $64990676.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 149: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.005000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997507.00
- **C.18.a - Value (excl. sponsor support):** $99997507.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 150: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $319885292.80
- **C.18.a - Value (excl. sponsor support):** $319885292.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 151: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124991446.25
- **C.18.a - Value (excl. sponsor support):** $124991446.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 152: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQP5, C.4 - ISIN: US3133ETQP57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84997952.35
- **C.18.a - Value (excl. sponsor support):** $84997952.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 153: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.996800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQW0, C.4 - ISIN: US3133ETQW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199950648.00
- **C.18.a - Value (excl. sponsor support):** $199950648.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **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 154: 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: N/A
- **C.18 - Value (incl. sponsor support):** $99989254.00
- **C.18.a - Value (excl. sponsor support):** $99989254.00
- **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 155: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.105000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRT6, C.4 - ISIN: US3133ETRT60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149994471.00
- **C.18.a - Value (excl. sponsor support):** $149994471.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 156: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64998209.90
- **C.18.a - Value (excl. sponsor support):** $64998209.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 157: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 3.945400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49998818.00
- **C.18.a - Value (excl. sponsor support):** $49998818.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **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 158: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.140000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $129991998.50
- **C.18.a - Value (excl. sponsor support):** $129991998.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 159: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.115000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $99998978.00
- **C.18.a - Value (excl. sponsor support):** $99998978.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 160: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.175000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $89993387.70
- **C.18.a - Value (excl. sponsor support):** $89993387.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 161: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUL9, C.4 - ISIN: US3133ETUL97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33281346.01
- **C.18.a - Value (excl. sponsor support):** $33281346.01
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.180000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $100035566.00
- **C.18.a - Value (excl. sponsor support):** $100035566.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 163: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.060000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $99998790.00
- **C.18.a - Value (excl. sponsor support):** $99998790.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 164: 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: N/A
- **C.18 - Value (incl. sponsor support):** $19021150.67
- **C.18.a - Value (excl. sponsor support):** $19021150.67
- **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 165: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.165000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp.
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3134A2HG6, C.4 - ISIN: US3134A2HG69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19977197.40
- **C.18.a - Value (excl. sponsor support):** $19977197.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100016698.00
- **C.18.a - Value (excl. sponsor support):** $100016698.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $255067100.70
- **C.18.a - Value (excl. sponsor support):** $255067100.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1128392803.44
- **C.18.a - Value (excl. sponsor support):** $1128392803.44
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141077497.83
- **C.18.a - Value (excl. sponsor support):** $141077497.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 171: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300116490.00
- **C.18.a - Value (excl. sponsor support):** $300116490.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 172: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $268134946.04
- **C.18.a - Value (excl. sponsor support):** $268134946.04
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 173: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.165000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $664785890.30
- **C.18.a - Value (excl. sponsor support):** $664785890.30
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 174: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $249989970.00
- **C.18.a - Value (excl. sponsor support):** $249989970.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 175: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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: N/A
- **C.18 - Value (incl. sponsor support):** $300480312.00
- **C.18.a - Value (excl. sponsor support):** $300480312.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 176: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250029505.00
- **C.18.a - Value (excl. sponsor support):** $250029505.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 177: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50026428.00
- **C.18.a - Value (excl. sponsor support):** $50026428.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 178: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149058460.15
- **C.18.a - Value (excl. sponsor support):** $149058460.15
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 179: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329309585.71
- **C.18.a - Value (excl. sponsor support):** $329309585.71
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 180: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 2.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.4 - ISIN: US3135G0K368, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $228865117.74
- **C.18.a - Value (excl. sponsor support):** $228865117.74
- **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 181: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183050598.03
- **C.18.a - Value (excl. sponsor support):** $183050598.03
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 182: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $479042627.94
- **C.18.a - Value (excl. sponsor support):** $479042627.94
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 183: Gillean 2019 Family Trust

- **C.1 - Title:** Gillean 2019 Family Trust 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 375702AA5, C.4 - ISIN: US375702AA54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6140000.00
- **C.18.a - Value (excl. sponsor support):** $6140000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2039-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: Hacienda Senior Villas LP A California LP

- **C.1 - Title:** Hacienda Senior Villas LP A California LP 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404515AA6, C.4 - ISIN: US404515AA67, C.3 - LEI: 549300Y6NSRDF98IH132
- **C.18 - Value (incl. sponsor support):** $20075000.00
- **C.18.a - Value (excl. sponsor support):** $20075000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 454991001, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 454991001_3.97_1201
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 02/19/26               | 2026-02-19      | 0.0000%  | 0.0000% | $8409300.00        | $8336643.65        | U.S. Treasuries (including strips) |
| BILL 08/06/26               | 2026-08-06      | 0.0000%  | 0.0000% | $18233600.00       | $17785418.11       | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-13      | 0.0000%  | 0.0000% | $25000000.00       | $24878000.00       | U.S. Treasuries (including strips) |

### Security 186: Fixed Income Clearing Corp. - ING Financial Markets

- **C.1 - Title:** Fixed Income Clearing Corp. - ING Financial Markets 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45699W001, C.3 - LEI: N/A, C.5 - Other ID: 45699W001_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $575000000.00      | $547564506.90      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $469903400.00      | $472435499.10      | U.S. Treasuries (including strips) |

### Security 187: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 3.980000%
- **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: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 46799N008_3.98_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 CLQY1154 | 2055-04-01      | 5.5000%  | 0.0000% | $23988888.91       | $24592329.41       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $59145782.83       | $59784557.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6528 | 2053-06-01      | 5.5000%  | 0.0000% | $18085521.87       | $18623114.01       | Agency Mortgage-Backed Securities |

### Security 188: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.040000%
- **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: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: 46799N008_4.04_1211
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 04.500 CLQE6343 | 2052-07-01      | 4.5000%  | 0.0000% | $319555.44         | $317683.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ8787 | 2048-02-01      | 4.0000%  | 0.0000% | $462811.96         | $451346.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK3815 | 2048-05-01      | 4.0000%  | 0.0000% | $833197.65         | $818021.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  | 0.0000% | $860441.37         | $861159.83         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3183 | 2037-08-01      | 3.1800%  | 0.0000% | $15761920.05       | $14182323.47       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI5185 | 2054-05-01      | 7.0000%  | 0.0000% | $809796.56         | $869165.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7194 | 2048-08-01      | 4.5000%  | 0.0000% | $501327.23         | $502402.58         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91595 G | 2040-03-01      | 5.5000%  | 0.0000% | $101965.60         | $105093.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0575 | 2048-11-01      | 4.0000%  | 0.0000% | $777624.18         | $763720.26         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91994 G | 2040-04-01      | 5.5000%  | 0.0000% | $63347.50          | $64492.31          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN8089 | 2049-03-01      | 4.0000%  | 0.0000% | $498005.92         | $486521.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6437 | 2054-10-01      | 5.5000%  | 0.0000% | $924034.57         | $952799.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  | 0.0000% | $380177.31         | $390574.02         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS5553 | 2034-05-01      | 3.5400%  | 0.0000% | $13482927.05       | $12832402.78       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8403 | 2034-01-01      | 4.5400%  | 0.0000% | $8068000.00        | $8253846.38        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A37403 G | 2035-09-01      | 5.5000%  | 0.0000% | $88288.22          | $92351.15          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8472 | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $13070567.15       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8720 | 2033-06-01      | 4.4000%  | 0.0000% | $14741124.79       | $14934764.21       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9298 | 2033-09-01      | 4.5800%  | 0.0000% | $50375.22          | $51627.80          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9299 | 2033-09-01      | 4.5800%  | 0.0000% | $8586685.77        | $8800193.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH7237 | 2041-03-01      | 5.5000%  | 0.0000% | $82234.43          | $85600.37          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0446 | 2034-02-01      | 4.4050%  | 0.0000% | $9920000.00        | $10034494.16       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1735 | 2034-09-01      | 4.4000%  | 0.0000% | $7653000.00        | $7734320.78        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1736 | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $14112381.46       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1751 | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $30526976.44       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1450 | 2034-07-01      | 4.6800%  | 0.0000% | $11711000.00       | $12021435.19       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1567 | 2034-09-01      | 4.4000%  | 0.0000% | $9736000.00        | $9839454.74        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2826 | 2035-01-01      | 4.4350%  | 0.0000% | $38940233.36       | $39315899.52       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK6101 | 2048-06-01      | 4.0000%  | 0.0000% | $995944.29         | $978136.81         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4708 | 2030-08-01      | 4.5100%  | 0.0000% | $64185000.00       | $65862635.44       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5022 | 2032-09-01      | 4.1800%  | 0.0000% | $37602000.00       | $37739510.51       | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92668 G | 2040-06-01      | 5.5000%  | 0.0000% | $191075.18         | $199206.00         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92364 G | 2040-05-01      | 5.5000%  | 0.0000% | $161399.31         | $168305.75         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92716 G | 2040-06-01      | 5.5000%  | 0.0000% | $108911.04         | $111721.49         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93075 G | 2040-07-01      | 5.5000%  | 0.0000% | $119490.40         | $124314.59         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79257 G | 2035-05-01      | 5.5000%  | 0.0000% | $90370.03          | $93205.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 K2796487 | 2034-06-01      | 4.5000%  | 0.0000% | $146450.69         | $146537.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD1601 | 2040-02-01      | 5.5000%  | 0.0000% | $619212.90         | $644991.35         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A93619 G | 2040-08-01      | 5.5000%  | 0.0000% | $183066.29         | $189792.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4826 | 2040-10-01      | 4.5000%  | 0.0000% | $277277.88         | $278511.77         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4663 | 2047-06-01      | 4.0000%  | 0.0000% | $894604.98         | $877784.62         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1487 | 2052-08-01      | 4.0000%  | 0.0000% | $988655.06         | $953981.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL838756 | 2035-09-01      | 6.0000%  | 0.0000% | $283062.60         | $298375.15         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A10254 G | 2033-06-01      | 5.5000%  | 0.0000% | $130014.77         | $132359.98         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q00320 G | 2041-04-01      | 5.0000%  | 0.0000% | $304392.66         | $313397.50         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q00637 G | 2041-05-01      | 5.5000%  | 0.0000% | $99889.27          | $103850.98         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A36965 G | 2035-08-01      | 5.5000%  | 0.0000% | $72226.68          | $73531.96          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01452 G | 2041-06-01      | 5.5000%  | 0.0000% | $85212.86          | $88785.58          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01540 G | 2041-06-01      | 5.5000%  | 0.0000% | $320654.42         | $334386.76         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $501105.83         | $519139.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5974 | 2048-07-01      | 4.0000%  | 0.0000% | $423370.99         | $412354.87         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01952 G | 2041-07-01      | 5.0000%  | 0.0000% | $442044.18         | $457956.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAH2330 | 2041-02-01      | 6.0000%  | 0.0000% | $88282.22          | $91735.02          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q02127 G | 2041-07-01      | 5.5000%  | 0.0000% | $255234.62         | $266145.14         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02132 G | 2041-07-01      | 5.0000%  | 0.0000% | $451327.98         | $467560.89         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02187 G | 2041-07-01      | 5.0000%  | 0.0000% | $538886.04         | $554180.71         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  | 0.0000% | $834955.19         | $865007.73         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02246 G | 2041-07-01      | 5.0000%  | 0.0000% | $228946.47         | $237831.88         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02322 G | 2041-07-01      | 5.0000%  | 0.0000% | $182360.74         | $187099.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5367 | 2048-05-01      | 4.0000%  | 0.0000% | $281689.33         | $274316.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH5088 | 2041-03-01      | 5.5000%  | 0.0000% | $73354.64          | $76487.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6111 | 2041-03-01      | 5.5000%  | 0.0000% | $93544.41          | $95826.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6418 | 2041-02-01      | 5.5000%  | 0.0000% | $79337.87          | $82326.84          | Agency Mortgage-Backed Securities |
| FKAR 04.590 WNWN2495 | 2032-11-01      | 4.5900%  | 0.0000% | $9425000.00        | $9693918.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5489 | 2048-05-01      | 4.0000%  | 0.0000% | $783451.33         | $764653.98         | Agency Mortgage-Backed Securities |
| 07.000 FRPC G80366 G | 2031-03-15      | 7.0000%  | 0.0000% | $120291.04         | $122529.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7765 | 2046-08-01      | 4.0000%  | 0.0000% | $787497.32         | $770005.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL992137 | 2038-10-01      | 6.5000%  | 0.0000% | $674771.08         | $719413.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4358 | 2042-01-01      | 4.0000%  | 0.0000% | $832065.76         | $824462.34         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC1320 | 2034-07-01      | 5.0000%  | 0.0000% | $758115.63         | $767531.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVMA1943 | 2029-05-01      | 3.5000%  | 0.0000% | $384000.81         | $381072.80         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  | 0.0000% | $822552.86         | $860002.05         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $220296.91         | $229470.29         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90816 G | 2040-01-01      | 5.5000%  | 0.0000% | $196284.63         | $204211.59         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90948 G | 2040-02-01      | 5.5000%  | 0.0000% | $139001.30         | $145215.07         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A91145 G | 2040-02-01      | 5.5000%  | 0.0000% | $113429.59         | $117983.79         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92680 G | 2040-06-01      | 5.5000%  | 0.0000% | $222836.47         | $231838.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0026 | 2042-10-01      | 3.5000%  | 0.0000% | $524153.96         | $503618.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $944416.54         | $909166.20         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $681435.37         | $705965.68         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A97628 G | 2041-03-01      | 5.5000%  | 0.0000% | $186719.72         | $195117.44         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $341247.51         | $352695.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1368 | 2043-12-01      | 4.0000%  | 0.0000% | $533717.24         | $525204.45         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H01453 G | 2036-04-01      | 6.0000%  | 0.0000% | $168279.24         | $171121.81         | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $586496.21         | $625748.64         | Agency Mortgage-Backed Securities |
| FKAR 04.500 WRWR1004 | 2034-04-01      | 4.5000%  | 0.0000% | $60000000.00       | $60928800.00       | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01222 G | 2041-06-01      | 5.0000%  | 0.0000% | $212661.49         | $220316.46         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01932 G | 2041-07-01      | 5.0000%  | 0.0000% | $120174.55         | $123459.52         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02084 G | 2041-07-01      | 5.0000%  | 0.0000% | $497525.69         | $515459.01         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3612 | 2035-04-01      | 4.6950%  | 0.0000% | $18643000.00       | $19066983.77       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $16164851.40       | $16280276.53       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ0275 | 2036-08-01      | 4.5000%  | 0.0000% | $412637.54         | $419592.55         | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40663 G | 2028-03-01      | 3.0000%  | 0.0000% | $22823.45          | $22591.29          | Agency Mortgage-Backed Securities |
| 05.500 FGPC N70070 G | 2035-06-01      | 5.5000%  | 0.0000% | $751330.70         | $763761.46         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42756 G | 2046-09-01      | 3.5000%  | 0.0000% | $413611.02         | $395542.42         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8760 | 2033-07-01      | 4.3400%  | 0.0000% | $48480000.00       | $49030393.44       | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP923295 | 2037-03-01      | 6.5000%  | 0.0000% | $213685.68         | $220895.65         | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70076 G | 2035-08-01      | 5.0000%  | 0.0000% | $103059.35         | $103842.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3120 | 2046-02-01      | 4.0000%  | 0.0000% | $530677.89         | $523771.12         | Agency Mortgage-Backed Securities |
| 06.000 FGPC C75105 G | 2032-12-01      | 6.0000%  | 0.0000% | $469615.08         | $492134.06         | Agency Mortgage-Backed Securities |
| 07.500 FGPC A64445 G | 2037-08-01      | 7.5000%  | 0.0000% | $233479.04         | $243194.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6834 | 2041-02-01      | 5.5000%  | 0.0000% | $85380.05          | $88890.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD8463 | 2040-06-01      | 5.5000%  | 0.0000% | $177214.22         | $184157.29         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  | 0.0000% | $152714.32         | $154837.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9080 | 2038-01-01      | 5.5000%  | 0.0000% | $804595.70         | $843143.08         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88905 G | 2039-09-01      | 6.0000%  | 0.0000% | $189206.77         | $198011.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI0584 | 2041-05-01      | 5.5000%  | 0.0000% | $486772.87         | $506696.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0856 | 2048-10-01      | 4.5000%  | 0.0000% | $809634.09         | $807533.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH0567 | 2040-12-01      | 5.5000%  | 0.0000% | $94961.36          | $98312.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH3741 | 2033-05-01      | 5.5000%  | 0.0000% | $184370.36         | $187510.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH6800 | 2041-03-01      | 5.5000%  | 0.0000% | $762378.05         | $796194.09         | Agency Mortgage-Backed Securities |
| FKAR 04.470 WNWN4012 | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $20535291.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD7785 | 2046-09-01      | 4.0000%  | 0.0000% | $168866.16         | $164970.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1938 | 2048-11-01      | 4.0000%  | 0.0000% | $626100.78         | $610679.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC9536 | 2040-01-01      | 5.5000%  | 0.0000% | $407289.97         | $424253.59         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q47358 G | 2047-04-01      | 3.5000%  | 0.0000% | $835078.58         | $796037.83         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03465 G | 2041-09-01      | 4.0000%  | 0.0000% | $78953.54          | $78012.42          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $821946.93         | $807315.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $780831.40         | $770796.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ1923 | 2042-10-01      | 3.5000%  | 0.0000% | $348686.14         | $334156.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 BLAL0283 | 2032-02-01      | 6.0000%  | 0.0000% | $307935.93         | $313666.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2155 | 2042-03-01      | 3.5000%  | 0.0000% | $367464.71         | $354656.73         | Agency Mortgage-Backed Securities |

### Security 189: Ken-Vin Life Co. LLC

- **C.1 - Title:** Ken-Vin Life Co. LLC 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 190: L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021

- **C.1 - Title:** L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 4.100000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 191: La Mesa Senior Living LP

- **C.1 - Title:** La Mesa Senior Living LP 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 192: Legado Encino LLC

- **C.1 - Title:** Legado Encino LLC 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 193: MBW Legacy Investments LLC

- **C.1 - Title:** MBW Legacy Investments LLC 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 194: Mitchell 2019 Irrevocable Life Insurance Trust

- **C.1 - Title:** Mitchell 2019 Irrevocable Life Insurance Trust 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60669LAA7, C.4 - ISIN: US60669LAA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25905000.00
- **C.18.a - Value (excl. sponsor support):** $25905000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 195: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_3.90_1201
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3.84 FCOR 26-28 LY  | 2028-11-10      | 3.8400%  | 0.0000% | $35377000.00       | $35400631.84       | Agency Mortgage-Backed Securities  |
| 0.825 FMNT 21-27 F9 | 2027-09-29      | 0.8250%  | 0.0000% | $1000000.00        | $951552.08         | Agency Mortgage-Backed Securities  |
| 3 7/8 BOND 43       | 2043-02-15      | 3.8750%  | 0.0000% | $84277300.00       | $78536025.73       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40       | 2040-11-15      | 4.2500%  | 0.0000% | $12785800.00       | $12585500.77       | U.S. Treasuries (including strips) |
| GNII SF MA4838 M    | 2047-11-20      | 4.0000%  | 0.0000% | $1805.66           | $1754.29           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M    | 2052-08-20      | 4.5000%  | 0.0000% | $1905.50           | $1888.17           | Agency Mortgage-Backed Securities  |
| GNII SF MA4720 M    | 2047-09-20      | 4.0000%  | 0.0000% | $110.07            | $106.98            | Agency Mortgage-Backed Securities  |
| GNII SF 003831 M    | 2036-03-20      | 6.0000%  | 0.0000% | $525.81            | $554.08            | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M    | 2038-09-20      | 6.0000%  | 0.0000% | $11.63             | $11.90             | Agency Mortgage-Backed Securities  |
| GNII JM 004260 M    | 2038-10-20      | 6.0000%  | 0.0000% | $3.27              | $3.35              | Agency Mortgage-Backed Securities  |
| GNII JM 004310 M    | 2038-12-20      | 6.0000%  | 0.0000% | $62.65             | $63.63             | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M    | 2038-12-20      | 6.5000%  | 0.0000% | $6.88              | $6.92              | Agency Mortgage-Backed Securities  |
| GNII SF MA0697 M    | 2043-01-20      | 2.5000%  | 0.0000% | $2143.92           | $1942.01           | Agency Mortgage-Backed Securities  |
| GNII SF MA4383 M    | 2047-04-20      | 4.0000%  | 0.0000% | $9224.68           | $8975.52           | Agency Mortgage-Backed Securities  |
| GNII SP 781301 M    | 2031-06-20      | 6.0000%  | 0.0000% | $64.16             | $66.76             | Agency Mortgage-Backed Securities  |
| GNII SF 003149 M    | 2031-10-20      | 6.0000%  | 0.0000% | $306.29            | $320.96            | Agency Mortgage-Backed Securities  |
| GNII SF 003986 M    | 2037-05-20      | 6.0000%  | 0.0000% | $5664.97           | $6046.44           | Agency Mortgage-Backed Securities  |
| GNII SF 004017 M    | 2037-08-20      | 6.0000%  | 0.0000% | $4510.07           | $4766.64           | Agency Mortgage-Backed Securities  |
| GNII JM 004364 M    | 2039-02-20      | 6.0000%  | 0.0000% | $50.74             | $51.51             | Agency Mortgage-Backed Securities  |

### Security 196: MUFG Securities Americas

- **C.1 - Title:** MUFG Securities Americas 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 606745008, C.3 - LEI: N/A, C.5 - Other ID: 606745008_4.00_1202
- **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:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? 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 CLQG3342 | 2053-05-01      | 5.5000%  | 0.0000% | $41946.98          | $42933.36          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6739 | 2053-06-01      | 5.5000%  | 0.0000% | $95799.90          | $98673.42          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8863 | 2053-08-01      | 6.0000%  | 0.0000% | $19718.18          | $20459.78          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1732 | 2047-07-01      | 4.5000%  | 0.0000% | $108889.10         | $109518.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBM1258 | 2037-03-01      | 3.5000%  | 0.0000% | $3926.30           | $3847.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM3118 | 2041-07-01      | 6.0000%  | 0.0000% | $244101.89         | $258888.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $208441.89         | $212791.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2325 | 2049-09-01      | 3.5000%  | 0.0000% | $8133.45           | $7613.93           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2362 | 2050-09-01      | 2.0000%  | 0.0000% | $32894.13          | $27061.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4568 | 2037-09-01      | 3.0000%  | 0.0000% | $169341.68         | $163773.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $34296.43          | $32046.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5186 | 2052-07-01      | 3.5000%  | 0.0000% | $15959639.80       | $15026383.90       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS6213 | 2037-03-01      | 3.0000%  | 0.0000% | $2090.49           | $2040.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | 0.0000% | $3825278.78        | $3882179.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  | 0.0000% | $65308.52          | $67445.42          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  | 0.0000% | $20516.61          | $18001.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7494 | 2052-01-01      | 4.0000%  | 0.0000% | $135394.49         | $131351.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8968 | 2054-09-01      | 6.0000%  | 0.0000% | $25717.02          | $26509.49          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $6725.44           | $7037.01           | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $43828.10          | $41132.89          | Agency Mortgage-Backed Securities |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $30855.30          | $31882.63          | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $237.40            | $237.63            | Agency Mortgage-Backed Securities |
| GNII SF MA6408 M     | 2049-12-20      | 2.5000%  | 0.0000% | $283253.22         | $248595.78         | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $338020.69         | $290253.29         | Agency Mortgage-Backed Securities |
| GNII SF MA6709 M     | 2050-06-20      | 2.5000%  | 0.0000% | $370123.18         | $323326.65         | Agency Mortgage-Backed Securities |
| FMAR 842061 G        | 2053-08-01      | 4.4670%  | 0.0000% | $15000000.00       | $15102588.75       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16700 G | 2028-11-01      | 3.5000%  | 0.0000% | $60220.02          | $60041.47          | Agency Mortgage-Backed Securities |
| 3.98 FCOR 26-29 JU   | 2029-02-05      | 3.9800%  | 0.0000% | $35000000.00       | $35027502.22       | Agency Mortgage-Backed Securities |
| 4.20 FCOR 26-29 JY   | 2029-11-26      | 4.2000%  | 0.0000% | $25000000.00       | $24983358.33       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6091 | 2052-01-01      | 3.0000%  | 0.0000% | $12756036.36       | $11421754.96       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6649 | 2052-01-01      | 2.0000%  | 0.0000% | $11524.48          | $9477.56           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8817 | 2053-03-01      | 6.0000%  | 0.0000% | $1788.20           | $1842.50           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTRB5164 | 2042-05-01      | 3.5000%  | 0.0000% | $170626.08         | $163588.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5339 | 2052-07-01      | 3.0000%  | 0.0000% | $368843.08         | $332563.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $26202.19          | $26018.62          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5655 | 2052-04-01      | 2.5000%  | 0.0000% | $9740737.12        | $8370351.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $31965.07          | $32213.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  | 0.0000% | $15261634.34       | $15635880.13       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $268505.97         | $271512.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8752 | 2054-08-01      | 6.0000%  | 0.0000% | $1980234.24        | $2068728.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9382 | 2047-07-01      | 5.0000%  | 0.0000% | $3558947.82        | $3678172.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0285 | 2055-04-01      | 6.5000%  | 0.0000% | $10782080.05       | $11489190.42       | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $20960.73          | $20454.94          | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $23561.36          | $21581.03          | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $382156.05         | $357057.19         | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $15370.15          | $14374.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL903803 | 2036-11-01      | 6.0000%  | 0.0000% | $9009.70           | $9526.53           | Agency Mortgage-Backed Securities |
| GNII SF MA6044 M     | 2049-07-20      | 6.0000%  | 0.0000% | $10736.17          | $11348.44          | Agency Mortgage-Backed Securities |
| GNII SF MA6411 M     | 2049-12-20      | 4.0000%  | 0.0000% | $1282.97           | $1239.43           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6212 | 2042-09-01      | 3.0000%  | 0.0000% | $67640.74          | $63162.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  | 0.0000% | $81820.22          | $76361.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9551 | 2043-06-01      | 3.0000%  | 0.0000% | $98220.34          | $91666.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAC2172 | 2039-06-01      | 4.0000%  | 0.0000% | $81900.90          | $82095.58          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC5003 | 2040-01-01      | 4.5000%  | 0.0000% | $22224.05          | $22414.55          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7937 | 2052-09-01      | 5.0000%  | 0.0000% | $487474.34         | $492461.21         | Agency Mortgage-Backed Securities |
| GNII SF MA7218 M     | 2036-01-20      | 1.5000%  | 0.0000% | $46598.08          | $42422.66          | Agency Mortgage-Backed Securities |
| GNII JM MA7247 M     | 2051-03-20      | 2.5000%  | 0.0000% | $300362.78         | $256802.66         | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $38257.55          | $36092.63          | Agency Mortgage-Backed Securities |
| GNII SF MA7374 M     | 2038-06-20      | 6.0000%  | 0.0000% | $5027.08           | $5227.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  | 0.0000% | $86324.70          | $83304.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | 0.0000% | $2070409.16        | $2114602.05        | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $39462719.10       | $35773941.43       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6426 | 2052-03-01      | 2.5000%  | 0.0000% | $6968401.22        | $6077198.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $7694196.45        | $7850350.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8108 | 2052-01-01      | 2.5000%  | 0.0000% | $177772.71         | $153395.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $5564845.85        | $5189513.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI0799 | 2033-10-01      | 6.0000%  | 0.0000% | $1096.85           | $1127.10           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI2237 | 2034-07-01      | 5.5000%  | 0.0000% | $1910.29           | $1943.55           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5108 | 2036-08-01      | 6.0000%  | 0.0000% | $7147.25           | $7534.21           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5960 | 2037-05-01      | 6.0000%  | 0.0000% | $5440.52           | $5644.11           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7562 | 2038-05-01      | 5.5000%  | 0.0000% | $436.72            | $454.89            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7841 | 2038-07-01      | 5.5000%  | 0.0000% | $6.58              | $6.78              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9494 | 2039-11-01      | 5.0000%  | 0.0000% | $1137.83           | $1177.43           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ3686 | 2029-06-01      | 6.0000%  | 0.0000% | $0.68              | $0.70              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ5596 | 2032-01-01      | 6.0000%  | 0.0000% | $4.71              | $4.84              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890306 | 2026-04-01      | 4.0000%  | 0.0000% | $8.21              | $8.21              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3908 | 2027-02-01      | 3.0000%  | 0.0000% | $12790.80          | $12711.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | 0.0000% | $138625.31         | $125471.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBR5765 | 2051-04-01      | 5.0000%  | 0.0000% | $582262.02         | $592124.96         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7789 | 2048-08-01      | 4.0000%  | 0.0000% | $14843.87          | $14487.71          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAC5445 | 2039-11-01      | 5.0000%  | 0.0000% | $101440.87         | $104970.91         | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $103995.83         | $97476.85          | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $431334.52         | $361055.89         | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $678170.75         | $591563.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  | 0.0000% | $3460.49           | $3447.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK7618 | 2048-09-01      | 5.0000%  | 0.0000% | $48327.51          | $49376.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $58374.41          | $55667.59          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5832 | 2051-09-01      | 2.5000%  | 0.0000% | $429962.44         | $372990.27         | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $1307907.28        | $1094807.33        | Agency Mortgage-Backed Securities |
| GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $26477.81          | $25469.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA2408 | 2033-10-01      | 4.0000%  | 0.0000% | $69557.23          | $69964.00          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $246608.96         | $243811.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2829 | 2026-12-01      | 2.5000%  | 0.0000% | $5710.15           | $5666.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3333 | 2048-04-01      | 4.0000%  | 0.0000% | $1740355.75        | $1697779.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU9893 | 2052-01-01      | 3.0000%  | 0.0000% | $2564642.13        | $2314948.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $131107.39         | $113003.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9410 | 2049-05-01      | 5.0000%  | 0.0000% | $164884.54         | $168203.17         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK9033 | 2032-11-01      | 2.5000%  | 0.0000% | $147615.32         | $142568.94         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3134 | 2050-10-01      | 2.0000%  | 0.0000% | $658869.55         | $549724.51         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5667 | 2043-04-01      | 3.0000%  | 0.0000% | $5125.01           | $4783.05           | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $83877.72          | $83037.26          | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $88362.34          | $85001.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM1284 | 2046-06-01      | 4.5000%  | 0.0000% | $589.55            | $591.50            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  | 0.0000% | $154467.68         | $142337.18         | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $43797.73          | $45583.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $82439.12          | $85130.10          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0784 | 2031-11-01      | 6.0000%  | 0.0000% | $2.01              | $2.08              | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $22619.99          | $23360.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1584 | 2049-10-01      | 3.0000%  | 0.0000% | $427794.30         | $391080.99         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0591 | 2029-04-01      | 6.0000%  | 0.0000% | $8.62              | $8.86              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA1329 | 2043-04-01      | 3.0000%  | 0.0000% | $13448.48          | $12550.98          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2619 | 2026-04-01      | 4.0000%  | 0.0000% | $13.99             | $13.98             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  | 0.0000% | $268538.40         | $259558.48         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3055 | 2050-07-01      | 2.5000%  | 0.0000% | $509497.72         | $436453.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  | 0.0000% | $6914.27           | $6955.07           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2158 | 2030-04-01      | 4.5000%  | 0.0000% | $7550.35           | $7613.12           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8526 | 2052-05-01      | 3.0000%  | 0.0000% | $2463976.74        | $2207144.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2195 | 2031-02-01      | 4.5000%  | 0.0000% | $29990.39          | $30337.17          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  | 0.0000% | $9025.87           | $9029.96           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2384 | 2035-06-01      | 3.5000%  | 0.0000% | $20969.16          | $20582.61          | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $32985.11          | $26414.28          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4196 | 2043-04-01      | 3.0000%  | 0.0000% | $48080.04          | $44871.66          | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $1747420.59        | $1524231.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL891805 | 2036-06-01      | 6.0000%  | 0.0000% | $1922.03           | $2032.25           | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $195040.41         | $170128.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL934693 | 2038-12-01      | 5.5000%  | 0.0000% | $1037.70           | $1080.89           | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $216067.19         | $188469.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1367 | 2036-03-01      | 5.5000%  | 0.0000% | $8022.60           | $8382.41           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1611 | 2037-10-01      | 5.5000%  | 0.0000% | $19621.41          | $20550.77          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2581 | 2037-01-01      | 5.0000%  | 0.0000% | $3294.00           | $3402.97           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2593 | 2039-01-01      | 5.5000%  | 0.0000% | $5531.36           | $5786.60           | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $53330.97          | $51322.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1173 | 2033-07-01      | 4.5000%  | 0.0000% | $13568.93          | $13533.61          | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $1265282.00        | $1253774.26        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3251 | 2035-12-01      | 4.5000%  | 0.0000% | $7652.65           | $7782.19           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $56545.84          | $48827.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $14825.66          | $14962.48          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  | 0.0000% | $454586.99         | $424255.13         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4513 | 2043-03-01      | 2.5000%  | 0.0000% | $7094.33           | $6473.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0640 | 2041-01-01      | 4.5000%  | 0.0000% | $7624.20           | $7731.74           | Agency Mortgage-Backed Securities |
| GNII SF MA8462 M     | 2037-12-20      | 6.0000%  | 0.0000% | $215931.15         | $221365.92         | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $161535.20         | $149949.09         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8413 | 2053-01-01      | 5.5000%  | 0.0000% | $244539.55         | $250203.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $670916.48         | $676652.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8791 | 2053-04-01      | 5.0000%  | 0.0000% | $163830.66         | $165363.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $478068.73         | $487395.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0547 | 2028-08-01      | 6.0000%  | 0.0000% | $246.91            | $253.82            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $1.13              | $1.18              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $161597.19         | $144664.22         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA1918 | 2026-01-01      | 5.0000%  | 0.0000% | $88.37             | $88.42             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2111 | 2029-01-01      | 5.0000%  | 0.0000% | $3.41              | $3.42              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6481 | 2026-07-01      | 4.5000%  | 0.0000% | $113.91            | $114.35            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA7178 | 2052-04-01      | 3.0000%  | 0.0000% | $410832.69         | $367444.65         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7183 | 2052-04-01      | 4.0000%  | 0.0000% | $268362.08         | $258372.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $29455131.77       | $27943936.23       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $236571.16         | $234756.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888268 | 2037-03-01      | 6.0000%  | 0.0000% | $1342.89           | $1424.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890737 | 2046-03-01      | 5.5000%  | 0.0000% | $9898.39           | $10373.27          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6964 | 2026-07-01      | 4.5000%  | 0.0000% | $39.48             | $39.63             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $24267014.79       | $20984925.31       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0418 | 2028-06-01      | 6.0000%  | 0.0000% | $11.87             | $12.20             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7214 | 2029-12-01      | 3.5000%  | 0.0000% | $105354.26         | $104478.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  | 0.0000% | $787832.22         | $764784.19         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS7279 | 2029-01-01      | 2.5000%  | 0.0000% | $50690.04          | $49944.49          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7848 | 2029-07-01      | 4.0000%  | 0.0000% | $13.20             | $13.18             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $597347.14         | $540252.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0616 | 2031-01-01      | 4.0000%  | 0.0000% | $57428.87          | $57450.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0913 | 2031-11-01      | 4.5000%  | 0.0000% | $21779.70          | $22060.75          | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $1096527.69        | $956699.58         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6242 | 2026-04-01      | 4.0000%  | 0.0000% | $91.46             | $91.44             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6210 | 2026-02-01      | 4.0000%  | 0.0000% | $38.68             | $38.69             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9149 | 2034-06-01      | 4.5000%  | 0.0000% | $9367.28           | $9443.10           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9335 | 2035-11-01      | 4.0000%  | 0.0000% | $15725.18          | $15706.45          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3063 | 2026-03-01      | 4.0000%  | 0.0000% | $62.20             | $62.18             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  | 0.0000% | $3.21              | $3.21              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6310 | 2026-05-01      | 4.5000%  | 0.0000% | $4.21              | $4.23              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6827 | 2026-03-01      | 4.0000%  | 0.0000% | $21.96             | $21.95             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6960 | 2026-02-01      | 4.0000%  | 0.0000% | $99.50             | $99.49             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH9016 | 2026-03-01      | 4.0000%  | 0.0000% | $278.73            | $278.70            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6365 | 2026-07-01      | 4.0000%  | 0.0000% | $1.41              | $1.41              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  | 0.0000% | $51574.54          | $48456.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $852.95            | $852.99            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZL5268 | 2043-02-01      | 2.5000%  | 0.0000% | $8631.89           | $7901.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $1385663.50        | $1351617.75        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL9460 | 2031-11-01      | 2.5000%  | 0.0000% | $12863.98          | $12495.36          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4938 | 2047-11-01      | 3.5000%  | 0.0000% | $98558.89          | $94213.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL8861 | 2031-07-01      | 3.0000%  | 0.0000% | $24576.59          | $24132.74          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6486 | 2026-06-01      | 4.0000%  | 0.0000% | $6.61              | $6.61              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6543 | 2026-06-01      | 4.5000%  | 0.0000% | $7.84              | $7.87              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO8700 | 2042-07-01      | 4.0000%  | 0.0000% | $144464.16         | $142637.84         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6561 | 2026-09-01      | 4.5000%  | 0.0000% | $11.23             | $11.27             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2629 | 2026-06-01      | 4.0000%  | 0.0000% | $1061.60           | $1061.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB0299 | 2037-02-01      | 6.0000%  | 0.0000% | $5315.09           | $5636.65           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $377378.15         | $323448.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  | 0.0000% | $29782.16          | $31101.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $115502.49         | $101434.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC7614 | 2039-11-01      | 5.5000%  | 0.0000% | $4631.04           | $4823.90           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1371 | 2051-08-01      | 2.5000%  | 0.0000% | $869572.77         | $751983.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL493235 | 2029-04-01      | 6.0000%  | 0.0000% | $10.36             | $10.65             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $2497656.06        | $2141977.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2523 | 2052-01-01      | 2.5000%  | 0.0000% | $1023847.60        | $880882.64         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $14872.38          | $14874.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3130 | 2052-03-01      | 3.5000%  | 0.0000% | $27786126.13       | $26273866.21       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8533 | 2029-07-01      | 3.5000%  | 0.0000% | $50187.72          | $49887.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5325 | 2039-04-01      | 6.0000%  | 0.0000% | $2976.39           | $3099.84           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS8807 | 2026-08-01      | 5.0000%  | 0.0000% | $8.45              | $8.48              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $25518.77          | $23818.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAI1807 | 2026-04-01      | 4.5000%  | 0.0000% | $175.14            | $175.82            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH5618 | 2026-02-01      | 4.0000%  | 0.0000% | $120.88            | $120.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5626 | 2053-01-01      | 5.5000%  | 0.0000% | $2403793.27        | $2454333.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  | 0.0000% | $174.74            | $174.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  | 0.0000% | $118827.46         | $122805.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4863 | 2038-01-01      | 4.5000%  | 0.0000% | $7933.46           | $7974.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  | 0.0000% | $141444.49         | $146108.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5013 | 2038-05-01      | 4.5000%  | 0.0000% | $55928.95          | $56218.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $15306.55          | $15285.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $6304700.51        | $6434350.37        | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $70005.10          | $71756.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL8867 | 2041-09-01      | 5.0000%  | 0.0000% | $26797.72          | $27804.40          | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $225305.37         | $216667.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAR6322 | 2043-02-01      | 2.5000%  | 0.0000% | $36758.20          | $33387.65          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9495 | 2045-10-01      | 3.5000%  | 0.0000% | $96032.69          | $91672.14          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9579 | 2045-12-01      | 3.0000%  | 0.0000% | $704837.27         | $652106.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $846994.96         | $733933.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL256514 | 2036-12-01      | 6.0000%  | 0.0000% | $4738.61           | $5025.49           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  | 0.0000% | $373.42            | $374.87            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6666 | 2026-06-01      | 4.5000%  | 0.0000% | $0.52              | $0.52              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0719 | 2033-06-01      | 5.5000%  | 0.0000% | $667.78            | $690.01            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1071 | 2036-05-01      | 5.5000%  | 0.0000% | $2018.40           | $2115.11           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  | 0.0000% | $21357.68          | $21353.51          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6911 | 2026-06-01      | 4.5000%  | 0.0000% | $1.30              | $1.30              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL357275 | 2032-05-01      | 6.5000%  | 0.0000% | $7.55              | $7.85              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZT1804 | 2039-02-01      | 4.0000%  | 0.0000% | $230403.91         | $229740.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7969 | 2026-09-01      | 4.5000%  | 0.0000% | $59.62             | $59.85             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1989 | 2033-01-01      | 3.5000%  | 0.0000% | $42897.19          | $42634.88          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7237 | 2026-11-01      | 4.5000%  | 0.0000% | $2.54              | $2.55              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $646.28            | $612.63            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $138351.33         | $133995.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB0752 | 2037-10-01      | 4.5000%  | 0.0000% | $4279.62           | $4313.36           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $28214.38          | $29381.78          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7891 | 2032-10-01      | 3.0000%  | 0.0000% | $7469.57           | $7317.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7928 | 2033-02-01      | 3.5000%  | 0.0000% | $2653.05           | $2637.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  | 0.0000% | $10554.31          | $11022.10          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3995 | 2052-03-01      | 2.5000%  | 0.0000% | $10625.78          | $9132.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  | 0.0000% | $495763.84         | $477737.86         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8319 | 2039-08-01      | 5.5000%  | 0.0000% | $4373.79           | $4497.55           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8314 | 2039-07-01      | 5.0000%  | 0.0000% | $6226.16           | $6329.50           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $8568.62           | $7987.79           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | 0.0000% | $292894.31         | $282670.84         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0524 | 2040-07-01      | 4.5000%  | 0.0000% | $27666.97          | $27687.86          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTSC0527 | 2042-11-01      | 4.0000%  | 0.0000% | $1644.04           | $1622.98           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTSC0766 | 2040-03-01      | 3.0000%  | 0.0000% | $195197.23         | $186944.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $74832.33          | $61517.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $595521.30         | $512115.56         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1302 | 2052-07-01      | 5.0000%  | 0.0000% | $278294.59         | $282545.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1432 | 2052-08-01      | 4.5000%  | 0.0000% | $29357.01          | $29160.90          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | 0.0000% | $312287.57         | $291109.48         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5420 | 2030-07-01      | 3.0000%  | 0.0000% | $91189.83          | $89808.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $44285.10          | $42649.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS8612 | 2031-10-01      | 3.0000%  | 0.0000% | $38868.27          | $38167.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $3433913.12        | $2957234.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $6568383.74        | $6613239.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $34502.69          | $33088.32          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3340 | 2026-06-01      | 4.0000%  | 0.0000% | $34.23             | $34.22             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL729406 | 2033-08-01      | 5.5000%  | 0.0000% | $93.01             | $95.47             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  | 0.0000% | $330.10            | $328.29            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6418 | 2026-09-01      | 4.5000%  | 0.0000% | $5.64              | $5.67              | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $884200.47         | $870071.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0824 | 2034-12-01      | 5.5000%  | 0.0000% | $1205.65           | $1246.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL759854 | 2034-02-01      | 5.5000%  | 0.0000% | $15673.34          | $16207.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL800078 | 2034-10-01      | 6.0000%  | 0.0000% | $11576.60          | $12257.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808438 | 2034-12-01      | 5.5000%  | 0.0000% | $1085.86           | $1134.55           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS8970 | 2031-12-01      | 4.5000%  | 0.0000% | $9632.67           | $9741.71           | Agency Mortgage-Backed Securities |
| GNII SF CU2162 C     | 2053-06-20      | 7.0000%  | 0.0000% | $3057892.10        | $3194913.18        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  | 0.0000% | $8764.37           | $8360.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3914 | 2026-11-01      | 4.0000%  | 0.0000% | $27.71             | $27.70             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9666 | 2046-04-01      | 3.5000%  | 0.0000% | $34209.11          | $32613.49          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $31740680.02       | $33915075.30       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  | 0.0000% | $253941.98         | $255165.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5109 | 2053-08-01      | 6.5000%  | 0.0000% | $21308.02          | $22179.84          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $4.87              | $4.93              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0058 | 2047-04-01      | 3.0000%  | 0.0000% | $139393.51         | $128042.70         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $86147.21          | $81702.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5428 | 2044-07-01      | 5.0000%  | 0.0000% | $756841.40         | $775259.14         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2782 | 2039-10-01      | 4.5000%  | 0.0000% | $320.21            | $325.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $960.01            | $919.09            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2192 | 2031-01-01      | 4.0000%  | 0.0000% | $18893.91          | $18901.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $36883.31          | $31607.71          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9160 | 2040-08-01      | 4.5000%  | 0.0000% | $359342.38         | $365038.32         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2465 | 2037-06-01      | 4.0000%  | 0.0000% | $4493.64           | $4476.24           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | 0.0000% | $200177.59         | $192826.47         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  | 0.0000% | $6159.94           | $6414.76           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0777 | 2051-11-01      | 2.5000%  | 0.0000% | $183324.08         | $159659.69         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $146028.86         | $151701.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $8159.76           | $8406.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7660 | 2045-11-01      | 4.5000%  | 0.0000% | $19498.13          | $19680.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1876 | 2052-11-01      | 5.5000%  | 0.0000% | $680376.74         | $695947.16         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0741 | 2051-10-01      | 3.5000%  | 0.0000% | $5689.06           | $5327.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4114 | 2041-03-01      | 5.0000%  | 0.0000% | $1876.38           | $1941.57           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2428 | 2053-01-01      | 5.0000%  | 0.0000% | $1020268.42        | $1029389.62        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $1772.76           | $1732.06           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3243 | 2051-12-01      | 3.0000%  | 0.0000% | $9245358.63        | $8434818.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  | 0.0000% | $78860.31          | $82112.19          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | 0.0000% | $87319.01          | $89064.86          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | 0.0000% | $75887.11          | $77590.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $87252.93          | $87325.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  | 0.0000% | $480371.42         | $489421.61         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4965 | 2054-02-01      | 5.5000%  | 0.0000% | $151187.61         | $156322.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5089 | 2053-08-01      | 4.5000%  | 0.0000% | $9214.69           | $9090.80           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  | 0.0000% | $30862.10          | $31834.32          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6098 | 2048-06-01      | 4.5000%  | 0.0000% | $1306625.69        | $1307720.65        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6095 | 2049-07-01      | 4.5000%  | 0.0000% | $847846.99         | $845758.75         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4715 | 2047-04-01      | 4.5000%  | 0.0000% | $30386.64          | $30424.63          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  | 0.0000% | $214935.62         | $209777.17         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $50740.16          | $47145.47          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6590 | 2027-05-01      | 4.0000%  | 0.0000% | $2.93              | $2.93              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7013 | 2026-09-01      | 4.5000%  | 0.0000% | $4.28              | $4.29              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8570 | 2030-06-01      | 3.0000%  | 0.0000% | $668.26            | $658.26            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0519 | 2026-03-01      | 4.0000%  | 0.0000% | $1784.42           | $1784.23           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8491 | 2054-07-01      | 5.5000%  | 0.0000% | $1006452.71        | $1026697.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $194.28            | $195.04            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9181 | 2054-09-01      | 7.0000%  | 0.0000% | $11637277.28       | $12519475.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $95617.96          | $97212.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5930 | 2043-01-01      | 4.5000%  | 0.0000% | $1085636.99        | $1100391.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0977 | 2052-04-01      | 2.5000%  | 0.0000% | $4504632.80        | $3877506.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0982 | 2051-02-01      | 4.0000%  | 0.0000% | $1616382.24        | $1578812.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1633 | 2054-12-01      | 5.5000%  | 0.0000% | $856177.73         | $871892.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $14758682.41       | $15428180.52       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3782 | 2051-09-01      | 4.5000%  | 0.0000% | $9646880.00        | $9647005.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  | 0.0000% | $23906.46          | $24391.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  | 0.0000% | $3309.37           | $3459.06           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0302 | 2035-04-01      | 3.0000%  | 0.0000% | $15286.94          | $14895.53          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6767 | 2054-10-01      | 6.0000%  | 0.0000% | $867429.50         | $895768.42         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6815 | 2054-04-01      | 6.0000%  | 0.0000% | $173283.56         | $178756.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6968 | 2054-11-01      | 5.5000%  | 0.0000% | $28204.98          | $29034.35          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  | 0.0000% | $10447.36          | $9910.09           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $555.44            | $500.35            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $69325.71          | $69684.47          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8232 | 2038-06-01      | 4.0000%  | 0.0000% | $27589.75          | $27317.08          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $42891.05          | $40532.22          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $132150.49         | $136749.19         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $828802.11         | $713069.84         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $379574.73         | $342118.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9367 | 2046-11-01      | 3.5000%  | 0.0000% | $49245.78          | $46918.18          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  | 0.0000% | $15775.47          | $14158.32          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $13289.31          | $12388.74          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2887 | 2053-05-01      | 6.0000%  | 0.0000% | $219529.45         | $227785.29         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  | 0.0000% | $19908.06          | $19665.84          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6106 | 2051-09-01      | 3.0000%  | 0.0000% | $2125.49           | $1944.52           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6109 | 2052-08-01      | 3.0000%  | 0.0000% | $2150.90           | $1963.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6677 | 2048-09-01      | 3.0000%  | 0.0000% | $1073768.47        | $989445.43         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $26102.00          | $26669.33          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6691 | 2053-02-01      | 4.0000%  | 0.0000% | $5279464.48        | $5137900.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL8214 | 2029-03-01      | 4.0000%  | 0.0000% | $242.97            | $242.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM8986 | 2027-05-01      | 2.8300%  | 0.0000% | $1560389.32        | $1540027.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5423 | 2050-03-01      | 3.0000%  | 0.0000% | $863796.00         | $776924.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  | 0.0000% | $399051.94         | $364988.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5219 | 2038-12-01      | 5.5000%  | 0.0000% | $46967.38          | $48327.79          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $2757849.98        | $2813288.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $15747.98          | $16386.72          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $62903.78          | $63077.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $578382.97         | $521496.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  | 0.0000% | $25.40             | $25.50             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  | 0.0000% | $348398.55         | $348689.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $123.02            | $120.98            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $124.09            | $125.15            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2968 | 2026-05-01      | 4.0000%  | 0.0000% | $6452.84           | $6451.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3039 | 2050-03-01      | 5.0000%  | 0.0000% | $65406.11          | $66242.00          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $29827.89          | $27934.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3905 | 2050-05-01      | 4.0000%  | 0.0000% | $267026.04         | $259543.97         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | 0.0000% | $364828.70         | $300416.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5290 | 2050-03-01      | 3.0000%  | 0.0000% | $468402.59         | $429583.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4532 | 2050-09-01      | 3.0000%  | 0.0000% | $1729983.74        | $1564095.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4681 | 2050-11-01      | 2.5000%  | 0.0000% | $78802.21          | $68819.15          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $269122.34         | $251571.53         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6289 | 2051-02-01      | 3.0000%  | 0.0000% | $295938.71         | $266707.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5480 | 2050-11-01      | 3.0000%  | 0.0000% | $453914.06         | $408979.74         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $13162.90          | $12315.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM6647 | 2047-05-01      | 3.0000%  | 0.0000% | $2315370.84        | $2132039.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $23033780.63       | $19739097.75       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $1517.37           | $1478.38           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  | 0.0000% | $1546544.65        | $1325164.51        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $45337.76          | $40587.17          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $4958.12           | $4437.67           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $3002.83           | $2930.06           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $30663.37          | $28526.90          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2667 | 2050-03-01      | 4.0000%  | 0.0000% | $6163815.40        | $6013905.25        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2668 | 2049-03-01      | 4.5000%  | 0.0000% | $5773205.50        | $5787332.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  | 0.0000% | $8682000.71        | $8920069.86        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2682 | 2052-04-01      | 2.5000%  | 0.0000% | $13702871.04       | $11800857.73       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2033 | 2054-10-01      | 5.0000%  | 0.0000% | $7224068.65        | $7267824.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3719 | 2055-03-01      | 5.5000%  | 0.0000% | $1474.19           | $1512.15           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7156 | 2026-11-01      | 4.5000%  | 0.0000% | $151.43            | $152.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  | 0.0000% | $880035.44         | $908889.16         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6427 | 2026-07-01      | 4.0000%  | 0.0000% | $0.41              | $0.41              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $1974.48           | $1950.05           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $7467.43           | $7614.65           | Agency Mortgage-Backed Securities |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $461.75            | $473.27            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL809974 | 2035-03-01      | 4.5000%  | 0.0000% | $24960.38          | $25010.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $17448567.34       | $17955064.35       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $3916.36           | $4037.30           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8430 | 2054-05-01      | 5.0000%  | 0.0000% | $4967455.32        | $4987027.09        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $427399.31         | $421801.66         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $84403.26          | $86804.28          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3835 | 2053-02-01      | 6.0000%  | 0.0000% | $28336.11          | $29620.87          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3906 | 2053-10-01      | 6.0000%  | 0.0000% | $262309.91         | $272972.81         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $19935.28          | $20910.31          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4107 | 2053-10-01      | 5.0000%  | 0.0000% | $14975.20          | $15235.02          | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $47421100.01       | $46659659.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $14147104.94       | $14563807.92       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7714 | 2055-08-01      | 6.0000%  | 0.0000% | $924630.07         | $951571.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $20006589.89       | $20859690.89       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $17933.41          | $17844.91          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8099 | 2050-10-01      | 2.5000%  | 0.0000% | $341094.39         | $293955.15         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7521 | 2050-07-01      | 2.5000%  | 0.0000% | $97738.07          | $85419.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD4614 | 2040-06-01      | 5.5000%  | 0.0000% | $10931.61          | $11266.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS0451 | 2035-02-01      | 3.0000%  | 0.0000% | $41792.16          | $40910.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0115 | 2035-12-01      | 5.5000%  | 0.0000% | $5480.03           | $5679.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1348 | 2050-11-01      | 4.0000%  | 0.0000% | $169121.46         | $164771.65         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  | 0.0000% | $96988.47          | $98446.40          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  | 0.0000% | $751574.74         | $655106.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4925 | 2050-11-01      | 3.0000%  | 0.0000% | $70631.80          | $64048.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2010 | 2052-05-01      | 3.0000%  | 0.0000% | $35479.57          | $32196.96          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  | 0.0000% | $28244.11          | $27881.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | 0.0000% | $296855.25         | $288846.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $7209776.96        | $6596621.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  | 0.0000% | $1206.90           | $1178.13           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  | 0.0000% | $642.20            | $598.68            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3384 | 2050-10-02      | 4.5000%  | 0.0000% | $1254365.75        | $1254441.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7726 | 2046-08-01      | 3.0000%  | 0.0000% | $324952.96         | $298833.24         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4196 | 2050-10-02      | 4.5000%  | 0.0000% | $634763.87         | $634640.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4343 | 2052-06-01      | 3.5000%  | 0.0000% | $2546148.69        | $2402049.40        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6374 | 2026-11-01      | 4.0000%  | 0.0000% | $74.87             | $74.91             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $3495.49           | $3593.94           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0048 | 2040-11-01      | 5.0000%  | 0.0000% | $10927404.00       | $11104406.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $139243.12         | $142328.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL828377 | 2035-06-01      | 5.5000%  | 0.0000% | $593.86            | $621.81            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $2278.09           | $2417.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7122 | 2053-09-01      | 6.0000%  | 0.0000% | $15147840.49       | $15631601.92       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  | 0.0000% | $1026013.33        | $1009078.98        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8409 | 2054-03-01      | 6.0000%  | 0.0000% | $675929.39         | $696028.83         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $84551.16          | $87037.81          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  | 0.0000% | $534978.23         | $539177.81         | Agency Mortgage-Backed Securities |
| GNII SF CU2161 C     | 2053-06-20      | 6.5000%  | 0.0000% | $1663862.14        | $1741366.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6721 | 2053-07-01      | 4.5000%  | 0.0000% | $1759413.99        | $1740790.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  | 0.0000% | $10233.48          | $10298.05          | Agency Mortgage-Backed Securities |
| GNAR WA 788257 M     | 2055-10-20      | 4.6010%  | 0.0000% | $1901.00           | $1918.44           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $1641.88           | $1672.56           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFM1095 | 2049-02-01      | 6.0000%  | 0.0000% | $113766.66         | $120829.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1148 | 2048-12-01      | 3.5000%  | 0.0000% | $686.36            | $648.40            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0220 | 2045-12-01      | 4.5000%  | 0.0000% | $195832.46         | $198131.92         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  | 0.0000% | $231876.06         | $220601.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  | 0.0000% | $7456.57           | $7114.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2338 | 2029-05-01      | 4.0000%  | 0.0000% | $161.67            | $161.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4070 | 2050-08-01      | 2.5000%  | 0.0000% | $33218664.00       | $28951161.89       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $68.56             | $66.83             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $1583.90           | $1362.02           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $278988.35         | $276964.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS5165 | 2045-06-01      | 3.0000%  | 0.0000% | $103014.97         | $95308.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1839 | 2052-08-01      | 3.0000%  | 0.0000% | $855584.32         | $771215.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $1823542.98        | $1839845.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $312729.15         | $315182.51         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  | 0.0000% | $40781.04          | $38059.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7278 | 2030-08-01      | 3.5000%  | 0.0000% | $12455.04          | $12395.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $1884.78           | $1973.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8821 | 2054-12-01      | 5.0000%  | 0.0000% | $8039536.90        | $8062529.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  | 0.0000% | $13753321.86       | $14642350.34       | Agency Mortgage-Backed Securities |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $280.83            | $287.41            | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $43.11             | $43.34             | Agency Mortgage-Backed Securities |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $112.00            | $115.50            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $12607.67          | $12102.90          | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $9123206.76        | $8387511.37        | Agency Mortgage-Backed Securities |
| GNII SF MA3808 M     | 2036-04-20      | 6.0000%  | 0.0000% | $9592.51           | $10111.05          | Agency Mortgage-Backed Securities |
| GNII SF MA3942 M     | 2038-11-20      | 6.0000%  | 0.0000% | $3128.33           | $3306.26           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $9933.76           | $9334.10           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $43225.97          | $38688.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9704 | 2051-12-01      | 2.0000%  | 0.0000% | $95576.48          | $79556.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $22.29             | $22.37             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $31227.88          | $26983.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $319261.22         | $322115.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0009 | 2040-07-01      | 5.0000%  | 0.0000% | $335705.35         | $341038.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $10448841.07       | $10768784.58       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1812 | 2052-05-01      | 4.0000%  | 0.0000% | $11519373.22       | $11137713.35       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  | 0.0000% | $5556997.62        | $5421295.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  | 0.0000% | $792903.66         | $809086.82         | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $218200.52         | $200687.31         | Agency Mortgage-Backed Securities |
| GNII SF MA4267 M     | 2034-09-20      | 6.0000%  | 0.0000% | $408953.49         | $432222.54         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2724 | 2043-05-01      | 3.0000%  | 0.0000% | $4051.78           | $3781.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $47974.70          | $49688.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $45046.51          | $46704.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $9884.14           | $10406.82          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA7269 | 2050-02-01      | 5.0000%  | 0.0000% | $660162.62         | $674197.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $247322.64         | $247529.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0041 | 2050-11-01      | 3.0000%  | 0.0000% | $58069.61          | $53125.33          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7398 | 2051-06-01      | 2.5000%  | 0.0000% | $20081.10          | $17660.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9141 | 2049-06-01      | 4.5000%  | 0.0000% | $13058.96          | $13134.50          | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $2930808.64        | $2757524.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $1945491.56        | $1979012.37        | Agency Mortgage-Backed Securities |
| GNII SF MA4510 M     | 2047-03-20      | 3.5000%  | 0.0000% | $21880.30          | $20654.23          | Agency Mortgage-Backed Securities |
| GNII SF 004049 M     | 2037-11-20      | 6.0000%  | 0.0000% | $99.78             | $105.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS0114 | 2035-08-01      | 3.0000%  | 0.0000% | $22295.30          | $21713.17          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  | 0.0000% | $37773.85          | $31638.81          | Agency Mortgage-Backed Securities |
| GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $356245.67         | $339140.54         | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $749997.97         | $707211.33         | Agency Mortgage-Backed Securities |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $237660.90         | $218854.79         | Agency Mortgage-Backed Securities |
| GNII SF MA3036 M     | 2045-08-20      | 4.5000%  | 0.0000% | $129071.72         | $129672.55         | Agency Mortgage-Backed Securities |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $206.62            | $216.56            | Agency Mortgage-Backed Securities |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2772.28           | $2999.96           | Agency Mortgage-Backed Securities |

### Security 197: Morris Family Insurance Trust/The

- **C.1 - Title:** Morris Family Insurance Trust/The 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 618052AA2, C.4 - ISIN: US618052AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8170000.00
- **C.18.a - Value (excl. sponsor support):** $8170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 198: Natixis

- **C.1 - Title:** Natixis 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 63899Y008, C.3 - LEI: N/A, C.5 - Other ID: 63899Y008_4.08_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $5220100.00        | $5461513.59        | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34                  | 2034-01-15      | 1.7500%  | 0.0000% | $24608593.29       | $24938136.59       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26                 | 2026-07-31      | 0.6250%  | 0.0000% | $1298600.00        | $1274998.00        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                  | 2029-02-28      | 1.8750%  | 0.0000% | $19000000.00       | $18134185.33       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51                    | 2051-11-15      | 1.8750%  | 0.0000% | $50000000.00       | $28603567.13       | U.S. Treasuries (including strips) |
| 2 BOND 41                        | 2041-11-15      | 2.0000%  | 0.0000% | $100000000.00      | $71218923.20       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                    | 2052-02-15      | 0.1250%  | 0.0000% | $75808200.00       | $41537864.30       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $100000000.00      | $75742849.46       | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $204483900.00      | $182723840.70      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-02-15      | 4.6250%  | 0.0000% | $287665200.00      | $288954898.50      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46                    | 2046-02-15      | 2.5000%  | 0.0000% | $75000000.00       | $54022361.41       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49                    | 2049-05-15      | 2.8750%  | 0.0000% | $92000000.00       | $67875342.19       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51                    | 2051-05-15      | 2.3750%  | 0.0000% | $425000000.00      | $276643507.70      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39                    | 2039-05-15      | 4.2500%  | 0.0000% | $13400000.00       | $13342235.86       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $71360000.00       | $63923195.13       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35                  | 2035-01-15      | 2.1250%  | 0.0000% | $154314000.00      | $160350341.00      | U.S. Treasuries (including strips) |
| 4 NOTE W 30                      | 2030-03-31      | 4.0000%  | 0.0000% | $114098500.00      | $116766181.90      | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34                  | 2034-07-15      | 1.8750%  | 0.0000% | $115883040.00      | $118695098.20      | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-08-31      | 3.7500%  | 0.0000% | $7691100.00        | $7765031.57        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29                 | 2029-10-15      | 1.6250%  | 0.0000% | $38274621.00       | $38977124.33       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28                 | 2028-10-15      | 2.3750%  | 0.0000% | $187435025.08      | $194574964.80      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27                  | 2027-07-15      | 0.3750%  | 0.0000% | $13793001.13       | $13666145.10       | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50                    | 2050-02-15      | 0.2500%  | 0.0000% | $129989367.85      | $77459925.34       | U.S. Treasuries (including strips) |
| TINT 11/15/28                    | 2028-11-15      | 0.0000%  | 0.0000% | $51915474.99       | $46740384.70       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26                 | 2026-04-30      | 4.8750%  | 0.0000% | $19464600.00       | $19623386.72       | U.S. Treasuries (including strips) |
| TINT 05/15/48                    | 2048-05-15      | 0.0000%  | 0.0000% | $93000000.00       | $30984066.00       | U.S. Treasuries (including strips) |

### Security 199: Our Family IV LLC

- **C.1 - Title:** Our Family IV LLC 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13785000.00
- **C.18.a - Value (excl. sponsor support):** $13785000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 200: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532J5, C.4 - ISIN: US6903532J52, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6417845.44
- **C.18.a - Value (excl. sponsor support):** $6417845.44
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $6916050.00
- **C.18.a - Value (excl. sponsor support):** $6916050.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 202: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532T3, C.4 - ISIN: US6903532T35, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3488809.86
- **C.18.a - Value (excl. sponsor support):** $3488809.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532U0, C.4 - ISIN: US6903532U08, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7059629.97
- **C.18.a - Value (excl. sponsor support):** $7059629.97
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8864108.00
- **C.18.a - Value (excl. sponsor support):** $8864108.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 205: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533J4, C.4 - ISIN: US6903533J44, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3488809.86
- **C.18.a - Value (excl. sponsor support):** $3488809.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533K1, C.4 - ISIN: US6903533K17, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2852375.75
- **C.18.a - Value (excl. sponsor support):** $2852375.75
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.100000%
- **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):** $2333333.68
- **C.18.a - Value (excl. sponsor support):** $2333333.68
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 208: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2965352.42
- **C.18.a - Value (excl. sponsor support):** $2965352.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 209: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534D6, C.4 - ISIN: US6903534D64, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $2067972.41
- **C.18.a - Value (excl. sponsor support):** $2067972.41
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534E4, C.4 - ISIN: US6903534E48, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6210081.56
- **C.18.a - Value (excl. sponsor support):** $6210081.56
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.100000%
- **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):** $7142856.23
- **C.18.a - Value (excl. sponsor support):** $7142856.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 212: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $14166665.68
- **C.18.a - Value (excl. sponsor support):** $14166665.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 213: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $37790698.14
- **C.18.a - Value (excl. sponsor support):** $37790698.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 214: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $4323200.01
- **C.18.a - Value (excl. sponsor support):** $4323200.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 215: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $8106000.02
- **C.18.a - Value (excl. sponsor support):** $8106000.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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. 4.180000%
- **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):** $2539880.01
- **C.18.a - Value (excl. sponsor support):** $2539880.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $16116560.00
- **C.18.a - Value (excl. sponsor support):** $16116560.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P84, C.4 - ISIN: US690353P847, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6415094.12
- **C.18.a - Value (excl. sponsor support):** $6415094.12
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 219: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $6918993.00
- **C.18.a - Value (excl. sponsor support):** $6918993.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 220: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $6930120.80
- **C.18.a - Value (excl. sponsor support):** $6930120.80
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 221: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T56, C.4 - ISIN: US690353T567, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $8557127.25
- **C.18.a - Value (excl. sponsor support):** $8557127.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $10494738.00
- **C.18.a - Value (excl. sponsor support):** $10494738.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $11684506.00
- **C.18.a - Value (excl. sponsor support):** $11684506.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V87, C.4 - ISIN: US690353V878, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $12210834.51
- **C.18.a - Value (excl. sponsor support):** $12210834.51
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.130000%
- **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:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 226: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $7045125.00
- **C.18.a - Value (excl. sponsor support):** $7045125.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 227: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $7904898.00
- **C.18.a - Value (excl. sponsor support):** $7904898.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 228: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.130000%
- **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):** $11421368.61
- **C.18.a - Value (excl. sponsor support):** $11421368.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 229: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $6863080.02
- **C.18.a - Value (excl. sponsor support):** $6863080.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 230: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.130000%
- **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):** $13128206.65
- **C.18.a - Value (excl. sponsor support):** $13128206.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 231: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $2702000.01
- **C.18.a - Value (excl. sponsor support):** $2702000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 232: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $2060100.00
- **C.18.a - Value (excl. sponsor support):** $2060100.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 233: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $3948557.20
- **C.18.a - Value (excl. sponsor support):** $3948557.20
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 234: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $6322680.02
- **C.18.a - Value (excl. sponsor support):** $6322680.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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. 4.180000%
- **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):** $3674720.01
- **C.18.a - Value (excl. sponsor support):** $3674720.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $3782800.01
- **C.18.a - Value (excl. sponsor support):** $3782800.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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. 4.180000%
- **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):** $10970120.03
- **C.18.a - Value (excl. sponsor support):** $10970120.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States International Development Finance Corp. 4.130000%
- **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):** $10256065.65
- **C.18.a - Value (excl. sponsor support):** $10256065.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 239: Plaza Patria Court Ltd. a California LP

- **C.1 - Title:** Plaza Patria Court Ltd. a California LP 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: Renaissance 88 Co. LP

- **C.1 - Title:** Renaissance 88 Co. LP 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75972XAA1, C.4 - ISIN: US75972XAA19, C.3 - LEI: 254900D7X1HWVKEPZK68
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 241: Rock Hill SI LLC

- **C.1 - Title:** Rock Hill SI LLC 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77227PAA7, C.4 - ISIN: US77227PAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35700000.00
- **C.18.a - Value (excl. sponsor support):** $35700000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 242: Rohnert Park 668 LP

- **C.1 - Title:** Rohnert Park 668 LP 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 243: Senior Living Riverside LP

- **C.1 - Title:** Senior Living Riverside LP 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 244: 17th Street Rentals LLC

- **C.1 - Title:** 17th Street Rentals LLC 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 81815VAA4, C.4 - ISIN: US81815VAA44, C.3 - LEI: 549300NEPGL3MYTX1E03
- **C.18 - Value (incl. sponsor support):** $18200000.00
- **C.18.a - Value (excl. sponsor support):** $18200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 245: Southside Brookshore Associates LP

- **C.1 - Title:** Southside Brookshore Associates LP 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84471LAA5, C.4 - ISIN: US84471LAA52, C.3 - LEI: 549300WK0XETJF5RWI83
- **C.18 - Value (incl. sponsor support):** $7640000.00
- **C.18.a - Value (excl. sponsor support):** $7640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 246: Fixed Income Clearing Corp. - State Street Bank & Trust Co.

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank & Trust Co. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857466007, C.3 - LEI: 549300ZFEEJ2IP5VME73, C.5 - Other ID: 857466007_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FICC

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLQE4075 | 2052-06-01      | 4.0000%  | 0.0000% | $850.87            | $819.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4366 | 2052-06-01      | 5.0000%  | 0.0000% | $59789.37          | $60949.28          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | 0.0000% | $2143793.31        | $2248648.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $345778.04         | $307196.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $3158839.82        | $2968917.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $102247.16         | $99788.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  | 0.0000% | $262203.06         | $256903.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | 0.0000% | $1386827.27        | $1351608.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | 0.0000% | $4249115.52        | $4259504.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  | 0.0000% | $66382.19          | $60001.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBQ5447 | 2050-10-01      | 2.0000%  | 0.0000% | $68565.87          | $56889.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  | 0.0000% | $348009.81         | $301481.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $4875976.01        | $4924101.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $7823641.75        | $8011604.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6034 | 2052-06-01      | 2.5000%  | 0.0000% | $2187897.12        | $1872012.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | 0.0000% | $754.42            | $757.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $16299066.91       | $16130045.59       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $1959306.45        | $1922271.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  | 0.0000% | $22868304.89       | $24105480.18       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | 0.0000% | $1746885.59        | $1862842.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | 0.0000% | $753.36            | $653.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  | 0.0000% | $51577.72          | $46652.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1316 | 2052-11-01      | 4.5000%  | 0.0000% | $10677189.06       | $10650570.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  | 0.0000% | $3492618.83        | $3624831.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  | 0.0000% | $469622.77         | $483711.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | 0.0000% | $1905345.20        | $1910794.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | 0.0000% | $889326.47         | $905467.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389 | 2055-05-01      | 5.5000%  | 0.0000% | $16125001.40       | $16613943.70       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $854.10            | $906.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0996 | 2055-09-01      | 5.0000%  | 0.0000% | $15720.24          | $15855.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | 0.0000% | $44897565.15       | $46157301.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1550 | 2055-11-01      | 6.5000%  | 0.0000% | $18858166.80       | $19816463.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA9101 | 2054-03-01      | 5.5000%  | 0.0000% | $2954137.49        | $3008508.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  | 0.0000% | $58061.08          | $57722.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466 | 2027-10-01      | 2.5000%  | 0.0000% | $37.09             | $36.62             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | 0.0000% | $1793744.34        | $1674058.55        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $706.55            | $615.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  | 0.0000% | $124542.41         | $119656.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  | 0.0000% | $136.70            | $137.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $7371261.26        | $7095966.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | 0.0000% | $13798735.05       | $14162897.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $24213.52          | $24198.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  | 0.0000% | $309916.44         | $311519.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9657 | 2050-07-01      | 2.0000%  | 0.0000% | $3608112.59        | $3005471.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | 0.0000% | $145.70            | $145.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $90726.09          | $91255.47          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | 0.0000% | $167.86            | $166.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | 0.0000% | $74674380.89       | $76937761.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $644732.43         | $650496.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $78978.33          | $79542.08          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $5198730.15        | $4278918.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473 | 2053-07-01      | 5.5000%  | 0.0000% | $62207387.51       | $63454396.80       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | 0.0000% | $61571.30          | $49833.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $228302.68         | $197282.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  | 0.0000% | $722.52            | $695.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | 0.0000% | $425964.57         | $413069.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $196071.64         | $205527.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $418630.19         | $344853.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | 0.0000% | $24472.62          | $26006.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335 | 2042-12-01      | 3.5000%  | 0.0000% | $2553399.36        | $2448595.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | 0.0000% | $55.78             | $55.10             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | 0.0000% | $31649.79          | $31655.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  | 0.0000% | $13653923.77       | $12547901.33       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0558 | 2043-09-01      | 4.5000%  | 0.0000% | $5923694.07        | $5987166.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403 | 2045-02-01      | 3.5000%  | 0.0000% | $6698752.71        | $6398072.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | 0.0000% | $13121452.49       | $11445331.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5954 | 2053-10-01      | 6.0000%  | 0.0000% | $37374425.84       | $38620115.45       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $62819487.18       | $51764576.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $16100.28          | $13967.80          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | 0.0000% | $9142347.23        | $8890841.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $55296.68          | $51379.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $57184.43          | $49071.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  | 0.0000% | $1260690.66        | $1179180.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255 | 2052-04-01      | 3.5000%  | 0.0000% | $511307.92         | $479351.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $35673117.88       | $32411524.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | 0.0000% | $934641.02         | $923364.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | 0.0000% | $760.42            | $758.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $198213.72         | $205668.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $17258.98          | $14166.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  | 0.0000% | $2931438.10        | $2944658.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $57611.61          | $56205.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $830.05            | $742.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $805.18            | $775.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $186119.02         | $184770.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $81.15             | $81.17             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  | 0.0000% | $60.68             | $60.37             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $95972.72          | $96652.88          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $18250697.37       | $18866840.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $75117.31          | $72362.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $2976405.93        | $3037612.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $949026.98         | $856847.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | 0.0000% | $36070.39          | $29631.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $184.42            | $186.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $708.69            | $664.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $1522763.20        | $1254802.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $15832823.45       | $15064725.68       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $518.09            | $465.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $219.15            | $207.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $266998.23         | $253425.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  | 0.0000% | $32792.53          | $32887.46          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  | 0.0000% | $56551.99          | $53388.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | 0.0000% | $86928402.32       | $83791417.06       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | 0.0000% | $45.28             | $44.72             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | 0.0000% | $158.37            | $147.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | 0.0000% | $15144202.96       | $14033133.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $39431756.29       | $40732333.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $48629.18          | $49593.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $398382.59         | $397635.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $12351954.88       | $12508207.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  | 0.0000% | $19475586.73       | $20292801.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $5987355.44        | $6128243.90        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $1109953.93        | $1096220.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | 0.0000% | $1044444.99        | $1100949.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $50193782.38       | $51511569.94       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | 0.0000% | $291.46            | $292.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $163.33            | $159.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5719 | 2052-05-01      | 3.0000%  | 0.0000% | $460179.07         | $418111.34         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNFS7761 | 2031-09-01      | 1.5000%  | 0.0000% | $2389930.67        | $2256355.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | 0.0000% | $36177.31          | $32747.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  | 0.0000% | $65458.04          | $64726.55          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $22666842.90       | $23141667.92       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $13662810.68       | $14099433.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $76228.18          | $78841.21          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $11761576.76       | $12358370.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $32072084.76       | $33524372.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | 0.0000% | $824.85            | $841.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8789 | 2054-04-01      | 5.5000%  | 0.0000% | $951807.57         | $969592.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $7457626.72        | $7558200.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $868.32            | $894.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5113 | 2043-08-01      | 5.5000%  | 0.0000% | $208718.56         | $216161.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $42003.28          | $40969.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $77037.96          | $69403.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $1228426.44        | $1208147.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1059 | 2054-12-01      | 6.0000%  | 0.0000% | $3089864.67        | $3186574.34        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $451861.99         | $423180.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  | 0.0000% | $18001869.30       | $18589486.31       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  | 0.0000% | $3398987.04        | $3549562.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | 0.0000% | $70524.80          | $74566.78          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | 0.0000% | $13116417.09       | $13674612.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | 0.0000% | $855.60            | $897.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $45831.31          | $48489.25          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3514 | 2049-05-01      | 4.5000%  | 0.0000% | $139.52            | $139.32            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA6373 | 2053-12-01      | 7.5000%  | 0.0000% | $130605.42         | $140178.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | 0.0000% | $495837.62         | $504378.43         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  | 0.0000% | $3140335.37        | $3334062.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | 0.0000% | $3933506.55        | $4107686.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $9374070.24        | $9662229.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  | 0.0000% | $1134908.84        | $1146710.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | 0.0000% | $7415715.18        | $7751921.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | 0.0000% | $6751753.26        | $6824672.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $38509.67          | $38774.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $45739633.69       | $45183119.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $16809.25          | $17400.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | 0.0000% | $438603.11         | $420602.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $945.82            | $965.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $11282850.62       | $11498522.31       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $5756.21           | $5614.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $51491.41          | $50244.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  | 0.0000% | $21965798.68       | $22149652.42       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  | 0.0000% | $42819.90          | $42627.77          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | 0.0000% | $10112697.20       | $9995137.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | 0.0000% | $268.99            | $247.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $727.10            | $731.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | 0.0000% | $51636282.92       | $44968128.25       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | 0.0000% | $111.92            | $106.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | 0.0000% | $18851148.32       | $19561798.91       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | 0.0000% | $5006867.21        | $4167816.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $858.31            | $853.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  | 0.0000% | $29289.61          | $27384.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $27739.86          | $27427.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $8295.85           | $8460.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $92271420.79       | $88338812.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5014 | 2053-11-01      | 6.5000%  | 0.0000% | $12014.57          | $12702.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $6260663.01        | $6341237.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | 0.0000% | $8704369.75        | $9015794.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | 0.0000% | $695.67            | $732.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $178626.60         | $176711.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $1470879.46        | $1499980.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $683935.44         | $713314.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $1336353.24        | $1243106.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | 0.0000% | $12992549.15       | $12200146.57       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $11338929.49       | $11223215.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1816 | 2052-01-01      | 3.5000%  | 0.0000% | $7115016.71        | $6656852.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2443 | 2055-08-01      | 6.0000%  | 0.0000% | $9384770.08        | $9678532.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2826 | 2055-07-01      | 5.0000%  | 0.0000% | $12429118.67       | $12488393.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2978 | 2055-07-01      | 6.5000%  | 0.0000% | $25757902.33       | $27140792.59       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3303 | 2055-05-01      | 5.5000%  | 0.0000% | $995703.94         | $1022646.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  | 0.0000% | $8695891.56        | $8855069.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | 0.0000% | $983.71            | $1003.81           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  | 0.0000% | $10318329.23       | $10695226.84       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4924 | 2055-06-01      | 6.0000%  | 0.0000% | $995.00            | $1032.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9779 | 2055-07-01      | 6.5000%  | 0.0000% | $1211999.80        | $1288155.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY9414 | 2055-07-01      | 5.0000%  | 0.0000% | $1241715.76        | $1252229.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $23725342.18       | $24633073.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $907581.01         | $927943.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | 0.0000% | $14996277.35       | $15273093.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1128 | 2055-04-01      | 5.0000%  | 0.0000% | $8278532.80        | $8367957.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1130 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.16           | $1011.00           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $24641.35          | $25094.68          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $10994.65          | $10330.94          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $40189.64          | $34691.29          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7508 | 2049-10-01      | 3.5000%  | 0.0000% | $33359.71          | $31525.06          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $789.10            | $689.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1253 | 2042-11-01      | 4.0000%  | 0.0000% | $187016.94         | $183919.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | 0.0000% | $6976929.24        | $7216970.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $81752986.80       | $85552702.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  | 0.0000% | $126.17            | $122.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $70730.37          | $58246.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  | 0.0000% | $82256.92          | $81068.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $62498.47          | $60107.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | 0.0000% | $1298343.52        | $1361439.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5981 | 2055-04-01      | 5.5000%  | 0.0000% | $1177673.71        | $1208455.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7122 | 2055-08-01      | 6.5000%  | 0.0000% | $1043201.32        | $1088871.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8484 | 2055-05-01      | 5.5000%  | 0.0000% | $5028418.70        | $5150000.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396 | 2055-10-01      | 5.5000%  | 0.0000% | $1872372.35        | $1924907.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $33031168.18       | $33640890.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $140378.70         | $137784.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $217.01            | $214.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  | 0.0000% | $58488.51          | $57617.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  | 0.0000% | $194.36            | $183.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $13374.27          | $12999.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | 0.0000% | $119470.51         | $107190.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $122460.80         | $122529.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  | 0.0000% | $1703455.71        | $1758678.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  | 0.0000% | $61200.41          | $52365.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $146204.94         | $142072.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $14341195.61       | $13324404.84       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  | 0.0000% | $216086.28         | $210906.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $7997396.32        | $7468768.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | 0.0000% | $238.45            | $227.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1814 | 2055-07-01      | 5.5000%  | 0.0000% | $6151286.18        | $6321596.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2945 | 2054-09-01      | 6.0000%  | 0.0000% | $13585038.45       | $14014869.07       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  | 0.0000% | $17321306.31       | $17869352.44       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | 0.0000% | $381.58            | $344.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  | 0.0000% | $28927879.44       | $30161508.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | 0.0000% | $909.44            | $934.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  | 0.0000% | $6936218.63        | $7134275.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | 0.0000% | $21694434.78       | $22636927.80       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $477863.12         | $391229.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $932.10            | $949.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | 0.0000% | $8702015.38        | $7253077.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $10316179.62       | $10510288.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | 0.0000% | $196741.53         | $204779.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | 0.0000% | $8188831.80        | $8533868.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $509842.98         | $520399.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $5644358.83        | $5663069.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $87362245.18       | $88867496.66       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3619 | 2053-09-01      | 5.5000%  | 0.0000% | $66376.18          | $68524.44          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | 0.0000% | $19428729.28       | $19337997.11       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | 0.0000% | $1233069.96        | $1247729.93        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62053 G | 2049-03-01      | 4.0000%  | 0.0000% | $3318904.22        | $3263372.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $11418.51          | $9866.41           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | 0.0000% | $142.59            | $150.15            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $256461.52         | $270138.61         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | 0.0000% | $334.04            | $321.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9773 | 2055-10-01      | 5.5000%  | 0.0000% | $2513605.37        | $2572838.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  | 0.0000% | $4539665.61        | $4679242.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $90627.99          | $84647.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $44077.91          | $42802.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $375945.50         | $379636.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  | 0.0000% | $3460941.64        | $3302921.97        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | 0.0000% | $268301.48         | $243750.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  | 0.0000% | $175.72            | $161.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | 0.0000% | $239.23            | $227.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2602 | 2051-12-01      | 3.0000%  | 0.0000% | $191721.84         | $173150.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  | 0.0000% | $30115.94          | $26022.37          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  | 0.0000% | $650959.84         | $588112.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2180 | 2052-04-01      | 2.0000%  | 0.0000% | $53404.00          | $44126.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $708.13            | $706.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | 0.0000% | $108.52            | $110.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2961 | 2052-10-01      | 5.5000%  | 0.0000% | $23988461.33       | $25047647.85       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $2984392.02        | $2834402.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS3695 | 2044-11-01      | 4.0000%  | 0.0000% | $18147700.57       | $17663356.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $748.85            | $769.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $3503790.06        | $3548883.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $79479285.00       | $81177359.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | 0.0000% | $5020047.95        | $5162868.31        | Agency Mortgage-Backed Securities  |
| 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $4471300.00        | $4273134.80        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $342800.00         | $352806.38         | U.S. Treasuries (including strips) |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1384566.07        | $1396944.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | 0.0000% | $951.65            | $962.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6616 | 2053-06-01      | 6.0000%  | 0.0000% | $25934009.58       | $26850569.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $9299872.08        | $9492946.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $58698.10          | $59742.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $18904792.12       | $18764594.18       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $1713360.90        | $1335914.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $1271910.49        | $1280989.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $60873.50          | $61289.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $352.33            | $319.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  | 0.0000% | $7779630.31        | $7461412.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $5007769.63        | $4096706.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $89533.26          | $76717.02          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  | 0.0000% | $70200.15          | $62017.41          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | 0.0000% | $840.88            | $870.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | 0.0000% | $42832705.65       | $43659419.70       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | 0.0000% | $5918410.88        | $6087399.27        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $3140201.54        | $2975793.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  | 0.0000% | $102176.87         | $97548.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS0106 | 2041-11-01      | 2.0000%  | 0.0000% | $38491.70          | $34052.84          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  | 0.0000% | $71653.26          | $59944.18          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1790 | 2052-05-01      | 4.0000%  | 0.0000% | $605197.42         | $581848.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $760.92            | $711.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $35710.11          | $36208.98          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  | 0.0000% | $1796664.58        | $1501812.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612 | 2052-02-01      | 2.0000%  | 0.0000% | $70270.71          | $58929.01          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0479 | 2060-06-01      | 2.5000%  | 0.0000% | $29156.19          | $24798.88          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $142071.26         | $128961.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  | 0.0000% | $746.98            | $707.58            | Agency Mortgage-Backed Securities  |

### Security 247: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 86562A007, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86562A007_4.00_1205
- **C.18 - Value (incl. sponsor support):** $469925000.00
- **C.18.a - Value (excl. sponsor support):** $469925000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA4962 M | 2048-01-20      | 3.5000%  | 0.0000% | $67620495.60       | $63462173.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M | 2049-04-20      | 4.0000%  | 0.0000% | $64438416.00       | $62345778.44       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $172060632.00      | $169311275.20      | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M | 2048-03-20      | 3.5000%  | 0.0000% | $22733510.40       | $21335490.44       | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $4350000.00        | $4495743.34        | U.S. Treasuries (including strips) |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $90429084.00       | $83216460.26       | Agency Mortgage-Backed Securities  |
| GNII SF MA5466 M | 2048-09-20      | 4.0000%  | 0.0000% | $82456315.50       | $80007198.02       | Agency Mortgage-Backed Securities  |

### Security 248: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 86599Z009, C.3 - LEI: 35380028MYWPB6AUO129, C.5 - Other ID: 86599Z009_4.00_1205
- **C.18 - Value (incl. sponsor support):** $113591250.00
- **C.18.a - Value (excl. sponsor support):** $113591250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  | 0.0000% | $30000000.00       | $22133263.76       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49   | 2049-11-15      | 2.3750%  | 0.0000% | $49000000.00       | $32429714.13       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-08-15      | 1.1250%  | 0.0000% | $10000000.00       | $6431429.18        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40   | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6623097.85        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | 0.0000% | $10000000.00       | $7174728.64        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41   | 2041-05-15      | 2.2500%  | 0.0000% | $8000000.00        | $6008064.09        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | 0.0000% | $8000000.00        | $5542097.65        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29 | 2029-05-31      | 4.5000%  | 0.0000% | $3400000.00        | $3583314.73        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $40000000.00       | $26058393.48       | U.S. Treasuries (including strips) |

### Security 249: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 87299D009, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 87299D009_4.09_1201
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 3PSE9047 | 2048-03-01      | 3.0000%  | 0.0000% | $1976276.40        | $1773279.21        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PSE9089 | 2050-09-01      | 3.0000%  | 0.0000% | $2797098.71        | $2509738.78        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VSF5013 | 2043-11-01      | 3.0000%  | 0.0000% | $2287244.55        | $2121817.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI5601 | 2054-05-01      | 6.5000%  | 0.0000% | $1290352.48        | $1377688.70        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9712 | 2054-06-01      | 7.0000%  | 0.0000% | $1927362.12        | $2085509.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310209 | 2043-08-25      | 3.5000%  | 0.0000% | $63242906.47       | $61371612.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310239 | 2044-10-25      | 3.5000%  | 0.0000% | $17592756.26       | $16956971.64       | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310231 | 2044-04-01      | 3.5000%  | 0.0000% | $4177456.40        | $3995482.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH0648 | 2041-01-01      | 4.0000%  | 0.0000% | $14955.52          | $14769.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL0867 | 2026-09-01      | 3.5000%  | 0.0000% | $11621.06          | $11593.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL2719 | 2041-07-01      | 5.0000%  | 0.0000% | $19745.53          | $20433.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL5080 | 2043-06-01      | 3.0000%  | 0.0000% | $190225.52         | $177534.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $9667.14           | $9623.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8078 | 2030-10-01      | 3.5000%  | 0.0000% | $287013.16         | $285513.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL7259 | 2043-09-01      | 3.0000%  | 0.0000% | $21885.67          | $20425.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7608 | 2045-11-01      | 3.5000%  | 0.0000% | $7071495.77        | $6746214.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL7967 | 2030-07-01      | 3.0000%  | 0.0000% | $1988563.83        | $1961294.66        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL9551 | 2031-09-01      | 2.0000%  | 0.0000% | $6508276.00        | $6265152.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8256 | 2043-08-01      | 3.0000%  | 0.0000% | $115546.52         | $107851.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8353 | 2044-08-01      | 3.5000%  | 0.0000% | $549022.19         | $526260.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP4961 | 2042-09-01      | 3.0000%  | 0.0000% | $2361.48           | $2206.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ1624 | 2042-10-01      | 3.5000%  | 0.0000% | $310009.34         | $297190.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9325 | 2043-01-01      | 3.5000%  | 0.0000% | $5735416.14        | $5521341.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMB0312 | 2055-05-01      | 5.5000%  | 0.0000% | $11093890.22       | $11285037.95       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR4126 | 2043-02-01      | 3.0000%  | 0.0000% | $21494.50          | $20060.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS0574 | 2043-09-01      | 5.0000%  | 0.0000% | $1365.41           | $1403.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3864 | 2044-11-01      | 4.0000%  | 0.0000% | $11209919.29       | $11043451.99       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4564 | 2045-03-01      | 3.5000%  | 0.0000% | $14282038.51       | $13582975.57       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4786 | 2045-04-01      | 3.0000%  | 0.0000% | $102202.49         | $94926.39          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT7277 | 2043-09-01      | 4.0000%  | 0.0000% | $1218.92           | $1184.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1616 | 2044-08-01      | 4.0000%  | 0.0000% | $1240641.15        | $1220830.59        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX6989 | 2044-12-01      | 4.0000%  | 0.0000% | $1019.16           | $992.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX7573 | 2045-01-01      | 4.0000%  | 0.0000% | $16600472.59       | $16408222.52       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7699 | 2045-02-01      | 3.5000%  | 0.0000% | $24286.64          | $23183.79          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2661 | 2053-11-01      | 6.5000%  | 0.0000% | $2396541.25        | $2523493.23        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA2868 | 2053-09-01      | 7.0000%  | 0.0000% | $1340417.93        | $1422897.86        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4017 | 2053-10-01      | 7.0000%  | 0.0000% | $750162.63         | $796436.41         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4287 | 2053-10-01      | 7.0000%  | 0.0000% | $1791988.58        | $1891510.25        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4600 | 2053-11-01      | 7.0000%  | 0.0000% | $815185.30         | $878070.33         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4601 | 2053-11-01      | 7.0000%  | 0.0000% | $1475406.02        | $1584659.84        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA4608 | 2053-11-01      | 7.5000%  | 0.0000% | $1008152.28        | $1091526.47        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5843 | 2053-11-01      | 7.5000%  | 0.0000% | $1026353.87        | $1102487.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6404 | 2054-01-01      | 6.5000%  | 0.0000% | $5530322.28        | $5841015.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6431 | 2054-02-01      | 6.5000%  | 0.0000% | $4549819.81        | $4868875.92        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7585 | 2054-03-01      | 7.0000%  | 0.0000% | $815756.85         | $880075.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0320 | 2054-03-01      | 5.5000%  | 0.0000% | $256582.08         | $263295.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0475 | 2054-06-01      | 5.5000%  | 0.0000% | $1001428.80        | $1028032.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0449 | 2054-05-01      | 6.5000%  | 0.0000% | $716181.03         | $764677.23         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0450 | 2054-05-01      | 6.5000%  | 0.0000% | $1175737.24        | $1253954.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0459 | 2054-05-01      | 6.5000%  | 0.0000% | $1023042.99        | $1095514.33        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB0462 | 2054-06-01      | 7.0000%  | 0.0000% | $1349896.86        | $1456318.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB0466 | 2054-06-01      | 6.5000%  | 0.0000% | $2074076.01        | $2214955.55        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDB0484 | 2054-07-01      | 7.5000%  | 0.0000% | $1064579.11        | $1146184.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1942 | 2054-09-01      | 5.0000%  | 0.0000% | $2458137.83        | $2466955.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1943 | 2054-09-01      | 5.5000%  | 0.0000% | $1033162.75        | $1062536.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1960 | 2054-09-01      | 6.5000%  | 0.0000% | $1024254.83        | $1094275.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2544 | 2054-07-01      | 5.5000%  | 0.0000% | $266072.11         | $271104.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2913 | 2055-09-01      | 5.0000%  | 0.0000% | $18923580.96       | $18978705.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4471 | 2054-09-01      | 6.0000%  | 0.0000% | $1122394.86        | $1154461.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5055 | 2054-06-01      | 6.5000%  | 0.0000% | $4327995.58        | $4532991.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8027 | 2054-07-01      | 6.5000%  | 0.0000% | $1757630.48        | $1873707.91        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8028 | 2054-06-01      | 7.0000%  | 0.0000% | $1738897.91        | $1878103.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU3751 | 2043-08-01      | 4.0000%  | 0.0000% | $556.66            | $549.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2636 | 2043-02-01      | 3.0000%  | 0.0000% | $703713.94         | $656762.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL8867 | 2041-09-01      | 5.0000%  | 0.0000% | $69744.27          | $72364.28          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $1833.26           | $1907.80           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH1488 | 2040-12-01      | 4.5000%  | 0.0000% | $2103739.65        | $2135790.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357483 | 2034-02-01      | 5.5000%  | 0.0000% | $32005.34          | $33024.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $1294.23           | $1338.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ5575 | 2045-08-01      | 3.0000%  | 0.0000% | $398756.93         | $372144.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9321 | 2054-09-01      | 6.5000%  | 0.0000% | $613849.33         | $652986.52         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB9339 | 2054-09-01      | 7.0000%  | 0.0000% | $596050.25         | $647387.46         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0769 | 2055-03-01      | 6.5000%  | 0.0000% | $1053832.50        | $1110672.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0314 | 2054-07-01      | 6.5000%  | 0.0000% | $1861412.93        | $1986833.08        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3SSF2007 | 2046-09-01      | 3.0000%  | 0.0000% | $1410775.20        | $1286880.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0951 | 2054-08-01      | 6.5000%  | 0.0000% | $418715.27         | $446468.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1075 | 2054-08-01      | 6.0000%  | 0.0000% | $1906141.35        | $1963611.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1111 | 2054-09-01      | 5.5000%  | 0.0000% | $1855610.77        | $1924856.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2893 | 2054-08-01      | 6.5000%  | 0.0000% | $515615.35         | $549592.86         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC2895 | 2054-09-01      | 7.0000%  | 0.0000% | $952831.97         | $1034030.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3069 | 2054-08-01      | 6.5000%  | 0.0000% | $1642165.80        | $1750619.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3070 | 2054-08-01      | 6.5000%  | 0.0000% | $2691852.37        | $2874957.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2151 | 2042-03-01      | 3.5000%  | 0.0000% | $125634.97         | $121463.89         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC4267 | 2054-10-01      | 7.0000%  | 0.0000% | $1637943.74        | $1729781.60        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC4678 | 2054-09-01      | 7.0000%  | 0.0000% | $409891.46         | $434715.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4958 | 2054-10-01      | 5.5000%  | 0.0000% | $984348.20         | $1012456.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4987 | 2054-11-01      | 5.0000%  | 0.0000% | $15593072.76       | $15785413.31       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6582 | 2054-11-01      | 7.0000%  | 0.0000% | $1008318.24        | $1077595.75        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7824 | 2054-12-01      | 6.5000%  | 0.0000% | $1168601.20        | $1240622.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8830 | 2054-12-01      | 5.5000%  | 0.0000% | $3969469.51        | $4080836.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC9361 | 2055-01-01      | 6.5000%  | 0.0000% | $918399.90         | $968344.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9422 | 2055-03-01      | 5.5000%  | 0.0000% | $600096.20         | $611966.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9615 | 2055-01-01      | 5.5000%  | 0.0000% | $1878241.57        | $1919833.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  | 0.0000% | $239518.38         | $246449.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0187 | 2055-04-01      | 6.5000%  | 0.0000% | $1269253.58        | $1346152.58        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0190 | 2055-04-01      | 6.5000%  | 0.0000% | $1188306.02        | $1264430.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0994 | 2055-02-01      | 5.5000%  | 0.0000% | $2412872.76        | $2478160.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1044 | 2055-02-01      | 5.5000%  | 0.0000% | $2829607.05        | $2899271.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1077 | 2055-02-01      | 5.5000%  | 0.0000% | $3393631.55        | $3468780.13        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3224 | 2055-02-01      | 7.0000%  | 0.0000% | $915138.39         | $982405.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3322 | 2055-02-01      | 6.5000%  | 0.0000% | $1665347.44        | $1782179.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3847 | 2055-03-01      | 5.5000%  | 0.0000% | $4971210.03        | $5066692.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5379 | 2055-04-01      | 5.5000%  | 0.0000% | $3282783.59        | $3347740.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4709 | 2055-04-01      | 6.5000%  | 0.0000% | $957797.21         | $1006962.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4955 | 2055-04-01      | 6.5000%  | 0.0000% | $1176314.80        | $1244497.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6201 | 2055-04-01      | 6.5000%  | 0.0000% | $1992182.33        | $2099630.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6359 | 2055-05-01      | 5.5000%  | 0.0000% | $2383345.13        | $2437313.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6471 | 2055-03-01      | 6.5000%  | 0.0000% | $2478818.16        | $2606078.21        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD6869 | 2055-03-01      | 7.0000%  | 0.0000% | $2151464.63        | $2322407.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6965 | 2055-04-01      | 6.5000%  | 0.0000% | $1802012.10        | $1913064.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6966 | 2055-04-01      | 6.5000%  | 0.0000% | $1495895.18        | $1582613.72        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6967 | 2055-04-01      | 6.5000%  | 0.0000% | $936162.08         | $989296.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6969 | 2055-04-01      | 6.5000%  | 0.0000% | $810547.95         | $864438.85         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8872 | 2055-08-01      | 6.5000%  | 0.0000% | $1557590.21        | $1640235.95        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8797 | 2055-07-01      | 7.0000%  | 0.0000% | $7764096.04        | $8446994.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4452 | 2043-11-01      | 4.0000%  | 0.0000% | $287651.35         | $283686.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8966 | 2047-03-01      | 4.0000%  | 0.0000% | $4220.09           | $4119.91           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT8912 | 2043-07-01      | 3.0000%  | 0.0000% | $1975.43           | $1843.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6459 | 2054-03-01      | 5.5000%  | 0.0000% | $15682019.54       | $16030866.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6463 | 2054-03-01      | 5.5000%  | 0.0000% | $17301563.40       | $17686263.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1931 | 2054-09-01      | 5.5000%  | 0.0000% | $16931747.57       | $17308411.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5292 | 2054-06-01      | 6.0000%  | 0.0000% | $20284071.75       | $20912228.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0812 | 2045-07-01      | 3.5000%  | 0.0000% | $2731479.42        | $2575080.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU4293 | 2043-09-01      | 4.0000%  | 0.0000% | $16772.73          | $16539.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU3753 | 2043-08-01      | 4.0000%  | 0.0000% | $1891.72           | $1865.84           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7817 | 2046-08-01      | 2.5000%  | 0.0000% | $60269.52          | $52978.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6485 | 2046-01-01      | 4.0000%  | 0.0000% | $18548546.98       | $18222222.39       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $775866.89         | $743268.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6223 | 2045-11-01      | 4.0000%  | 0.0000% | $22866974.56       | $22483198.13       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3467 | 2044-10-01      | 4.0000%  | 0.0000% | $905.31            | $885.84            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL7953 | 2045-07-01      | 5.0000%  | 0.0000% | $15003.17          | $15525.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL1584 | 2042-04-01      | 3.5000%  | 0.0000% | $5112347.39        | $4942617.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI9521 | 2041-09-01      | 4.5000%  | 0.0000% | $1106613.86        | $1120861.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  | 0.0000% | $313993.64         | $317506.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3150 | 2054-10-01      | 5.0000%  | 0.0000% | $61839.41          | $62032.78          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0303 | 2043-08-01      | 3.0000%  | 0.0000% | $86986.55          | $81181.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  | 0.0000% | $2737036.36        | $2619187.78        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8847 | 2055-08-01      | 7.0000%  | 0.0000% | $1110940.01        | $1203261.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9808 | 2055-09-01      | 5.5000%  | 0.0000% | $1747319.56        | $1785582.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE0572 | 2055-05-01      | 5.0000%  | 0.0000% | $1036543.82        | $1058205.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0627 | 2055-06-01      | 6.0000%  | 0.0000% | $1300001.28        | $1338010.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1110 | 2055-06-01      | 5.0000%  | 0.0000% | $1077078.32        | $1099586.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3486 | 2055-07-01      | 6.5000%  | 0.0000% | $19321888.21       | $20114375.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3212 | 2055-07-01      | 5.5000%  | 0.0000% | $846850.08         | $862399.09         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE3281 | 2055-06-01      | 7.0000%  | 0.0000% | $1851136.87        | $1973267.48        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE3425 | 2055-07-01      | 7.0000%  | 0.0000% | $9100233.71        | $9629339.50        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4232 | 2055-08-01      | 7.0000%  | 0.0000% | $1526762.89        | $1618626.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5262 | 2055-07-01      | 6.5000%  | 0.0000% | $3250313.32        | $3384522.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5259 | 2055-07-01      | 6.5000%  | 0.0000% | $2730112.72        | $2842836.35        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5780 | 2055-07-01      | 7.0000%  | 0.0000% | $1650945.93        | $1754450.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7037 | 2055-08-01      | 5.0000%  | 0.0000% | $1052214.16        | $1059902.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7881 | 2055-09-01      | 5.0000%  | 0.0000% | $979067.39         | $987862.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9871 | 2055-11-01      | 5.0000%  | 0.0000% | $3189893.00        | $3218924.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9872 | 2055-11-01      | 5.0000%  | 0.0000% | $2086890.00        | $2109597.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9891 | 2055-11-01      | 6.0000%  | 0.0000% | $1624408.00        | $1696676.29        | Agency Mortgage-Backed Securities |

### Security 250: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 251: Nomura Securities International

- **C.1 - Title:** Nomura Securities International 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 895990919, C.3 - LEI: N/A, C.5 - Other ID: 895990919_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLQE8121                  | 2052-07-01      | 3.0000%  | 0.0000% | $14469841.03       | $12939771.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6819                  | 2053-02-01      | 6.0000%  | 0.0000% | $5306593.17        | $5480293.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7280                  | 2053-07-01      | 6.0000%  | 0.0000% | $558386.40         | $583461.30         | Agency Mortgage-Backed Securities  |
| 4.75 FCSB 26 FE                       | 2026-09-01      | 4.7500%  | 0.0000% | $4148000.00        | $4227264.82        | Agency Mortgage-Backed Securities  |
| 4.70 FCOR 26-29 IK                    | 2029-03-05      | 4.7000%  | 0.0000% | $3877000.00        | $3924129.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 I4BF0608                  | 2062-03-01      | 6.0000%  | 0.0000% | $8003406.72        | $8289832.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4708                  | 2053-05-01      | 4.5000%  | 0.0000% | $38956.59          | $38725.39          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6248                  | 2053-09-01      | 5.0000%  | 0.0000% | $40523.79          | $41396.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5772                  | 2053-06-01      | 5.0000%  | 0.0000% | $388026.72         | $393798.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5843                  | 2052-10-01      | 4.0000%  | 0.0000% | $666477.12         | $641794.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6379                  | 2053-11-01      | 5.5000%  | 0.0000% | $25163.77          | $25957.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6713                  | 2047-02-01      | 4.5000%  | 0.0000% | $122243.92         | $123202.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7026                  | 2052-09-01      | 3.0000%  | 0.0000% | $12621263.41       | $11412146.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8001                  | 2054-06-01      | 5.5000%  | 0.0000% | $78854.26          | $80831.53          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8015                  | 2053-07-01      | 6.0000%  | 0.0000% | $2009701.14        | $2098670.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7372                  | 2053-09-01      | 5.5000%  | 0.0000% | $93205.76          | $96990.85          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7760                  | 2054-04-01      | 6.0000%  | 0.0000% | $28922639.78       | $30310695.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7944                  | 2052-06-01      | 2.5000%  | 0.0000% | $8887696.30        | $7601744.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8904                  | 2054-09-01      | 6.0000%  | 0.0000% | $19049273.87       | $19954419.17       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380                  | 2052-05-01      | 3.5000%  | 0.0000% | $610107.95         | $568763.98         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7918                  | 2052-09-01      | 4.0000%  | 0.0000% | $14981.66          | $14376.40          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5337                  | 2045-03-01      | 5.5000%  | 0.0000% | $5848830.70        | $5987284.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5202                  | 2042-11-01      | 5.0000%  | 0.0000% | $14604191.19       | $14941548.00       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRC3196                  | 2039-05-01      | 4.0000%  | 0.0000% | $553997.95         | $549112.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI2599                  | 2054-03-01      | 4.5000%  | 0.0000% | $1039894.48        | $1027755.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2912                  | 2054-04-01      | 5.0000%  | 0.0000% | $1095516.79        | $1118695.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5242                  | 2054-12-01      | 5.0000%  | 0.0000% | $517181.93         | $520874.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0873                  | 2053-02-01      | 6.5000%  | 0.0000% | $1308309.84        | $1380247.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M                      | 2051-11-20      | 2.0000%  | 0.0000% | $34266.41          | $28682.35          | Agency Mortgage-Backed Securities  |
| 1.87 FHOR 22-36 CL                    | 2036-02-08      | 1.8700%  | 0.0000% | $350000.00         | $278251.36         | Agency Mortgage-Backed Securities  |
| 4.50 FHLB 26 87                       | 2026-03-13      | 4.5000%  | 0.0000% | $15000.00          | $15165.67          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0739                  | 2063-06-01      | 4.5000%  | 0.0000% | $26732080.35       | $26282313.09       | Agency Mortgage-Backed Securities  |
| FHFR 03SO 08/28 8282                  | 2028-08-01      | 4.2350%  | 0.0000% | $150000000.00      | $150452512.50      | Agency Mortgage-Backed Securities  |
| FHFR 03SO 09/26 8319                  | 2026-09-11      | 4.0750%  | 0.0000% | $74000000.00       | $74698301.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2025-12-11      | 0.0000%  | 0.0000% | $1902000.00        | $1899166.02        | Agency Mortgage-Backed Securities  |
| 1.70 FCOR 21-31 CV                    | 2031-04-28      | 1.7000%  | 0.0000% | $2437000.00        | $2198051.34        | Agency Mortgage-Backed Securities  |
| 4.15 FMNT 26-28 K2                    | 2028-11-13      | 4.1500%  | 0.0000% | $92415000.00       | $92518309.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8661                  | 2053-04-01      | 4.5000%  | 0.0000% | $934168.92         | $933248.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8207                  | 2053-08-01      | 6.5000%  | 0.0000% | $2556393.74        | $2690704.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA8568 M                      | 2052-06-20      | 4.5000%  | 0.0000% | $806502.74         | $798045.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M                      | 2053-07-20      | 5.0000%  | 0.0000% | $42100009.12       | $42459964.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3831                  | 2052-06-01      | 3.0000%  | 0.0000% | $71322.60          | $64514.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067                  | 2052-07-01      | 4.5000%  | 0.0000% | $3358216.18        | $3343745.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLCB5341                  | 2052-12-01      | 6.0000%  | 0.0000% | $35126.76          | $36711.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783                  | 2052-10-01      | 4.0000%  | 0.0000% | $306428.07         | $295169.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQF2029                  | 2052-10-01      | 3.0000%  | 0.0000% | $16990.48          | $15201.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7367                  | 2053-07-01      | 5.5000%  | 0.0000% | $29498.73          | $30382.07          | Agency Mortgage-Backed Securities  |
| 1.30 FCOR 22-31 BW                    | 2031-02-03      | 1.3000%  | 0.0000% | $274000.00         | $244065.17         | Agency Mortgage-Backed Securities  |
| 5.40 FCOR 26-34 DC                    | 2034-02-24      | 5.4000%  | 0.0000% | $14265000.00       | $14493339.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5198                  | 2053-07-01      | 5.5000%  | 0.0000% | $113104.96         | $117164.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5500                  | 2052-06-01      | 3.5000%  | 0.0000% | $1043429.45        | $980890.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7587                  | 2054-04-01      | 5.5000%  | 0.0000% | $148161.45         | $151837.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8295                  | 2052-12-01      | 5.0000%  | 0.0000% | $41901.26          | $42524.33          | Agency Mortgage-Backed Securities  |
| 0.96 FHOR 21-26 5418                  | 2026-03-05      | 0.9600%  | 0.0000% | $61675000.00       | $61330442.33       | Agency Mortgage-Backed Securities  |
| GNMI SF CE2572 X                      | 2051-06-15      | 3.5000%  | 0.0000% | $183310.10         | $175519.23         | Agency Mortgage-Backed Securities  |
| 6.75 FMPR GB 31 A                     | 2031-03-15      | 0.0000%  | 0.0000% | $183472000.00      | $150365945.40      | Agency Mortgage-Backed Securities  |
| 0.62 FMNT GB21-25M3                   | 2025-12-01      | 0.6200%  | 0.0000% | $18268000.00       | $18318389.23       | Agency Mortgage-Backed Securities  |
| 0.7 FMNT GB21-25D9                    | 2025-12-23      | 0.7000%  | 0.0000% | $10000.00          | $10007.74          | Agency Mortgage-Backed Securities  |
| GNII SF CY0719 C                      | 2053-12-20      | 2.5000%  | 0.0000% | $57119.64          | $49314.35          | Agency Mortgage-Backed Securities  |
| GNII SF CZ1292 C                      | 2054-04-20      | 8.0000%  | 0.0000% | $1724607.85        | $1871946.27        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8346                  | 2039-12-01      | 4.0000%  | 0.0000% | $34704.66          | $34355.15          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8378                  | 2040-04-01      | 5.0000%  | 0.0000% | $648486.43         | $658788.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0442                  | 2042-09-01      | 2.5000%  | 0.0000% | $4301170.04        | $3904924.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7309                  | 2053-02-01      | 6.0000%  | 0.0000% | $1243421.59        | $1292090.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5463                  | 2053-01-01      | 5.5000%  | 0.0000% | $11184877.78       | $11600328.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5574                  | 2053-01-01      | 5.0000%  | 0.0000% | $44300439.52       | $44801388.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540                  | 2053-06-01      | 6.0000%  | 0.0000% | $1445469.78        | $1507561.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6858                  | 2053-08-01      | 5.0000%  | 0.0000% | $47413.99          | $48477.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 GLCB8305                  | 2054-04-01      | 5.5000%  | 0.0000% | $1279914.45        | $1328302.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8817                  | 2054-07-01      | 4.5000%  | 0.0000% | $29811434.05       | $29495880.02       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9820                  | 2055-01-01      | 6.0000%  | 0.0000% | $37621082.18       | $39204139.70       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5215                  | 2053-12-01      | 5.5000%  | 0.0000% | $1014831.04        | $1034997.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5554                  | 2054-12-01      | 6.0000%  | 0.0000% | $3607136.93        | $3709889.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8820                  | 2055-03-01      | 6.0000%  | 0.0000% | $22819833.79       | $23478414.19       | Agency Mortgage-Backed Securities  |
| GNII ET DD1262 C                      | 2064-07-20      | 7.0000%  | 0.0000% | $2230881.26        | $2310479.10        | Agency Mortgage-Backed Securities  |
| GNII SF DG4652 C                      | 2054-12-20      | 4.5000%  | 0.0000% | $2167470.17        | $2112624.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081                  | 2052-12-01      | 5.0000%  | 0.0000% | $34429.72          | $34941.69          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3427                  | 2053-08-01      | 6.0000%  | 0.0000% | $58788.68          | $61515.30          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5318                  | 2054-04-01      | 6.5000%  | 0.0000% | $5202399.96        | $5554644.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5352                  | 2050-07-01      | 4.0000%  | 0.0000% | $236007.28         | $230805.68         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4635                  | 2052-06-01      | 3.0000%  | 0.0000% | $2801812.48        | $2503355.01        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6203                  | 2052-06-01      | 3.0000%  | 0.0000% | $236915.00         | $211678.81         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6261                  | 2054-08-01      | 6.0000%  | 0.0000% | $17085860.34       | $17789097.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5809                  | 2054-07-01      | 6.0000%  | 0.0000% | $30128.17          | $31065.46          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5997                  | 2054-04-01      | 5.0000%  | 0.0000% | $239122.56         | $242001.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6727                  | 2054-07-01      | 6.5000%  | 0.0000% | $46670.59          | $49346.44          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX1922                  | 2053-02-01      | 6.0000%  | 0.0000% | $77181.27          | $80533.41          | Agency Mortgage-Backed Securities  |
| GNII JM MA8336 M                      | 2052-09-20      | 3.0000%  | 0.0000% | $2029924.49        | $1804006.08        | Agency Mortgage-Backed Securities  |
| GNII JM MA8480 M                      | 2052-11-20      | 4.5000%  | 0.0000% | $60038.03          | $59056.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M                      | 2053-10-20      | 5.5000%  | 0.0000% | $74058887.49       | $75532807.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4917                  | 2053-02-01      | 4.5000%  | 0.0000% | $17592371.37       | $17371059.34       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSBM6307                  | 2048-09-01      | 6.2680%  | 0.0000% | $21067503.31       | $22011464.40       | Agency Mortgage-Backed Securities  |
| 0.80 FHOR 21-26 5412                  | 2026-03-04      | 0.8000%  | 0.0000% | $85000.00          | $84425.54          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1370                  | 2052-08-01      | 4.5000%  | 0.0000% | $282445.60         | $281916.02         | Agency Mortgage-Backed Securities  |
| 4.00 FHLB 27 G7905                    | 2027-03-10      | 4.0000%  | 0.0000% | $95000.00          | $96279.90          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2591                  | 2053-03-01      | 5.0000%  | 0.0000% | $45549.69          | $46157.32          | Agency Mortgage-Backed Securities  |
| 4.55 FMNT GB26-28A6                   | 2028-02-11      | 4.5500%  | 0.0000% | $2965000.00        | $3004623.11        | Agency Mortgage-Backed Securities  |
| 7.25 FNPR BB 05/30                    | 2030-05-15      | 0.0000%  | 0.0000% | $153931000.00      | $130738678.00      | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5319                  | 2052-06-01      | 3.5000%  | 0.0000% | $1926715.68        | $1808829.58        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5172                  | 2052-07-01      | 4.0000%  | 0.0000% | $3973766.46        | $3848755.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010                  | 2053-05-01      | 5.5000%  | 0.0000% | $857843.25         | $875879.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089                  | 2053-07-01      | 4.0000%  | 0.0000% | $116791.60         | $112003.97         | Agency Mortgage-Backed Securities  |
| GNII ET CN9991 C                      | 2062-04-20      | 2.5000%  | 0.0000% | $210712.62         | $174908.76         | Agency Mortgage-Backed Securities  |
| GNII ET CO6357 C                      | 2062-06-20      | 3.0000%  | 0.0000% | $1105416.70        | $990498.68         | Agency Mortgage-Backed Securities  |
| GNMI SF BQ0231 X                      | 2049-10-15      | 3.0000%  | 0.0000% | $186127.59         | $169113.67         | Agency Mortgage-Backed Securities  |
| GNII ET CP0073 C                      | 2062-02-20      | 2.5000%  | 0.0000% | $119950.84         | $99568.91          | Agency Mortgage-Backed Securities  |
| GNII ET CS5453 C                      | 2062-02-20      | 2.5000%  | 0.0000% | $318937.04         | $264744.22         | Agency Mortgage-Backed Securities  |
| GNII ET CP5514 C                      | 2062-08-20      | 2.5000%  | 0.0000% | $262121.78         | $217585.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA7887                  | 2054-03-01      | 5.5000%  | 0.0000% | $1327876.97        | $1373959.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7895                  | 2054-03-01      | 6.0000%  | 0.0000% | $1247220.02        | $1303654.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0419                  | 2054-03-01      | 6.0000%  | 0.0000% | $887031.77         | $927376.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5564                  | 2054-05-01      | 5.5000%  | 0.0000% | $967763.29         | $1001968.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7578                  | 2054-08-01      | 6.0000%  | 0.0000% | $820664.84         | $860109.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC6539                  | 2054-11-01      | 6.0000%  | 0.0000% | $6423327.18        | $6614401.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3759                  | 2053-12-01      | 2.0000%  | 0.0000% | $16652500.00       | $13661327.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9497                  | 2055-03-01      | 6.5000%  | 0.0000% | $832109.37         | $871357.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7274                  | 2054-09-01      | 6.0000%  | 0.0000% | $483790.02         | $499121.32         | Agency Mortgage-Backed Securities  |
| GNMI SF BR4833 X                      | 2052-09-15      | 4.5000%  | 0.0000% | $647258.99         | $642308.75         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8238                  | 2052-08-01      | 4.5000%  | 0.0000% | $76597.42          | $75712.95          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3137                  | 2054-01-01      | 2.0000%  | 0.0000% | $18043153.77       | $14844156.74       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2686                  | 2054-10-01      | 6.5000%  | 0.0000% | $28863957.47       | $30410343.99       | Agency Mortgage-Backed Securities  |
| FHDN 12/05/25                         | 2025-12-05      | 0.0000%  | 0.0000% | $150000.00         | $149854.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank Discount Notes | 2026-01-02      | 0.0000%  | 0.0000% | $100000.00         | $99625.70          | Agency Mortgage-Backed Securities  |
| FHDN 01/28/26                         | 2026-01-28      | 0.0000%  | 0.0000% | $14000000.00       | $13910680.00       | Agency Mortgage-Backed Securities  |
| FHDN 03/25/26                         | 2026-03-25      | 0.0000%  | 0.0000% | $100000.00         | $98784.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8266                  | 2055-09-01      | 5.0000%  | 0.0000% | $90478.29          | $91097.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M                      | 2052-06-20      | 4.5000%  | 0.0000% | $2077011.04        | $2058446.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3906                  | 2053-01-01      | 4.5000%  | 0.0000% | $226658.03         | $223941.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS8779                  | 2052-10-01      | 4.0000%  | 0.0000% | $10227473.76       | $9962848.11        | Agency Mortgage-Backed Securities  |
| GNII SP 787236 C                      | 2054-01-20      | 6.5000%  | 0.0000% | $11350.82          | $11879.56          | Agency Mortgage-Backed Securities  |
| 6.25 FMPR GB 32 A                     | 2032-07-15      | 0.0000%  | 0.0000% | $145579000.00      | $111847763.40      | Agency Mortgage-Backed Securities  |
| GNII SP 787289 C                      | 2053-09-20      | 5.5000%  | 0.0000% | $53065.23          | $54480.01          | Agency Mortgage-Backed Securities  |
| GNII SP 786657 C                      | 2053-04-20      | 5.0000%  | 0.0000% | $16606.52          | $16677.09          | Agency Mortgage-Backed Securities  |
| 6.625 FNPR BB 11/30                   | 2030-11-15      | 0.0000%  | 0.0000% | $64450000.00       | $53635290.00       | Agency Mortgage-Backed Securities  |
| 0.75 FNSM A 10/27                     | 2027-10-08      | 0.7500%  | 0.0000% | $1383000.00        | $1315867.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA9362 M                      | 2053-12-20      | 5.5000%  | 0.0000% | $24241350.60       | $24702299.88       | Agency Mortgage-Backed Securities  |
| 8.875 RFPR 30 B                       | 2030-04-15      | 0.0000%  | 0.0000% | $225158000.00      | $191125368.30      | Corporate Debt Securities          |
| 3 BOND 47                             | 2047-02-15      | 3.0000%  | 0.0000% | $22972900.00       | $18004086.46       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                       | 2032-08-31      | 3.8750%  | 0.0000% | $85323200.00       | $86802442.66       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27                      | 2027-10-31      | 4.0218%  | 0.0000% | $77000000.00       | $77261928.10       | U.S. Treasuries (including strips) |
| FNMS 05.500 CLDA2754                  | 2054-03-01      | 5.5000%  | 0.0000% | $2861262.93        | $2922222.14        | Agency Mortgage-Backed Securities  |
| TINT 11/15/28                         | 2028-11-15      | 0.0000%  | 0.0000% | $404053.67         | $363885.48         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                      | 2029-11-30      | 4.1250%  | 0.0000% | $25451400.00       | $26526456.71       | U.S. Treasuries (including strips) |
| GNII ET CO9974 C                      | 2062-03-20      | 2.5000%  | 0.0000% | $279276.97         | $231828.65         | Agency Mortgage-Backed Securities  |
| GNII ET CP1532 C                      | 2062-01-20      | 2.5000%  | 0.0000% | $185864.12         | $154284.13         | Agency Mortgage-Backed Securities  |
| GNII ET CP3590 C                      | 2062-08-20      | 2.5000%  | 0.0000% | $263898.92         | $219058.80         | Agency Mortgage-Backed Securities  |
| GNII ET CR2448 C                      | 2062-08-20      | 2.5000%  | 0.0000% | $455982.29         | $375679.25         | Agency Mortgage-Backed Securities  |
| GNII SF CS5137 C                      | 2053-03-20      | 5.0000%  | 0.0000% | $28378.97          | $28700.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5833                  | 2054-01-01      | 6.0000%  | 0.0000% | $72718.52          | $74966.69          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6976                  | 2054-02-01      | 6.5000%  | 0.0000% | $2224846.65        | $2340914.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1543                  | 2054-04-01      | 6.0000%  | 0.0000% | $2347417.53        | $2427966.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2971                  | 2052-10-01      | 4.5000%  | 0.0000% | $82993.81          | $82373.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4166                  | 2053-04-01      | 5.5000%  | 0.0000% | $425619.30         | $438275.09         | Agency Mortgage-Backed Securities  |
| GNII SP 787260 C                      | 2050-07-20      | 4.0000%  | 0.0000% | $11516426.90       | $11065927.31       | Agency Mortgage-Backed Securities  |
| GNII SP 786916 C                      | 2053-08-20      | 5.5000%  | 0.0000% | $1611022.97        | $1652482.65        | Agency Mortgage-Backed Securities  |
| GNII SP 786949 C                      | 2053-08-20      | 5.0000%  | 0.0000% | $3020610.83        | $3053885.88        | Agency Mortgage-Backed Securities  |
| 5.25 TVPR 39 C                        | 2039-09-15      | 0.0000%  | 0.0000% | $4926000.00        | $2544377.52        | Agency Mortgage-Backed Securities  |
| TINT 05/15/34                         | 2034-05-15      | 0.0000%  | 0.0000% | $265534.71         | $188945.21         | U.S. Treasuries (including strips) |
| FEPC 04.500 CLSD7557                  | 2052-12-01      | 4.5000%  | 0.0000% | $19241.18          | $19187.98          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4410                  | 2048-11-01      | 3.5000%  | 0.0000% | $10337905.57       | $9803880.38        | Agency Mortgage-Backed Securities  |
| 8.625 RFPR 30 A                       | 2030-01-15      | 0.0000%  | 0.0000% | $423000.00         | $362794.41         | Corporate Debt Securities          |
| TVIN 01/15/36                         | 2036-01-15      | 0.0000%  | 0.0000% | $7649000.00        | $4870317.17        | Agency Mortgage-Backed Securities  |
| 5.250 TVBD 55 A                       | 2055-02-01      | 5.2500%  | 0.0000% | $1052000.00        | $1087492.90        | Agency Mortgage-Backed Securities  |
| TINT 02/15/30                         | 2030-02-15      | 0.0000%  | 0.0000% | $27807606.72       | $23862847.44       | U.S. Treasuries (including strips) |
| TINT 05/15/30                         | 2030-05-15      | 0.0000%  | 0.0000% | $18674476.09       | $15871922.77       | U.S. Treasuries (including strips) |
| 6.15 TVPR 38 B                        | 2038-01-15      | 0.0000%  | 0.0000% | $12867000.00       | $7300864.47        | Agency Mortgage-Backed Securities  |
| 5.98 TVBD 36 A                        | 2036-04-01      | 5.9800%  | 0.0000% | $11025000.00       | $12576166.05       | Agency Mortgage-Backed Securities  |
| 5.880 TVBD 36 C                       | 2036-04-01      | 5.8800%  | 0.0000% | $15017000.00       | $17138061.15       | Agency Mortgage-Backed Securities  |

### Security 252: 2020 Sheu Family Exempt Trust

- **C.1 - Title:** 2020 Sheu Family Exempt Trust 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90138RAA4, C.4 - ISIN: US90138RAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9175000.00
- **C.18.a - Value (excl. sponsor support):** $9175000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 253: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **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):** $750000.67
- **C.18.a - Value (excl. sponsor support):** $750000.67
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 254: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $13110795.00
- **C.18.a - Value (excl. sponsor support):** $13110795.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 255: United States International Development Finance Corp.

- **C.1 - Title:** United States International Development Finance Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEY3, C.4 - ISIN: US90376PEY34, C.3 - LEI: 549300IDY55XMYWXSD28
- **C.18 - Value (incl. sponsor support):** $9614583.00
- **C.18.a - Value (excl. sponsor support):** $9614583.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 256: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_3.89_0223
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3.05 FCSB 32 I      | 2032-07-19      | 3.0500%  | 0.0000% | $20000.00          | $19239.66          | Agency Mortgage-Backed Securities |
| 3.33 FCSB 39 C      | 2039-08-08      | 3.3300%  | 0.0000% | $5000.00           | $4420.75           | Agency Mortgage-Backed Securities |
| 3.07 FCSB 33 I      | 2033-11-28      | 3.0700%  | 0.0000% | $31000.00          | $28799.40          | Agency Mortgage-Backed Securities |
| 2.59 FCSB 27 BM     | 2027-08-02      | 2.5900%  | 0.0000% | $15000.00          | $14890.06          | Agency Mortgage-Backed Securities |
| 3.22 FCSB 25 CQ     | 2025-12-10      | 3.2200%  | 0.0000% | $13000.00          | $13193.25          | Agency Mortgage-Backed Securities |
| 2.90 FCSB 30 BE     | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4858.17           | Agency Mortgage-Backed Securities |
| 0.96 FCOR 21-26 IQ  | 2026-06-15      | 0.9600%  | 0.0000% | $3460000.00        | $3425083.99        | Agency Mortgage-Backed Securities |
| 2.10 FCOR 22-41 B   | 2041-01-28      | 2.1000%  | 0.0000% | $17634000.00       | $12519029.06       | Agency Mortgage-Backed Securities |
| 2.74 FCOR 22-41 G   | 2041-04-01      | 2.7400%  | 0.0000% | $42000.00          | $32970.94          | Agency Mortgage-Backed Securities |
| 0.96 FCOR 21-26 IM  | 2026-05-13      | 0.9600%  | 0.0000% | $10000000.00       | $9879510.00        | Agency Mortgage-Backed Securities |
| 3.75 FCSB 27 DT     | 2027-12-22      | 3.7500%  | 0.0000% | $2700000.00        | $2755795.50        | Agency Mortgage-Backed Securities |
| 3 3/8 FCSB 27 DJ    | 2027-09-15      | 3.3750%  | 0.0000% | $40000.00          | $40157.59          | Agency Mortgage-Backed Securities |
| 4 3/8 FCSB 27 EA    | 2027-09-15      | 4.3750%  | 0.0000% | $300000.00         | $307308.16         | Agency Mortgage-Backed Securities |
| 5.00 FCSB 26 GF     | 2026-01-29      | 5.0000%  | 0.0000% | $57000.00          | $58041.26          | Agency Mortgage-Backed Securities |
| 4.75 FCSB 31 CD     | 2031-05-02      | 4.7500%  | 0.0000% | $27432000.00       | $28980853.39       | Agency Mortgage-Backed Securities |
| 4 1/8 FCSB 26 HL    | 2026-12-16      | 4.1250%  | 0.0000% | $100000.00         | $102374.95         | Agency Mortgage-Backed Securities |
| FMZC 01/04/2027 A   | 2027-01-04      | 0.0000%  | 0.0000% | $3000000.00        | $2881896.00        | Agency Mortgage-Backed Securities |
| FCOR 03SF 26-26 NR  | 2026-09-03      | 4.1600%  | 0.0000% | $3500000.00        | $3536443.75        | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 GI     | 2027-09-20      | 3.5000%  | 0.0000% | $20000.00          | $20124.94          | Agency Mortgage-Backed Securities |
| 3 5/8 FCSB 27 HU    | 2027-10-01      | 3.6250%  | 0.0000% | $540000.00         | $543513.01         | Agency Mortgage-Backed Securities |
| 3.84 FCOR 26-28 LT  | 2028-10-16      | 3.8400%  | 0.0000% | $12614000.00       | $12663005.39       | Agency Mortgage-Backed Securities |
| 4.12 FCOR 26-30 JC  | 2030-10-21      | 4.1200%  | 0.0000% | $50706000.00       | $50801045.58       | Agency Mortgage-Backed Securities |
| 3.56 FCOR 27-28 LV  | 2028-10-27      | 3.5600%  | 0.0000% | $32940000.00       | $32956850.64       | Agency Mortgage-Backed Securities |
| FCOR 03SF 25-26 PO  | 2026-06-18      | 4.0550%  | 0.0000% | $6000000.00        | $6049282.49        | Agency Mortgage-Backed Securities |
| 5.29 FCOR 26-34 DL  | 2034-07-03      | 5.2900%  | 0.0000% | $24419000.00       | $25009010.52       | Agency Mortgage-Backed Securities |
| 3.87 FCOR 26-28 LX  | 2028-02-03      | 3.8700%  | 0.0000% | $37615000.00       | $37664821.07       | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 HY     | 2027-11-10      | 3.5000%  | 0.0000% | $52289000.00       | $52300399.00       | Agency Mortgage-Backed Securities |
| 4.23 FCOR 26-30 JG  | 2030-11-13      | 4.2300%  | 0.0000% | $5730000.00        | $5730610.25        | Agency Mortgage-Backed Securities |
| 4.80 FCOR 25-32 EZ  | 2032-09-15      | 4.8000%  | 0.0000% | $58343000.00       | $58815831.12       | Agency Mortgage-Backed Securities |
| 3.96 FMNT 25-27 A4  | 2027-10-08      | 3.9600%  | 0.0000% | $95000000.00       | $95470915.00       | Agency Mortgage-Backed Securities |
| 3.65 FMNT 26-28 K4  | 2028-11-08      | 3.6500%  | 0.0000% | $11700000.00       | $11701872.00       | Agency Mortgage-Backed Securities |
| 3.75 FMNT 26-28 A5  | 2028-11-13      | 3.7500%  | 0.0000% | $6000000.00        | $6008955.00        | Agency Mortgage-Backed Securities |
| 3.85 FMNT 26-28 39  | 2028-09-01      | 3.8500%  | 0.0000% | $2900000.00        | $2920349.14        | Agency Mortgage-Backed Securities |
| 4.00 FMNT GB27-3031 | 2030-10-08      | 4.0000%  | 0.0000% | $1460000.00        | $1466738.71        | Agency Mortgage-Backed Securities |
| 4.00 FMNT 26-30 E8  | 2030-11-20      | 4.0000%  | 0.0000% | $9750000.00        | $9752114.67        | Agency Mortgage-Backed Securities |
| FNIN 01/15/26       | 2026-01-15      | 0.0000%  | 0.0000% | $6000.00           | $5967.35           | Agency Mortgage-Backed Securities |
| 3.50 FCSB 27 J      | 2027-11-02      | 3.5000%  | 0.0000% | $440000.00         | $440822.70         | Agency Mortgage-Backed Securities |
| 5.20 FCSB 26 F      | 2026-02-06      | 5.2000%  | 0.0000% | $5000.00           | $5090.73           | Agency Mortgage-Backed Securities |
| FNZC A 03/17/31     | 2031-03-17      | 0.0000%  | 0.0000% | $432000.00         | $353773.44         | Agency Mortgage-Backed Securities |
| FNIN 05/15/30       | 2030-05-15      | 0.0000%  | 0.0000% | $978000.00         | $826110.73         | Agency Mortgage-Backed Securities |
| 4.50 FMNT GB26-30X0 | 2030-05-23      | 4.5000%  | 0.0000% | $13791000.00       | $13882848.06       | Agency Mortgage-Backed Securities |
| 4.75 FMNT GB26-2933 | 2029-12-18      | 4.7500%  | 0.0000% | $18887000.00       | $19352018.93       | Agency Mortgage-Backed Securities |
| 6.25 FMNT GB 32 A   | 2032-07-15      | 6.2500%  | 0.0000% | $109000.00         | $126774.55         | Agency Mortgage-Backed Securities |
| 6.75 FMNT GB 31 A   | 2031-03-15      | 6.7500%  | 0.0000% | $327000.00         | $379327.68         | Agency Mortgage-Backed Securities |
| FMZC 12/11/2025 A   | 2025-12-11      | 0.0000%  | 0.0000% | $148000.00         | $147830.84         | Agency Mortgage-Backed Securities |

### Security 257: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_3.93_0129
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 3.97 FCOR 26-28 ME | 2028-11-28      | 3.9700%  | 0.0000% | $104000000.00      | $103838904.00      | Agency Mortgage-Backed Securities |
| 4.66 FCOR 26-32 FE | 2032-10-27      | 4.6600%  | 0.0000% | $75492000.00       | $75563398.66       | Agency Mortgage-Backed Securities |
| 4.98 FCOR 26-32 ET | 2032-08-11      | 4.9800%  | 0.0000% | $35160000.00       | $35781652.24       | Agency Mortgage-Backed Securities |
| 1.03 FHOR 21-26 BZ | 2026-06-30      | 1.0300%  | 0.0000% | $3525000.00        | $3484992.82        | Agency Mortgage-Backed Securities |
| 4.87 FHOR 26-32 MF | 2032-09-02      | 4.8700%  | 0.0000% | $9530000.00        | $9657815.30        | Agency Mortgage-Backed Securities |
| 4.74 FHOR 25-31 1A | 2031-09-17      | 4.7400%  | 0.0000% | $315000.00         | $317634.76         | Agency Mortgage-Backed Securities |
| 3.91 FNNT A 26-28  | 2028-10-02      | 3.9100%  | 0.0000% | $110361000.00      | $110829507.00      | Agency Mortgage-Backed Securities |
| 3.96 FNNT A 25-27  | 2027-10-08      | 3.9600%  | 0.0000% | $92623000.00       | $93102694.52       | Agency Mortgage-Backed Securities |
| 3.875 FNNT D 26-30 | 2030-09-03      | 3.8750%  | 0.0000% | $5010000.00        | $5041415.48        | Agency Mortgage-Backed Securities |
| 3.875 FNNT E 26-30 | 2030-09-18      | 3.8750%  | 0.0000% | $3459000.00        | $3480794.20        | Agency Mortgage-Backed Securities |
| 3.75 FNNT F 26-28  | 2028-09-22      | 3.7500%  | 0.0000% | $5425000.00        | $5454175.65        | Agency Mortgage-Backed Securities |
| 3.70 FNNT A 26-28  | 2028-09-11      | 3.7000%  | 0.0000% | $9500000.00        | $9536255.17        | Agency Mortgage-Backed Securities |
| 4.05 FNNT D 26-29  | 2029-03-26      | 4.0500%  | 0.0000% | $2035000.00        | $2047513.22        | Agency Mortgage-Backed Securities |
| 3.75 FNNT K 26-28  | 2028-09-25      | 3.7500%  | 0.0000% | $7250000.00        | $7294075.17        | Agency Mortgage-Backed Securities |
| 3.75 FNNT H 26-30  | 2030-10-09      | 3.7500%  | 0.0000% | $1050000.00        | $1051709.40        | Agency Mortgage-Backed Securities |
| 3.75 FNNT E 27-30  | 2030-10-21      | 3.7500%  | 0.0000% | $1845000.00        | $1849215.21        | Agency Mortgage-Backed Securities |
| 2.10 FCOR 22-41 B  | 2041-01-28      | 2.1000%  | 0.0000% | $58309000.00       | $41395716.53       | Agency Mortgage-Backed Securities |
| 1.55 FNNT A 23-35  | 2035-08-24      | 1.5500%  | 0.0000% | $348000.00         | $272769.79         | Agency Mortgage-Backed Securities |

### Security 258: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 3.980000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_3.98_1205
- **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:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLBM5201 | 2048-12-01      | 5.5000%  | 0.0000% | $282644.18         | $293681.43         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6530 | 2051-08-01      | 2.0000%  | 0.0000% | $19969.88          | $16435.41          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8941 | 2042-08-01      | 2.0000%  | 0.0000% | $735956.39         | $649713.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8455 | 2053-08-01      | 5.5000%  | 0.0000% | $5237325.05        | $5407695.23        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3395 | 2051-12-01      | 2.0000%  | 0.0000% | $139411.06         | $115191.04         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV0465 | 2052-01-01      | 2.0000%  | 0.0000% | $90893.66          | $74354.65          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $4640692.43        | $4638297.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4149 | 2052-03-01      | 3.0000%  | 0.0000% | $95817.10          | $85727.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1333 | 2052-11-01      | 5.0000%  | 0.0000% | $7546745.19        | $7699853.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $5153786.85        | $5245426.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0507 | 2052-10-01      | 4.5000%  | 0.0000% | $408316.85         | $403137.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $18459442.03       | $18594011.37       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889313 | 2037-10-01      | 6.5000%  | 0.0000% | $1023.53           | $1079.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAA7234 | 2047-08-01      | 5.0000%  | 0.0000% | $112701.54         | $114455.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $25052957.57       | $26078149.64       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545121 | 2031-08-01      | 6.5000%  | 0.0000% | $6453.07           | $6707.94           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $13091.26          | $13608.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX8612 | 2038-03-01      | 4.5000%  | 0.0000% | $66167.09          | $66560.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0624 | 2047-10-01      | 3.5000%  | 0.0000% | $355371.31         | $336591.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  | 0.0000% | $322639.66         | $313799.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $110236.01         | $109454.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $1009521.34        | $937946.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4032 | 2050-04-01      | 5.5000%  | 0.0000% | $185652.43         | $192710.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $9952.84           | $10372.35          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $801724.08         | $660553.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $18826.43          | $15453.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4948 | 2052-10-01      | 5.0000%  | 0.0000% | $10698007.64       | $10940852.41       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $12603.76          | $12260.37          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7738 | 2054-01-01      | 6.5000%  | 0.0000% | $38089.28          | $39647.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $1131037.44        | $1168280.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $234639.36         | $232316.43         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5715 | 2035-05-01      | 4.5000%  | 0.0000% | $4367295.05        | $4470297.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5918 | 2040-11-01      | 6.0000%  | 0.0000% | $2516533.00        | $2620619.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  | 0.0000% | $5122.40           | $5359.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4449 | 2054-10-01      | 5.0000%  | 0.0000% | $2261431.49        | $2277462.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0884 | 2055-03-01      | 6.0000%  | 0.0000% | $710956.76         | $739139.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $11735235.88       | $10418472.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0676 | 2052-06-01      | 3.5000%  | 0.0000% | $38392145.66       | $36181756.27       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1369 | 2052-02-01      | 3.0000%  | 0.0000% | $5845902.08        | $5310195.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $131488352.07      | $136989035.80      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3681 | 2055-11-01      | 5.5000%  | 0.0000% | $25192106.00       | $26082697.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4788 | 2055-02-01      | 6.0000%  | 0.0000% | $1316235.84        | $1378529.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1254677.11        | $1313759.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE1494 | 2055-06-01      | 4.5000%  | 0.0000% | $1367205.65        | $1344637.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE1934 | 2040-06-01      | 5.0000%  | 0.0000% | $888537.93         | $903479.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2394 | 2055-06-01      | 5.0000%  | 0.0000% | $1081040.45        | $1092800.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2457 | 2055-07-01      | 6.5000%  | 0.0000% | $3011393.63        | $3190725.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2770 | 2040-06-01      | 6.0000%  | 0.0000% | $1889012.37        | $1970787.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6422752.21        | $6697202.84        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3156 | 2055-06-01      | 6.5000%  | 0.0000% | $1352162.66        | $1419851.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4415 | 2055-11-01      | 5.5000%  | 0.0000% | $13627966.00       | $13887905.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | 0.0000% | $827982.11         | $852117.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4568 | 2055-08-01      | 5.0000%  | 0.0000% | $1074957.69        | $1080317.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $2823.94           | $2886.65           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  | 0.0000% | $386874.53         | $349543.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $2374.70           | $2368.46           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM5545 | 2035-12-01      | 2.5000%  | 0.0000% | $106216.77         | $101020.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6342 | 2036-02-01      | 2.0000%  | 0.0000% | $41712.18          | $38756.29          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $3939156.20        | $3487334.99        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8368 | 2051-08-01      | 2.0000%  | 0.0000% | $196759.11         | $164197.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6384 | 2040-08-01      | 4.5000%  | 0.0000% | $4053978.71        | $4071872.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8229 | 2055-08-01      | 5.0000%  | 0.0000% | $1792091.68        | $1800139.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9697 | 2055-09-01      | 5.5000%  | 0.0000% | $8696329.79        | $8888910.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3755 | 2055-11-01      | 5.0000%  | 0.0000% | $2096671.00        | $2133656.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4943 | 2055-11-01      | 5.5000%  | 0.0000% | $27728435.00       | $28224302.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6526 | 2040-12-01      | 5.5000%  | 0.0000% | $1197424.00        | $1235036.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3992 | 2053-02-01      | 5.5000%  | 0.0000% | $102053164.58      | $105087613.40      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0969 | 2037-02-01      | 2.0000%  | 0.0000% | $574785.46         | $534470.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7148 | 2036-02-01      | 3.5000%  | 0.0000% | $950894.89         | $932308.70         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $5456.73           | $5325.27           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8639 | 2054-07-01      | 7.0000%  | 0.0000% | $80521.94          | $85305.75          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4953 | 2030-05-01      | 3.0000%  | 0.0000% | $2275.77           | $2243.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $123368.80         | $124115.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $8360302.68        | $8514174.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $2053790.87        | $2060872.34        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8005 | 2050-12-01      | 1.5000%  | 0.0000% | $214170.51         | $167124.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $7640.71           | $7770.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLAB0460 | 2037-02-01      | 5.5000%  | 0.0000% | $2520.03           | $2592.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $7945.86           | $8099.99           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1993 | 2037-06-01      | 3.0000%  | 0.0000% | $173724.74         | $169284.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $388373.04         | $384642.72         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6528 | 2055-04-01      | 6.5000%  | 0.0000% | $1075184.88        | $1136603.74        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8114 | 2051-06-01      | 2.0000%  | 0.0000% | $704030.62         | $575950.56         | Agency Mortgage-Backed Securities |

### Security 259: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.09_1201
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 MA4782 M | 2047-10-20      | 5.5000%  | 0.0000% | $14718.98          | $15317.38          | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M | 2048-03-20      | 5.5000%  | 0.0000% | $96.48             | $100.17            | Agency Mortgage-Backed Securities |
| GNII SF MA5138 M | 2048-04-20      | 4.5000%  | 0.0000% | $1796.40           | $1800.42           | Agency Mortgage-Backed Securities |
| GNII SF MA6284 M | 2049-11-20      | 3.5000%  | 0.0000% | $5316.04           | $4943.09           | Agency Mortgage-Backed Securities |
| GNII SF MA5595 M | 2048-11-20      | 4.0000%  | 0.0000% | $172819.55         | $167472.52         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M | 2051-02-20      | 2.0000%  | 0.0000% | $623369.92         | $521798.03         | Agency Mortgage-Backed Securities |
| GNII SF MA6445 M | 2035-02-20      | 2.5000%  | 0.0000% | $4152.07           | $3960.68           | Agency Mortgage-Backed Securities |
| GNII SF MA6840 M | 2035-09-20      | 2.5000%  | 0.0000% | $5515.46           | $5234.20           | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M | 2050-12-20      | 2.0000%  | 0.0000% | $207114.14         | $173368.62         | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $11196632.74       | $9768177.53        | Agency Mortgage-Backed Securities |
| GNII SF MA7393 M | 2036-06-20      | 3.0000%  | 0.0000% | $17843.79          | $17167.15          | Agency Mortgage-Backed Securities |
| GNII SF MA7736 M | 2036-12-20      | 1.5000%  | 0.0000% | $2143.46           | $1951.48           | Agency Mortgage-Backed Securities |
| GNII SF MA7886 M | 2039-05-20      | 5.0000%  | 0.0000% | $1166.58           | $1178.48           | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M | 2052-02-20      | 2.0000%  | 0.0000% | $33333.35          | $27900.95          | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $245148.07         | $205205.85         | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M | 2050-08-20      | 2.0000%  | 0.0000% | $3521974.65        | $2948139.32        | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M | 2046-09-20      | 3.0000%  | 0.0000% | $39330.93          | $35789.53          | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $1783838.23        | $1620206.75        | Agency Mortgage-Backed Securities |
| GNII SF MA9749 M | 2039-06-20      | 5.5000%  | 0.0000% | $5746.38           | $5905.56           | Agency Mortgage-Backed Securities |
| GNII SF BA0861 C | 2047-06-20      | 3.5000%  | 0.0000% | $9627.98           | $8945.12           | Agency Mortgage-Backed Securities |
| GNII SF BF1069 C | 2048-01-20      | 3.5000%  | 0.0000% | $26351.39          | $24547.46          | Agency Mortgage-Backed Securities |
| GNII SF BT1865 C | 2050-11-20      | 3.0000%  | 0.0000% | $78630.29          | $68957.19          | Agency Mortgage-Backed Securities |
| GNII SF CH6427 C | 2051-11-20      | 2.5000%  | 0.0000% | $267096.96         | $228851.88         | Agency Mortgage-Backed Securities |
| GNII SF AK8796 C | 2045-12-20      | 3.7500%  | 0.0000% | $17439.46          | $16475.96          | Agency Mortgage-Backed Securities |
| GNII SF AL5503 C | 2045-03-20      | 3.5000%  | 0.0000% | $1329.18           | $1218.53           | Agency Mortgage-Backed Securities |
| GNII SF CT8347 C | 2053-04-20      | 6.5000%  | 0.0000% | $47082.61          | $49275.72          | Agency Mortgage-Backed Securities |
| GNII SF CU9600 C | 2053-11-20      | 6.5000%  | 0.0000% | $131177.03         | $137098.36         | Agency Mortgage-Backed Securities |
| GNII SF CY2882 C | 2054-04-20      | 6.5000%  | 0.0000% | $57147.61          | $59809.72          | Agency Mortgage-Backed Securities |
| GNII SF CZ1870 C | 2054-01-20      | 7.5000%  | 0.0000% | $9833.81           | $10222.29          | Agency Mortgage-Backed Securities |
| GNII SF CZ3343 C | 2053-12-20      | 6.5000%  | 0.0000% | $66175.14          | $69823.04          | Agency Mortgage-Backed Securities |
| GNII SF CZ3712 C | 2054-01-20      | 7.5000%  | 0.0000% | $33868.47          | $35989.58          | Agency Mortgage-Backed Securities |
| GNII SF CZ3989 C | 2054-01-20      | 6.5000%  | 0.0000% | $28668.15          | $30003.40          | Agency Mortgage-Backed Securities |
| GNII SF CZ5256 C | 2054-01-20      | 7.5000%  | 0.0000% | $29062.95          | $30529.38          | Agency Mortgage-Backed Securities |
| GNII SF DA2082 C | 2054-03-20      | 6.5000%  | 0.0000% | $47174.48          | $49613.82          | Agency Mortgage-Backed Securities |
| GNII SF DA8687 C | 2054-04-20      | 6.0000%  | 0.0000% | $51600.19          | $53364.30          | Agency Mortgage-Backed Securities |
| GNII SF DB0023 C | 2054-05-20      | 6.5000%  | 0.0000% | $88145.52          | $92703.08          | Agency Mortgage-Backed Securities |
| GNII SF DB1246 C | 2054-03-20      | 6.5000%  | 0.0000% | $70448.88          | $74263.90          | Agency Mortgage-Backed Securities |
| GNII SF DE4855 C | 2054-11-20      | 6.5000%  | 0.0000% | $392766.45         | $412022.61         | Agency Mortgage-Backed Securities |
| GNII SF DH6284 C | 2055-02-20      | 6.5000%  | 0.0000% | $53494.56          | $57148.61          | Agency Mortgage-Backed Securities |
| GNII SF DH5572 C | 2055-01-20      | 7.0000%  | 0.0000% | $34826.51          | $36146.88          | Agency Mortgage-Backed Securities |
| GNII SF DJ0733 C | 2055-05-20      | 6.0000%  | 0.0000% | $45845.60          | $47791.66          | Agency Mortgage-Backed Securities |
| GNII SF DJ2987 C | 2055-07-20      | 6.0000%  | 0.0000% | $59635.51          | $61911.56          | Agency Mortgage-Backed Securities |
| GNII SF DJ9483 C | 2055-07-20      | 6.5000%  | 0.0000% | $237090.28         | $251176.52         | Agency Mortgage-Backed Securities |
| GNII SF DJ9916 C | 2055-07-20      | 7.0000%  | 0.0000% | $35968.07          | $37996.81          | Agency Mortgage-Backed Securities |
| GNII SF DK5940 C | 2055-06-20      | 6.5000%  | 0.0000% | $91946.47          | $97745.35          | Agency Mortgage-Backed Securities |
| GNII SF DK7841 C | 2055-06-20      | 7.5000%  | 0.0000% | $185064.32         | $200033.99         | Agency Mortgage-Backed Securities |
| GNII SF DL4169 C | 2055-07-20      | 6.0000%  | 0.0000% | $71271.42          | $73773.76          | Agency Mortgage-Backed Securities |
| GNII SF DL4192 C | 2055-07-20      | 7.0000%  | 0.0000% | $33245.47          | $34735.43          | Agency Mortgage-Backed Securities |
| GNII SF DL4934 C | 2055-08-20      | 7.0000%  | 0.0000% | $34601.95          | $36405.96          | Agency Mortgage-Backed Securities |
| GNII SF DL6825 C | 2055-08-20      | 6.0000%  | 0.0000% | $810213.65         | $843640.64         | Agency Mortgage-Backed Securities |
| GNII SF DM4588 C | 2055-08-20      | 7.0000%  | 0.0000% | $42790.40          | $44788.50          | Agency Mortgage-Backed Securities |
| GNII SF DN3497 C | 2055-11-20      | 5.5000%  | 0.0000% | $200225.67         | $204586.78         | Agency Mortgage-Backed Securities |
| GNII SF DN3617 C | 2055-10-20      | 6.5000%  | 0.0000% | $112349.68         | $117583.94         | Agency Mortgage-Backed Securities |
| GNII SF DN7027 C | 2055-11-20      | 4.5000%  | 0.0000% | $70181.23          | $69032.37          | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $807952.70         | $794979.40         | Agency Mortgage-Backed Securities |
| GNII SF MB0284 M | 2040-04-20      | 6.0000%  | 0.0000% | $351836.62         | $368340.92         | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $565766.99         | $579758.41         | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $53531.07          | $54341.26          | Agency Mortgage-Backed Securities |
| GNII SF MB0595 M | 2040-08-20      | 5.5000%  | 0.0000% | $781169.24         | $800882.04         | Agency Mortgage-Backed Securities |
| GNII SF MB0688 M | 2055-09-20      | 6.5000%  | 0.0000% | $8731797.85        | $9046579.16        | Agency Mortgage-Backed Securities |
| GNII SF MB0746 M | 2055-11-20      | 5.5000%  | 0.0000% | $9482562.33        | $9635468.65        | Agency Mortgage-Backed Securities |
| GNII SF DO3513 C | 2055-11-20      | 6.5000%  | 0.0000% | $63144.60          | $66202.06          | Agency Mortgage-Backed Securities |
| GNII SF AZ3151 C | 2047-03-20      | 3.5000%  | 0.0000% | $13908.83          | $12939.58          | Agency Mortgage-Backed Securities |
| GNII SF AI6300 C | 2044-06-20      | 4.5000%  | 0.0000% | $815.45            | $810.26            | Agency Mortgage-Backed Securities |
| GNII SF 003187 M | 2032-01-20      | 6.0000%  | 0.0000% | $19.89             | $20.84             | Agency Mortgage-Backed Securities |
| GNII SF MA1267 M | 2028-09-20      | 4.0000%  | 0.0000% | $2011.64           | $2011.25           | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M | 2046-03-20      | 3.0000%  | 0.0000% | $168687.86         | $155287.30         | Agency Mortgage-Backed Securities |
| GNII SF MA3170 M | 2043-07-20      | 2.0000%  | 0.0000% | $1022.64           | $867.01            | Agency Mortgage-Backed Securities |
| GNII SF MA4455 M | 2047-05-20      | 5.5000%  | 0.0000% | $42821.64          | $44561.22          | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M | 2046-11-20      | 3.0000%  | 0.0000% | $145770.42         | $133889.98         | Agency Mortgage-Backed Securities |
| GNII SF 734480 C | 2041-07-20      | 4.5000%  | 0.0000% | $5197.98           | $5175.84           | Agency Mortgage-Backed Securities |
| GNII SF 738741 C | 2041-09-20      | 4.5000%  | 0.0000% | $5250.84           | $5239.65           | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M | 2052-11-20      | 4.5000%  | 0.0000% | $33924.79          | $33600.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8199 M | 2052-08-20      | 3.5000%  | 0.0000% | $26950.49          | $24997.25          | Agency Mortgage-Backed Securities |
| GNII SF MA8103 M | 2052-06-20      | 5.5000%  | 0.0000% | $2164.32           | $2213.75           | Agency Mortgage-Backed Securities |
| GNII SF MA9066 M | 2031-10-20      | 3.0000%  | 0.0000% | $36166.33          | $34670.16          | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M | 2050-11-20      | 3.5000%  | 0.0000% | $74891.93          | $69636.16          | Agency Mortgage-Backed Securities |
| GNII SF MA9537 M | 2047-08-20      | 3.5000%  | 0.0000% | $11338.82          | $10464.20          | Agency Mortgage-Backed Securities |
| GNII SF BZ9216 C | 2050-11-20      | 2.5000%  | 0.0000% | $30663.77          | $26272.81          | Agency Mortgage-Backed Securities |
| GNII SF DJ0714 C | 2055-05-20      | 7.0000%  | 0.0000% | $40999.73          | $42837.01          | Agency Mortgage-Backed Securities |
| GNII SF DJ0720 C | 2055-05-20      | 6.5000%  | 0.0000% | $185259.45         | $193889.40         | Agency Mortgage-Backed Securities |
| GNII SF DJ0746 C | 2055-04-20      | 7.0000%  | 0.0000% | $48374.52          | $50681.01          | Agency Mortgage-Backed Securities |
| GNII SF DJ1071 C | 2055-04-20      | 6.0000%  | 0.0000% | $449580.29         | $466051.12         | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M | 2040-05-20      | 6.0000%  | 0.0000% | $202534.85         | $210152.39         | Agency Mortgage-Backed Securities |
| GNII SF 003161 M | 2031-11-20      | 6.5000%  | 0.0000% | $29.38             | $30.95             | Agency Mortgage-Backed Securities |
| GNII SF 003388 M | 2033-05-20      | 4.5000%  | 0.0000% | $18.28             | $18.34             | Agency Mortgage-Backed Securities |
| GNII SF AA5878 C | 2042-12-20      | 3.0000%  | 0.0000% | $20067.20          | $18345.44          | Agency Mortgage-Backed Securities |
| GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $134534.86         | $131375.31         | Agency Mortgage-Backed Securities |
| GNII SF 005203 M | 2041-10-20      | 4.0000%  | 0.0000% | $527.54            | $517.76            | Agency Mortgage-Backed Securities |
| GNII SF 004882 M | 2040-12-20      | 4.0000%  | 0.0000% | $395733.78         | $388396.09         | Agency Mortgage-Backed Securities |
| GNII SF MA3244 M | 2045-11-20      | 3.5000%  | 0.0000% | $3505.10           | $3299.89           | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M | 2046-04-20      | 3.0000%  | 0.0000% | $670807.26         | $617411.01         | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M | 2042-04-20      | 3.5000%  | 0.0000% | $7334.61           | $7021.79           | Agency Mortgage-Backed Securities |
| GNII SF MA9723 M | 2054-05-20      | 4.5000%  | 0.0000% | $983037.95         | $967884.42         | Agency Mortgage-Backed Securities |
| GNII SF DC2911 C | 2054-05-20      | 6.5000%  | 0.0000% | $16637.00          | $17412.01          | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M | 2051-11-20      | 2.0000%  | 0.0000% | $5399.12           | $4519.28           | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M | 2051-01-20      | 2.0000%  | 0.0000% | $2143474.28        | $1794231.59        | Agency Mortgage-Backed Securities |
| GNII SF MA5020 M | 2048-02-20      | 4.0000%  | 0.0000% | $1776677.81        | $1725378.01        | Agency Mortgage-Backed Securities |
| GNII SF CY2892 C | 2054-06-20      | 6.5000%  | 0.0000% | $124210.02         | $129996.34         | Agency Mortgage-Backed Securities |
| GNII SF CX6925 C | 2053-10-20      | 6.0000%  | 0.0000% | $31138.60          | $32103.58          | Agency Mortgage-Backed Securities |
| GNII SF MA2370 M | 2044-11-20      | 3.0000%  | 0.0000% | $15451.77          | $14282.83          | Agency Mortgage-Backed Securities |
| GNII SF MA0221 M | 2042-07-20      | 4.0000%  | 0.0000% | $21400.10          | $21003.06          | Agency Mortgage-Backed Securities |
| GNII SF MA0782 M | 2043-02-20      | 3.0000%  | 0.0000% | $325523.91         | $303821.23         | Agency Mortgage-Backed Securities |
| GNII SF 004028 M | 2037-09-20      | 6.0000%  | 0.0000% | $60.29             | $63.72             | Agency Mortgage-Backed Securities |
| GNII SF 003919 M | 2036-11-20      | 5.5000%  | 0.0000% | $31.98             | $33.28             | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M | 2055-02-20      | 5.0000%  | 0.0000% | $179399.08         | $180170.32         | Agency Mortgage-Backed Securities |
| GNII SF CX6881 C | 2053-12-20      | 6.0000%  | 0.0000% | $95908.42          | $98680.18          | Agency Mortgage-Backed Securities |
| GNII SF CX3263 C | 2053-12-20      | 6.5000%  | 0.0000% | $52511.82          | $55226.94          | Agency Mortgage-Backed Securities |
| GNII SF CV6245 C | 2053-08-20      | 7.0000%  | 0.0000% | $1036027.56        | $1102670.04        | Agency Mortgage-Backed Securities |
| GNII SF CS2198 C | 2053-04-20      | 6.5000%  | 0.0000% | $38896.48          | $41040.50          | Agency Mortgage-Backed Securities |
| GNII SF BT5311 C | 2050-05-20      | 2.5000%  | 0.0000% | $79887.22          | $68150.19          | Agency Mortgage-Backed Securities |
| GNII SF BC7052 C | 2047-10-20      | 4.0000%  | 0.0000% | $343.15            | $327.45            | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M | 2054-02-20      | 6.0000%  | 0.0000% | $3985.94           | $4098.03           | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M | 2053-10-20      | 6.0000%  | 0.0000% | $89680.61          | $92444.21          | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M | 2052-10-20      | 5.5000%  | 0.0000% | $1575850.68        | $1613393.75        | Agency Mortgage-Backed Securities |

### Security 260: Wells Fargo Securities

- **C.1 - Title:** Wells Fargo Securities 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 910QDQ001, C.3 - LEI: N/A, C.5 - Other ID: 910QDQ001_4.10_1208
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **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? 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 CLFS6445 | 2053-10-01      | 5.0000%  | 0.0000% | $594557.91         | $601989.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $44556.02          | $46620.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT8312 | 2052-06-01      | 3.0000%  | 0.0000% | $859433.25         | $769201.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7189 | 2051-12-01      | 3.0000%  | 0.0000% | $2972008.07        | $2684371.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBU8713 | 2042-06-01      | 3.5000%  | 0.0000% | $2521591.51        | $2432405.34        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5789 | 2052-03-01      | 3.0000%  | 0.0000% | $428868.55         | $383837.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAA9592 | 2039-01-01      | 6.0000%  | 0.0000% | $64049.48          | $67201.74          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAC2352 | 2029-01-01      | 5.0000%  | 0.0000% | $3228.80           | $3237.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4527 | 2053-08-01      | 6.5000%  | 0.0000% | $1519740.83        | $1593402.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $5269203.14        | $5298916.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4833 | 2053-06-01      | 6.0000%  | 0.0000% | $444359.95         | $463270.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  | 0.0000% | $48742.53          | $44402.45          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4409 | 2031-08-01      | 1.5000%  | 0.0000% | $646466.06         | $610764.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $4695.47           | $4674.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA6849 | 2035-08-01      | 3.0000%  | 0.0000% | $85878.85          | $83473.90          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7696 | 2050-11-01      | 1.5000%  | 0.0000% | $101851.31         | $79686.53          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7534 | 2046-07-01      | 3.0000%  | 0.0000% | $404582.49         | $372062.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  | 0.0000% | $31132408.08       | $28591225.27       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9543 | 2037-05-01      | 3.5000%  | 0.0000% | $591479.54         | $577362.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $84514.37          | $80851.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6893 | 2053-08-01      | 4.5000%  | 0.0000% | $1862279.59        | $1858795.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7218 | 2053-10-01      | 5.0000%  | 0.0000% | $2994061.05        | $3012193.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $3579.26           | $3690.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $3441505.36        | $3450997.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $4412095.54        | $4488115.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $184566676.43      | $189772379.50      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $503397238.85      | $512133194.50      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $3285164.02        | $3377447.56        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4709       | 2055-09-15      | 5.8800%  | 0.0000% | $2847.45           | $3061.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB5265 | 2054-06-01      | 5.0000%  | 0.0000% | $482583.85         | $484683.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1167 | 2054-04-01      | 5.0000%  | 0.0000% | $2342664.94        | $2373377.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1558 | 2055-05-01      | 5.5000%  | 0.0000% | $7012785.18        | $7183153.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1584 | 2035-09-01      | 2.5000%  | 0.0000% | $3165314.28        | $3010495.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738 | 2037-03-01      | 2.5000%  | 0.0000% | $19022875.05       | $18126479.13       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3035 | 2052-02-01      | 2.0000%  | 0.0000% | $14460004.66       | $11947940.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3800 | 2055-10-01      | 6.0000%  | 0.0000% | $62343595.00       | $65221874.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0260 | 2055-01-01      | 5.0000%  | 0.0000% | $1912348.82        | $1935891.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2692 | 2055-05-01      | 5.0000%  | 0.0000% | $117094.28         | $117462.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6415 | 2055-04-01      | 6.5000%  | 0.0000% | $7288458.04        | $7666546.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8829 | 2055-07-01      | 6.5000%  | 0.0000% | $7297393.80        | $7664036.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9333 | 2055-06-01      | 6.5000%  | 0.0000% | $2122068.97        | $2256457.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0104 | 2055-06-01      | 6.0000%  | 0.0000% | $5404185.37        | $5660257.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3074 | 2055-06-01      | 5.0000%  | 0.0000% | $373484.01         | $375067.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3101 | 2055-08-01      | 6.5000%  | 0.0000% | $2113679.15        | $2241374.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4634 | 2040-08-01      | 5.5000%  | 0.0000% | $1224041.14        | $1266013.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4710 | 2055-07-01      | 6.5000%  | 0.0000% | $1343091.44        | $1425868.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4737 | 2040-07-01      | 5.5000%  | 0.0000% | $1254657.98        | $1298075.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5046 | 2055-09-01      | 6.5000%  | 0.0000% | $1176956.09        | $1244478.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1082 | 2031-09-01      | 3.0000%  | 0.0000% | $14820.88          | $14630.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $6849.89           | $6874.57           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6518 | 2036-03-01      | 2.0000%  | 0.0000% | $859348.48         | $798451.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6588 | 2036-03-01      | 2.0000%  | 0.0000% | $40935.05          | $37996.53          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8066 | 2041-07-01      | 2.0000%  | 0.0000% | $10381488.42       | $9190731.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $430712.45         | $435610.94         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7595 | 2036-06-01      | 2.0000%  | 0.0000% | $32901.77          | $30605.09          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7864 | 2036-07-01      | 2.0000%  | 0.0000% | $923340.47         | $856518.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7862 | 2036-05-01      | 2.0000%  | 0.0000% | $521258.00         | $485008.15         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8292 | 2036-07-01      | 2.0000%  | 0.0000% | $181665.39         | $169655.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $26972828.27       | $24099412.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5613 | 2055-07-01      | 6.0000%  | 0.0000% | $5492283.87        | $5695520.34        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5939 | 2055-08-01      | 7.0000%  | 0.0000% | $4394172.36        | $4652589.24        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6637 | 2055-08-01      | 7.0000%  | 0.0000% | $5121145.22        | $5422314.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6672 | 2055-08-01      | 6.5000%  | 0.0000% | $5722869.62        | $5981480.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6888 | 2040-11-01      | 5.5000%  | 0.0000% | $2625745.00        | $2702138.43        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0669 | 2055-09-01      | 6.5000%  | 0.0000% | $2581562.32        | $2718263.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1664 | 2055-10-01      | 5.0000%  | 0.0000% | $2795671.23        | $2805067.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1642 | 2055-09-01      | 6.0000%  | 0.0000% | $2061995.68        | $2145720.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2419 | 2040-11-01      | 5.0000%  | 0.0000% | $1027170.00        | $1044755.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3248 | 2055-11-01      | 6.5000%  | 0.0000% | $1024986.00        | $1089408.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6340 | 2055-11-01      | 6.0000%  | 0.0000% | $1582382.00        | $1639803.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6530 | 2055-12-01      | 5.5000%  | 0.0000% | $8579177.00        | $8755985.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $214917.89         | $222388.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4194 | 2052-01-01      | 2.5000%  | 0.0000% | $42115.64          | $36373.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO0316 | 2049-05-01      | 3.0000%  | 0.0000% | $37997.85          | $34994.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7956 | 2035-11-01      | 2.5000%  | 0.0000% | $2673793.40        | $2543659.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $22019.98          | $22454.99          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $4728.17           | $4887.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5181 | 2037-11-01      | 4.5000%  | 0.0000% | $35369.00          | $35595.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $122125.03         | $113473.08         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  | 0.0000% | $256652.12         | $245713.60         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4560 | 2055-04-01      | 7.0000%  | 0.0000% | $1978041.73        | $2126790.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $652.57            | $633.00            | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  | 0.0000% | $100278.46         | $87065.87          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ2382 | 2035-09-01      | 2.0000%  | 0.0000% | $71421.80          | $66584.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5193 | 2039-12-01      | 5.5000%  | 0.0000% | $1145685.48        | $1189920.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4461 | 2039-03-01      | 5.0000%  | 0.0000% | $600.96            | $621.87            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | 0.0000% | $331225.29         | $307135.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8384 | 2048-11-01      | 3.0000%  | 0.0000% | $5020362.65        | $4613457.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH8174 | 2026-05-01      | 4.0000%  | 0.0000% | $2788.45           | $2787.89           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA0250 | 2032-05-01      | 3.0000%  | 0.0000% | $30046.70          | $29439.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  | 0.0000% | $2261.07           | $2192.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $36197.22          | $35276.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $220100.03         | $223848.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  | 0.0000% | $641.23            | $655.44            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $985.40            | $1045.00           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $4851.47           | $4928.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1433 | 2054-08-01      | 5.0000%  | 0.0000% | $3883939.25        | $3924452.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5368 | 2053-07-01      | 6.0000%  | 0.0000% | $12122.05          | $12564.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV6139 | 2029-01-01      | 3.5000%  | 0.0000% | $1209.32           | $1198.46           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4691 | 2055-04-01      | 6.5000%  | 0.0000% | $1069796.92        | $1130189.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6578 | 2036-01-01      | 2.0000%  | 0.0000% | $27903.81          | $26012.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5760 | 2044-09-01      | 4.0000%  | 0.0000% | $28095.88          | $27734.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9238 | 2041-10-01      | 3.0000%  | 0.0000% | $5572.38           | $5223.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $28196928.11       | $26569147.65       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7531 | 2051-05-01      | 3.0000%  | 0.0000% | $52713.10          | $47539.31          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $1098906.02        | $1137103.99        | Agency Mortgage-Backed Securities |

### 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: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $348090179.50
- **C.18.a - Value (excl. sponsor support):** $348090179.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18843456.91
- **C.18.a - Value (excl. sponsor support):** $18843456.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $276888780.00
- **C.18.a - Value (excl. sponsor support):** $276888780.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: 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: N/A
- **C.18 - Value (incl. sponsor support):** $320500193.00
- **C.18.a - Value (excl. sponsor support):** $320500193.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 265: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $344174061.00
- **C.18.a - Value (excl. sponsor support):** $344174061.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 266: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $599806500.00
- **C.18.a - Value (excl. sponsor support):** $599806500.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1348531875.00
- **C.18.a - Value (excl. sponsor support):** $1348531875.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1644419337.00
- **C.18.a - Value (excl. sponsor support):** $1644419337.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $146804500.50
- **C.18.a - Value (excl. sponsor support):** $146804500.50
- **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 270: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1628440102.05
- **C.18.a - Value (excl. sponsor support):** $1628440102.05
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $646917271.00
- **C.18.a - Value (excl. sponsor support):** $646917271.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1404846770.70
- **C.18.a - Value (excl. sponsor support):** $1404846770.70
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $999135510.00
- **C.18.a - Value (excl. sponsor support):** $999135510.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1797071616.00
- **C.18.a - Value (excl. sponsor support):** $1797071616.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2184782281.20
- **C.18.a - Value (excl. sponsor support):** $2184782281.20
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 276: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1894067193.00
- **C.18.a - Value (excl. sponsor support):** $1894067193.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 277: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $646080591.00
- **C.18.a - Value (excl. sponsor support):** $646080591.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 278: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1003289115.60
- **C.18.a - Value (excl. sponsor support):** $1003289115.60
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: 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: N/A
- **C.18 - Value (incl. sponsor support):** $344902547.50
- **C.18.a - Value (excl. sponsor support):** $344902547.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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 280: 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: N/A
- **C.18 - Value (incl. sponsor support):** $1083229587.00
- **C.18.a - Value (excl. sponsor support):** $1083229587.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **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 281: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1240008050.00
- **C.18.a - Value (excl. sponsor support):** $1240008050.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 282: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1387813658.00
- **C.18.a - Value (excl. sponsor support):** $1387813658.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $643859703.50
- **C.18.a - Value (excl. sponsor support):** $643859703.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 284: 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: N/A
- **C.18 - Value (incl. sponsor support):** $687864163.00
- **C.18.a - Value (excl. sponsor support):** $687864163.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 285: 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: N/A
- **C.18 - Value (incl. sponsor support):** $687384250.00
- **C.18.a - Value (excl. sponsor support):** $687384250.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 286: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $691830727.00
- **C.18.a - Value (excl. sponsor support):** $691830727.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1382770200.00
- **C.18.a - Value (excl. sponsor support):** $1382770200.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159825902.40
- **C.18.a - Value (excl. sponsor support):** $159825902.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197860938.00
- **C.18.a - Value (excl. sponsor support):** $197860938.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $742910021.70
- **C.18.a - Value (excl. sponsor support):** $742910021.70
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $930702817.20
- **C.18.a - Value (excl. sponsor support):** $930702817.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $908492814.80
- **C.18.a - Value (excl. sponsor support):** $908492814.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **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 293: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1534442816.40
- **C.18.a - Value (excl. sponsor support):** $1534442816.40
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $788740255.80
- **C.18.a - Value (excl. sponsor support):** $788740255.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 295: 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: N/A
- **C.18 - Value (incl. sponsor support):** $146758593.00
- **C.18.a - Value (excl. sponsor support):** $146758593.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: 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: N/A
- **C.18 - Value (incl. sponsor support):** $229643193.80
- **C.18.a - Value (excl. sponsor support):** $229643193.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299995599.00
- **C.18.a - Value (excl. sponsor support):** $299995599.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139998086.20
- **C.18.a - Value (excl. sponsor support):** $139998086.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339980742.40
- **C.18.a - Value (excl. sponsor support):** $339980742.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $409714922.90
- **C.18.a - Value (excl. sponsor support):** $409714922.90
- **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 301: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $491079528.80
- **C.18.a - Value (excl. sponsor support):** $491079528.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 302: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $894245575.90
- **C.18.a - Value (excl. sponsor support):** $894245575.90
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: N/A, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $870291302.10
- **C.18.a - Value (excl. sponsor support):** $870291302.10
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 305: United States Treasury Floating Rate Note - When Issued

- **C.1 - Title:** United States Treasury Floating Rate Note - When Issued 4.025400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730053056.40
- **C.18.a - Value (excl. sponsor support):** $730053056.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $400844376.00
- **C.18.a - Value (excl. sponsor support):** $400844376.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $401757032.00
- **C.18.a - Value (excl. sponsor support):** $401757032.00
- **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 308: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.930400%
- **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):** $300006822.00
- **C.18.a - Value (excl. sponsor support):** $300006822.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 309: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $688355431.40
- **C.18.a - Value (excl. sponsor support):** $688355431.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** United States Treasury Note/Bond 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $632559375.00
- **C.18.a - Value (excl. sponsor support):** $632559375.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 311: 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: N/A
- **C.18 - Value (incl. sponsor support):** $332076257.08
- **C.18.a - Value (excl. sponsor support):** $332076257.08
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: 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: N/A
- **C.18 - Value (incl. sponsor support):** $359488123.20
- **C.18.a - Value (excl. sponsor support):** $359488123.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: United States Treasury Note/Bond

- **C.1 - Title:** United States Treasury Note/Bond 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $658817418.60
- **C.18.a - Value (excl. sponsor support):** $658817418.60
- **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 314: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.878400%
- **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):** $519543091.60
- **C.18.a - Value (excl. sponsor support):** $519543091.60
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 315: United States Treasury Floating Rate Note

- **C.1 - Title:** United States Treasury Floating Rate Note 3.940400%
- **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):** $99972600.00
- **C.18.a - Value (excl. sponsor support):** $99972600.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 316: VSL Property Holdings AB LLC

- **C.1 - Title:** VSL Property Holdings AB LLC 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 317: VPM Linden Manor LP

- **C.1 - Title:** VPM Linden Manor LP 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918301AA0, C.4 - ISIN: US918301AA07, C.3 - LEI: 254900MPQV0YPKYV8588
- **C.18 - Value (incl. sponsor support):** $15200000.00
- **C.18.a - Value (excl. sponsor support):** $15200000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 318: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 923XCM001, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 923XCM001_4.11_1201
- **C.18 - Value (incl. sponsor support):** $549000000.00
- **C.18.a - Value (excl. sponsor support):** $549000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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  | 2028-10-15      | 2.3750%  | 0.0000% | $88283153.20       | $91646112.69       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $54.90             | $56.56             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2032-07-15      | 0.6250%  | 0.0000% | $122.69            | $116.72            | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $61.35             | $58.36             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $180126.90         | $184165.41         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $2387930.40        | $2415231.71        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $81581949.00       | $82296691.99       | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $239.35            | $233.52            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $29647647.00       | $29879897.38       | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2028-04-15      | 1.2500%  | 0.0000% | $44686.25          | $44712.08          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $494.10            | $493.85            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $384.30            | $392.43            | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $3577509.20        | $3548765.78        | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $58.69             | $58.22             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $219.60            | $191.97            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $54.90             | $48.17             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $439.20            | $418.52            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $549.00            | $541.93            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $33099264.90       | $29019012.08       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $4665402.00        | $4572467.55        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $9228897.04        | $8521963.13        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $54.90             | $52.40             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $8872553.70        | $8468238.59        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31  | 2027-04-15      | 0.1250%  | 0.0000% | $1584572.49        | $1557026.44        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $6598266.30        | $6476269.35        | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $5905867.50        | $6173607.92        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $1023061.50        | $1016885.19        | U.S. Treasuries (including strips) |
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $144.52            | $142.54            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $13936255.20       | $13504801.46       | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $1275585.44        | $1236094.48        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $8402601.46        | $8359579.78        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $10727668.21       | $10672742.09       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2028-07-15      | 0.7500%  | 0.0000% | $9939859.43        | $9881281.24        | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.0254%  | 0.0000% | $109.80            | $110.16            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $19873.80          | $19494.53          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $109.80            | $101.52            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $109.80            | $96.56             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $91903.82          | $87416.15          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $584904.60         | $334607.16         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $494.10            | $282.66            | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $100796.40         | $71786.11          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $9451858.50        | $5979745.10        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $255602.86         | $140053.41         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $15350.36          | $12412.80          | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $853310.70         | $787713.89         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $878.40            | $867.33            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $1813237.20        | $1790386.82        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $26331796.80       | $26634975.87       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $800606.70         | $818368.00         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $781721.10         | $737145.30         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $1007250.30        | $999867.07         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $4776.30           | $4798.51           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $33696412.20       | $31781591.97       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $441615.60         | $442678.97         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $549.00            | $551.46            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | 0.0000% | $9378797.93        | $9255630.81        | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | 0.0000% | $5194690.11        | $5126470.82        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $39637.80          | $40808.03          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $450783.90         | $456840.09         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $2696468.40        | $2732694.92        | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $105133.50         | $110416.41         | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $4004351.10        | $4205568.06        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $54.90             | $56.31             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $959926.50         | $984623.48         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $101894.40         | $86039.83          | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $54.90             | $43.48             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $6940952.10        | $5078431.95        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $109.80            | $84.67             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $54.90             | $42.17             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $1353559.50        | $998622.98         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $3262871.70        | $1990539.42        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $3069404.10        | $1872513.06        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $219.60            | $108.98            | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $254022.30         | $126059.30         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $164.70            | $84.35             | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $992866.50         | $508491.85         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $17622.90          | $11415.13          | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $54.90             | $29.81             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $322812.00         | $188082.17         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $5432849.10        | $3165378.16        | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | 0.0000% | $410.77            | $229.83            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $354599.10         | $230817.74         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $54.90             | $35.73             | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $1282628.70        | $766386.71         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $434643.30         | $445404.14         | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | 0.0000% | $55.51             | $56.49             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $18205224.30       | $18784757.74       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $54.90             | $55.66             | U.S. Treasuries (including strips) |
| 2 TRIB 26        | 2026-01-15      | 2.0000%  | 0.0000% | $27390.15          | $27575.95          | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | 0.0000% | $530.30            | $540.66            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $49355.10          | $50824.48          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $713.70            | $757.37            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $621.27            | $645.57            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $1918974.60        | $1950846.03        | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $227615.40         | $232937.16         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $104749.20         | $105313.65         | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2030-04-15      | 1.6250%  | 0.0000% | $111.99            | $113.64            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $55.99             | $56.82             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $19627353.90       | $20385879.45       | U.S. Treasuries (including strips) |
| 1 3/4 TRIN A 34  | 2034-07-15      | 1.8750%  | 0.0000% | $489815.57         | $501701.61         | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $56.80             | $58.18             | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $2667961.48        | $2716930.00        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $490751.10         | $502691.69         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $54.90             | $43.66             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $8044991.10        | $6784214.19        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $1828170.00        | $1695872.16        | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $3643658.10        | $2787124.38        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $54.90             | $40.67             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $54.90             | $42.84             | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $54.90             | $43.03             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $1433054.70        | $1111968.94        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $13019480.10       | $9525860.83        | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $54.90             | $43.48             | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | 0.0000% | $2312839.09        | $2158258.59        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $418283.10         | $356065.22         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $707221.80         | $535669.95         | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2030-01-15      | 0.1250%  | 0.0000% | $1005566.70        | $959524.77         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $606645.00         | $597055.10         | U.S. Treasuries (including strips) |
| 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  | 0.0000% | $27669805.75       | $27672594.39       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2028-01-15      | 0.5000%  | 0.0000% | $16434003.39       | $16209199.80       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2027-07-15      | 0.3750%  | 0.0000% | $655.78            | $649.75            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $11829046.27       | $11067929.44       | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2034-01-15      | 1.7500%  | 0.0000% | $101125.55         | $102479.75         | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $5898071.70        | $4648260.56        | U.S. Treasuries (including strips) |

### Security 319: Vickie Bice Life Insurance Trust

- **C.1 - Title:** Vickie Bice Life Insurance Trust 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 320: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SBP003, C.3 - LEI: 9845005D9C6BAA10BK72, C.5 - Other ID: 926SBP003_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.18
- **C.18.a - Value (excl. sponsor support):** $2000000000.18
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note/Bond | 2026-04-30      | 0.7500%  | 0.0000% | $50000000.00       | $49406836.06       | U.S. Treasuries (including strips) |
| T 2 1/8 05/31/26                 | 2026-05-31      | 2.1250%  | 0.0000% | $17600000.00       | $17457240.66       | U.S. Treasuries (including strips) |
| T 1 5/8 10/31/26                 | 2026-10-31      | 1.6250%  | 0.0000% | $25000000.00       | $24579785.22       | U.S. Treasuries (including strips) |
| T 0 5/8 03/31/27                 | 2027-03-31      | 0.6250%  | 0.0000% | $21412000.00       | $20622850.65       | U.S. Treasuries (including strips) |
| T 4 1/8 08/15/44                 | 2044-08-15      | 4.1250%  | 0.0000% | $35000000.00       | $33237695.22       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/55                 | 2055-02-15      | 4.6250%  | 0.0000% | $44000000.00       | $44226015.62       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55                 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $50707031.25       | U.S. Treasuries (including strips) |
| T 4 3/4 05/15/55                 | 2055-05-15      | 4.7500%  | 0.0000% | $25000000.00       | $25353515.62       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                 | 2033-11-15      | 4.5000%  | 0.0000% | $50000000.00       | $52281249.88       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/28                 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50704101.56       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/28                 | 2028-08-15      | 3.6250%  | 0.0000% | $41000000.00       | $41577363.28       | U.S. Treasuries (including strips) |
| T 3 5/8 08/15/28                 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50704101.56       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32                 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $50787109.50       | U.S. Treasuries (including strips) |
| T 3 7/8 08/31/32                 | 2032-08-31      | 3.8750%  | 0.0000% | $41000000.00       | $41645429.79       | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28                 | 2028-09-15      | 3.3750%  | 0.0000% | $16000000.00       | $16065000.00       | U.S. Treasuries (including strips) |
| T 3 3/8 09/15/28                 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50203125.00       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/30                 | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50355468.75       | U.S. Treasuries (including strips) |
| T 3 5/8 09/30/30                 | 2030-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50355468.75       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/40                 | 2040-02-15      | 4.6250%  | 0.0000% | $34000000.00       | $35356679.52       | U.S. Treasuries (including strips) |
| T 4 1/2 11/15/33                 | 2033-11-15      | 4.5000%  | 0.0000% | $30529000.00       | $31921885.55       | U.S. Treasuries (including strips) |
| T 4 3/8 12/31/29                 | 2029-12-31      | 4.3750%  | 0.0000% | $3400000.00        | $3565949.21        | U.S. Treasuries (including strips) |
| T 4 3/8 12/31/29                 | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $52440429.56       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $53192382.94       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                 | 2035-02-15      | 4.6250%  | 0.0000% | $7300000.00        | $7766087.91        | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $53192382.94       | U.S. Treasuries (including strips) |
| T 4 5/8 02/15/35                 | 2035-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $53192382.94       | U.S. Treasuries (including strips) |
| T 4 03/31/30                     | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $51180664.31       | U.S. Treasuries (including strips) |
| T 4 03/31/30                     | 2030-03-31      | 4.0000%  | 0.0000% | $50000000.00       | $51180664.31       | U.S. Treasuries (including strips) |
| T 3 7/8 04/30/30                 | 2030-04-30      | 3.8750%  | 0.0000% | $1600000.00        | $1624500.00        | U.S. Treasuries (including strips) |
| T 3 7/8 04/30/30                 | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $50765625.12       | U.S. Treasuries (including strips) |
| T 4 7/8 05/31/26                 | 2026-05-31      | 4.8750%  | 0.0000% | $50000000.00       | $50269335.94       | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31                 | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51832031.12       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $9000000.00        | $9222539.11        | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/28                 | 2028-11-30      | 4.3750%  | 0.0000% | $50000000.00       | $51236328.38       | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                 | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $51651367.06       | U.S. Treasuries (including strips) |
| T 4 1/4 02/28/29                 | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $51651367.06       | U.S. Treasuries (including strips) |
| T 0 3/4 04/30/26                 | 2026-04-30      | 0.7500%  | 0.0000% | $18250000.00       | $18033495.16       | U.S. Treasuries (including strips) |
| T 1 7/8 02/28/27                 | 2027-02-28      | 1.8750%  | 0.0000% | $45000000.00       | $44282812.72       | U.S. Treasuries (including strips) |
| T 2 7/8 04/30/29                 | 2029-04-30      | 2.8750%  | 0.0000% | $50000000.00       | $49078124.88       | U.S. Treasuries (including strips) |
| T 2 7/8 04/30/29                 | 2029-04-30      | 2.8750%  | 0.0000% | $5000000.00        | $4907812.49        | U.S. Treasuries (including strips) |
| T 2 7/8 04/30/29                 | 2029-04-30      | 2.8750%  | 0.0000% | $50000000.00       | $49078124.88       | U.S. Treasuries (including strips) |
| T 1 5/8 02/15/26                 | 2026-02-15      | 1.6250%  | 0.0000% | $9590000.00        | $9591648.28        | U.S. Treasuries (including strips) |
| T 1 5/8 08/15/29                 | 2029-08-15      | 1.6250%  | 0.0000% | $21930000.00       | $20610773.33       | U.S. Treasuries (including strips) |
| T 0 1/2 04/30/27                 | 2027-04-30      | 0.5000%  | 0.0000% | $30000000.00       | $28757812.42       | U.S. Treasuries (including strips) |
| T 3 08/15/52                     | 2052-08-15      | 3.0000%  | 0.0000% | $17000000.00       | $12708496.09       | U.S. Treasuries (including strips) |
| T 3 08/15/52                     | 2052-08-15      | 3.0000%  | 0.0000% | $50000000.00       | $37377929.69       | U.S. Treasuries (including strips) |
| T 4 3/8 08/15/43                 | 2043-08-15      | 4.3750%  | 0.0000% | $50000000.00       | $49381836.06       | U.S. Treasuries (including strips) |
| T 3 1/8 05/15/48                 | 2048-05-15      | 3.1250%  | 0.0000% | $23360000.00       | $18244981.31       | U.S. Treasuries (including strips) |
| T 4 1/8 11/30/31                 | 2031-11-30      | 4.1250%  | 0.0000% | $21500000.00       | $21983749.95       | U.S. Treasuries (including strips) |
| T 4 3/8 11/30/30                 | 2030-11-30      | 4.3750%  | 0.0000% | $6000000.00        | $6206953.12        | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30                 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49989258.06       | U.S. Treasuries (including strips) |
| T 3 1/2 04/30/30                 | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49989258.06       | U.S. Treasuries (including strips) |
| T 4 1/8 07/31/31                 | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51832031.12       | U.S. Treasuries (including strips) |
| T 4 7/8 05/31/26                 | 2026-05-31      | 4.8750%  | 0.0000% | $50000000.00       | $50269335.94       | U.S. Treasuries (including strips) |
| T 3 3/4 11/15/43                 | 2043-11-15      | 3.7500%  | 0.0000% | $37000000.00       | $33169199.31       | U.S. Treasuries (including strips) |

### Security 321: Bank of Montreal/US

- **C.1 - Title:** Bank of Montreal/US 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930YEZ009, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 930YEZ009_3.90_1201
- **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:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $77517814.33       | $72121179.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5908 | 2055-11-01      | 4.5000%  | 0.0000% | $71717607.00       | $70533692.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5299 | 2055-11-01      | 5.0000%  | 0.0000% | $25048787.00       | $25267087.18       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $73932604.48       | $72712125.04       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0074 | 2055-11-01      | 4.5000%  | 0.0000% | $69513444.00       | $68365916.07       | Agency Mortgage-Backed Securities |

### Security 322: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.03_1211
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLQD7878 | 2052-03-01      | 3.0000%  | 0.0000% | $3368792.66        | $3062363.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101 | 2054-08-01      | 5.5000%  | 0.0000% | $6386066.53        | $6559607.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9246 | 2048-06-01      | 4.0000%  | 0.0000% | $922.71            | $906.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1193 | 2047-05-01      | 4.0000%  | 0.0000% | $474.39            | $465.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1579 | 2047-07-01      | 4.0000%  | 0.0000% | $1254.61           | $1234.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359 | 2048-07-01      | 4.0000%  | 0.0000% | $3386432.26        | $3310674.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4560 | 2048-10-01      | 4.5000%  | 0.0000% | $288.97            | $289.68            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6491 | 2032-11-01      | 1.4556%  | 0.0000% | $5970.74           | $5055.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO5991 | 2050-01-01      | 4.0000%  | 0.0000% | $3012376.78        | $2929840.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988 | 2050-02-01      | 3.0000%  | 0.0000% | $202.75            | $184.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7223 | 2051-04-01      | 2.5000%  | 0.0000% | $694.20            | $598.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361 | 2049-06-01      | 3.5000%  | 0.0000% | $838.08            | $790.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $37392939.37       | $33455724.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  | 0.0000% | $27398548.17       | $24923034.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7395 | 2054-03-01      | 5.5000%  | 0.0000% | $1548.78           | $1579.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $851.22            | $876.17            | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M     | 2048-03-20      | 3.5000%  | 0.0000% | $644.12            | $604.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9357 | 2051-05-01      | 2.5000%  | 0.0000% | $13388496.40       | $11627708.30       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9718 | 2051-04-01      | 2.5000%  | 0.0000% | $9063739.28        | $7877431.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  | 0.0000% | $2203.97           | $1888.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301 | 2052-08-01      | 4.5000%  | 0.0000% | $712.41            | $703.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766 | 2052-04-01      | 3.0000%  | 0.0000% | $3760764.81        | $3417798.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $808.21            | $777.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9558 | 2054-08-01      | 6.0000%  | 0.0000% | $14973908.06       | $15470727.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690 | 2054-11-01      | 5.0000%  | 0.0000% | $1907.55           | $1928.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585 | 2055-06-01      | 6.0000%  | 0.0000% | $450204.75         | $464319.12         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CL890834 | 2048-01-01      | 4.0000%  | 0.0000% | $556.86            | $544.98            | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $3642.27           | $3177.05           | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $1905288.39        | $1726229.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $3417.37           | $3490.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166 | 2035-10-01      | 2.0000%  | 0.0000% | $435.90            | $406.36            | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21   | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25649065.66       | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7   | 2029-08-06      | 4.0000%  | 0.0000% | $1511000.00        | $1525155.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK8508 | 2050-12-01      | 2.5000%  | 0.0000% | $892683.91         | $769712.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9764 | 2053-09-01      | 6.5000%  | 0.0000% | $902.62            | $960.65            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8042 | 2035-09-01      | 1.4600%  | 0.0000% | $32383900.00       | $24758948.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3307 | 2048-01-01      | 4.0000%  | 0.0000% | $272.07            | $267.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3289 | 2048-01-01      | 3.5000%  | 0.0000% | $15495190.42       | $14761260.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3668 | 2048-03-01      | 3.5000%  | 0.0000% | $10168159.00       | $9621966.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996 | 2037-05-01      | 3.5000%  | 0.0000% | $864.41            | $843.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $1338.74           | $1187.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $17282433.82       | $14228282.12       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5746 | 2049-03-01      | 4.0000%  | 0.0000% | $853.36            | $834.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366 | 2041-06-01      | 2.5000%  | 0.0000% | $1178803.37        | $1068037.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $76726773.35       | $75548326.84       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M     | 2054-04-20      | 6.5000%  | 0.0000% | $486.08            | $503.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $38628767.01       | $33555071.61       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2807 | 2050-12-01      | 2.5000%  | 0.0000% | $13079871.43       | $11260919.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7215 | 2051-04-01      | 2.5000%  | 0.0000% | $24937372.41       | $21481401.72       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3641 | 2044-10-01      | 4.0000%  | 0.0000% | $462.10            | $453.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316 | 2050-07-01      | 3.0000%  | 0.0000% | $1824.48           | $1633.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8958 | 2051-02-01      | 2.5000%  | 0.0000% | $1020.55           | $879.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8527 | 2050-12-01      | 2.5000%  | 0.0000% | $13291794.80       | $11462112.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795 | 2051-05-01      | 2.5000%  | 0.0000% | $1384.19           | $1198.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9345 | 2051-05-01      | 2.5000%  | 0.0000% | $11983702.53       | $10475134.14       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4936 | 2052-01-01      | 2.5000%  | 0.0000% | $2798192.18        | $2470070.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $41526338.78       | $38094477.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687 | 2052-09-01      | 5.0000%  | 0.0000% | $6789.10           | $6885.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954 | 2052-10-01      | 4.5000%  | 0.0000% | $2046.59           | $2021.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $33149565.64       | $29705988.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  | 0.0000% | $30181880.11       | $25236518.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $2530.87           | $2582.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $789.87            | $806.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794 | 2051-11-01      | 2.5000%  | 0.0000% | $4114.06           | $3565.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7861 | 2052-07-01      | 5.0000%  | 0.0000% | $793.42            | $812.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864 | 2046-09-01      | 3.5000%  | 0.0000% | $12697306.78       | $12100495.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8373 | 2046-11-01      | 4.0000%  | 0.0000% | $2436.22           | $2393.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9193 | 2044-10-01      | 4.0000%  | 0.0000% | $128.84            | $127.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $778.83            | $807.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4886 | 2053-04-01      | 5.5000%  | 0.0000% | $678.24            | $706.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $9973644.90        | $9607552.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $845.25            | $865.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073 | 2041-01-01      | 4.0000%  | 0.0000% | $2224584.61        | $2188270.49        | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27 | 2027-11-05      | 4.2700%  | 0.0000% | $3072000.00        | $3088366.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $976.75            | $1005.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051 | 2048-07-01      | 4.5000%  | 0.0000% | $944.83            | $951.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992 | 2054-02-01      | 6.0000%  | 0.0000% | $871.21            | $913.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439 | 2053-11-01      | 6.0000%  | 0.0000% | $26427660.50       | $27554562.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987 | 2054-08-01      | 5.5000%  | 0.0000% | $1366202.99        | $1408202.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220 | 2054-03-01      | 5.0000%  | 0.0000% | $2839.10           | $2857.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296 | 2054-04-01      | 6.0000%  | 0.0000% | $1598.07           | $1676.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $16899178.91       | $17860319.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183 | 2048-08-01      | 4.0000%  | 0.0000% | $531.37            | $521.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2465 | 2048-10-01      | 4.0000%  | 0.0000% | $700.19            | $686.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2486 | 2048-10-01      | 4.5000%  | 0.0000% | $7961368.98        | $8014296.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $802866.21         | $724952.06         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $467327.89         | $436142.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $981.92            | $993.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8000 | 2045-12-01      | 4.0000%  | 0.0000% | $1139.20           | $1124.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  | 0.0000% | $1199.96           | $1187.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  | 0.0000% | $1984.06           | $1998.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $15524804.08       | $15809001.14       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $46827802.24       | $48267335.71       | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $50193855.03       | $50970906.10       | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $1866.00           | $1893.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011 | 2054-02-01      | 6.5000%  | 0.0000% | $1904.48           | $2028.33           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661 | 2027-12-01      | 3.0300%  | 0.0000% | $171517.71         | $169142.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2715 | 2050-03-01      | 3.0000%  | 0.0000% | $20541752.67       | $18589854.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $1987.27           | $1852.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $4267632.17        | $4365838.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2480 | 2055-08-01      | 6.0000%  | 0.0000% | $41999459.46       | $43243525.45       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0184 | 2053-11-01      | 6.0000%  | 0.0000% | $39803720.94       | $41446539.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273 | 2053-11-01      | 5.5000%  | 0.0000% | $671008.30         | $689524.10         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRJ1243 | 2054-03-01      | 7.5000%  | 0.0000% | $1583234.43        | $1695021.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  | 0.0000% | $1012.65           | $1050.66           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185 | 2055-05-01      | 6.5000%  | 0.0000% | $12388375.76       | $13016069.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $1494.16           | $1313.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895 | 2052-04-01      | 3.0000%  | 0.0000% | $9357391.46        | $8368193.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $246.63            | $224.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222 | 2051-07-01      | 2.5000%  | 0.0000% | $1523.80           | $1312.44           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63763 G | 2049-05-01      | 4.5000%  | 0.0000% | $2170468.96        | $2174380.15        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44275 G | 2046-11-01      | 3.5000%  | 0.0000% | $3534825.38        | $3358013.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247 | 2051-09-01      | 2.0000%  | 0.0000% | $1314.98           | $1083.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009 | 2055-09-01      | 5.0000%  | 0.0000% | $521186.50         | $523075.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC0332 | 2045-12-01      | 4.0000%  | 0.0000% | $2077.90           | $2043.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE5042 | 2046-08-01      | 4.0000%  | 0.0000% | $1775.36           | $1734.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $735.91            | $688.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $18164878.90       | $17005233.03       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0508 | 2050-06-01      | 2.5000%  | 0.0000% | $544.12            | $467.35            | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C     | 2051-12-20      | 3.0000%  | 0.0000% | $831.15            | $757.69            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $3757460.63        | $3732360.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | 0.0000% | $725.64            | $676.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6270 | 2053-05-01      | 6.5000%  | 0.0000% | $5651796.57        | $6026883.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $7704143.77        | $8085853.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633 | 2053-06-01      | 5.0000%  | 0.0000% | $885.83            | $896.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $28034337.01       | $27696831.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6690 | 2053-07-01      | 4.5000%  | 0.0000% | $1516071.99        | $1527201.47        | Agency Mortgage-Backed Securities  |
| GNII SP 785550 C     | 2051-07-20      | 4.0000%  | 0.0000% | $7508462.20        | $7137439.05        | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C     | 2051-10-20      | 3.5000%  | 0.0000% | $14497718.93       | $13470135.11       | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2410251.47        | $2492650.74        | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $600.00            | $620.10            | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $400.00            | $395.29            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $300000.00         | $291645.60         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $5158700.00        | $4526605.66        | U.S. Treasuries (including strips) |
| FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $257.19            | $252.87            | Agency Mortgage-Backed Securities  |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.32             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $5466900.00        | $4938638.18        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $205.15            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLCB7979 | 2054-02-01      | 5.5000%  | 0.0000% | $19011107.88       | $19544426.49       | Agency Mortgage-Backed Securities  |
| 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $899900.00         | $891643.27         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $2817400.00        | $2763633.60        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $75.74             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.15             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $327.66            | $264.96            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $49999500.00       | $46440954.88       | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB9007 | 2054-08-01      | 6.0000%  | 0.0000% | $22431616.45       | $23399181.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $2099415.16        | $2141267.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364 | 2053-02-01      | 6.5000%  | 0.0000% | $4655304.02        | $4886882.12        | Agency Mortgage-Backed Securities  |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $1400.00           | $1329.04           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $1200.00           | $1205.38           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $4635000.00        | $4771839.05        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  | 0.0000% | $11119679.91       | $11512704.99       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO3000 | 2042-05-01      | 4.0000%  | 0.0000% | $94.86             | $93.20             | Agency Mortgage-Backed Securities  |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $1100.00           | $858.36            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $4849300.00        | $3549171.48        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $6438400.00        | $5231850.39        | U.S. Treasuries (including strips) |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.49             | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $6261002.40        | $6440423.95        | Agency Mortgage-Backed Securities  |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.21             | U.S. Treasuries (including strips) |
| FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  | 0.0000% | $11859609.03       | $9961217.70        | Agency Mortgage-Backed Securities  |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $286.99            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $1400.00           | $911.30            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $38484300.00       | $38689886.09       | U.S. Treasuries (including strips) |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $1436.56           | $1466.00           | Agency Mortgage-Backed Securities  |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $1100.00           | $927.61            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $8414400.00        | $8616630.50        | U.S. Treasuries (including strips) |
| FNMS 04.000 CLCA2787 | 2048-12-01      | 4.0000%  | 0.0000% | $10147310.08       | $9925692.83        | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $27308000.00       | $27589380.73       | U.S. Treasuries (including strips) |
| 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $1798000.00        | $1853937.66        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $999900.00         | $1028216.30        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.86            | U.S. Treasuries (including strips) |
| FNMS 05.000 CLBY3024 | 2053-06-01      | 5.0000%  | 0.0000% | $26049606.73       | $26162792.27       | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $300.00            | $308.76            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26     | 2026-10-31      | 3.9854%  | 0.0000% | $36951200.00       | $37075394.83       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $204.87            | U.S. Treasuries (including strips) |
| FNMS 03.000 CIFM2398 | 2033-06-01      | 3.0000%  | 0.0000% | $7101240.30        | $6990247.91        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0494 M     | 2055-07-20      | 4.5000%  | 0.0000% | $44546426.55       | $44926407.57       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4386 | 2052-08-01      | 3.0000%  | 0.0000% | $12431666.27       | $11205854.25       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580 | 2037-01-01      | 1.5000%  | 0.0000% | $1885.73           | $1709.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586 | 2037-01-01      | 2.0000%  | 0.0000% | $13482819.36       | $12630206.31       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347 | 2051-12-01      | 2.0000%  | 0.0000% | $1756934.37        | $1471590.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $14702408.08       | $14599417.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105 | 2052-11-01      | 5.0000%  | 0.0000% | $40478882.20       | $40840763.41       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9773 | 2051-12-01      | 4.0000%  | 0.0000% | $25267390.68       | $24480513.60       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $2037.25           | $1754.70           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $1797.87           | $1526.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713 | 2050-03-01      | 4.5000%  | 0.0000% | $21773723.54       | $21791969.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1384 | 2052-04-01      | 4.0000%  | 0.0000% | $24750583.77       | $23836544.71       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1428 | 2052-04-01      | 4.0000%  | 0.0000% | $33093410.92       | $31857669.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656 | 2052-08-01      | 4.5000%  | 0.0000% | $24745708.52       | $24599832.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709 | 2052-11-01      | 5.0000%  | 0.0000% | $4474.94           | $4509.42           | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C     | 2053-08-20      | 6.0000%  | 0.0000% | $2759.55           | $2893.64           | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C     | 2052-01-20      | 4.0000%  | 0.0000% | $4216509.09        | $3997334.95        | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C     | 2052-01-20      | 4.0000%  | 0.0000% | $2534.07           | $2402.35           | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C     | 2051-12-20      | 3.5000%  | 0.0000% | $1985296.69        | $1829716.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS2283 | 2044-04-01      | 4.5000%  | 0.0000% | $2582675.00        | $2610356.11        | Agency Mortgage-Backed Securities  |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $2000.00           | $992.51            | U.S. Treasuries (including strips) |
| FNMS 04.000 CLAL5161 | 2044-03-01      | 4.0000%  | 0.0000% | $682.02            | $670.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $760254.99         | $791204.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816 | 2052-11-01      | 5.0000%  | 0.0000% | $88629.41          | $90523.42          | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4   | 2026-04-27      | 4.0000%  | 0.0000% | $14119000.00       | $14176047.04       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $3326204.51        | $3377544.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9443 | 2051-10-01      | 2.5000%  | 0.0000% | $18156773.87       | $15625265.68       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475 | 2038-03-01      | 4.5060%  | 0.0000% | $32.62             | $32.39             | Agency Mortgage-Backed Securities  |
| 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $378.09            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.30             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $1686000.00        | $1687904.63        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $965200.00         | $910351.89         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $10129200.00       | $7211674.27        | U.S. Treasuries (including strips) |
| 04.000 FGPC Q28392 G | 2044-09-01      | 4.0000%  | 0.0000% | $4384073.38        | $4292481.32        | Agency Mortgage-Backed Securities  |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $132.46            | U.S. Treasuries (including strips) |
| 04.000 FGPC Q46684 G | 2047-03-01      | 4.0000%  | 0.0000% | $2919333.00        | $2871055.99        | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $999800.00         | $1049899.28        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $6500000.00        | $6739848.54        | U.S. Treasuries (including strips) |
| FNMS 03.500 I4BF0226 | 2058-01-01      | 3.5000%  | 0.0000% | $889.46            | $821.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835 | 2052-10-01      | 5.0000%  | 0.0000% | $5321446.84        | $5422022.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583 | 2052-04-01      | 3.5000%  | 0.0000% | $819.63            | $762.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921 | 2051-03-01      | 2.5000%  | 0.0000% | $3839885.71        | $3307696.75        | Agency Mortgage-Backed Securities  |
| FMAR 1B8894 G        | 2041-10-01      | 6.4730%  | 0.0000% | $482.32            | $504.48            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G | 2037-07-01      | 5.5000%  | 0.0000% | $108.57            | $111.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667 | 2050-12-01      | 2.5000%  | 0.0000% | $1917.57           | $1667.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC2508 | 2051-06-01      | 2.5000%  | 0.0000% | $11345752.74       | $9851324.23        | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $259833.76         | $260917.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6373 | 2052-08-01      | 5.0000%  | 0.0000% | $1101.25           | $1108.38           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81286 G | 2044-07-01      | 4.0000%  | 0.0000% | $4926126.88        | $4824747.19        | Agency Mortgage-Backed Securities  |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $902200.00         | $684091.76         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $200.00            | $209.59            | U.S. Treasuries (including strips) |

### Security 323: MUFG Securities CA

- **C.1 - Title:** MUFG Securities CA 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933USN006, C.3 - LEI: N/A, C.5 - Other ID: 933USN006_4.09_1201
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 CLQF2717        | 2052-11-01      | 5.5000%  | 0.0000% | $13.73             | $14.06             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3330        | 2052-11-01      | 5.0000%  | 0.0000% | $14.02             | $14.12             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4910        | 2052-12-01      | 5.0000%  | 0.0000% | $46761.88          | $47406.16          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8750        | 2053-03-01      | 6.0000%  | 0.0000% | $77.22             | $79.99             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG0327        | 2053-04-01      | 4.5000%  | 0.0000% | $15.95             | $15.73             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2101        | 2054-08-01      | 5.5000%  | 0.0000% | $124142.73         | $127516.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8023        | 2054-11-01      | 5.5000%  | 0.0000% | $5499.34           | $5686.13           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK8166        | 2035-10-01      | 2.0000%  | 0.0000% | $7.93              | $7.40              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5359        | 2048-07-01      | 4.0000%  | 0.0000% | $33043.48          | $32304.27          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0856        | 2048-10-01      | 4.5000%  | 0.0000% | $49229.65          | $49101.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8988        | 2050-02-01      | 3.0000%  | 0.0000% | $4829.61           | $4405.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBP3378        | 2051-05-01      | 2.5000%  | 0.0000% | $328806.54         | $274818.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0994        | 2051-05-01      | 2.5000%  | 0.0000% | $304513.51         | $264517.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2660        | 2051-02-01      | 2.0000%  | 0.0000% | $104595.35         | $85567.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9814        | 2051-05-01      | 2.5000%  | 0.0000% | $105560.05         | $91432.95          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9341        | 2051-05-01      | 2.5000%  | 0.0000% | $10384.04          | $9093.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6085        | 2053-10-01      | 6.5000%  | 0.0000% | $13.25             | $14.09             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6361        | 2049-06-01      | 3.5000%  | 0.0000% | $15.24             | $14.38             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6672        | 2053-12-01      | 6.0000%  | 0.0000% | $10834.51          | $11242.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943        | 2052-06-01      | 3.0000%  | 0.0000% | $589143.43         | $527110.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7307        | 2052-03-01      | 3.0000%  | 0.0000% | $15.16             | $13.79             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798        | 2054-06-01      | 6.0000%  | 0.0000% | $69446.67          | $72273.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7956        | 2054-05-01      | 5.5000%  | 0.0000% | $55415.73          | $57040.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS8895        | 2052-04-01      | 3.0000%  | 0.0000% | $1052.09           | $940.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8598        | 2054-06-01      | 6.0000%  | 0.0000% | $573845.85         | $590957.94         | Agency Mortgage-Backed Securities  |
| GNII SF MA5263 M            | 2048-03-20      | 3.5000%  | 0.0000% | $4.59              | $4.31              | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M            | 2049-12-20      | 3.0000%  | 0.0000% | $103476.82         | $94073.78          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA2461        | 2050-04-01      | 4.0000%  | 0.0000% | $3.44              | $3.33              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4664        | 2051-02-01      | 2.5000%  | 0.0000% | $391876.94         | $337647.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8795        | 2051-05-01      | 2.5000%  | 0.0000% | $12.53             | $10.85             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9257        | 2053-06-01      | 5.0000%  | 0.0000% | $245102.53         | $248203.08         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5158        | 2042-04-01      | 3.0000%  | 0.0000% | $503.93            | $474.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6033        | 2054-05-01      | 6.0000%  | 0.0000% | $67920.74          | $70422.19          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8140        | 2054-06-01      | 6.0000%  | 0.0000% | $16.42             | $17.31             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1339        | 2051-07-01      | 2.5000%  | 0.0000% | $196601.94         | $168459.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3222        | 2051-07-01      | 2.5000%  | 0.0000% | $13.85             | $11.93             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBT7247        | 2051-09-01      | 2.0000%  | 0.0000% | $191723.49         | $157912.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT7954        | 2052-10-01      | 4.5000%  | 0.0000% | $61994.45          | $61246.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8281        | 2052-08-01      | 5.0000%  | 0.0000% | $108267.62         | $110581.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8301        | 2052-08-01      | 4.5000%  | 0.0000% | $83181.36          | $82126.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450        | 2052-01-01      | 2.0000%  | 0.0000% | $474652.00         | $389679.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2794        | 2051-11-01      | 2.5000%  | 0.0000% | $174188.33         | $150962.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4788        | 2054-06-01      | 6.0000%  | 0.0000% | $11005.15          | $11324.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8766        | 2052-04-01      | 3.0000%  | 0.0000% | $140131.96         | $127352.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4583        | 2052-04-01      | 3.5000%  | 0.0000% | $30.16             | $28.06             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3835        | 2052-10-01      | 5.0000%  | 0.0000% | $15.28             | $15.56             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9647        | 2053-07-01      | 4.5000%  | 0.0000% | $57458.22          | $56705.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9690        | 2054-11-01      | 5.0000%  | 0.0000% | $35.09             | $35.47             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0289        | 2055-04-01      | 6.5000%  | 0.0000% | $640463.61         | $670842.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0585        | 2055-06-01      | 6.0000%  | 0.0000% | $521193.64         | $537533.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890479        | 2040-12-01      | 4.5000%  | 0.0000% | $129678.77         | $131654.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366        | 2042-06-01      | 3.5000%  | 0.0000% | $91214.29          | $87866.18          | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M            | 2052-01-20      | 2.5000%  | 0.0000% | $13.24             | $11.55             | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M            | 2052-01-20      | 3.0000%  | 0.0000% | $253973.39         | $230147.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M            | 2052-02-20      | 3.0000%  | 0.0000% | $225389.91         | $204207.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M            | 2052-03-20      | 3.5000%  | 0.0000% | $8838.66           | $8242.52           | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M            | 2053-05-20      | 5.5000%  | 0.0000% | $125897.05         | $128575.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA8150 M            | 2052-07-20      | 4.0000%  | 0.0000% | $279703.30         | $269199.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M            | 2052-08-20      | 4.0000%  | 0.0000% | $705016.85         | $679149.79         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZJ1073        | 2041-01-01      | 4.0000%  | 0.0000% | $1.03              | $1.01              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0595        | 2043-01-01      | 3.5000%  | 0.0000% | $122334.75         | $117315.36         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-27 21          | 2027-06-01      | 4.0000%  | 0.0000% | $18.18             | $18.65             | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 25-29 F7          | 2029-08-06      | 4.0000%  | 0.0000% | $324018.18         | $327053.73         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0344        | 2051-04-01      | 2.5000%  | 0.0000% | $170289.11         | $146742.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3024        | 2053-06-01      | 5.0000%  | 0.0000% | $17.05             | $17.13             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY7178        | 2053-09-01      | 6.0000%  | 0.0000% | $254474.74         | $264488.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2183        | 2048-08-01      | 4.0000%  | 0.0000% | $4.89              | $4.80              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2787        | 2048-12-01      | 4.0000%  | 0.0000% | $2102.07           | $2056.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3283        | 2033-02-01      | 3.0000%  | 0.0000% | $79319.45          | $77427.68          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387        | 2041-07-01      | 2.0000%  | 0.0000% | $24.34             | $21.59             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4046        | 2040-06-01      | 3.0000%  | 0.0000% | $121984.96         | $115009.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4334        | 2041-05-01      | 2.5000%  | 0.0000% | $21772.73          | $19659.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4366        | 2041-06-01      | 2.5000%  | 0.0000% | $60797.15          | $55084.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M            | 2052-08-20      | 3.0000%  | 0.0000% | $774684.19         | $704273.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M            | 2052-09-20      | 4.0000%  | 0.0000% | $285686.78         | $274750.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M            | 2054-01-20      | 4.5000%  | 0.0000% | $962298.62         | $947518.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M            | 2054-04-20      | 6.5000%  | 0.0000% | $613714.24         | $636055.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4522        | 2043-07-01      | 3.0000%  | 0.0000% | $7260.97           | $6776.43           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7661        | 2027-12-01      | 3.0300%  | 0.0000% | $5940.18           | $5857.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4406        | 2042-09-01      | 3.5000%  | 0.0000% | $10900.35          | $10450.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6316        | 2050-07-01      | 3.0000%  | 0.0000% | $65894.26          | $58983.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573        | 2046-05-01      | 2.5000%  | 0.0000% | $407330.48         | $357992.57         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB2580        | 2037-01-01      | 1.5000%  | 0.0000% | $106065.28         | $96171.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2586        | 2037-01-01      | 2.0000%  | 0.0000% | $150686.44         | $141157.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2347        | 2051-12-01      | 2.0000%  | 0.0000% | $46302.66          | $38782.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3641        | 2052-05-01      | 4.5000%  | 0.0000% | $131491.26         | $130570.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4687        | 2052-09-01      | 5.0000%  | 0.0000% | $168693.38         | $171077.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4779        | 2052-10-01      | 5.0000%  | 0.0000% | $472880.79         | $482475.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794        | 2052-10-01      | 4.5000%  | 0.0000% | $12091.20          | $11934.25          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4356        | 2051-06-01      | 2.5000%  | 0.0000% | $12.35             | $10.63             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606        | 2042-05-01      | 2.0000%  | 0.0000% | $98384.76          | $86671.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632        | 2042-06-01      | 3.0000%  | 0.0000% | $88773.79          | $83106.48          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701        | 2052-08-01      | 4.5000%  | 0.0000% | $76181.73          | $75254.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072        | 2053-07-01      | 5.5000%  | 0.0000% | $135.58            | $138.37            | Agency Mortgage-Backed Securities  |
| GNII SF CI2310 C            | 2051-11-20      | 3.5000%  | 0.0000% | $358982.14         | $326466.62         | Agency Mortgage-Backed Securities  |
| GNII SF CI5879 C            | 2051-12-20      | 3.5000%  | 0.0000% | $320613.92         | $292343.79         | Agency Mortgage-Backed Securities  |
| GNII SF CI5859 C            | 2051-12-20      | 3.0000%  | 0.0000% | $287623.46         | $262202.43         | Agency Mortgage-Backed Securities  |
| GNII SF CK1560 C            | 2051-12-20      | 3.5000%  | 0.0000% | $33105.63          | $30511.27          | Agency Mortgage-Backed Securities  |
| GNII SF CK1632 C            | 2052-01-20      | 4.0000%  | 0.0000% | $537663.30         | $509715.56         | Agency Mortgage-Backed Securities  |
| GNII SF CL5007 C            | 2052-01-20      | 4.0000%  | 0.0000% | $343656.13         | $325792.88         | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M            | 2054-10-20      | 5.0000%  | 0.0000% | $765575.26         | $768826.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M            | 2054-10-20      | 6.0000%  | 0.0000% | $133515.41         | $136793.08         | Agency Mortgage-Backed Securities  |
| GNII SF CS4481 C            | 2053-08-20      | 6.0000%  | 0.0000% | $470006.15         | $492843.75         | Agency Mortgage-Backed Securities  |
| GNII SF CI2248 C            | 2051-10-20      | 3.5000%  | 0.0000% | $341477.45         | $310548.13         | Agency Mortgage-Backed Securities  |
| GNII SF CH7005 C            | 2051-10-20      | 2.0000%  | 0.0000% | $274581.26         | $224396.04         | Agency Mortgage-Backed Securities  |
| GNII SF CF8197 C            | 2051-08-20      | 3.0000%  | 0.0000% | $336755.94         | $305123.11         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0114        | 2041-01-01      | 2.5000%  | 0.0000% | $257004.03         | $232039.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4607        | 2042-05-01      | 2.5000%  | 0.0000% | $161211.95         | $146060.45         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1696        | 2047-04-01      | 2.0000%  | 0.0000% | $31.13             | $26.04             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1790        | 2052-09-01      | 5.0000%  | 0.0000% | $100763.02         | $101508.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6353        | 2045-12-01      | 4.0000%  | 0.0000% | $4.68              | $4.60              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7864        | 2046-09-01      | 3.5000%  | 0.0000% | $52100.92          | $49652.02          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS735475        | 2038-03-01      | 4.5060%  | 0.0000% | $8973.30           | $8910.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5105        | 2052-11-01      | 5.0000%  | 0.0000% | $29261.02          | $29522.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6250        | 2053-05-01      | 5.0000%  | 0.0000% | $678264.64         | $686946.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5470        | 2053-01-01      | 5.5000%  | 0.0000% | $953.79            | $975.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095        | 2053-04-01      | 6.0000%  | 0.0000% | $9257.13           | $9564.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6129        | 2053-04-01      | 5.0000%  | 0.0000% | $52608.21          | $53289.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512        | 2053-06-01      | 5.0000%  | 0.0000% | $144135.32         | $147452.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560        | 2053-06-01      | 5.5000%  | 0.0000% | $15.37             | $15.74             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6914        | 2053-08-01      | 5.5000%  | 0.0000% | $497826.11         | $512489.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7992        | 2054-02-01      | 6.0000%  | 0.0000% | $15.84             | $16.61             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8011        | 2054-02-01      | 6.5000%  | 0.0000% | $230307.28         | $245284.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7439        | 2053-11-01      | 6.0000%  | 0.0000% | $223806.60         | $233349.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7504        | 2053-11-01      | 6.0000%  | 0.0000% | $1632.24           | $1688.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8987        | 2054-08-01      | 5.5000%  | 0.0000% | $518102.06         | $534029.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8220        | 2054-03-01      | 5.0000%  | 0.0000% | $557376.03         | $560938.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8296        | 2054-04-01      | 6.0000%  | 0.0000% | $7807.53           | $8189.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8635        | 2054-06-01      | 5.5000%  | 0.0000% | $20778.34          | $21210.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9819        | 2055-01-01      | 6.0000%  | 0.0000% | $499166.86         | $523910.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025        | 2054-08-01      | 6.5000%  | 0.0000% | $30198.80          | $31916.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2047        | 2054-12-01      | 5.5000%  | 0.0000% | $17696.71          | $18024.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4039        | 2052-07-01      | 5.0000%  | 0.0000% | $648239.21         | $653200.18         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1846        | 2052-10-01      | 4.5000%  | 0.0000% | $323284.96         | $319551.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2181        | 2053-01-01      | 5.5000%  | 0.0000% | $26.46             | $27.20             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2184        | 2053-01-01      | 6.0000%  | 0.0000% | $220661.89         | $228387.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2364        | 2053-02-01      | 6.5000%  | 0.0000% | $65919.17          | $69198.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4645        | 2045-03-01      | 3.0000%  | 0.0000% | $160433.46         | $148547.75         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD6202        | 2052-05-01      | 3.0000%  | 0.0000% | $923327.52         | $825814.90         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299        | 2054-09-01      | 5.5000%  | 0.0000% | $270384.81         | $275488.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4625        | 2045-03-01      | 3.0000%  | 0.0000% | $111381.57         | $103049.11         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5753        | 2052-07-01      | 3.5000%  | 0.0000% | $176652.20         | $164423.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5877        | 2054-07-01      | 5.5000%  | 0.0000% | $29259.01          | $30293.17          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL9337        | 2044-10-01      | 6.4390%  | 0.0000% | $0.68              | $0.71              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6125        | 2053-01-01      | 5.5000%  | 0.0000% | $286026.03         | $294222.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7710        | 2045-10-01      | 4.0000%  | 0.0000% | $115319.33         | $113265.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5277        | 2054-06-01      | 5.5000%  | 0.0000% | $149501.10         | $153604.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9435        | 2054-11-01      | 5.0000%  | 0.0000% | $17.85             | $18.06             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0296        | 2055-01-01      | 6.0000%  | 0.0000% | $19089.04          | $19892.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0909        | 2054-09-01      | 6.0000%  | 0.0000% | $5742.11           | $5919.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1109        | 2055-02-01      | 4.5000%  | 0.0000% | $181177.28         | $179304.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2005        | 2055-06-01      | 5.0000%  | 0.0000% | $18.01             | $18.14             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0214        | 2055-02-01      | 5.5000%  | 0.0000% | $583712.21         | $600380.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL4699        | 2043-10-01      | 3.5000%  | 0.0000% | $195780.90         | $187741.16         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M            | 2054-11-20      | 5.5000%  | 0.0000% | $492721.16         | $501171.82         | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M            | 2055-01-20      | 5.0000%  | 0.0000% | $734.62            | $737.68            | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M            | 2055-01-20      | 5.5000%  | 0.0000% | $15.98             | $16.22             | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M            | 2055-04-20      | 5.0000%  | 0.0000% | $357897.29         | $359407.61         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M            | 2055-05-20      | 5.5000%  | 0.0000% | $11657.05          | $11836.97          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104        | 2050-11-01      | 1.5000%  | 0.0000% | $256225.61         | $199780.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8595        | 2055-05-01      | 5.5000%  | 0.0000% | $56054.59          | $57469.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984        | 2045-08-01      | 4.0000%  | 0.0000% | $166796.43         | $163652.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM5430        | 2048-06-01      | 4.5000%  | 0.0000% | $118220.99         | $118429.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7636        | 2051-06-01      | 3.0000%  | 0.0000% | $326007.19         | $292690.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3166        | 2043-03-01      | 3.0000%  | 0.0000% | $122118.14         | $113969.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9227        | 2051-10-01      | 2.5000%  | 0.0000% | $376386.78         | $326128.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0879        | 2054-02-01      | 5.5000%  | 0.0000% | $54276.97          | $55306.55          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ0273        | 2053-11-01      | 5.5000%  | 0.0000% | $9162.04           | $9414.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0663        | 2054-01-01      | 6.5000%  | 0.0000% | $5610.63           | $5857.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1715        | 2054-06-01      | 6.0000%  | 0.0000% | $571687.36         | $589249.59         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ1455        | 2054-05-01      | 7.0000%  | 0.0000% | $23030.36          | $24447.57          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2281        | 2054-09-01      | 6.0000%  | 0.0000% | $24382.50          | $25153.74          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3578        | 2055-03-01      | 6.0000%  | 0.0000% | $33919.71          | $35192.88          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3251        | 2055-01-01      | 5.5000%  | 0.0000% | $375662.40         | $385956.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3719        | 2055-03-01      | 5.5000%  | 0.0000% | $351466.63         | $360514.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4185        | 2055-05-01      | 6.5000%  | 0.0000% | $11117.59          | $11680.90          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4643        | 2055-08-01      | 6.0000%  | 0.0000% | $677329.02         | $708599.95         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4803        | 2055-09-01      | 6.5000%  | 0.0000% | $45.08             | $47.42             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028        | 2055-07-01      | 6.0000%  | 0.0000% | $50624.13          | $52066.92          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3653        | 2053-08-01      | 5.0000%  | 0.0000% | $14.44             | $14.82             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222        | 2053-10-01      | 6.0000%  | 0.0000% | $269422.10         | $280468.41         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99082 G        | 2043-11-01      | 4.0000%  | 0.0000% | $101350.94         | $99662.43          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2244        | 2046-07-01      | 3.0000%  | 0.0000% | $163100.93         | $150317.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAL2232        | 2042-07-01      | 4.0000%  | 0.0000% | $119555.22         | $117575.39         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB6553        | 2050-08-01      | 2.5000%  | 0.0000% | $64968.34          | $56066.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8009        | 2055-09-01      | 5.0000%  | 0.0000% | $18.27             | $18.34             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226        | 2058-01-01      | 3.5000%  | 0.0000% | $8.09              | $7.47              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0634        | 2052-03-01      | 3.0000%  | 0.0000% | $95769.76          | $85752.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0713        | 2050-03-01      | 4.5000%  | 0.0000% | $905.96            | $906.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1390        | 2051-12-01      | 2.5000%  | 0.0000% | $74193.02          | $63864.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2592        | 2052-08-01      | 5.0000%  | 0.0000% | $693406.06         | $698569.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2656        | 2052-08-01      | 4.5000%  | 0.0000% | $296932.30         | $295181.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2448        | 2052-05-01      | 2.0000%  | 0.0000% | $62021.88          | $51015.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425        | 2052-09-01      | 4.5000%  | 0.0000% | $243055.29         | $240129.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3709        | 2052-11-01      | 5.0000%  | 0.0000% | $99286.74          | $100051.75         | Agency Mortgage-Backed Securities  |
| GNII SP 785676 C            | 2051-10-20      | 3.5000%  | 0.0000% | $7655.65           | $7113.02           | Agency Mortgage-Backed Securities  |
| GNII SP 787339 C            | 2054-04-20      | 6.0000%  | 0.0000% | $307816.74         | $318340.07         | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE P 30             | 2030-08-31      | 4.1250%  | 0.0000% | $698.18            | $721.12            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30             | 2030-09-30      | 4.6250%  | 0.0000% | $18178.18          | $19132.44          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33             | 2033-11-15      | 4.5000%  | 0.0000% | $182145.45         | $190473.33         | U.S. Treasuries (including strips) |
| 4 NOTE B 34                 | 2034-02-15      | 4.0000%  | 0.0000% | $5454.55           | $5562.95           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29             | 2029-04-30      | 2.8750%  | 0.0000% | $1112.73           | $1092.15           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $212341.82         | $202065.85         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29             | 2029-05-31      | 2.7500%  | 0.0000% | $3.64              | $3.59              | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27            | 2027-07-31      | 2.7500%  | 0.0000% | $248078.18         | $247143.27         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32             | 2032-08-15      | 2.7500%  | 0.0000% | $5.45              | $5.17              | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27            | 2027-08-31      | 3.1250%  | 0.0000% | $63250.91          | $63302.90          | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32             | 2027-10-15      | 1.6250%  | 0.0000% | $586217.15         | $593366.24         | U.S. Treasuries (including strips) |
| 4  NOTE R 29                | 2029-10-31      | 4.0000%  | 0.0000% | $143634.55         | $146429.09         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32             | 2032-11-15      | 4.1250%  | 0.0000% | $11156.36          | $11406.49          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29             | 2029-11-30      | 3.8750%  | 0.0000% | $42729.09          | $44044.99          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28             | 2028-01-31      | 3.5000%  | 0.0000% | $18181.82          | $18389.69          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33             | 2033-02-15      | 3.5000%  | 0.0000% | $152152.73         | $150740.96         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28             | 2028-04-30      | 3.5000%  | 0.0000% | $14465.45          | $14506.44          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28             | 2028-05-31      | 3.6250%  | 0.0000% | $20.00             | $20.42             | U.S. Treasuries (including strips) |
| FEPC 03.000 CLZS4606        | 2045-03-01      | 3.0000%  | 0.0000% | $162165.91         | $150268.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M            | 2053-10-20      | 6.5000%  | 0.0000% | $366270.43         | $380098.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361        | 2036-06-01      | 2.5000%  | 0.0000% | $349.72            | $332.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3361        | 2052-06-01      | 4.0000%  | 0.0000% | $14.77             | $14.22             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS973150        | 2038-02-01      | 6.4050%  | 0.0000% | $0.62              | $0.64              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9227        | 2053-08-01      | 6.0000%  | 0.0000% | $51294.30          | $53608.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ889810        | 2037-11-01      | 6.0000%  | 0.0000% | $6304.83           | $6520.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5453        | 2052-07-01      | 5.0000%  | 0.0000% | $199227.09         | $202027.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1334        | 2050-03-01      | 3.0000%  | 0.0000% | $157448.92         | $143160.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8673        | 2053-05-01      | 5.5000%  | 0.0000% | $126675.34         | $129357.69         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1942        | 2049-12-01      | 3.0000%  | 0.0000% | $5.56              | $5.04              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09119 G        | 2037-12-01      | 5.5000%  | 0.0000% | $1.75              | $1.77              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4695        | 2053-05-01      | 5.0000%  | 0.0000% | $311080.20         | $316348.97         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1894        | 2054-08-01      | 6.0000%  | 0.0000% | $358381.90         | $373462.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0361        | 2035-07-01      | 3.0000%  | 0.0000% | $125863.28         | $122088.64         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8083        | 2036-01-01      | 1.5000%  | 0.0000% | $87.01             | $79.00             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141        | 2037-02-01      | 2.0000%  | 0.0000% | $35.42             | $32.84             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0780        | 2051-12-01      | 2.5000%  | 0.0000% | $6184.60           | $5359.35           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1489        | 2052-08-01      | 4.5000%  | 0.0000% | $92650.82          | $93330.88          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2399        | 2053-02-01      | 6.0000%  | 0.0000% | $196164.04         | $205472.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5453        | 2054-05-01      | 5.5000%  | 0.0000% | $16.11             | $16.60             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5956        | 2054-07-01      | 5.5000%  | 0.0000% | $17025.63          | $17549.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6154        | 2054-01-01      | 5.5000%  | 0.0000% | $918502.77         | $937454.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1060        | 2055-04-01      | 5.5000%  | 0.0000% | $710228.74         | $724210.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7685        | 2051-06-01      | 3.0000%  | 0.0000% | $109779.50         | $98364.63          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB4023        | 2050-09-01      | 2.5000%  | 0.0000% | $3427.94           | $2961.39           | Agency Mortgage-Backed Securities  |
| 3 3/4 NOTE M 30             | 2030-06-30      | 3.7500%  | 0.0000% | $1818.18           | $1858.62           | U.S. Treasuries (including strips) |
| 4  NOTE AA 28               | 2028-06-30      | 4.0000%  | 0.0000% | $1389.09           | $1429.39           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30             | 2030-08-15      | 0.6250%  | 0.0000% | $1.82              | $1.59              | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27             | 2027-08-31      | 0.5000%  | 0.0000% | $181812.73         | $172782.50         | U.S. Treasuries (including strips) |
| FMAR 1B8894 G               | 2041-10-01      | 6.4730%  | 0.0000% | $18.18             | $19.01             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H03116 G        | 2037-07-01      | 5.5000%  | 0.0000% | $3.56              | $3.66              | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M            | 2048-02-20      | 3.0000%  | 0.0000% | $2.80              | $2.57              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595        | 2051-11-01      | 3.0000%  | 0.0000% | $508356.25         | $466344.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6786        | 2054-02-01      | 5.5000%  | 0.0000% | $172632.44         | $176136.02         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4921        | 2051-03-01      | 2.5000%  | 0.0000% | $125914.05         | $108462.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667        | 2050-12-01      | 2.5000%  | 0.0000% | $115814.75         | $100709.61         | Agency Mortgage-Backed Securities  |
| 4.00 FMNT 23-26 J4          | 2026-04-27      | 4.0000%  | 0.0000% | $16000.00          | $16064.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2816        | 2052-11-01      | 5.0000%  | 0.0000% | $7719.84           | $7884.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA0558        | 2047-10-01      | 4.5000%  | 0.0000% | $18802.55          | $18954.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2051        | 2048-07-01      | 4.5000%  | 0.0000% | $41133.22          | $41406.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2996        | 2037-05-01      | 3.5000%  | 0.0000% | $124713.64         | $121738.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3211        | 2047-12-01      | 4.0000%  | 0.0000% | $107811.08         | $105445.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M            | 2053-04-20      | 5.5000%  | 0.0000% | $216833.76         | $221276.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M            | 2054-09-20      | 5.0000%  | 0.0000% | $505469.92         | $507616.65         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1684        | 2052-09-01      | 4.5000%  | 0.0000% | $37715.98          | $37464.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429        | 2042-02-01      | 4.0000%  | 0.0000% | $71849.21          | $70940.97          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5701        | 2053-02-01      | 6.0000%  | 0.0000% | $104155.38         | $108978.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6633        | 2053-06-01      | 5.0000%  | 0.0000% | $9642.43           | $9762.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9007        | 2054-08-01      | 6.0000%  | 0.0000% | $277956.54         | $289945.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307        | 2055-01-01      | 5.0000%  | 0.0000% | $2240.36           | $2257.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517        | 2035-10-01      | 2.0000%  | 0.0000% | $174599.42         | $162772.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605        | 2053-08-01      | 5.5000%  | 0.0000% | $238343.37         | $245600.92         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83917 G        | 2048-02-01      | 4.0000%  | 0.0000% | $201072.27         | $196403.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9704        | 2051-12-01      | 2.0000%  | 0.0000% | $99229.16          | $82596.96          | Agency Mortgage-Backed Securities  |
| 1 5/8 NOTE C 31             | 2031-05-15      | 1.6250%  | 0.0000% | $167270.91         | $150723.39         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26             | 2026-05-31      | 0.7500%  | 0.0000% | $6380.00           | $6308.72           | U.S. Treasuries (including strips) |
| 1 NOTE N 28                 | 2028-07-31      | 1.0000%  | 0.0000% | $36700.00          | $34504.67          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26            | 2026-10-31      | 1.1250%  | 0.0000% | $29089.09          | $28453.18          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31             | 2031-11-15      | 1.3750%  | 0.0000% | $181825.45         | $159411.25         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26            | 2026-11-30      | 1.2500%  | 0.0000% | $90909.09          | $89354.88          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29             | 2029-01-31      | 1.7500%  | 0.0000% | $2727.27           | $2599.62           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $14441.82          | $13046.32          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27             | 2027-03-31      | 2.5000%  | 0.0000% | $176347.27         | $174607.11         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26             | 2026-08-15      | 1.5000%  | 0.0000% | $13650.91          | $13497.68          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $3621.82           | $3568.53           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28             | 2028-02-15      | 2.7500%  | 0.0000% | $14687.27          | $14570.55          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29             | 2029-02-15      | 2.6250%  | 0.0000% | $18.18             | $17.83             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29             | 2029-05-15      | 2.3750%  | 0.0000% | $18190.91          | $17531.18          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26             | 2026-05-15      | 1.6250%  | 0.0000% | $23129.09          | $22915.46          | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29             | 2027-01-15      | 0.3750%  | 0.0000% | $202782.36         | $200742.34         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27             | 2027-05-15      | 2.3750%  | 0.0000% | $1240336.36        | $1220729.00        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29             | 2029-11-15      | 1.7500%  | 0.0000% | $17076.36          | $15982.54          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27             | 2027-01-31      | 1.5000%  | 0.0000% | $90900.00          | $89165.29          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30             | 2030-02-15      | 1.5000%  | 0.0000% | $18180.00          | $16809.06          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27             | 2027-04-30      | 0.5000%  | 0.0000% | $127278.18         | $122007.43         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30             | 2030-05-15      | 0.6250%  | 0.0000% | $181805.45         | $159887.80         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $1.82              | $1.38              | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $56960.00          | $48487.44          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $133229.09         | $116105.52         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53               | 2053-08-15      | 4.1250%  | 0.0000% | $5.45              | $5.04              | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-02-15      | 4.2500%  | 0.0000% | $18.18             | $17.15             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $69363.64          | $69441.99          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $7.27              | $6.86              | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44               | 2044-08-15      | 4.1250%  | 0.0000% | $1.82              | $1.73              | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55               | 2055-02-15      | 4.6250%  | 0.0000% | $18.18             | $18.26             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55               | 2055-02-15      | 2.3750%  | 0.0000% | $19036.15          | $18786.16          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45               | 2045-02-15      | 4.7500%  | 0.0000% | $135272.73         | $139266.38         | U.S. Treasuries (including strips) |
| 5 BOND 45                   | 2045-05-15      | 5.0000%  | 0.0000% | $205990.91         | $216341.87         | U.S. Treasuries (including strips) |
| 3 BOND 44                   | 2044-11-15      | 3.0000%  | 0.0000% | $3.64              | $2.88              | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28             | 2028-09-30      | 1.2500%  | 0.0000% | $3.64              | $3.43              | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAO6786        | 2042-06-01      | 3.5000%  | 0.0000% | $1.92              | $1.84              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5570        | 2048-07-01      | 4.0000%  | 0.0000% | $425261.46         | $415697.33         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WZ889916        | 2038-09-01      | 4.4380%  | 0.0000% | $0.51              | $0.50              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4391        | 2054-04-01      | 6.0000%  | 0.0000% | $371163.15         | $386053.47         | Agency Mortgage-Backed Securities  |
| 2 1/2 BOND 45               | 2045-02-15      | 2.5000%  | 0.0000% | $29607.27          | $21662.52          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $61090.91          | $44003.67          | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $300732.73         | $214112.32         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46               | 2046-08-15      | 2.2500%  | 0.0000% | $5672.73           | $3864.06           | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46               | 2046-11-15      | 2.8750%  | 0.0000% | $26512.73          | $20103.23          | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-02-15      | 3.0000%  | 0.0000% | $328641.82         | $256448.01         | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-05-15      | 3.0000%  | 0.0000% | $1.82              | $1.40              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-11-15      | 2.7500%  | 0.0000% | $54147.27          | $39630.04          | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-02-15      | 3.0000%  | 0.0000% | $21.82             | $16.85             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48               | 2048-05-15      | 3.1250%  | 0.0000% | $36363.64          | $28379.97          | U.S. Treasuries (including strips) |
| 3 BOND 48                   | 2048-08-15      | 3.0000%  | 0.0000% | $16125.45          | $12388.15          | U.S. Treasuries (including strips) |
| 3 BOND 49                   | 2049-02-15      | 3.0000%  | 0.0000% | $3.64              | $2.78              | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $1.82              | $1.34              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49               | 2049-08-15      | 2.2500%  | 0.0000% | $7.27              | $4.74              | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49               | 2049-11-15      | 2.3750%  | 0.0000% | $1707.27           | $1129.93           | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50               | 2050-05-15      | 1.2500%  | 0.0000% | $18145.45          | $9004.73           | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $73903.64          | $40126.39          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40               | 2040-11-15      | 1.3750%  | 0.0000% | $54561.82          | $36136.83          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41               | 2041-02-15      | 1.8750%  | 0.0000% | $58610.91          | $42051.74          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41               | 2041-05-15      | 2.2500%  | 0.0000% | $182654.55         | $137175.03         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41               | 2041-08-15      | 1.7500%  | 0.0000% | $539269.09         | $373585.25         | U.S. Treasuries (including strips) |
| 4 NOTE N 32                 | 2032-07-31      | 4.0000%  | 0.0000% | $1.82              | $1.87              | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35             | 2035-08-15      | 4.2500%  | 0.0000% | $18180.00          | $18758.73          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30            | 2030-08-31      | 3.6250%  | 0.0000% | $1723.64           | $1741.19           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27            | 2027-09-30      | 3.5000%  | 0.0000% | $3.64              | $3.66              | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28            | 2028-10-15      | 3.5000%  | 0.0000% | $2256327.27        | $2266060.55        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-26      | 0.0000%  | 0.0000% | $12290.91          | $12180.45          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41               | 2041-02-15      | 4.7500%  | 0.0000% | $1.82              | $1.91              | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41               | 2041-11-15      | 3.1250%  | 0.0000% | $3.64              | $3.07              | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43               | 2043-02-15      | 0.6250%  | 0.0000% | $33960.20          | $25899.28          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43               | 2043-08-15      | 3.6250%  | 0.0000% | $1.82              | $1.62              | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43               | 2043-11-15      | 3.7500%  | 0.0000% | $10.91             | $9.77              | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29            | 2029-12-31      | 4.3750%  | 0.0000% | $18181.82          | $19064.70          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26            | 2026-12-31      | 4.2500%  | 0.0000% | $36365.45          | $37239.46          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $3492.73           | $3632.68           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32             | 2032-01-31      | 4.3750%  | 0.0000% | $56469.09          | $59298.72          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28            | 2028-06-15      | 3.8750%  | 0.0000% | $130110.91         | $133637.97         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $1140509.09        | $1181266.48        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27            | 2027-05-15      | 4.5000%  | 0.0000% | $16.36             | $16.61             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $3623.64           | $3880.28           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27            | 2027-06-15      | 4.6250%  | 0.0000% | $151940.00         | $157546.55         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27            | 2027-07-15      | 4.3750%  | 0.0000% | $671610.91         | $691220.93         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34             | 2034-08-15      | 3.8750%  | 0.0000% | $290909.09         | $293002.29         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27            | 2027-08-15      | 3.7500%  | 0.0000% | $87996.36          | $89264.10          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27            | 2027-10-15      | 3.8750%  | 0.0000% | $1.82              | $1.84              | U.S. Treasuries (including strips) |

### Security 324: Fixed Income Clearing Corp. - Standard Chartered Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Standard Chartered Bank 4.090000%
- **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_4.09_1201
- **C.18 - Value (incl. sponsor support):** $6500000000.00
- **C.18.a - Value (excl. sponsor support):** $6500000000.00
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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% | $11400.00          | $11735.18          | U.S. Treasuries (including strips) |
| 4  NOTE N 30                | 2030-07-31      | 4.0000%  | 0.0000% | $26789900.00       | $27604459.72       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33             | 2033-08-15      | 3.8750%  | 0.0000% | $25000000.00       | $25329234.65       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30             | 2030-08-31      | 4.1250%  | 0.0000% | $18999300.00       | $19623589.92       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28            | 2028-10-31      | 4.8750%  | 0.0000% | $134970000.00      | $140568382.60      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30             | 2030-10-31      | 4.8750%  | 0.0000% | $300.00            | $318.13            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30             | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $105.60            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28            | 2028-11-30      | 4.3750%  | 0.0000% | $23300000.00       | $24377553.44       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26            | 2026-12-15      | 4.3750%  | 0.0000% | $10379800.00       | $10664454.56       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30             | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30             | 2030-12-31      | 3.7500%  | 0.0000% | $107847300.00      | $110139834.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28            | 2028-12-31      | 3.7500%  | 0.0000% | $49999900.00       | $51135959.14       | U.S. Treasuries (including strips) |
| 4 NOTE U 29                 | 2029-01-31      | 4.0000%  | 0.0000% | $1137700.00        | $1168899.69        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27            | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27            | 2027-02-15      | 4.1250%  | 0.0000% | $47478600.00       | $48332251.04       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26            | 2026-02-28      | 4.6250%  | 0.0000% | $1999700.00        | $2025789.80        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31             | 2031-02-28      | 4.2500%  | 0.0000% | $5040400.00        | $5241188.85        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31             | 2031-03-31      | 4.1250%  | 0.0000% | $3000000.00        | $3090561.38        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29             | 2029-03-31      | 4.1250%  | 0.0000% | $15739800.00       | $16139293.85       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29             | 2029-03-31      | 4.1250%  | 0.0000% | $51000000.00       | $52294437.45       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26            | 2026-03-31      | 4.5000%  | 0.0000% | $6455800.00        | $6516393.86        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29             | 2029-04-30      | 2.8750%  | 0.0000% | $54545300.00       | $53536798.69       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27             | 2027-04-30      | 2.7500%  | 0.0000% | $25700.00          | $25464.36          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $20111300.00       | $19138042.97       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29             | 2029-05-31      | 2.7500%  | 0.0000% | $91141900.00       | $90069590.64       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27             | 2027-05-31      | 2.6250%  | 0.0000% | $12395300.00       | $12389704.23       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29             | 2029-06-30      | 3.2500%  | 0.0000% | $30912900.00       | $31028192.68       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27            | 2027-06-30      | 3.2500%  | 0.0000% | $6113600.00        | $6167959.67        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27            | 2027-07-31      | 2.7500%  | 0.0000% | $6031200.00        | $6008470.77        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29             | 2029-07-31      | 2.6250%  | 0.0000% | $25970600.00       | $25382256.38       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32             | 2032-08-15      | 2.7500%  | 0.0000% | $500.00            | $473.90            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27            | 2027-08-31      | 3.1250%  | 0.0000% | $917100.00         | $917853.87         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27            | 2027-09-30      | 4.1250%  | 0.0000% | $1109900.00        | $1129095.86        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32             | 2032-11-15      | 4.1250%  | 0.0000% | $119500.00         | $122179.23         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29             | 2029-11-30      | 3.8750%  | 0.0000% | $46176800.00       | $47598872.34       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27            | 2027-11-30      | 3.8750%  | 0.0000% | $22100.00          | $22679.82          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29             | 2029-12-31      | 3.8750%  | 0.0000% | $58300.00          | $59908.97          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28             | 2028-01-31      | 3.5000%  | 0.0000% | $18398400.00       | $18608749.71       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33             | 2033-02-15      | 3.5000%  | 0.0000% | $4999900.00        | $4953507.99        | U.S. Treasuries (including strips) |
| 4 NOTE V 28                 | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $51028362.71       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                 | 2030-02-28      | 4.0000%  | 0.0000% | $272150900.00      | $279406240.00      | U.S. Treasuries (including strips) |
| 4 NOTE H 30                 | 2030-02-28      | 4.0000%  | 0.0000% | $46364200.00       | $47600234.99       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30             | 2030-03-31      | 3.6250%  | 0.0000% | $34470200.00       | $34740228.75       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28             | 2028-03-31      | 3.6250%  | 0.0000% | $60998100.00       | $61541756.96       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28             | 2028-04-30      | 3.5000%  | 0.0000% | $1000.00           | $1002.83           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28             | 2028-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $50141659.12       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33             | 2033-05-15      | 3.3750%  | 0.0000% | $41000000.00       | $39858232.68       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28             | 2028-05-31      | 3.6250%  | 0.0000% | $75469500.00       | $77064692.22       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30             | 2030-05-31      | 3.7500%  | 0.0000% | $4024500.00        | $4126589.82        | U.S. Treasuries (including strips) |
| 4  NOTE AA 28               | 2028-06-30      | 4.0000%  | 0.0000% | $6250300.00        | $6431615.22        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27             | 2027-07-31      | 0.3750%  | 0.0000% | $23124600.00       | $21979697.03       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27             | 2027-10-31      | 0.5000%  | 0.0000% | $9147900.00        | $8644607.61        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27             | 2027-12-31      | 0.6250%  | 0.0000% | $18726400.00       | $17700821.33       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28             | 2028-01-31      | 0.7500%  | 0.0000% | $12729200.00       | $12036294.30       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28             | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.23             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26             | 2026-04-30      | 0.7500%  | 0.0000% | $6000000.00        | $5928096.66        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28             | 2028-04-30      | 1.2500%  | 0.0000% | $49999100.00       | $47469888.07       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28             | 2028-05-31      | 1.2500%  | 0.0000% | $400.00            | $381.17            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26             | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26             | 2026-05-31      | 0.7500%  | 0.0000% | $49733600.00       | $49177927.30       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26            | 2026-06-30      | 0.8750%  | 0.0000% | $49997500.00       | $49353899.84       | U.S. Treasuries (including strips) |
| 1 NOTE N 28                 | 2028-07-31      | 1.0000%  | 0.0000% | $133300.00         | $125326.24         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $91341000.00       | $80324140.59       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $61508000.00       | $54089371.03       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28             | 2028-08-31      | 1.1250%  | 0.0000% | $602000.00         | $566533.10         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28             | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26            | 2026-09-30      | 0.8750%  | 0.0000% | $3985300.00        | $3900003.70        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28             | 2028-10-31      | 1.3750%  | 0.0000% | $18281600.00       | $17231405.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26            | 2026-10-31      | 1.1250%  | 0.0000% | $3306100.00        | $3233825.90        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31             | 2031-11-15      | 1.3750%  | 0.0000% | $1100.00           | $964.40            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26            | 2026-11-30      | 1.2500%  | 0.0000% | $25500.00          | $25064.04          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28             | 2028-12-31      | 1.3750%  | 0.0000% | $24999700.00       | $23604316.34       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29             | 2029-01-31      | 1.7500%  | 0.0000% | $49736300.00       | $47408418.43       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32             | 2032-02-15      | 1.8750%  | 0.0000% | $6950000.00        | $6278427.51        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27             | 2027-02-28      | 1.8750%  | 0.0000% | $49999900.00       | $49192191.95       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29             | 2029-03-31      | 2.3750%  | 0.0000% | $26049300.00       | $25211387.48       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45               | 2045-08-15      | 4.8750%  | 0.0000% | $28130100.00       | $29405368.15       | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45               | 2045-08-15      | 4.8750%  | 0.0000% | $50882000.00       | $53188717.50       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26             | 2026-08-15      | 1.5000%  | 0.0000% | $6070300.00        | $6002160.22        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $35328000.00       | $34808178.05       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27             | 2027-11-15      | 2.2500%  | 0.0000% | $1868100.00        | $1825316.79        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27             | 2027-11-15      | 2.2500%  | 0.0000% | $48667100.00       | $47552526.61       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28             | 2028-02-15      | 2.7500%  | 0.0000% | $580100.00         | $575489.64         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28             | 2028-02-15      | 2.7500%  | 0.0000% | $53444600.00       | $53019847.30       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28             | 2028-05-15      | 2.8750%  | 0.0000% | $597900.00         | $589799.33         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28             | 2028-08-15      | 2.8750%  | 0.0000% | $10271700.00       | $10192198.33       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28             | 2028-11-15      | 3.1250%  | 0.0000% | $900.00            | $891.56            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29             | 2029-02-15      | 2.6250%  | 0.0000% | $21499400.00       | $21083920.01       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26             | 2026-03-31      | 2.2500%  | 0.0000% | $13000.00          | $12979.94          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26             | 2026-04-30      | 2.3750%  | 0.0000% | $90900.00          | $90531.04          | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29             | 2029-05-15      | 2.3750%  | 0.0000% | $4999900.00        | $4818568.13        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26             | 2026-05-15      | 1.6250%  | 0.0000% | $25000000.00       | $24769089.09       | U.S. Treasuries (including strips) |
| 2 NOTE F 26                 | 2026-11-15      | 2.0000%  | 0.0000% | $19999700.00       | $19703129.09       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27             | 2027-05-15      | 2.3750%  | 0.0000% | $11432600.00       | $11251872.32       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27             | 2027-05-15      | 2.3750%  | 0.0000% | $9724000.00        | $9570282.04        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26             | 2026-07-31      | 1.8750%  | 0.0000% | $17998900.00       | $17892438.85       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29             | 2029-08-15      | 1.6250%  | 0.0000% | $2474900.00        | $2325546.09        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26             | 2026-10-31      | 1.6250%  | 0.0000% | $10090800.00       | $9919396.72        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29             | 2029-11-15      | 1.7500%  | 0.0000% | $4999800.00        | $4679540.08        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26             | 2026-11-30      | 1.6250%  | 0.0000% | $18365900.00       | $18153391.88       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27             | 2027-01-31      | 1.5000%  | 0.0000% | $42338200.00       | $41530230.68       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27             | 2027-02-28      | 1.1250%  | 0.0000% | $4857900.00        | $4726847.87        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30             | 2030-05-15      | 0.6250%  | 0.0000% | $20099900.00       | $17676745.45       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27             | 2027-06-30      | 0.5000%  | 0.0000% | $52409900.00       | $50087126.27       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-11-15      | 1.8750%  | 0.0000% | $10615100.00       | $6072594.51        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-11-15      | 1.8750%  | 0.0000% | $7020700.00        | $4016341.27        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52               | 2052-02-15      | 2.2500%  | 0.0000% | $2604100.00        | $1647491.25        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42               | 2042-02-15      | 2.3750%  | 0.0000% | $15500200.00       | $11740293.15       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $477000.00         | $406048.22         | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42               | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.13             | U.S. Treasuries (including strips) |
| 3 BOND 52                   | 2052-08-15      | 3.0000%  | 0.0000% | $18889200.00       | $14108320.48       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42               | 2042-08-15      | 3.3750%  | 0.0000% | $5699900.00        | $4967307.56        | U.S. Treasuries (including strips) |
| 4 BOND 42                   | 2042-11-15      | 4.0000%  | 0.0000% | $68475500.00       | $64085156.62       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-02-15      | 3.6250%  | 0.0000% | $8039700.00        | $6785949.55        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-02-15      | 3.8750%  | 0.0000% | $2756900.00        | $2560686.98        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $83.42             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53               | 2053-05-15      | 3.6250%  | 0.0000% | $4403900.00        | $3673569.54        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43               | 2043-05-15      | 3.8750%  | 0.0000% | $1973300.00        | $1809580.38        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53               | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.31             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43               | 2043-08-15      | 4.3750%  | 0.0000% | $700.00            | $691.18            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43               | 2043-11-15      | 4.7500%  | 0.0000% | $592000.00         | $605133.40         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43               | 2043-11-15      | 4.7500%  | 0.0000% | $50053800.00       | $51164233.60       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-02-15      | 4.2500%  | 0.0000% | $22177800.00       | $20913163.27       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44               | 2044-02-15      | 4.5000%  | 0.0000% | $1406000.00        | $1407588.32        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $161200.00         | $152039.71         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54               | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $63845100.00       | $63998833.36       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $4196400.00        | $4206504.56        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $64999900.00       | $65156414.01       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45               | 2045-02-15      | 4.7500%  | 0.0000% | $224500.00         | $231127.91         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $2741200.00        | $2778027.48        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $16120400.00       | $16336974.37       | U.S. Treasuries (including strips) |
| 5 BOND 45                   | 2045-05-15      | 5.0000%  | 0.0000% | $43477800.00       | $45662541.19       | U.S. Treasuries (including strips) |
| 3 BOND 44                   | 2044-11-15      | 3.0000%  | 0.0000% | $28440400.00       | $22525489.27       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45               | 2045-02-15      | 2.5000%  | 0.0000% | $6289800.00        | $4602008.60        | U.S. Treasuries (including strips) |
| 3 BOND 45                   | 2045-05-15      | 3.0000%  | 0.0000% | $4568500.00        | $3600427.30        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45               | 2045-08-15      | 2.8750%  | 0.0000% | $10910000.00       | $8465539.49        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-02-15      | 2.5000%  | 0.0000% | $1280000.00        | $921981.63         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46               | 2046-05-15      | 2.5000%  | 0.0000% | $600.00            | $427.18            | U.S. Treasuries (including strips) |
| 3 BOND 47                   | 2047-05-15      | 3.0000%  | 0.0000% | $31957100.00       | $24643377.26       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47               | 2047-08-15      | 2.7500%  | 0.0000% | $43000.00          | $31853.95          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48               | 2048-11-15      | 3.3750%  | 0.0000% | $500.00            | $406.30            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $40359400.00       | $29776174.84       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $47839200.00       | $35294587.72       | U.S. Treasuries (including strips) |
| 2 BOND 50                   | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.01             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50               | 2050-05-15      | 1.2500%  | 0.0000% | $838200.00         | $415959.18         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50               | 2050-08-15      | 1.3750%  | 0.0000% | $142500.00         | $72980.70          | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-08-15      | 1.1250%  | 0.0000% | $8507900.00        | $5471795.64        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $4964100.00        | $2695285.71        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50               | 2050-11-15      | 1.6250%  | 0.0000% | $69997700.00       | $38005640.65       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51               | 2051-02-15      | 1.8750%  | 0.0000% | $999800.00         | $582520.34         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51               | 2051-05-15      | 2.3750%  | 0.0000% | $191996000.00      | $124975169.20      | U.S. Treasuries (including strips) |
| 2 BOND 51                   | 2051-08-15      | 2.0000%  | 0.0000% | $19665100.00       | $11750143.49       | U.S. Treasuries (including strips) |
| 2 BOND 51                   | 2051-08-15      | 2.0000%  | 0.0000% | $12911300.00       | $7714663.42        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30            | 2030-07-31      | 3.8750%  | 0.0000% | $57281400.00       | $58699565.43       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27            | 2027-07-31      | 3.8750%  | 0.0000% | $266200.00         | $271003.54         | U.S. Treasuries (including strips) |
| 4 NOTE N 32                 | 2032-07-31      | 4.0000%  | 0.0000% | $9737000.00        | $10000137.34       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35             | 2035-08-15      | 4.2500%  | 0.0000% | $28464200.00       | $29370311.09       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27            | 2027-08-31      | 3.6250%  | 0.0000% | $98084100.00       | $99125978.03       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30            | 2030-08-31      | 3.6250%  | 0.0000% | $39496600.00       | $39898884.44       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30            | 2030-08-31      | 3.6250%  | 0.0000% | $90711500.00       | $91635423.19       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27            | 2027-09-30      | 3.5000%  | 0.0000% | $78599600.00       | $79019485.11       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28            | 2028-10-15      | 3.5000%  | 0.0000% | $31171100.00       | $31305564.93       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30            | 2030-10-31      | 3.6250%  | 0.0000% | $12205000.00       | $12251682.51       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27            | 2027-10-31      | 3.5000%  | 0.0000% | $75331400.00       | $75516578.32       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27            | 2027-10-31      | 3.5000%  | 0.0000% | $47740000.00       | $47857353.62       | U.S. Treasuries (including strips) |
| 4 NOTE F 35                 | 2035-11-15      | 4.0000%  | 0.0000% | $5600.00           | $5599.28           | U.S. Treasuries (including strips) |
| 4 NOTE F 35                 | 2035-11-15      | 4.0000%  | 0.0000% | $15814000.00       | $15811967.33       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28            | 2028-11-15      | 3.5000%  | 0.0000% | $4061100.00        | $4067016.64        | U.S. Treasuries (including strips) |
| BILL 01/22/26               | 2026-01-22      | 0.0000%  | 0.0000% | $6611000.00        | $6574903.94        | U.S. Treasuries (including strips) |
| BILL 12/11/25               | 2025-12-11      | 0.0000%  | 0.0000% | $367000.00         | $366602.91         | U.S. Treasuries (including strips) |
| BILL 12/11/25               | 2025-12-11      | 0.0000%  | 0.0000% | $174992000.00      | $174802658.70      | U.S. Treasuries (including strips) |
| BILL 12/11/25               | 2025-12-11      | 0.0000%  | 0.0000% | $62391900.00       | $62324391.96       | U.S. Treasuries (including strips) |
| BILL 12/18/25               | 2025-12-18      | 0.0000%  | 0.0000% | $25600.00          | $25552.79          | U.S. Treasuries (including strips) |
| BILL 01/02/26               | 2026-01-02      | 0.0000%  | 0.0000% | $379000.00         | $377718.98         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-08      | 0.0000%  | 0.0000% | $176157300.00      | $175450733.10      | U.S. Treasuries (including strips) |
| BILL 02/05/26               | 2026-02-05      | 0.0000%  | 0.0000% | $1874000.00        | $1861133.12        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-12      | 0.0000%  | 0.0000% | $500.00            | $496.25            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-03-05      | 0.0000%  | 0.0000% | $1239700.00        | $1227703.42        | U.S. Treasuries (including strips) |
| BILL 12/09/25               | 2025-12-09      | 0.0000%  | 0.0000% | $3447000.00        | $3444028.69        | U.S. Treasuries (including strips) |
| BILL 12/16/25               | 2025-12-16      | 0.0000%  | 0.0000% | $443900.00         | $443179.11         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-01-06      | 0.0000%  | 0.0000% | $11000000.00       | $10958123.00       | U.S. Treasuries (including strips) |
| BILL 01/13/26               | 2026-01-13      | 0.0000%  | 0.0000% | $761000.00         | $757573.98         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-03      | 0.0000%  | 0.0000% | $39800.00          | $39537.48          | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-07      | 0.0000%  | 0.0000% | $4330000.00        | $4261031.76        | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-02-10      | 0.0000%  | 0.0000% | $305000.00         | $302780.52         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-03-03      | 0.0000%  | 0.0000% | $535100.00         | $530037.42         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36               | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $105.71            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39               | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $205.95            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40               | 2040-02-15      | 4.6250%  | 0.0000% | $7800.00           | $8104.30           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40               | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41               | 2041-08-15      | 3.7500%  | 0.0000% | $28203100.00       | $26162146.80       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41               | 2041-11-15      | 3.1250%  | 0.0000% | $9048300.00        | $7630288.77        | U.S. Treasuries (including strips) |
| 3 BOND 42                   | 2042-05-15      | 3.0000%  | 0.0000% | $6300.00           | $5175.21           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-11-15      | 2.7500%  | 0.0000% | $2041100.00        | $1601770.72        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42               | 2042-11-15      | 2.7500%  | 0.0000% | $540200.00         | $423926.58         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43               | 2043-02-15      | 3.1250%  | 0.0000% | $28000.00          | $23352.46          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43               | 2043-05-15      | 2.8750%  | 0.0000% | $300.00            | $237.83            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43               | 2043-05-15      | 2.8750%  | 0.0000% | $84999200.00       | $67385109.76       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43               | 2043-11-15      | 3.7500%  | 0.0000% | $10000300.00       | $8958115.59        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44               | 2044-02-15      | 3.6250%  | 0.0000% | $12869700.00       | $11414536.80       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34             | 2034-11-15      | 4.2500%  | 0.0000% | $35944200.00       | $36818767.07       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27            | 2027-11-15      | 4.1250%  | 0.0000% | $855000.00         | $866144.37         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26            | 2026-11-30      | 4.2500%  | 0.0000% | $103000.00         | $105781.90         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29            | 2029-11-30      | 4.1250%  | 0.0000% | $25000200.00       | $26039098.07       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29            | 2029-11-30      | 4.1250%  | 0.0000% | $105957400.00      | $110360522.30      | U.S. Treasuries (including strips) |
| 4 NOTE AV 27                | 2027-12-15      | 4.0000%  | 0.0000% | $12360100.00       | $12707197.27       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29            | 2029-12-31      | 4.3750%  | 0.0000% | $374894600.00      | $393099019.30      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26            | 2026-12-31      | 4.2500%  | 0.0000% | $20000000.00       | $20480677.17       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26            | 2026-12-31      | 4.2500%  | 0.0000% | $60000000.00       | $61442031.52       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28            | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30             | 2030-01-31      | 4.2500%  | 0.0000% | $3214800.00        | $3343619.27        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27            | 2027-01-31      | 4.1250%  | 0.0000% | $4499500.00        | $4587069.66        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32             | 2032-01-31      | 4.3750%  | 0.0000% | $44034400.00       | $46240933.15       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $3499500.00        | $3722744.76        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35             | 2035-02-15      | 4.6250%  | 0.0000% | $31770400.00       | $33797139.66       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28            | 2028-02-15      | 4.2500%  | 0.0000% | $11535500.00       | $11858682.71       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27            | 2027-02-28      | 4.1250%  | 0.0000% | $643000.00         | $653679.31         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27            | 2027-02-28      | 4.1250%  | 0.0000% | $19468000.00       | $19791335.73       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32             | 2032-02-29      | 4.1250%  | 0.0000% | $8622500.00        | $8900485.73        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32             | 2032-03-31      | 4.1250%  | 0.0000% | $24999900.00       | $25729650.24       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $57399800.00       | $57709101.83       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27            | 2027-04-30      | 3.7500%  | 0.0000% | $35000000.00       | $35188599.34       | U.S. Treasuries (including strips) |
| 4 NOTE K 32                 | 2032-04-30      | 4.0000%  | 0.0000% | $12894800.00       | $13126325.14       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28            | 2028-05-15      | 3.7500%  | 0.0000% | $19998000.00       | $20148678.63       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27            | 2027-05-31      | 3.8750%  | 0.0000% | $47998600.00       | $49144674.64       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                 | 2030-05-31      | 4.0000%  | 0.0000% | $49999600.00       | $51861156.15       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                 | 2032-06-30      | 4.0000%  | 0.0000% | $17482300.00       | $18026192.60       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                 | 2032-06-30      | 4.0000%  | 0.0000% | $523900.00         | $540199.08         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30            | 2030-06-30      | 3.8750%  | 0.0000% | $6543800.00        | $6729114.76        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27            | 2027-06-30      | 3.7500%  | 0.0000% | $25000200.00       | $25461934.40       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28            | 2028-07-15      | 3.8750%  | 0.0000% | $199998000.00      | $204780282.60      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26            | 2026-04-30      | 4.8750%  | 0.0000% | $6350700.00        | $6402507.22        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26            | 2026-04-30      | 4.8750%  | 0.0000% | $99999600.00       | $100815368.60      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31             | 2031-04-30      | 4.6250%  | 0.0000% | $103999900.00      | $109344699.10      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29             | 2029-04-30      | 4.6250%  | 0.0000% | $2739000.00        | $2844852.35        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29             | 2029-04-30      | 4.6250%  | 0.0000% | $2493300.00        | $2589656.94        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29             | 2029-04-30      | 4.6250%  | 0.0000% | $59506800.00       | $61806520.51       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34             | 2034-05-15      | 4.3750%  | 0.0000% | $19952800.00       | $20665835.91       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29             | 2029-05-31      | 4.5000%  | 0.0000% | $30000000.00       | $31617482.95       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $531600.00         | $569250.18         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29            | 2029-06-30      | 4.2500%  | 0.0000% | $132600.00         | $138127.41         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27            | 2027-07-15      | 4.3750%  | 0.0000% | $86074900.00       | $88588156.10       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26            | 2026-07-31      | 4.3750%  | 0.0000% | $50999900.00       | $51941832.67       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                | 2029-07-31      | 4.0000%  | 0.0000% | $4322300.00        | $4447527.74        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29                | 2029-07-31      | 4.0000%  | 0.0000% | $56884100.00       | $58532173.35       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31             | 2031-07-31      | 4.1250%  | 0.0000% | $450800.00         | $467270.02         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31             | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $103.65            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34             | 2034-08-15      | 3.8750%  | 0.0000% | $2821700.00        | $2842003.22        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34             | 2034-08-15      | 3.8750%  | 0.0000% | $3556100.00        | $3581687.51        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27            | 2027-08-15      | 3.7500%  | 0.0000% | $8296300.00        | $8415822.54        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26            | 2026-08-31      | 3.7500%  | 0.0000% | $5000000.00        | $5048063.07        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31             | 2031-08-31      | 3.7500%  | 0.0000% | $300.00            | $303.87            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29            | 2029-08-31      | 3.6250%  | 0.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $73472300.00       | $73794268.20       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $315000.00         | $316380.38         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31             | 2031-09-30      | 3.6250%  | 0.0000% | $936000.00         | $938482.91         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29            | 2029-09-30      | 3.5000%  | 0.0000% | $50000100.00       | $50196454.24       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29            | 2029-09-30      | 3.5000%  | 0.0000% | $75208000.00       | $75503347.60       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27            | 2027-10-15      | 3.8750%  | 0.0000% | $2492600.00        | $2520402.62        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27            | 2027-10-15      | 3.8750%  | 0.0000% | $14999900.00       | $15167209.87       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29            | 2029-10-31      | 4.1250%  | 0.0000% | $57166800.00       | $58539238.11       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26            | 2026-10-31      | 4.1250%  | 0.0000% | $78000000.00       | $78571709.40       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31             | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $104.72            | U.S. Treasuries (including strips) |

### Security 325: Fixed Income Clearing Corp. - Wells Fargo Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 936ZZN004, C.3 - LEI: N/A, C.5 - Other ID: 936ZZN004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $825827100.00      | $849018039.80      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $1143322800.00     | $1190982049.00     | U.S. Treasuries (including strips) |

### Security 326: Fixed Income Clearing Corp. - BNP Paribas

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942URT003, C.3 - LEI: N/A, C.5 - Other ID: 942URT003_4.09_1201
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.57            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $9980300.00        | $9887696.92        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | 0.0000% | $25000000.00       | $24970093.07       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.73             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $1000.00           | $944.18            | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.69             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $1206600.00        | $1191394.45        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $14222100.00       | $14285862.39       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $200.00            | $154.43            | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $15264000.00       | $9311918.01        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $1200.00           | $651.55            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $1257200.00        | $1288325.59        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $400.00            | $401.53            | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | 0.0000% | $54000.00          | $56192.32          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $415887000.00      | $414094212.20      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $700.00            | $727.31            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $7463000.00        | $7784764.19        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $16521800.00       | $16692040.08       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $5000000.00        | $5119558.26        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.9854%  | 0.0000% | $230900.00         | $231676.07         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | 0.0000% | $4999300.00        | $5083130.36        | U.S. Treasuries (including strips) |

### Security 327: Fixed Income Clearing Corp. - Mizuho Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Mizuho Bank 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 945ABD006, C.3 - LEI: N/A, C.5 - Other ID: 945ABD006_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 02.000 CLQC0345 | 2051-03-01      | 2.0000%  | 0.0000% | $8669357.12        | $7262060.38        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  | 0.0000% | $14318.99          | $12912.52          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD5888 | 2052-02-01      | 3.5000%  | 0.0000% | $755.93            | $707.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7951 | 2052-03-01      | 3.0000%  | 0.0000% | $4315659.98        | $3901352.31        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $9440997.12        | $9411191.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE3890 | 2052-06-01      | 4.5000%  | 0.0000% | $1868627.73        | $1867663.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH3122 | 2053-10-01      | 4.5000%  | 0.0000% | $2716492.15        | $2673340.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0016 | 2054-07-01      | 6.5000%  | 0.0000% | $3259447.74        | $3439284.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4182 | 2048-07-01      | 4.0000%  | 0.0000% | $306004.36         | $298485.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4600 | 2042-08-01      | 4.5000%  | 0.0000% | $254.09            | $257.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKBQ1104 | 2050-04-01      | 4.5000%  | 0.0000% | $1275443.86        | $1233943.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ2143 | 2050-09-01      | 2.5000%  | 0.0000% | $21343246.62       | $18291269.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  | 0.0000% | $24330419.35       | $19933888.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5439 | 2053-08-01      | 6.0000%  | 0.0000% | $42477827.30       | $44285003.99       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6432 | 2050-10-01      | 3.5000%  | 0.0000% | $11962293.03       | $11242186.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8493 | 2038-07-01      | 6.0000%  | 0.0000% | $223139.08         | $232388.19         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  | 0.0000% | $2659.53           | $2609.66           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  | 0.0000% | $732.72            | $733.82            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN6202 | 2036-05-01      | 2.5000%  | 0.0000% | $1350.05           | $1282.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5952 | 2054-05-01      | 6.0000%  | 0.0000% | $2721513.60        | $2829628.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4383 | 2040-10-01      | 5.0000%  | 0.0000% | $14280.32          | $14566.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  | 0.0000% | $860071.84         | $703580.91         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBV1300 | 2037-01-01      | 1.5000%  | 0.0000% | $1077108.59        | $973467.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3869 | 2052-03-01      | 2.0000%  | 0.0000% | $948.55            | $777.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4633 | 2052-03-01      | 2.0000%  | 0.0000% | $419814.68         | $345511.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5975 | 2055-07-01      | 4.5000%  | 0.0000% | $2536220.22        | $2514685.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8459 | 2052-04-01      | 3.0000%  | 0.0000% | $1181190.59        | $1057419.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9564 | 2054-09-01      | 6.5000%  | 0.0000% | $36863913.47       | $38826806.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7346 | 2038-04-01      | 5.5000%  | 0.0000% | $138.31            | $144.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZI7350 | 2038-04-01      | 4.5000%  | 0.0000% | $121.78            | $123.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $14242.36          | $13879.29          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6516 | 2043-07-01      | 4.0000%  | 0.0000% | $441746.57         | $434428.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  | 0.0000% | $6132943.37        | $5930721.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM8127 | 2048-08-01      | 5.0000%  | 0.0000% | $277308.44         | $283552.60         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $18547.17          | $17809.07          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65095 G | 2042-09-01      | 3.0000%  | 0.0000% | $123179.86         | $113112.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4351 | 2040-10-01      | 5.0000%  | 0.0000% | $2707665.32        | $2764003.71        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2255062 | 2033-11-01      | 7.0000%  | 0.0000% | $96.90             | $98.99             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0517 | 2053-04-01      | 5.0000%  | 0.0000% | $2222517.50        | $2251187.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0866 | 2047-12-01      | 4.0000%  | 0.0000% | $250051.26         | $244011.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0868 | 2047-12-01      | 4.0000%  | 0.0000% | $3356764.22        | $3293146.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3836 | 2049-11-01      | 4.0000%  | 0.0000% | $411416.88         | $399506.36         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $3807862.92        | $3449931.42        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65099 G | 2042-10-01      | 3.0000%  | 0.0000% | $36428.84          | $33451.36          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC T65134 G | 2043-06-01      | 3.0000%  | 0.0000% | $107972.12         | $99146.80          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65229 G | 2044-06-01      | 4.5000%  | 0.0000% | $79721.73          | $78054.99          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC T65491 G | 2048-04-01      | 4.5000%  | 0.0000% | $307060.83         | $299386.46         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1334 | 2042-07-01      | 3.5000%  | 0.0000% | $463517.97         | $445355.01         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $120.15            | $117.43            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $268225.94         | $251584.93         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $102683.05         | $96686.87          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $365057.78         | $343737.31         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PZA3222 | 2046-12-01      | 3.0000%  | 0.0000% | $231884.21         | $208077.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZA5441 | 2048-05-01      | 5.0000%  | 0.0000% | $302077.42         | $308878.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5498 | 2048-06-01      | 4.0000%  | 0.0000% | $7826277.85        | $7650703.14        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $6514.58           | $6901.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2516 | 2039-01-01      | 5.5000%  | 0.0000% | $37640.52          | $39342.93          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3549 | 2041-07-01      | 4.5000%  | 0.0000% | $4046990.22        | $4084930.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $32579.40          | $34082.74          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4634 | 2045-10-01      | 4.0000%  | 0.0000% | $44788.11          | $43750.60          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $12732.37          | $12837.35          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6155 | 2044-11-01      | 4.0000%  | 0.0000% | $249639.30         | $244423.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $14.66             | $14.65             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA8386 | 2035-12-01      | 2.5000%  | 0.0000% | $6752181.94        | $6432418.86        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICB0314 | 2036-04-01      | 1.5000%  | 0.0000% | $3292422.79        | $2982885.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3494 | 2052-05-01      | 3.0000%  | 0.0000% | $4739635.50        | $4269918.66        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3155 | 2052-03-01      | 2.0000%  | 0.0000% | $2311136.65        | $1895871.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4032 | 2052-07-01      | 4.5000%  | 0.0000% | $13293687.86       | $13144293.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $2260263.70        | $2235563.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  | 0.0000% | $733.57            | $730.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $1657519.72        | $1485336.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $90300.82          | $90968.69          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $29393.29          | $29578.76          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0429 | 2047-11-01      | 4.0000%  | 0.0000% | $5089593.27        | $4934930.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNSA0047 | 2033-08-01      | 5.0000%  | 0.0000% | $9007.57           | $9170.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0843 | 2037-04-01      | 2.5000%  | 0.0000% | $2651596.49        | $2518552.64        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $1172712.26        | $1113867.91        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0874 | 2038-04-01      | 3.5000%  | 0.0000% | $1346.52           | $1313.90           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $13571.91          | $12865.29          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $489237.96         | $473396.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0711 | 2037-07-01      | 3.0000%  | 0.0000% | $1449422.90        | $1402647.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7780 | 2041-07-01      | 4.5000%  | 0.0000% | $4418488.93        | $4480369.87        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $90.07             | $86.01             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4079 | 2045-02-01      | 4.0000%  | 0.0000% | $12473.07          | $12306.41          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $609950.54         | $550707.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2254 | 2038-08-01      | 5.5000%  | 0.0000% | $22108.33          | $23094.76          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $4367.29           | $4071.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $191968.60         | $202970.52         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $872886.69         | $756055.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $841968.54         | $860870.73         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996 | 2031-06-01      | 7.5000%  | 0.0000% | $595.81            | $625.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAT5890 | 2043-06-01      | 2.5000%  | 0.0000% | $23779.19          | $21767.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254693 | 2033-03-01      | 5.5000%  | 0.0000% | $357.32            | $368.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKAU7024 | 2043-11-01      | 2.5000%  | 0.0000% | $331637.36         | $295374.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV9147 | 2044-02-01      | 4.0000%  | 0.0000% | $180465.85         | $176545.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5329 | 2044-06-01      | 4.0000%  | 0.0000% | $741.62            | $722.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ4389 | 2045-07-01      | 4.0000%  | 0.0000% | $147732.38         | $144203.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $4189808.74        | $4332454.96        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7491 | 2053-10-01      | 7.0000%  | 0.0000% | $1713718.45        | $1866506.73        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $5274.23           | $4979.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $1085059.89        | $1038814.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $923.29            | $949.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $294517.09         | $289655.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1134 | 2054-12-01      | 5.0000%  | 0.0000% | $3851554.89        | $3905661.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2632 | 2054-12-01      | 6.5000%  | 0.0000% | $2371765.64        | $2474882.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7351 | 2055-03-01      | 5.5000%  | 0.0000% | $3431388.38        | $3516462.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1632 | 2052-09-01      | 5.5000%  | 0.0000% | $15086352.62       | $15564122.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $48357.49          | $46768.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1896 | 2052-11-01      | 4.0000%  | 0.0000% | $24665153.10       | $23985455.47       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $10443.04          | $9762.17           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $2200710.88        | $2047266.31        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4936 | 2052-11-01      | 4.5000%  | 0.0000% | $2324830.81        | $2333269.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | 0.0000% | $78172587.32       | $78843308.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP844834 | 2036-03-01      | 5.5000%  | 0.0000% | $5450.53           | $5463.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2495 | 2054-05-01      | 6.0000%  | 0.0000% | $1706359.27        | $1756901.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8250 | 2054-11-01      | 6.5000%  | 0.0000% | $2405771.53        | $2545246.13        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3241 | 2042-06-01      | 3.5000%  | 0.0000% | $2094.38           | $2014.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZJ9240 | 2028-03-01      | 5.0000%  | 0.0000% | $6.19              | $6.23              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $2868.83           | $2982.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0752 | 2053-11-01      | 4.0000%  | 0.0000% | $30170523.71       | $29304720.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1286 | 2055-04-01      | 6.0000%  | 0.0000% | $4534391.15        | $4669856.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2663 | 2055-08-01      | 6.5000%  | 0.0000% | $17306460.30       | $18309785.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2055 | 2055-07-01      | 6.0000%  | 0.0000% | $46016502.69       | $47719251.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2060 | 2055-06-01      | 6.5000%  | 0.0000% | $7215310.28        | $7585412.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2070 | 2055-06-01      | 6.5000%  | 0.0000% | $26467553.21       | $28682887.42       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2336 | 2055-02-01      | 4.5000%  | 0.0000% | $977.75            | $972.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2340 | 2055-07-01      | 5.0000%  | 0.0000% | $989.72            | $1002.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2343 | 2055-07-01      | 5.0000%  | 0.0000% | $1006.13           | $1016.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3500 | 2055-07-01      | 4.5000%  | 0.0000% | $36441624.00       | $36247098.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3555 | 2055-11-01      | 6.5000%  | 0.0000% | $14775680.00       | $15596321.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3558 | 2055-11-01      | 6.5000%  | 0.0000% | $7827440.00        | $8233590.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3566 | 2055-11-01      | 5.5000%  | 0.0000% | $23882834.00       | $24552938.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3572 | 2055-11-01      | 5.0000%  | 0.0000% | $7221952.00        | $7340406.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3574 | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1035.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3579 | 2055-11-01      | 5.0000%  | 0.0000% | $1056.00           | $1061.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3582 | 2055-11-01      | 6.0000%  | 0.0000% | $3039168.00        | $3187831.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3587 | 2055-11-01      | 6.0000%  | 0.0000% | $22587392.00       | $23518963.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3588 | 2055-11-01      | 6.0000%  | 0.0000% | $18475648.00       | $19195995.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3591 | 2055-11-01      | 6.0000%  | 0.0000% | $5549968.00        | $5743473.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA3418 | 2054-10-01      | 6.5000%  | 0.0000% | $15572128.73       | $16416418.41       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $1443.05           | $1518.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5999 | 2055-06-01      | 6.5000%  | 0.0000% | $1463671.53        | $1559224.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6010 | 2055-06-01      | 6.5000%  | 0.0000% | $1179.62           | $1245.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7151 | 2055-06-01      | 6.5000%  | 0.0000% | $3603.96           | $3801.49           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $239.29            | $246.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9945 | 2040-04-01      | 5.5000%  | 0.0000% | $84658.27          | $88411.68          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6843 | 2055-06-01      | 6.5000%  | 0.0000% | $1468.17           | $1550.77           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $299.37            | $305.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $993770.74         | $1013070.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1070371.37        | $1074979.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1361.72           | $1435.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8330 | 2054-05-01      | 5.5000%  | 0.0000% | $4185956.79        | $4272899.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8512 | 2055-07-01      | 6.0000%  | 0.0000% | $58338.57          | $60036.81          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9918 | 2055-08-01      | 6.0000%  | 0.0000% | $28084449.14       | $29035753.68       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0888 | 2055-08-01      | 6.0000%  | 0.0000% | $2161759.36        | $2224320.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0143 | 2055-08-01      | 6.0000%  | 0.0000% | $8055121.63        | $8306111.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0433 | 2055-08-01      | 6.0000%  | 0.0000% | $4571794.28        | $4705519.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1360 | 2055-08-01      | 6.5000%  | 0.0000% | $5912744.68        | $6178741.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8767 | 2053-03-01      | 5.0000%  | 0.0000% | $411636.84         | $417759.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5107 | 2055-10-01      | 6.0000%  | 0.0000% | $15046474.77       | $15515939.83       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5726 | 2055-10-01      | 5.5000%  | 0.0000% | $7962436.70        | $8145628.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ6877 | 2055-11-01      | 6.0000%  | 0.0000% | $3841886.44        | $4007998.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8014 | 2055-10-01      | 5.0000%  | 0.0000% | $1628895.00        | $1646491.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8045 | 2055-11-01      | 5.0000%  | 0.0000% | $1034284.00        | $1041456.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8061 | 2055-11-01      | 5.0000%  | 0.0000% | $1279960.00        | $1295718.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8069 | 2055-10-01      | 6.0000%  | 0.0000% | $1100838.00        | $1153006.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8080 | 2055-11-01      | 5.0000%  | 0.0000% | $1799985.00        | $1825278.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ8082 | 2055-11-01      | 5.0000%  | 0.0000% | $2531923.00        | $2553692.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8084 | 2055-11-01      | 6.0000%  | 0.0000% | $1133073.00        | $1175174.59        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQZ7618 | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1977.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ7626 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8118 | 2055-10-01      | 6.0000%  | 0.0000% | $3168427.00        | $3295284.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8122 | 2055-11-01      | 6.5000%  | 0.0000% | $36388.00          | $38555.38          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8205 | 2055-11-01      | 6.5000%  | 0.0000% | $2150.00           | $2251.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9329 | 2055-11-01      | 5.0000%  | 0.0000% | $1164590.00        | $1178324.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9333 | 2055-11-01      | 5.0000%  | 0.0000% | $4340478.00        | $4361043.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9685 | 2055-10-01      | 6.0000%  | 0.0000% | $4025891.00        | $4190243.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $6202.84           | $6348.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  | 0.0000% | $18889391.23       | $19157715.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7462 | 2055-01-01      | 5.0000%  | 0.0000% | $1663863.27        | $1681486.91        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $10102.65          | $9831.75           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $12814154.33       | $10538206.75       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $5142.11           | $4973.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $108137423.02      | $108909308.00      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $5947.90           | $5870.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $2196399.11        | $2261500.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1359 | 2054-12-01      | 5.5000%  | 0.0000% | $989.79            | $1010.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1381 | 2055-01-01      | 6.5000%  | 0.0000% | $1076151.77        | $1126087.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2647 | 2055-08-01      | 5.5000%  | 0.0000% | $28599667.09       | $29402059.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7142 | 2055-09-01      | 6.0000%  | 0.0000% | $4154899.27        | $4284025.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8926 | 2055-09-01      | 6.0000%  | 0.0000% | $2016720.51        | $2089624.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9898 | 2055-10-01      | 6.0000%  | 0.0000% | $1307315.00        | $1366473.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9220 | 2055-05-01      | 6.0000%  | 0.0000% | $13882267.67       | $14292044.44       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD9545 | 2055-11-01      | 4.5000%  | 0.0000% | $3229440.00        | $3176128.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9548 | 2055-11-01      | 5.0000%  | 0.0000% | $1700624.00        | $1716103.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9551 | 2055-10-01      | 5.5000%  | 0.0000% | $1224951.00        | $1246810.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9555 | 2055-11-01      | 5.5000%  | 0.0000% | $1349790.00        | $1382221.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9578 | 2055-05-01      | 6.5000%  | 0.0000% | $995.16            | $1036.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9900 | 2055-10-01      | 6.0000%  | 0.0000% | $1138012.00        | $1190554.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  | 0.0000% | $966.99            | $989.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1436 | 2055-06-01      | 5.5000%  | 0.0000% | $334743.13         | $341253.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2698 | 2055-07-01      | 6.5000%  | 0.0000% | $31507670.51       | $33067142.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2547 | 2055-07-01      | 6.5000%  | 0.0000% | $1722892.49        | $1794327.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4422 | 2055-11-01      | 5.5000%  | 0.0000% | $2809107.00        | $2895475.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4429 | 2055-11-01      | 5.5000%  | 0.0000% | $1679395.00        | $1712552.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4743 | 2055-08-01      | 5.5000%  | 0.0000% | $48710579.44       | $49560627.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  | 0.0000% | $1669495.30        | $1451430.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1640 | 2052-09-01      | 4.0000%  | 0.0000% | $13890019.67       | $13429843.32       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1926 | 2049-01-01      | 3.5000%  | 0.0000% | $19542402.37       | $18473432.96       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1927 | 2048-11-01      | 3.5000%  | 0.0000% | $32647752.53       | $31185100.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1935 | 2055-07-01      | 5.5000%  | 0.0000% | $24400380.58       | $24938652.97       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1942 | 2055-07-01      | 6.0000%  | 0.0000% | $28179790.76       | $29133028.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1943 | 2055-07-01      | 6.0000%  | 0.0000% | $990.09            | $1025.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1988 | 2055-08-01      | 6.0000%  | 0.0000% | $1845515.35        | $1913806.80        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL2311 | 2052-05-01      | 2.5000%  | 0.0000% | $13872562.17       | $11986878.67       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  | 0.0000% | $18355262.99       | $17144990.37       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $67170.41          | $56054.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5048 | 2052-01-01      | 3.5000%  | 0.0000% | $48613815.60       | $45830626.04       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8019 | 2054-11-01      | 5.0000%  | 0.0000% | $2360986.92        | $2369871.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  | 0.0000% | $637.01            | $603.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  | 0.0000% | $11465312.02       | $9439162.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $43518.00          | $42657.52          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $716.39            | $699.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $1353.22           | $1413.96           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $613.33            | $568.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8160 | 2037-06-01      | 3.0000%  | 0.0000% | $45718.91          | $44119.48          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $681374.72         | $676962.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1502 | 2052-07-01      | 4.0000%  | 0.0000% | $1846.65           | $1777.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $35780.58          | $35291.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $8226063.76        | $8353320.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5086 | 2054-10-01      | 5.0000%  | 0.0000% | $8155411.72        | $8229870.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0290 | 2054-10-01      | 6.5000%  | 0.0000% | $867.04            | $903.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0291 | 2054-07-01      | 6.5000%  | 0.0000% | $21035273.52       | $22081757.34       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5294 | 2055-06-01      | 6.5000%  | 0.0000% | $47557.72          | $50268.08          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6516 | 2055-06-01      | 6.0000%  | 0.0000% | $408568.75         | $423038.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6522 | 2055-06-01      | 6.0000%  | 0.0000% | $914289.27         | $942721.83         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $604155.95         | $622944.00         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7044 | 2055-06-01      | 6.0000%  | 0.0000% | $2893819.70        | $2977682.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0599 | 2055-04-01      | 5.5000%  | 0.0000% | $3689986.17        | $3778641.78        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL1325 | 2052-07-01      | 3.5000%  | 0.0000% | $35100949.74       | $33101775.15       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8240 | 2052-07-01      | 2.0000%  | 0.0000% | $5442000.50        | $4459801.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2281 | 2055-08-01      | 6.0000%  | 0.0000% | $75109904.99       | $78531536.72       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2928 | 2055-01-01      | 7.0000%  | 0.0000% | $941.89            | $993.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2991 | 2055-10-01      | 6.0000%  | 0.0000% | $10014878.34       | $10436324.45       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2993 | 2055-10-01      | 6.0000%  | 0.0000% | $37970947.22       | $39751784.64       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2994 | 2055-10-01      | 6.0000%  | 0.0000% | $41623389.05       | $43570447.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3080 | 2055-10-01      | 6.5000%  | 0.0000% | $6198095.45        | $6526303.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3056 | 2052-02-01      | 2.5000%  | 0.0000% | $7221826.13        | $6312706.55        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL3057 | 2052-05-01      | 4.0000%  | 0.0000% | $23904208.26       | $23330292.13       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3300 | 2055-11-01      | 5.5000%  | 0.0000% | $11186961.00       | $11562697.46       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3301 | 2055-11-01      | 5.5000%  | 0.0000% | $39768447.00       | $41174261.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3302 | 2055-11-01      | 5.5000%  | 0.0000% | $15223386.00       | $15791903.35       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3303 | 2055-11-01      | 6.0000%  | 0.0000% | $66351630.00       | $68847446.56       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3304 | 2055-11-01      | 6.0000%  | 0.0000% | $29347113.00       | $30433073.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3305 | 2055-11-01      | 6.0000%  | 0.0000% | $15891754.00       | $16511373.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3295 | 2055-11-01      | 5.5000%  | 0.0000% | $22411825.00       | $22971201.74       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3296 | 2055-11-01      | 5.5000%  | 0.0000% | $6609973.00        | $6795429.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3297 | 2055-11-01      | 5.5000%  | 0.0000% | $31298047.00       | $32203123.92       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2593 | 2054-08-01      | 5.0000%  | 0.0000% | $1195.51           | $1206.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9885 | 2055-01-01      | 6.0000%  | 0.0000% | $1053040.49        | $1106475.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $4213688.98        | $4388177.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $3328199.04        | $3381080.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $740.67            | $762.21            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2697789 | 2033-05-01      | 7.0000%  | 0.0000% | $131.42            | $134.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY9643 | 2045-04-01      | 2.5000%  | 0.0000% | $101820.84         | $91446.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7071 | 2045-04-01      | 2.5000%  | 0.0000% | $45764.21          | $40788.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY3370 | 2045-04-01      | 2.5000%  | 0.0000% | $1069959.18        | $950332.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAU4268 | 2043-09-01      | 3.0000%  | 0.0000% | $479835.69         | $444658.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | 0.0000% | $36006.44          | $35513.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT7208 | 2043-06-01      | 4.0000%  | 0.0000% | $13762.13          | $13412.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9795 | 2047-06-01      | 3.5000%  | 0.0000% | $23448686.08       | $22314754.52       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLAS4152 | 2044-12-01      | 4.0000%  | 0.0000% | $47768.11          | $47436.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS0453 | 2038-08-01      | 4.0000%  | 0.0000% | $241482.91         | $237191.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR6432 | 2043-08-01      | 2.5000%  | 0.0000% | $8286.72           | $7585.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  | 0.0000% | $15885.25          | $15681.12          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $131904.41         | $124834.60         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL609661 | 2031-11-01      | 7.5000%  | 0.0000% | $665.89            | $693.52            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL608045 | 2031-10-01      | 7.5000%  | 0.0000% | $32.15             | $32.73             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555330 | 2033-04-01      | 5.5000%  | 0.0000% | $119.17            | $122.75            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535039 | 2029-12-01      | 8.0000%  | 0.0000% | $249.08            | $259.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254477 | 2032-10-01      | 5.5000%  | 0.0000% | $1523.53           | $1587.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2253973 | 2031-07-01      | 6.5000%  | 0.0000% | $312.46            | $318.51            | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253947 | 2031-07-01      | 8.0000%  | 0.0000% | $973.75            | $1030.84           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL253356 | 2030-07-01      | 8.0000%  | 0.0000% | $418.72            | $438.69            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97616 G | 2041-03-01      | 4.5000%  | 0.0000% | $100623.48         | $102047.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4721 | 2055-10-01      | 5.5000%  | 0.0000% | $175600.95         | $180629.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1319 | 2055-06-01      | 6.0000%  | 0.0000% | $19537102.96       | $20243330.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3298 | 2055-11-01      | 5.5000%  | 0.0000% | $32653813.00       | $33687828.64       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3299 | 2055-11-01      | 5.5000%  | 0.0000% | $40253431.00       | $41591414.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL3318 | 2055-10-01      | 6.5000%  | 0.0000% | $2347676.00        | $2463059.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3319 | 2055-11-01      | 6.0000%  | 0.0000% | $6966080.00        | $7208959.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3321 | 2055-10-01      | 6.0000%  | 0.0000% | $15633952.00       | $16120386.78       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5274 | 2055-10-01      | 6.5000%  | 0.0000% | $30945691.00       | $32333481.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $12706270.98       | $13072465.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $895757.99         | $932413.30         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  | 0.0000% | $28295.42          | $27859.05          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U91503 G | 2043-06-01      | 3.5000%  | 0.0000% | $1172575.17        | $1119954.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6278 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE5795 | 2055-07-01      | 5.0000%  | 0.0000% | $2079520.60        | $2089277.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7488 | 2055-09-01      | 5.5000%  | 0.0000% | $2108076.22        | $2145564.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7709 | 2055-08-01      | 6.5000%  | 0.0000% | $5457484.68        | $5725714.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7779 | 2055-08-01      | 6.0000%  | 0.0000% | $29451648.44       | $30568896.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8109 | 2055-08-01      | 6.0000%  | 0.0000% | $10638970.16       | $11023558.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8198 | 2055-10-01      | 6.0000%  | 0.0000% | $14827001.70       | $15362982.99       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0864 | 2055-11-01      | 5.5000%  | 0.0000% | $9645978.00        | $9833302.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0873 | 2055-11-01      | 5.5000%  | 0.0000% | $1154032.00        | $1175911.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0196 | 2055-09-01      | 6.0000%  | 0.0000% | $2042558.20        | $2111809.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0543 | 2055-10-01      | 6.0000%  | 0.0000% | $1820337.00        | $1873239.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0512 | 2055-10-01      | 5.5000%  | 0.0000% | $1459825.00        | $1492993.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0566 | 2055-11-01      | 5.5000%  | 0.0000% | $5660660.00        | $5848208.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1212 | 2055-10-01      | 5.5000%  | 0.0000% | $1002.90           | $1026.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1443 | 2055-10-01      | 6.0000%  | 0.0000% | $352672.78         | $365572.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1452 | 2055-10-01      | 5.5000%  | 0.0000% | $2362364.09        | $2419122.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1453 | 2055-10-01      | 5.5000%  | 0.0000% | $1828551.00        | $1870097.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2507 | 2055-11-01      | 5.0000%  | 0.0000% | $5122208.00        | $5136335.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF3903 | 2040-11-01      | 6.0000%  | 0.0000% | $124596.00         | $130071.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4251 | 2055-11-01      | 5.0000%  | 0.0000% | $1081556.00        | $1094855.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5281 | 2055-10-01      | 6.0000%  | 0.0000% | $1348708.00        | $1387785.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4814 | 2055-11-01      | 5.5000%  | 0.0000% | $9957281.00        | $10201642.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4803 | 2055-10-01      | 6.0000%  | 0.0000% | $1131680.00        | $1181923.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4821 | 2055-11-01      | 6.0000%  | 0.0000% | $1534189.00        | $1584513.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5014 | 2055-11-01      | 6.0000%  | 0.0000% | $4782872.00        | $4999316.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5019 | 2055-11-01      | 6.5000%  | 0.0000% | $1623675.00        | $1735601.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5980 | 2055-12-01      | 5.5000%  | 0.0000% | $1032.00           | $1060.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $455329.41         | $411403.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2654 | 2052-08-01      | 4.0000%  | 0.0000% | $801.79            | $772.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1860 | 2052-05-01      | 4.0000%  | 0.0000% | $1175282.01        | $1132123.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $7495557.85        | $7481503.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $2812706.62        | $2671550.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $330270.48         | $274692.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4334 | 2052-03-01      | 2.5000%  | 0.0000% | $2857654.06        | $2487144.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $777.29            | $729.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0075 | 2055-11-01      | 5.0000%  | 0.0000% | $133092.00         | $133459.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0025 | 2040-09-01      | 5.0000%  | 0.0000% | $1517007.20        | $1541109.41        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0029 | 2040-10-01      | 3.5000%  | 0.0000% | $986.51            | $962.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $134103.99         | $134634.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $20679385.85       | $21007960.61       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  | 0.0000% | $10943192.39       | $11251845.13       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0047 | 2040-11-01      | 4.5000%  | 0.0000% | $159244932.00      | $159880637.80      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0048 | 2040-11-01      | 5.0000%  | 0.0000% | $90232401.00       | $91693985.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0049 | 2040-11-01      | 5.5000%  | 0.0000% | $1030.00           | $1059.32           | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  | 0.0000% | $998700.00         | $1026088.25        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $980000.00         | $957798.87         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $26999600.00       | $27076094.79       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $11999900.00       | $11665726.98       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $17000.00          | $16114.72          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $300000000.00      | $296138206.00      | U.S. Treasuries (including strips) |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $49999700.00       | $47008811.42       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $999400.00         | $990169.11         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $600.00            | $563.79            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $9999900.00        | $10247476.22       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  | 0.0000% | $1250000.00        | $1251251.94        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $33283200.00       | $33331690.50       | U.S. Treasuries (including strips) |
| BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $34522200.00       | $33326212.90       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.12             | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFS0037 | 2051-08-01      | 3.0000%  | 0.0000% | $116181.29         | $105871.36         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99114 G | 2044-02-01      | 3.5000%  | 0.0000% | $657156.50         | $630905.07         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  | 0.0000% | $184894.38         | $182004.11         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4087 | 2053-11-01      | 6.0000%  | 0.0000% | $25903481.56       | $26949723.18       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $168962.07         | $173768.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3083 | 2055-02-01      | 6.0000%  | 0.0000% | $3635442.42        | $3747283.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $31937.03          | $31503.49          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256478 | 2026-11-01      | 6.0000%  | 0.0000% | $8071.32           | $8293.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $52.23             | $53.90             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3521 | 2053-06-01      | 5.5000%  | 0.0000% | $2900706.67        | $2959228.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS1984 | 2029-03-01      | 3.0000%  | 0.0000% | $349.72            | $345.37            | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $23999900.00       | $24648107.53       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $204.78            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $38999900.00       | $39280519.33       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $11500.00          | $11584.29          | U.S. Treasuries (including strips) |

### Security 328: Fixed Income Clearing Corp. - Natixis

- **C.1 - Title:** Fixed Income Clearing Corp. - Natixis 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: N/A, C.5 - Other ID: 954ZEB000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $22234300.00       | $22933671.01       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 1/8 03/31/31 | 2031-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51572730.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |
| T 4 5/8 06/15/27 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51845580.00       | U.S. Treasuries (including strips) |

### Security 329: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDC000, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDC000_4.09_1201
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2.75 FHLB 27 ZV                       | 2027-12-10      | 2.7500%  | 0.0000% | $50000.00          | $49770.67          | Agency Mortgage-Backed Securities  |
| 3.75 FHLB 38 X                        | 2038-06-11      | 3.7500%  | 0.0000% | $195000.00         | $185563.14         | Agency Mortgage-Backed Securities  |
| 2.50 FHLB 26 SG                       | 2026-06-12      | 2.5000%  | 0.0000% | $25000.00          | $25109.62          | Agency Mortgage-Backed Securities  |
| 1.625 FHLB 27 2U                      | 2027-03-12      | 1.6250%  | 0.0000% | $12220000.00       | $11961382.71       | Agency Mortgage-Backed Securities  |
| 4.50 FHLB 30 ME                       | 2030-09-13      | 4.5000%  | 0.0000% | $15000.00          | $15723.75          | Agency Mortgage-Backed Securities  |
| 4.625 FHLB 26 G6658                   | 2026-11-17      | 4.6250%  | 0.0000% | $190000.00         | $191972.81         | Agency Mortgage-Backed Securities  |
| 4.125 FHLB 27 G6795                   | 2027-01-15      | 4.1250%  | 0.0000% | $915000.00         | $934170.70         | Agency Mortgage-Backed Securities  |
| 4.75 FHLB 27 G6982                    | 2027-04-09      | 4.7500%  | 0.0000% | $175000.00         | $179036.60         | Agency Mortgage-Backed Securities  |
| 4.75 FHLB 34 HS                       | 2034-03-10      | 4.7500%  | 0.0000% | $12250000.00       | $12958315.42       | Agency Mortgage-Backed Securities  |
| 4.625 FHLB 29 5N                      | 2029-06-08      | 4.6250%  | 0.0000% | $15000.00          | $15861.09          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2026-10-09      | 4.0000%  | 0.0000% | $190000.00         | $191554.47         | Agency Mortgage-Backed Securities  |
| FMFR 00SO GB 28 Z3                    | 2028-11-03      | 4.2350%  | 0.0000% | $32694000.00       | $32786846.42       | Agency Mortgage-Backed Securities  |
| 6.25 FNSM GDBB 05/29                  | 2029-05-15      | 6.2500%  | 0.0000% | $6378000.00        | $6954589.98        | Agency Mortgage-Backed Securities  |
| 0.75 FNSM A 10/27                     | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2854.38           | Agency Mortgage-Backed Securities  |
| FNFR SOFR A 11/05/27                  | 2027-11-05      | 4.2700%  | 0.0000% | $117375000.00      | $118000347.90      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-04-24      | 2.1250%  | 0.0000% | $691000.00         | $687623.74         | Agency Mortgage-Backed Securities  |
| TINT 05/15/34                         | 2034-05-15      | 0.0000%  | 0.0000% | $15294200.00       | $10882817.42       | U.S. Treasuries (including strips) |
| TINT 11/15/27                         | 2027-11-15      | 0.0000%  | 0.0000% | $340636.00         | $317724.82         | U.S. Treasuries (including strips) |
| TINT 11/15/28                         | 2028-11-15      | 0.0000%  | 0.0000% | $8750411.00        | $7880506.39        | U.S. Treasuries (including strips) |
| TINT 05/15/32                         | 2032-05-15      | 0.0000%  | 0.0000% | $28828619.60       | $22507425.84       | U.S. Treasuries (including strips) |
| 1.875 FNSM A 09/26                    | 2026-09-24      | 1.8750%  | 0.0000% | $332000.00         | $328203.03         | Agency Mortgage-Backed Securities  |
| 5.75 FHLB 26 S                        | 2026-06-12      | 5.7500%  | 0.0000% | $55000.00          | $57026.08          | Agency Mortgage-Backed Securities  |
| 7.125 FNSM BB 01/30                   | 2030-01-15      | 7.1250%  | 0.0000% | $37265000.00       | $43258438.64       | Agency Mortgage-Backed Securities  |
| 6.625 FNSM BB 11/30                   | 2030-11-15      | 6.6250%  | 0.0000% | $2255000.00        | $2566127.67        | Agency Mortgage-Backed Securities  |
| TINT 08/15/31                         | 2031-08-15      | 0.0000%  | 0.0000% | $9661000.00        | $7798494.45        | U.S. Treasuries (including strips) |
| TINT 08/15/34                         | 2034-08-15      | 0.0000%  | 0.0000% | $31857333.33       | $22384491.55       | U.S. Treasuries (including strips) |
| TINT 11/15/26                         | 2026-11-15      | 0.0000%  | 0.0000% | $20569240.00       | $19868548.84       | U.S. Treasuries (including strips) |
| TINT 05/15/35                         | 2035-05-15      | 0.0000%  | 0.0000% | $25143967.00       | $17005141.47       | U.S. Treasuries (including strips) |
| TINT 11/15/29                         | 2029-11-15      | 0.0000%  | 0.0000% | $2914367.00        | $2525975.14        | U.S. Treasuries (including strips) |
| TINT 11/15/35                         | 2035-11-15      | 0.0000%  | 0.0000% | $605000.00         | $398927.93         | U.S. Treasuries (including strips) |
| TINT 05/15/27                         | 2027-05-15      | 0.0000%  | 0.0000% | $12004142.46       | $11397537.13       | U.S. Treasuries (including strips) |
| TINT 11/15/33                         | 2033-11-15      | 0.0000%  | 0.0000% | $10003378.00       | $7290761.99        | U.S. Treasuries (including strips) |
| TINT 05/15/33                         | 2033-05-15      | 0.0000%  | 0.0000% | $3728911.00        | $2782975.77        | U.S. Treasuries (including strips) |
| TINT 11/15/32                         | 2032-11-15      | 0.0000%  | 0.0000% | $29184454.00       | $22285249.07       | U.S. Treasuries (including strips) |
| TINT 11/15/30                         | 2030-11-15      | 0.0000%  | 0.0000% | $133700.00         | $111356.46         | U.S. Treasuries (including strips) |
| TINT 02/15/34                         | 2034-02-15      | 0.0000%  | 0.0000% | $14240290.97       | $10256840.14       | U.S. Treasuries (including strips) |
| 5.625 FNSM A 07/37                    | 2037-07-15      | 5.6250%  | 0.0000% | $9600000.00        | $10955052.00       | Agency Mortgage-Backed Securities  |

### Security 330: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.170000%
- **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: 959JDF003, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDF003_4.17_0113
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQF2290 | 2052-10-01      | 6.0000%  | 0.0000% | $1417203.86        | $1471204.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $366072.70         | $362077.02         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3789 | 2052-11-01      | 5.5000%  | 0.0000% | $1246024.75        | $1272175.08        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQF4524 | 2052-12-01      | 7.0000%  | 0.0000% | $994122.31         | $1052396.77        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQF7871 | 2053-02-01      | 2.5000%  | 0.0000% | $286695.68         | $245708.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0644 | 2053-04-01      | 6.0000%  | 0.0000% | $948652.16         | $996783.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $449652.69         | $444989.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBT8092 | 2053-04-01      | 5.5000%  | 0.0000% | $3145243.76        | $3214027.10        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW1384 | 2052-12-01      | 5.2140%  | 0.0000% | $3791964.18        | $3883848.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5191 | 2052-11-01      | 6.5000%  | 0.0000% | $2510047.52        | $2703810.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5195 | 2052-11-01      | 6.5000%  | 0.0000% | $848520.04         | $898584.42         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5235 | 2053-01-01      | 6.5000%  | 0.0000% | $1142337.93        | $1206978.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6891 | 2052-12-01      | 4.5000%  | 0.0000% | $3153558.93        | $3108500.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW6985 | 2053-02-01      | 5.5000%  | 0.0000% | $9599951.22        | $9867434.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7801 | 2052-11-01      | 5.5000%  | 0.0000% | $1157253.32        | $1201068.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $142120.86         | $143166.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0414 | 2052-11-01      | 5.0000%  | 0.0000% | $860279.66         | $871356.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0628 | 2052-11-01      | 4.5000%  | 0.0000% | $932904.67         | $929440.79         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9898 | 2052-12-01      | 6.5000%  | 0.0000% | $3434945.15        | $3722405.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX1303 | 2052-10-01      | 4.5000%  | 0.0000% | $1086790.28        | $1074243.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3000 | 2052-12-01      | 5.5000%  | 0.0000% | $870448.97         | $903254.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3061 | 2052-11-01      | 5.5000%  | 0.0000% | $2514216.31        | $2587405.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX3446 | 2052-11-01      | 5.0000%  | 0.0000% | $427097.29         | $434138.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3786 | 2053-01-01      | 4.5000%  | 0.0000% | $632687.26         | $623519.63         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBX4678 | 2053-01-01      | 7.5000%  | 0.0000% | $884694.96         | $956685.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX5519 | 2052-12-01      | 6.5000%  | 0.0000% | $773190.74         | $811817.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6021 | 2053-02-01      | 5.0000%  | 0.0000% | $717368.18         | $722747.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6330 | 2053-02-01      | 5.5000%  | 0.0000% | $6133850.21        | $6260274.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6961 | 2053-02-01      | 5.5000%  | 0.0000% | $942754.16         | $977932.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8880 | 2053-04-01      | 5.0000%  | 0.0000% | $713896.14         | $718028.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8315 | 2053-04-01      | 5.0000%  | 0.0000% | $77758.48          | $78851.61          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9289 | 2053-04-01      | 6.5000%  | 0.0000% | $1192504.99        | $1254719.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $558283.66         | $566588.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9509 | 2053-03-01      | 5.5000%  | 0.0000% | $2524793.11        | $2618455.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9552 | 2053-03-01      | 6.5000%  | 0.0000% | $1013341.49        | $1080600.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9732 | 2053-04-01      | 6.0000%  | 0.0000% | $1733801.32        | $1811080.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0085 | 2053-04-01      | 6.0000%  | 0.0000% | $1071054.37        | $1118799.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5309 | 2052-12-01      | 6.0000%  | 0.0000% | $4229268.51        | $4457987.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4800 | 2052-10-01      | 4.5000%  | 0.0000% | $281567.81         | $278083.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $457845.36         | $440889.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $465707.60         | $417036.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $974806.61         | $963550.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $4459497.21        | $4403860.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $34155835.44       | $34896402.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $5082353.44        | $5176300.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4958 | 2053-03-01      | 4.5000%  | 0.0000% | $1473989.94        | $1455292.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $46208411.08       | $46523968.32       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA4981 | 2053-04-01      | 6.5000%  | 0.0000% | $328766.82         | $342902.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6188 | 2053-05-01      | 5.5000%  | 0.0000% | $3986618.94        | $4108111.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $165637.97         | $164409.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | 0.0000% | $1030282.77        | $1039493.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5583 | 2052-11-01      | 5.5000%  | 0.0000% | $151363.89         | $154565.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $1993043.35        | $2052306.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6090 | 2053-04-01      | 6.0000%  | 0.0000% | $737719.71         | $767744.90         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $15064.55          | $12960.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $157067.89         | $159163.17         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2688 | 2053-04-01      | 5.5000%  | 0.0000% | $156721.67         | $161073.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2704 | 2053-04-01      | 5.0000%  | 0.0000% | $1121764.80        | $1139006.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1030 | 2052-09-01      | 3.5000%  | 0.0000% | $16393893.33       | $15277961.02       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $236848261.48      | $244613805.40      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $153945.20         | $149817.16         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG2828 | 2053-05-01      | 6.5000%  | 0.0000% | $911371.34         | $966058.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5054 | 2052-12-01      | 5.5000%  | 0.0000% | $405680.82         | $414273.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5215 | 2052-12-01      | 4.5000%  | 0.0000% | $89405.15          | $89359.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6464 | 2053-03-01      | 4.5000%  | 0.0000% | $144880.70         | $143454.34         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8521 | 2053-02-01      | 5.0000%  | 0.0000% | $265596.28         | $267410.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9886 | 2052-10-01      | 4.5000%  | 0.0000% | $320687.65         | $316432.76         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5224 | 2052-12-01      | 6.5000%  | 0.0000% | $1564037.87        | $1654434.57        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $8728184.23        | $8916970.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  | 0.0000% | $5009845.12        | $5034744.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9985 | 2053-04-01      | 5.0000%  | 0.0000% | $291752.85         | $294180.24         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $2346194.74        | $2396825.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $302252.45         | $304766.58         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $954702.48         | $942888.04         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $178553.75         | $182073.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4959 | 2052-10-01      | 4.5000%  | 0.0000% | $1194863.79        | $1180202.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8307 | 2053-03-01      | 5.0000%  | 0.0000% | $2260319.47        | $2276453.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2978 | 2053-05-01      | 4.5000%  | 0.0000% | $6409946.27        | $6334603.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3318 | 2052-12-01      | 5.5000%  | 0.0000% | $214515.57         | $221852.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3405 | 2052-12-01      | 5.5000%  | 0.0000% | $54845.96          | $56687.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  | 0.0000% | $597962.30         | $601798.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3748 | 2052-12-01      | 6.0000%  | 0.0000% | $20739977.88       | $21400649.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  | 0.0000% | $1345584.08        | $1337651.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4036 | 2053-03-01      | 5.5000%  | 0.0000% | $1058789.99        | $1090834.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4136 | 2053-04-01      | 5.0000%  | 0.0000% | $166696.13         | $169175.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  | 0.0000% | $454020.29         | $460774.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $795231.81         | $800949.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $233364.15         | $239100.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $66609.22          | $67239.88          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  | 0.0000% | $788197.71         | $813676.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $241623.69         | $247285.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $774.55            | $764.88            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBX5359 | 2053-01-01      | 7.0000%  | 0.0000% | $691492.98         | $740576.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $460837.80         | $455134.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | 0.0000% | $20289953.35       | $20957188.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $1442996.48        | $1457192.68        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBX0723 | 2053-01-01      | 6.1180%  | 0.0000% | $788301.36         | $814921.12         | Agency Mortgage-Backed Securities |

### Security 331: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JDG001, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 959JDG001_3.84_0227
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $3047538.98        | $3015936.00        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7788 | 2052-08-01      | 4.5000%  | 0.0000% | $2596091.99        | $2603893.25        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE9001 | 2052-08-01      | 4.0000%  | 0.0000% | $380965.87         | $366145.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $14251085.69       | $14103301.93       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8890 | 2052-07-01      | 4.0000%  | 0.0000% | $33383.45          | $32102.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7860 | 2052-08-01      | 5.0000%  | 0.0000% | $2097311.80        | $2117393.56        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBT8269 | 2052-08-01      | 3.9350%  | 0.0000% | $57947.82          | $57256.62          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7993 | 2052-08-01      | 4.6020%  | 0.0000% | $205488.71         | $206956.21         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7891 | 2052-07-01      | 4.0790%  | 0.0000% | $623.13            | $618.43            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW2278 | 2052-08-01      | 6.5000%  | 0.0000% | $1161978.07        | $1250904.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW4044 | 2052-07-01      | 5.5000%  | 0.0000% | $659061.91         | $678487.76         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW5041 | 2052-08-01      | 4.5930%  | 0.0000% | $259722.52         | $262534.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6019 | 2052-07-01      | 4.0000%  | 0.0000% | $3007071.28        | $2907444.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6984 | 2052-09-01      | 4.5000%  | 0.0000% | $3502634.09        | $3451880.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9984 | 2052-09-01      | 5.0000%  | 0.0000% | $2226444.76        | $2271997.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8828 | 2052-08-01      | 3.5000%  | 0.0000% | $12640394.46       | $11765540.12       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | 0.0000% | $804262.17         | $749761.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4630 | 2052-09-01      | 5.5000%  | 0.0000% | $169290.85         | $174876.10         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1430 | 2052-08-01      | 4.0000%  | 0.0000% | $499037.34         | $487230.11         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1518 | 2052-08-01      | 4.5000%  | 0.0000% | $115006.62         | $114495.30         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | 0.0000% | $463801.65         | $446769.47         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $46627.22          | $40116.29          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1608 | 2052-09-01      | 4.5000%  | 0.0000% | $2067336.35        | $2041542.19        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4815 | 2052-07-01      | 2.5000%  | 0.0000% | $1286263.03        | $1102162.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1029 | 2052-07-01      | 3.5000%  | 0.0000% | $40669926.57       | $37840926.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1030 | 2052-09-01      | 3.5000%  | 0.0000% | $46204464.74       | $43059326.82       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $59692255.75       | $51074186.33       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | 0.0000% | $148593.80         | $127689.92         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2621 | 2052-07-01      | 2.5000%  | 0.0000% | $498022.11         | $426120.17         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL2304 | 2052-08-01      | 3.0000%  | 0.0000% | $18069214.43       | $16492223.74       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $359224.92         | $334752.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3954 | 2052-08-01      | 3.5000%  | 0.0000% | $71649.76          | $66957.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4160 | 2052-08-01      | 4.0000%  | 0.0000% | $1080305.38        | $1048554.12        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7747 | 2052-08-01      | 2.5000%  | 0.0000% | $53845796.63       | $46281808.35       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | 0.0000% | $1507732.67        | $1495798.97        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HLBS6046 | 2052-07-01      | 4.5700%  | 0.0000% | $2228610.33        | $2131165.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4313 | 2052-08-01      | 4.5000%  | 0.0000% | $255450.30         | $252526.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2278 | 2052-08-01      | 3.0000%  | 0.0000% | $4188812.27        | $3749895.95        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $1091.11           | $935.01            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | 0.0000% | $1981353.80        | $1790549.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2685 | 2052-08-01      | 4.0000%  | 0.0000% | $967428.26         | $941486.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  | 0.0000% | $158504.84         | $136338.73         | Agency Mortgage-Backed Securities |

### Security 332: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JFJ003, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 959JFJ003_4.08_1201
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $82078100.00       | $83816763.96       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $84930100.00       | $84619883.58       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $86091000.00       | $85541826.46       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $80013300.00       | $75633358.33       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $95000000.00       | $90472404.40       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $42977500.00       | $42649086.03       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $83919600.00       | $84320800.24       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $82652200.00       | $84046647.64       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $88937700.00       | $91527311.09       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $90892900.00       | $93371968.19       | U.S. Treasuries (including strips) |

### Security 333: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.950000%
- **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: 254900HROIFWPRGM1V77, C.5 - Other ID: 959JFQ007_3.95_1201
- **C.18 - Value (incl. sponsor support):** $530000000.00
- **C.18.a - Value (excl. sponsor support):** $530000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $160379682.54      | $158282133.34      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $163684442.86      | $160723187.82      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $133000555.56      | $138460054.85      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $80913165.08       | $83134647.08       | U.S. Treasuries (including strips) |

### Security 334: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 959JFU008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 959JFU008_4.09_1201
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 2.58 FCSB 27 BK                         | 2027-06-15      | 2.5800%  | 0.0000% | $91000.00          | $90678.01          | Agency Mortgage-Backed Securities |
| 0.80 FCSB 28 CV                         | 2028-07-21      | 0.8000%  | 0.0000% | $41000.00          | $38264.16          | Agency Mortgage-Backed Securities |
| 1.00 FCOR 22-27 HY                      | 2027-08-09      | 1.0000%  | 0.0000% | $34985000.00       | $33622606.36       | Agency Mortgage-Backed Securities |
| 3.11 FCOR 23-26 KA                      | 2026-04-13      | 3.1100%  | 0.0000% | $1000000.00        | $1000807.50        | Agency Mortgage-Backed Securities |
| 4.85 FCOR 23-42 N                       | 2042-04-28      | 4.8500%  | 0.0000% | $8500000.00        | $8202718.17        | Agency Mortgage-Backed Securities |
| 4.98 FCOR 22-42 O                       | 2042-05-19      | 4.9800%  | 0.0000% | $4000000.00        | $3883128.00        | Agency Mortgage-Backed Securities |
| 5.48 FCOR 22-42 R                       | 2042-06-27      | 5.4800%  | 0.0000% | $16602000.00       | $16957707.07       | Agency Mortgage-Backed Securities |
| 4.50 FCSB 29 CT                         | 2029-03-09      | 4.5000%  | 0.0000% | $12000000.00       | $12466272.00       | Agency Mortgage-Backed Securities |
| 4.00 FCSB 26 EW                         | 2026-05-26      | 4.0000%  | 0.0000% | $30000.00          | $30024.07          | Agency Mortgage-Backed Securities |
| 5.00 FCSB 26 FJ                         | 2026-07-30      | 5.0000%  | 0.0000% | $30000.00          | $30716.37          | Agency Mortgage-Backed Securities |
| 5.70 FCOR 26-45 I                       | 2045-03-17      | 5.7000%  | 0.0000% | $10000000.00       | $10112016.67       | Agency Mortgage-Backed Securities |
| 5.74 FCOR 25-44 AF                      | 2044-12-12      | 5.7400%  | 0.0000% | $5000000.00        | $5124743.89        | Agency Mortgage-Backed Securities |
| 3.75 FCSB 27 GE                         | 2027-08-16      | 3.7500%  | 0.0000% | $25000.00          | $25331.88          | Agency Mortgage-Backed Securities |
| 4 5/8 FCSB 40 U                         | 2040-10-09      | 4.6250%  | 0.0000% | $2945000.00        | $2990518.33        | Agency Mortgage-Backed Securities |
| 5.93 FCOR 26-45 M                       | 2045-05-01      | 5.9300%  | 0.0000% | $10000000.00       | $10079955.00       | Agency Mortgage-Backed Securities |
| 4.92 FCOR 26-34 DV                      | 2034-10-27      | 4.9200%  | 0.0000% | $4064000.00        | $4070171.86        | Agency Mortgage-Backed Securities |
| 5.93 FCOR 26-45 P                       | 2045-07-03      | 5.9300%  | 0.0000% | $10000000.00       | $10317077.22       | Agency Mortgage-Backed Securities |
| 4.60 FCOR 27-31 FI                      | 2031-07-16      | 4.6000%  | 0.0000% | $24998000.00       | $25660088.70       | Agency Mortgage-Backed Securities |
| 4.23 FCOR 26-30 JG                      | 2030-11-13      | 4.2300%  | 0.0000% | $5745000.00        | $5746025.48        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks Funding Corp. | 2026-11-19      | 3.6250%  | 0.0000% | $4297000.00        | $4298277.28        | Agency Mortgage-Backed Securities |
| 5.72 FCOR 25-40 AR                      | 2025-12-05      | 5.7200%  | 0.0000% | $11500000.00       | $11651659.44       | Agency Mortgage-Backed Securities |
| 4.20 FCOR 26-29 JY                      | 2029-11-26      | 4.2000%  | 0.0000% | $20935000.00       | $20921064.27       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9851                    | 2053-09-01      | 6.0000%  | 0.0000% | $15110168.39       | $15761869.95       | Agency Mortgage-Backed Securities |
| FHOR 22-26 IX                           | 2026-07-29      | 1.7500%  | 0.0000% | $1000000.00        | $992374.72         | Agency Mortgage-Backed Securities |
| FHOR 22-27 J4                           | 2027-11-23      | 3.0000%  | 0.0000% | $3000000.00        | $2964860.00        | Agency Mortgage-Backed Securities |
| 3.95 FHOR 26-30 Q2                      | 2030-11-06      | 3.9500%  | 0.0000% | $1325000.00        | $1325923.38        | Agency Mortgage-Backed Securities |
| 5.11 FHOR 28-55 WW                      | 2055-11-03      | 5.1100%  | 0.0000% | $10000000.00       | $9947106.11        | Agency Mortgage-Backed Securities |
| 4.55 FHOR 26-31 1I                      | 2031-11-28      | 4.5500%  | 0.0000% | $10000.00          | $9984.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2819                    | 2050-01-01      | 4.0000%  | 0.0000% | $31749582.38       | $30984004.70       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1580                    | 2049-09-01      | 4.0000%  | 0.0000% | $363019.05         | $353297.40         | Agency Mortgage-Backed Securities |
| 2.09 FCOR 21-40 M                       | 2040-06-18      | 2.0900%  | 0.0000% | $5668000.00        | $4132062.06        | Agency Mortgage-Backed Securities |
| 7.25 FNSM BB 05/30                      | 2030-05-15      | 7.2500%  | 0.0000% | $225000.00         | $259557.31         | Agency Mortgage-Backed Securities |
| 3.32 FCSB 26 EA                         | 2026-02-25      | 3.3200%  | 0.0000% | $21000.00          | $21143.70          | Agency Mortgage-Backed Securities |
| 1.50 FCOR 22-28 FE                      | 2028-03-23      | 1.5000%  | 0.0000% | $1000000.00        | $956518.33         | Agency Mortgage-Backed Securities |
| 2.04 FCOR 21-40 F                       | 2040-03-19      | 2.0400%  | 0.0000% | $595000.00         | $428721.30         | Agency Mortgage-Backed Securities |

### Security 335: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.090000%
- **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: 959JHJ001, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JHJ001_4.09_1201
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLQC1898 | 2051-05-01      | 3.5000%  | 0.0000% | $3437.42           | $3210.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1980 | 2047-11-01      | 3.5000%  | 0.0000% | $6013.64           | $5725.80           | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO5573 | 2049-09-01      | 3.0000%  | 0.0000% | $1241.80           | $1138.11           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  | 0.0000% | $120169.88         | $126822.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5062 | 2053-06-01      | 5.5000%  | 0.0000% | $50203.62          | $51874.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $2747.97           | $2837.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7482 | 2054-03-01      | 6.0000%  | 0.0000% | $1320.29           | $1361.68           | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $4202.20           | $3820.34           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6358 | 2051-12-01      | 2.0000%  | 0.0000% | $13425.04          | $11044.77          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU2692 | 2051-11-01      | 3.5000%  | 0.0000% | $3256.11           | $3098.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU7271 | 2053-02-01      | 6.5000%  | 0.0000% | $12076.74          | $12646.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2234 | 2052-01-01      | 3.0000%  | 0.0000% | $17471.85          | $15637.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV3057 | 2052-02-01      | 3.5000%  | 0.0000% | $154007.54         | $143896.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5892 | 2055-07-01      | 5.0000%  | 0.0000% | $42970.55          | $43361.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9945 | 2052-06-01      | 3.5000%  | 0.0000% | $6026.13           | $5626.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $7716.06           | $7601.91           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTAB7517 | 2033-01-01      | 2.5000%  | 0.0000% | $1063.31           | $1020.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJMA1045 | 2027-04-01      | 3.0000%  | 0.0000% | $291.79            | $289.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRMA1664 | 2043-10-01      | 4.5000%  | 0.0000% | $4687.07           | $4725.74           | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $12763.16          | $10572.87          | Agency Mortgage-Backed Securities |
| GNII SF MA7971 M     | 2028-06-20      | 7.0000%  | 0.0000% | $625.06            | $647.56            | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $1677202.96        | $1462977.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 REAH0979 | 2041-01-01      | 3.5000%  | 0.0000% | $1659.67           | $1575.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $174.38            | $159.77            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  | 0.0000% | $245048.25         | $196513.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4071 | 2040-07-01      | 2.0000%  | 0.0000% | $3126.11           | $2801.00           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $140.24            | $139.35            | Agency Mortgage-Backed Securities |
| GNII SF MA8774 M     | 2029-07-20      | 7.0000%  | 0.0000% | $2089.67           | $2207.32           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889339 | 2028-12-01      | 6.5000%  | 0.0000% | $281.52            | $292.64            | Agency Mortgage-Backed Securities |
| GNII SF MA9245 M     | 2053-10-20      | 7.5000%  | 0.0000% | $4397.37           | $4583.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9430 | 2054-10-01      | 4.5000%  | 0.0000% | $555793.34         | $547136.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6031 | 2052-06-01      | 2.0000%  | 0.0000% | $283.29            | $231.75            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7702 | 2045-11-01      | 4.0000%  | 0.0000% | $126942.41         | $124106.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $6297.64           | $5689.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4035 | 2052-07-01      | 5.0000%  | 0.0000% | $8041.87           | $8170.86           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $26337.56          | $23794.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4607 | 2042-05-01      | 2.5000%  | 0.0000% | $2505.79           | $2270.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $115.26            | $111.01            | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $8589.38           | $8705.13           | Agency Mortgage-Backed Securities |
| GNII ET CP6434 C     | 2062-09-20      | 5.5000%  | 0.0000% | $3947.94           | $3999.83           | Agency Mortgage-Backed Securities |
| GNCL CL CP8489       | 2065-06-15      | 5.0600%  | 0.0000% | $1478.82           | $1534.10           | Agency Mortgage-Backed Securities |
| GNPL PN CA4910       | 2063-05-15      | 2.5700%  | 0.0000% | $808.76            | $707.55            | Agency Mortgage-Backed Securities |
| GNPL PN CF6704       | 2064-02-15      | 2.5500%  | 0.0000% | $7573.32           | $6493.87           | Agency Mortgage-Backed Securities |
| GNII SF CT4984 C     | 2053-05-20      | 6.5000%  | 0.0000% | $13675.88          | $14446.41          | Agency Mortgage-Backed Securities |
| GNII SF CT6723 C     | 2053-06-20      | 6.5000%  | 0.0000% | $16169.83          | $17692.76          | Agency Mortgage-Backed Securities |
| GNII SF CV0623 C     | 2053-09-20      | 7.0000%  | 0.0000% | $15124.32          | $15842.62          | Agency Mortgage-Backed Securities |
| GNII SF CX4161 C     | 2054-02-20      | 8.0000%  | 0.0000% | $27712.38          | $30080.79          | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $45323.31          | $48154.93          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8274 | 2038-12-01      | 6.0000%  | 0.0000% | $1082.56           | $1127.34           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $10607.12          | $10318.13          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8251 | 2031-11-01      | 2.0000%  | 0.0000% | $515.33            | $494.22            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCB8213 | 2044-03-01      | 6.5000%  | 0.0000% | $42248.12          | $44180.08          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5472 | 2054-09-01      | 6.5000%  | 0.0000% | $13052.45          | $13586.58          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $80037.19          | $83283.50          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8215 | 2055-02-01      | 4.5000%  | 0.0000% | $42591.38          | $42113.72          | Agency Mortgage-Backed Securities |
| GNII SF DE2953 C     | 2055-02-20      | 6.0000%  | 0.0000% | $59749.73          | $61792.51          | Agency Mortgage-Backed Securities |
| GNII SF DE3358 C     | 2054-10-20      | 4.5000%  | 0.0000% | $39667.58          | $39018.38          | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $63503.56          | $65686.56          | Agency Mortgage-Backed Securities |
| GNII ET DH0002 C     | 2064-12-20      | 6.5000%  | 0.0000% | $15608.24          | $16173.60          | Agency Mortgage-Backed Securities |
| GNII SF DH6779 C     | 2055-02-20      | 7.0000%  | 0.0000% | $43461.70          | $46204.57          | Agency Mortgage-Backed Securities |
| GNPL PN DJ5973       | 2060-08-15      | 6.4900%  | 0.0000% | $66581.16          | $71853.29          | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C     | 2065-05-20      | 6.0000%  | 0.0000% | $17055.28          | $17476.88          | Agency Mortgage-Backed Securities |
| GNII ET DJ6897 C     | 2065-06-20      | 6.5000%  | 0.0000% | $21769.29          | $22557.86          | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $20436.31          | $21377.05          | Agency Mortgage-Backed Securities |
| GNII SF DK1981 C     | 2055-06-20      | 7.0000%  | 0.0000% | $33728.18          | $35239.67          | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $32371.13          | $33543.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC3296 | 2039-09-01      | 6.0000%  | 0.0000% | $4696.14           | $4906.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9947 | 2055-02-01      | 4.5000%  | 0.0000% | $699.60            | $688.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1100 | 2052-04-01      | 3.5000%  | 0.0000% | $702703.28         | $664918.22         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA3083 | 2036-04-01      | 1.5000%  | 0.0000% | $562641.05         | $511495.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3238 | 2052-10-01      | 5.0000%  | 0.0000% | $34248.20          | $34812.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3673 | 2052-06-01      | 3.5000%  | 0.0000% | $875550.93         | $814555.68         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6688 | 2055-10-01      | 7.0000%  | 0.0000% | $15680.73          | $16800.96          | Agency Mortgage-Backed Securities |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $40232.51          | $41689.89          | Agency Mortgage-Backed Securities |
| GNII ET DL3899 C     | 2065-08-20      | 4.5000%  | 0.0000% | $2724.41           | $2669.67           | Agency Mortgage-Backed Securities |
| GNII SF DL3911 C     | 2055-11-20      | 6.0000%  | 0.0000% | $20007.27          | $20691.36          | Agency Mortgage-Backed Securities |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $21349.75          | $22396.50          | Agency Mortgage-Backed Securities |
| GNII SF DM4602 C     | 2055-09-20      | 6.0000%  | 0.0000% | $365998.53         | $377953.14         | Agency Mortgage-Backed Securities |
| GNII ET DM6160 C     | 2065-08-20      | 4.0000%  | 0.0000% | $4826.59           | $4587.36           | Agency Mortgage-Backed Securities |
| GNII SF DN2062 C     | 2055-11-20      | 6.5000%  | 0.0000% | $54828.07          | $57516.07          | Agency Mortgage-Backed Securities |
| GNII ET DN4291 C     | 2065-08-20      | 2.0000%  | 0.0000% | $35087.07          | $27709.45          | Agency Mortgage-Backed Securities |
| GNII SF DN4755 C     | 2055-10-20      | 5.5000%  | 0.0000% | $33923.60          | $34837.37          | Agency Mortgage-Backed Securities |
| GNII ET DN4824 C     | 2065-11-20      | 6.5000%  | 0.0000% | $50263.60          | $52132.15          | Agency Mortgage-Backed Securities |
| GNII SF DN5550 C     | 2055-11-20      | 6.5000%  | 0.0000% | $51720.47          | $54129.86          | Agency Mortgage-Backed Securities |
| GNII ET DN7852 C     | 2058-04-20      | 3.0000%  | 0.0000% | $5681.42           | $5134.90           | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $14263.54          | $13614.39          | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $5488699.33        | $5576902.73        | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $535972.77         | $555267.79         | Agency Mortgage-Backed Securities |
| GNII SF MB0228 M     | 2037-06-20      | 2.5000%  | 0.0000% | $5276.10           | $4839.23           | Agency Mortgage-Backed Securities |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $3081662.08        | $3031218.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC9197 | 2054-12-01      | 4.5000%  | 0.0000% | $3833.58           | $3786.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6152 | 2055-02-01      | 5.0000%  | 0.0000% | $8472.00           | $8505.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2105 | 2055-07-01      | 5.5000%  | 0.0000% | $233694.89         | $237985.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3079 | 2055-07-01      | 5.5000%  | 0.0000% | $33342.40          | $34002.78          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3214 | 2055-07-01      | 6.0000%  | 0.0000% | $199837.19         | $206011.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3645 | 2055-07-01      | 5.5000%  | 0.0000% | $95884.27          | $98007.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5166 | 2050-12-01      | 3.0000%  | 0.0000% | $4215.42           | $3780.52           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5464 | 2047-02-01      | 3.0000%  | 0.0000% | $12338.65          | $11515.79          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  | 0.0000% | $3342000.35        | $3351217.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | 0.0000% | $28395065.67       | $29148812.68       | Agency Mortgage-Backed Securities |
| GNAR AF MB0755 M     | 2055-11-20      | 4.5000%  | 0.0000% | $83138.13          | $83811.97          | Agency Mortgage-Backed Securities |
| GNII SF DI4561 C     | 2055-09-20      | 6.0000%  | 0.0000% | $107721.84         | $112459.34         | Agency Mortgage-Backed Securities |
| GNPL PN DI9902       | 2060-06-15      | 6.1000%  | 0.0000% | $112064.81         | $121923.60         | Agency Mortgage-Backed Securities |
| GNII SF DO2230 C     | 2055-11-20      | 6.5000%  | 0.0000% | $24728.33          | $25880.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5887 | 2055-08-01      | 5.5000%  | 0.0000% | $264326.30         | $269164.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5976 | 2040-07-01      | 6.0000%  | 0.0000% | $17419.40          | $18173.19          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF0892 | 2055-11-01      | 7.0000%  | 0.0000% | $24917.60          | $26370.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4243 | 2055-11-01      | 5.0000%  | 0.0000% | $73245.73          | $73832.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5872 | 2055-12-01      | 5.5000%  | 0.0000% | $338208.53         | $344399.78         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKDF5939 | 2055-11-01      | 6.5000%  | 0.0000% | $65341.27          | $68015.49          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1338 | 2052-04-01      | 2.5000%  | 0.0000% | $1214.15           | $1049.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2793 | 2052-09-01      | 5.0000%  | 0.0000% | $143324.58         | $144406.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3334 | 2052-04-01      | 3.0000%  | 0.0000% | $15126.48          | $13514.98          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  | 0.0000% | $3992.16           | $4044.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $14710.33          | $13904.51          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0038 | 2055-12-01      | 6.0000%  | 0.0000% | $50265.17          | $52082.25          | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $375.45            | $387.38            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $383672.25         | $374245.42         | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $8402.82           | $8081.55           | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $33090.81          | $33305.91          | Agency Mortgage-Backed Securities |
| GNII SF BC5293 C     | 2047-08-20      | 3.5000%  | 0.0000% | $16221.59          | $15131.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS0350 | 2028-09-01      | 3.0000%  | 0.0000% | $14311.22          | $14140.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1810 | 2051-10-01      | 3.0000%  | 0.0000% | $19784.36          | $17683.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $83049.04          | $71434.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4930 | 2038-01-01      | 3.5000%  | 0.0000% | $796.05            | $776.61            | Agency Mortgage-Backed Securities |
| GNII SF BU0165 C     | 2050-06-20      | 2.5000%  | 0.0000% | $20656.74          | $18031.31          | Agency Mortgage-Backed Securities |
| GNII SF CF4072 C     | 2052-10-20      | 2.5000%  | 0.0000% | $17822.50          | $15270.37          | Agency Mortgage-Backed Securities |
| GNII SF CT0189 C     | 2053-06-20      | 6.0000%  | 0.0000% | $12969.58          | $13504.58          | Agency Mortgage-Backed Securities |
| GNII SF CT7413 C     | 2053-05-20      | 6.5000%  | 0.0000% | $22607.10          | $23621.53          | Agency Mortgage-Backed Securities |
| GNCL CL CY8222       | 2065-11-15      | 5.6500%  | 0.0000% | $288502.33         | $295247.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $505326.30         | $520809.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $15037.04          | $14672.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $148.95            | $144.92            | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10872.62          | $11359.90          | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $1760.60           | $1637.98           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB5799 | 2050-11-01      | 2.5000%  | 0.0000% | $32710.34          | $28035.54          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  | 0.0000% | $1001.66           | $941.23            | Agency Mortgage-Backed Securities |

### Security 336: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 959JJF007, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 959JJF007_4.07_1205
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $513468800.00      | $534766827.70      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $307677500.00      | $303150283.10      | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  | 0.0000% | $2233889321.28     | $2222082971.00     | U.S. Treasuries (including strips) |

### Security 337: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.090000%
- **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: 959NNY002, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 959NNY002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | 0.0000% | $11823634.77       | $9891392.73        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8729 | 2051-01-01      | 2.0000%  | 0.0000% | $11540276.43       | $9507583.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6402 | 2051-03-01      | 2.0000%  | 0.0000% | $11925044.54       | $9823982.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $10527874.80       | $9670695.24        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8509 | 2051-01-01      | 1.5000%  | 0.0000% | $3511269.58        | $2746413.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3661 | 2050-07-01      | 2.5000%  | 0.0000% | $11424057.04       | $9859932.27        | Agency Mortgage-Backed Securities |

### Security 338: RBC Dominion

- **C.1 - Title:** RBC Dominion 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.09_1201
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 02.500 CLQB7592        | 2051-01-01      | 2.5000%  | 0.0000% | $166.60            | $143.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD2129        | 2051-11-01      | 2.0000%  | 0.0000% | $221.45            | $182.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD9576        | 2052-04-01      | 3.0000%  | 0.0000% | $216.19            | $193.50            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9772        | 2053-04-01      | 6.0000%  | 0.0000% | $185.09            | $191.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG0101        | 2053-04-01      | 6.0000%  | 0.0000% | $180706.54         | $188156.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4215        | 2053-06-01      | 6.0000%  | 0.0000% | $290668.79         | $303039.95         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8025        | 2053-07-01      | 6.0000%  | 0.0000% | $177.13            | $183.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7812        | 2053-07-01      | 6.0000%  | 0.0000% | $236.02            | $247.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7932        | 2053-08-01      | 5.5000%  | 0.0000% | $455882.51         | $472524.04         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG9327        | 2053-08-01      | 6.5000%  | 0.0000% | $239.54            | $253.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH0103        | 2053-08-01      | 5.5000%  | 0.0000% | $206.41            | $210.59            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH1467        | 2053-09-01      | 7.0000%  | 0.0000% | $144.62            | $153.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH5023        | 2053-11-01      | 5.5000%  | 0.0000% | $252.70            | $259.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7815        | 2054-01-01      | 6.5000%  | 0.0000% | $167.88            | $177.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7865        | 2054-01-01      | 6.5000%  | 0.0000% | $95.88             | $99.93             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ0020        | 2054-07-01      | 7.0000%  | 0.0000% | $128007.79         | $135962.71         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4685        | 2054-09-01      | 6.5000%  | 0.0000% | $6583459.52        | $6882381.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7115        | 2054-02-01      | 5.5000%  | 0.0000% | $2750.19           | $2820.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942        | 2053-12-01      | 6.5000%  | 0.0000% | $7392436.05        | $7731379.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7751        | 2053-03-01      | 4.0000%  | 0.0000% | $1485.74           | $1428.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA6711 M            | 2050-06-20      | 3.5000%  | 0.0000% | $67.19             | $62.46             | Agency Mortgage-Backed Securities  |
| GNII SF MA6820 M            | 2050-08-20      | 3.0000%  | 0.0000% | $630856.24         | $572733.56         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08842 G        | 2048-10-01      | 4.0000%  | 0.0000% | $26.96             | $26.32             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN4492        | 2035-12-01      | 2.0000%  | 0.0000% | $139.89            | $130.74            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5275        | 2051-05-01      | 2.5000%  | 0.0000% | $195.53            | $167.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA9050        | 2053-05-01      | 4.5000%  | 0.0000% | $229.82            | $226.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9378        | 2053-07-01      | 5.5000%  | 0.0000% | $223.86            | $228.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1999        | 2036-05-01      | 2.0000%  | 0.0000% | $142.19            | $133.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0849        | 2055-08-01      | 5.5000%  | 0.0000% | $150598.54         | $155367.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0386        | 2055-05-01      | 5.0000%  | 0.0000% | $319357.83         | $322263.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1005        | 2055-09-01      | 5.5000%  | 0.0000% | $6989916.17        | $7224679.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1203        | 2055-10-01      | 5.0000%  | 0.0000% | $3309189.97        | $3341070.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M            | 2052-04-20      | 3.5000%  | 0.0000% | $1961786.96        | $1823196.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA7990 M            | 2052-04-20      | 4.0000%  | 0.0000% | $1295.89           | $1246.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA8045 M            | 2052-05-20      | 4.0000%  | 0.0000% | $5080400.01        | $4889097.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA8100 M            | 2052-06-20      | 4.0000%  | 0.0000% | $69726697.70       | $67093817.59       | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M            | 2051-03-20      | 2.0000%  | 0.0000% | $30535413.22       | $25560125.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M            | 2051-04-20      | 3.0000%  | 0.0000% | $2214110.99        | $2008900.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M            | 2051-05-20      | 3.0000%  | 0.0000% | $2073.26           | $1880.10           | Agency Mortgage-Backed Securities  |
| GNII SF MA7535 M            | 2051-08-20      | 3.0000%  | 0.0000% | $176.23            | $159.83            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M            | 2052-03-20      | 3.5000%  | 0.0000% | $270233.72         | $252007.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M            | 2052-06-20      | 4.5000%  | 0.0000% | $272298.94         | $269865.13         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK9056        | 2032-11-01      | 3.0000%  | 0.0000% | $51.86             | $50.51             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK9477        | 2033-05-01      | 3.5000%  | 0.0000% | $27.10             | $26.91             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 3NZL0853        | 2033-01-01      | 5.5000%  | 0.0000% | $28.61             | $29.02             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM0505        | 2039-10-01      | 4.5000%  | 0.0000% | $27.14             | $27.59             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1256        | 2048-02-01      | 4.5000%  | 0.0000% | $5884676.46        | $5930188.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3611        | 2034-03-01      | 4.0000%  | 0.0000% | $29.91             | $30.09             | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M            | 2052-09-20      | 4.5000%  | 0.0000% | $8538527.43        | $8458222.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA9015 M            | 2053-04-20      | 4.5000%  | 0.0000% | $238.09            | $235.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M            | 2054-01-20      | 5.0000%  | 0.0000% | $497.79            | $501.03            | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M            | 2054-01-20      | 5.5000%  | 0.0000% | $407564.53         | $415516.11         | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M            | 2054-02-20      | 4.0000%  | 0.0000% | $10152328.72       | $9712316.64        | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M            | 2054-03-20      | 5.0000%  | 0.0000% | $250.85            | $251.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2424        | 2036-09-01      | 3.0000%  | 0.0000% | $90397.19          | $86755.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2427        | 2036-09-01      | 3.0000%  | 0.0000% | $52.55             | $50.39             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA6589        | 2049-04-01      | 3.5000%  | 0.0000% | $122.95            | $115.65            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZS9221        | 2036-09-01      | 3.0000%  | 0.0000% | $77.00             | $73.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ9198        | 2042-01-01      | 3.5000%  | 0.0000% | $18.77             | $18.11             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4938        | 2050-01-01      | 3.0000%  | 0.0000% | $13878090.15       | $12611991.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6265        | 2050-07-01      | 2.5000%  | 0.0000% | $167.38            | $145.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017        | 2050-12-01      | 2.0000%  | 0.0000% | $6039786.97        | $4975655.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7294        | 2050-10-01      | 2.5000%  | 0.0000% | $691183.96         | $602895.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586        | 2052-05-01      | 3.0000%  | 0.0000% | $34897.59          | $31247.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296        | 2054-03-01      | 5.5000%  | 0.0000% | $4874448.68        | $4964406.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622        | 2052-06-01      | 2.0000%  | 0.0000% | $1289048.78        | $1059596.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073        | 2053-07-01      | 6.0000%  | 0.0000% | $14837039.11       | $15298025.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105        | 2053-08-01      | 4.5000%  | 0.0000% | $239.02            | $235.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5137        | 2053-09-01      | 5.0000%  | 0.0000% | $2985873.62        | $3003956.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M            | 2054-10-20      | 5.0000%  | 0.0000% | $14769.04          | $14831.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4877        | 2053-01-01      | 5.5000%  | 0.0000% | $232.93            | $239.71            | Agency Mortgage-Backed Securities  |
| GNII SF CT7769 C            | 2055-09-20      | 6.5000%  | 0.0000% | $515497.75         | $547268.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0387        | 2047-11-01      | 3.0000%  | 0.0000% | $83.41             | $76.76             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0528        | 2046-08-01      | 3.5000%  | 0.0000% | $64.14             | $61.02             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLZT2391        | 2047-03-01      | 3.5000%  | 0.0000% | $210.15            | $199.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB1482        | 2040-02-01      | 6.5000%  | 0.0000% | $204.28            | $214.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB1546        | 2037-02-01      | 3.5000%  | 0.0000% | $2101479.84        | $2050178.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1593        | 2040-06-01      | 6.0000%  | 0.0000% | $478.69            | $498.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8186        | 2037-09-01      | 4.5000%  | 0.0000% | $153.71            | $154.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8370        | 2040-03-01      | 4.5000%  | 0.0000% | $247.69            | $248.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0837        | 2052-01-01      | 3.0000%  | 0.0000% | $185.13            | $168.56            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0481        | 2044-09-01      | 3.5000%  | 0.0000% | $8753.26           | $8391.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0592        | 2050-09-01      | 3.0000%  | 0.0000% | $314.22            | $286.16            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0921        | 2052-01-01      | 3.5000%  | 0.0000% | $191.63            | $180.42            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923        | 2052-01-01      | 2.5000%  | 0.0000% | $374356.26         | $325605.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958        | 2052-04-01      | 3.5000%  | 0.0000% | $169565.74         | $159099.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5450        | 2045-07-01      | 3.5000%  | 0.0000% | $66.78             | $63.90             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5472        | 2053-01-01      | 6.0000%  | 0.0000% | $204.55            | $214.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6429        | 2053-05-01      | 5.0000%  | 0.0000% | $244.25            | $245.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7474        | 2053-11-01      | 5.5000%  | 0.0000% | $265.14            | $271.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8175        | 2054-03-01      | 6.5000%  | 0.0000% | $211.55            | $223.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8716        | 2054-06-01      | 6.5000%  | 0.0000% | $218.41            | $233.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5214        | 2053-12-01      | 5.0000%  | 0.0000% | $246.79            | $248.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5263        | 2054-01-01      | 4.0000%  | 0.0000% | $252.60            | $242.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792        | 2055-08-01      | 5.5000%  | 0.0000% | $7428263.46        | $7556252.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5879        | 2055-11-01      | 5.5000%  | 0.0000% | $21722338.71       | $22099308.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5885        | 2040-11-01      | 4.5000%  | 0.0000% | $272.24            | $273.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3908        | 2055-01-01      | 5.0000%  | 0.0000% | $9510400.43        | $9563658.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6633        | 2055-02-01      | 5.5000%  | 0.0000% | $2619548.71        | $2681844.20        | Agency Mortgage-Backed Securities  |
| GNII SF DE5248 C            | 2054-11-20      | 5.0000%  | 0.0000% | $2748553.31        | $2777143.76        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1054 C            | 2055-03-20      | 6.5000%  | 0.0000% | $257676.80         | $269680.41         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586        | 2052-08-01      | 3.5000%  | 0.0000% | $78485.11          | $73782.60          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1991        | 2052-12-01      | 5.0000%  | 0.0000% | $214.74            | $217.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081        | 2052-12-01      | 5.0000%  | 0.0000% | $212.77            | $215.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5819        | 2052-11-01      | 5.5000%  | 0.0000% | $261.20            | $268.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3663        | 2047-04-01      | 3.0000%  | 0.0000% | $547613.45         | $502544.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2979        | 2053-05-01      | 6.5000%  | 0.0000% | $203439.28         | $215033.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3107        | 2053-03-01      | 4.0000%  | 0.0000% | $221.77            | $213.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129        | 2052-10-01      | 5.0000%  | 0.0000% | $236.19            | $237.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3246        | 2052-08-01      | 4.0000%  | 0.0000% | $227.87            | $219.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5299        | 2054-04-01      | 6.0000%  | 0.0000% | $232.07            | $240.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4572        | 2053-08-01      | 5.5000%  | 0.0000% | $238.18            | $243.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4674        | 2053-11-01      | 5.5000%  | 0.0000% | $230.80            | $235.25            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD4816        | 2054-01-01      | 2.5000%  | 0.0000% | $244.45            | $209.46            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5083        | 2054-03-01      | 5.5000%  | 0.0000% | $223.56            | $227.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661        | 2054-05-01      | 6.0000%  | 0.0000% | $393119.67         | $411144.60         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882        | 2054-07-01      | 6.0000%  | 0.0000% | $235.79            | $247.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7093        | 2054-07-01      | 6.0000%  | 0.0000% | $235.74            | $243.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6653        | 2053-08-01      | 3.5000%  | 0.0000% | $253.38            | $235.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7478        | 2040-03-01      | 4.5000%  | 0.0000% | $1328.58           | $1334.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3262        | 2054-09-01      | 6.0000%  | 0.0000% | $261.05            | $268.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9151        | 2054-09-01      | 6.0000%  | 0.0000% | $7850524.85        | $8217733.14        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9175        | 2054-09-01      | 7.0000%  | 0.0000% | $1596050.21        | $1708321.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365        | 2054-10-01      | 5.5000%  | 0.0000% | $262.81            | $268.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9614        | 2054-12-01      | 6.0000%  | 0.0000% | $255.05            | $264.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9664        | 2054-12-01      | 5.5000%  | 0.0000% | $3559274.33        | $3637258.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1152        | 2054-04-01      | 5.5000%  | 0.0000% | $243.98            | $249.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1133        | 2054-05-01      | 5.0000%  | 0.0000% | $9454128.42        | $9499215.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1193        | 2055-03-01      | 6.0000%  | 0.0000% | $8331981.78        | $8711528.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2123        | 2055-04-01      | 4.5000%  | 0.0000% | $4711240.55        | $4652293.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3538        | 2055-11-01      | 5.0000%  | 0.0000% | $9960878.40        | $9989894.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2771        | 2053-09-01      | 4.0000%  | 0.0000% | $6632004.87        | $6452529.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3449        | 2055-05-01      | 6.0000%  | 0.0000% | $3899494.99        | $4011507.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7166        | 2055-07-01      | 5.0000%  | 0.0000% | $2203225.46        | $2213792.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6975        | 2055-11-01      | 5.0000%  | 0.0000% | $275.59            | $278.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9906        | 2055-12-01      | 5.0000%  | 0.0000% | $3503010.22        | $3538688.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375        | 2054-12-01      | 6.0000%  | 0.0000% | $12813634.05       | $13264289.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0632        | 2055-02-01      | 5.0000%  | 0.0000% | $7114897.38        | $7195189.00        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08788 G        | 2047-11-01      | 3.5000%  | 0.0000% | $215.30            | $203.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8130        | 2053-08-01      | 6.0000%  | 0.0000% | $143.35            | $146.18            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5247        | 2051-05-01      | 2.0000%  | 0.0000% | $188.06            | $155.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7484        | 2052-06-01      | 4.0000%  | 0.0000% | $218.31            | $210.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9174        | 2053-06-01      | 6.5000%  | 0.0000% | $4563177.69        | $4772121.03        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTRB5182        | 2042-09-01      | 4.0000%  | 0.0000% | $193.52            | $191.99            | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M            | 2051-06-20      | 3.0000%  | 0.0000% | $949944.91         | $861438.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M            | 2051-07-20      | 3.0000%  | 0.0000% | $176.73            | $160.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA7939 M            | 2052-02-20      | 4.0000%  | 0.0000% | $1493432.07        | $1436814.57        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0495        | 2042-10-01      | 4.0000%  | 0.0000% | $186.49            | $183.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3521        | 2048-11-01      | 4.0000%  | 0.0000% | $95.16             | $92.76             | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254        | 2051-02-01      | 1.5000%  | 0.0000% | $1788474.26        | $1395013.50        | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M            | 2053-01-20      | 6.0000%  | 0.0000% | $2327469.32        | $2400738.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M            | 2053-02-20      | 5.0000%  | 0.0000% | $429.19            | $432.78            | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M            | 2054-02-20      | 5.0000%  | 0.0000% | $576.62            | $580.22            | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M            | 2054-06-20      | 4.0000%  | 0.0000% | $5935565.86        | $5672501.58        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1369        | 2043-12-01      | 4.0000%  | 0.0000% | $18.40             | $18.12             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139        | 2053-09-01      | 6.0000%  | 0.0000% | $195.90            | $201.98            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS9727        | 2046-02-01      | 4.0000%  | 0.0000% | $33.03             | $32.26             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8049        | 2035-06-01      | 2.5000%  | 0.0000% | $73.98             | $70.36             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8502        | 2035-08-01      | 2.0000%  | 0.0000% | $120.55            | $112.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5247        | 2054-01-01      | 6.0000%  | 0.0000% | $1459836.22        | $1503336.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2361        | 2053-02-01      | 6.0000%  | 0.0000% | $203.56            | $214.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2473        | 2053-02-01      | 5.0000%  | 0.0000% | $225.71            | $226.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8242        | 2054-06-01      | 6.0000%  | 0.0000% | $7284096.64        | $7629231.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA5529 M            | 2048-10-20      | 4.5000%  | 0.0000% | $4246.73           | $4253.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119        | 2055-05-01      | 5.5000%  | 0.0000% | $4611196.05        | $4696314.12        | Agency Mortgage-Backed Securities  |
| GNII SF DL4356 C            | 2055-10-20      | 6.5000%  | 0.0000% | $542917.10         | $577491.69         | Agency Mortgage-Backed Securities  |
| GNII SF DN0835 C            | 2055-10-20      | 6.5000%  | 0.0000% | $555660.00         | $592423.02         | Agency Mortgage-Backed Securities  |
| GNII SF DN5314 C            | 2055-11-20      | 6.0000%  | 0.0000% | $2749780.00        | $2843060.79        | Agency Mortgage-Backed Securities  |
| GNII SF DN5856 C            | 2055-11-20      | 6.0000%  | 0.0000% | $3238606.80        | $3366178.76        | Agency Mortgage-Backed Securities  |
| GNII SF DN7546 C            | 2055-11-20      | 6.5000%  | 0.0000% | $599594.60         | $625332.20         | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M            | 2054-11-20      | 5.0000%  | 0.0000% | $812.86            | $816.29            | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M            | 2054-09-20      | 6.0000%  | 0.0000% | $2735092.66        | $2804495.63        | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M            | 2054-12-20      | 5.0000%  | 0.0000% | $9113973.64        | $9152215.87        | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M            | 2055-01-20      | 5.5000%  | 0.0000% | $487.15            | $494.69            | Agency Mortgage-Backed Securities  |
| GNII SF MB0256 M            | 2050-10-20      | 4.0000%  | 0.0000% | $1002659.41        | $956714.55         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8000        | 2049-07-01      | 3.0000%  | 0.0000% | $45.45             | $41.23             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7482        | 2055-01-01      | 6.0000%  | 0.0000% | $9262938.89        | $9642756.44        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172        | 2051-10-01      | 2.0000%  | 0.0000% | $212.04            | $174.55            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188        | 2052-01-01      | 2.0000%  | 0.0000% | $217.83            | $179.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244        | 2052-09-01      | 4.0000%  | 0.0000% | $225.20            | $216.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300        | 2053-02-01      | 5.5000%  | 0.0000% | $205.35            | $209.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8307        | 2053-03-01      | 5.0000%  | 0.0000% | $219876.80         | $221446.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349        | 2053-08-01      | 5.5000%  | 0.0000% | $219.36            | $223.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397        | 2054-01-01      | 6.5000%  | 0.0000% | $140.92            | $146.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3127        | 2047-10-01      | 3.0000%  | 0.0000% | $5881497.13        | $5391962.48        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257        | 2050-09-01      | 2.5000%  | 0.0000% | $465.49            | $406.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9242        | 2051-10-01      | 3.0000%  | 0.0000% | $195.32            | $176.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9668        | 2051-11-01      | 2.0000%  | 0.0000% | $1076.69           | $889.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1891        | 2055-08-01      | 6.5000%  | 0.0000% | $265.92            | $279.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2866        | 2054-05-01      | 5.5000%  | 0.0000% | $2514985.44        | $2562692.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2900        | 2055-09-01      | 6.0000%  | 0.0000% | $217488.14         | $226457.78         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0855        | 2054-02-01      | 6.5000%  | 0.0000% | $2515422.41        | $2636738.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0009        | 2053-10-01      | 6.5000%  | 0.0000% | $227.91            | $243.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1070        | 2054-03-01      | 6.0000%  | 0.0000% | $229.89            | $240.50            | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M            | 2055-07-20      | 6.5000%  | 0.0000% | $360483.38         | $373579.74         | Agency Mortgage-Backed Securities  |
| GNII SF DO2173 C            | 2055-11-20      | 6.5000%  | 0.0000% | $317968.75         | $333753.35         | Agency Mortgage-Backed Securities  |
| GNII SF DO3597 C            | 2055-11-20      | 6.0000%  | 0.0000% | $700024.32         | $730918.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448        | 2054-07-01      | 6.5000%  | 0.0000% | $169.01            | $175.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8429        | 2054-05-01      | 4.5000%  | 0.0000% | $254.30            | $250.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3897        | 2053-09-01      | 5.5000%  | 0.0000% | $222.88            | $230.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3900        | 2053-08-01      | 5.5000%  | 0.0000% | $211.64            | $216.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4235        | 2053-11-01      | 6.0000%  | 0.0000% | $237.51            | $247.66            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q20206 G        | 2043-07-01      | 3.5000%  | 0.0000% | $34044.71          | $32660.62          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q39494 G        | 2046-03-01      | 3.5000%  | 0.0000% | $77.00             | $74.10             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51632 G        | 2047-10-01      | 3.5000%  | 0.0000% | $86.80             | $82.04             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G        | 2048-11-01      | 3.5000%  | 0.0000% | $89.17             | $84.67             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61190 G        | 2047-08-01      | 4.5000%  | 0.0000% | $63.71             | $63.91             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9966        | 2043-08-01      | 3.5000%  | 0.0000% | $8988242.22        | $8635678.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M            | 2045-04-20      | 3.5000%  | 0.0000% | $29.01             | $27.37             | Agency Mortgage-Backed Securities  |
| GNII SF 004961 M            | 2036-10-20      | 6.0000%  | 0.0000% | $9107.80           | $9596.06           | Agency Mortgage-Backed Securities  |
| GNII SP 783656 M            | 2042-05-20      | 4.0000%  | 0.0000% | $87.45             | $85.84             | Agency Mortgage-Backed Securities  |
| GNMI SP 786993 X            | 2040-08-15      | 5.5000%  | 0.0000% | $178.96            | $187.52            | Agency Mortgage-Backed Securities  |
| GNMI SP 783516 X            | 2040-10-15      | 4.0000%  | 0.0000% | $11.40             | $11.18             | Agency Mortgage-Backed Securities  |
| 4 5/8 NOTE AD 28            | 2028-09-30      | 4.6250%  | 0.0000% | $1365540.00        | $1417977.51        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32             | 2032-05-15      | 2.8750%  | 0.0000% | $3531275.00        | $3363781.18        | U.S. Treasuries (including strips) |
| 0 5/8 TRIN D 32             | 2032-07-15      | 0.6250%  | 0.0000% | $215.10            | $204.69            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32             | 2032-08-15      | 2.7500%  | 0.0000% | $15125.00          | $14357.51          | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33             | 2033-07-15      | 1.3750%  | 0.0000% | $5762439.16        | $5719114.38        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31             | 2031-08-15      | 1.2500%  | 0.0000% | $440.00            | $387.38            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28             | 2028-10-31      | 1.3750%  | 0.0000% | $27.50             | $25.93             | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45               | 2045-08-15      | 4.8750%  | 0.0000% | $247.50            | $259.56            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27             | 2027-08-15      | 2.2500%  | 0.0000% | $27.50             | $27.10             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52               | 2052-05-15      | 2.8750%  | 0.0000% | $15502217.50       | $11236355.40       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43               | 2043-11-15      | 4.7500%  | 0.0000% | $27.50             | $28.20             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-05-15      | 4.6250%  | 0.0000% | $1219597.50        | $1229245.63        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44               | 2044-11-15      | 4.6250%  | 0.0000% | $110.00            | $110.64            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55               | 2055-05-15      | 4.7500%  | 0.0000% | $27.50             | $28.00             | U.S. Treasuries (including strips) |
| 3 BOND 45                   | 2045-11-15      | 3.0000%  | 0.0000% | $330.00            | $259.64            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46               | 2046-08-15      | 2.2500%  | 0.0000% | $251322.50         | $171983.72         | U.S. Treasuries (including strips) |
| 3 BOND 49                   | 2049-02-15      | 3.0000%  | 0.0000% | $3393802.50        | $2607145.49        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49               | 2049-05-15      | 2.8750%  | 0.0000% | $275.00            | $203.86            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40               | 2040-08-15      | 1.1250%  | 0.0000% | $467.50            | $301.77            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 51               | 2051-02-15      | 0.1250%  | 0.0000% | $88165716.90       | $49519567.18       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41               | 2041-08-15      | 1.7500%  | 0.0000% | $55.00             | $38.24             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27            | 2027-09-30      | 3.5000%  | 0.0000% | $10530300.00       | $10588354.35       | U.S. Treasuries (including strips) |
| TINT 08/15/39               | 2039-08-15      | 0.0000%  | 0.0000% | $4.44              | $2.38              | U.S. Treasuries (including strips) |
| BILL 02/19/26               | 2026-02-19      | 0.0000%  | 0.0000% | $137.50            | $136.31            | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2025-12-11      | 0.0000%  | 0.0000% | $302.50            | $302.07            | U.S. Treasuries (including strips) |
| BILL 02/05/26               | 2026-02-05      | 0.0000%  | 0.0000% | $226270.00         | $224640.86         | U.S. Treasuries (including strips) |
| United States Treasury Bill | 2026-05-28      | 0.0000%  | 0.0000% | $192.50            | $188.95            | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46               | 2046-02-15      | 0.0000%  | 0.0000% | $55.00             | $21.09             | U.S. Treasuries (including strips) |
| 3 TPRN 48                   | 2048-08-15      | 0.0000%  | 0.0000% | $27.50             | $9.28              | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41               | 2041-02-15      | 2.1250%  | 0.0000% | $40.77             | $41.01             | U.S. Treasuries (including strips) |
| 3 BOND 42                   | 2042-05-15      | 3.0000%  | 0.0000% | $137.50            | $113.33            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27            | 2027-05-31      | 3.8750%  | 0.0000% | $24824800.00       | $25418938.18       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31             | 2031-05-31      | 4.6250%  | 0.0000% | $35077020.00       | $37608608.07       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27            | 2027-07-15      | 4.3750%  | 0.0000% | $2337500.00        | $2406242.32        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27            | 2027-09-15      | 3.3750%  | 0.0000% | $27.50             | $27.62             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29            | 2029-10-31      | 4.1250%  | 0.0000% | $2550707.50        | $2613941.09        | U.S. Treasuries (including strips) |

### Security 339: Fixed Income Clearing Corp. - Credit Agricole

- **C.1 - Title:** Fixed Income Clearing Corp. - Credit Agricole 4.090000%
- **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: N/A, C.5 - Other ID: 973VFA007_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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 E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $523694100.00      | $530590829.70      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28                 | 2028-08-31      | 4.3750%  | 0.0000% | $25000000.00       | $25837605.39       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28                 | 2028-11-30      | 4.3750%  | 0.0000% | $807000.00         | $844321.27         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25                 | 2025-12-31      | 4.2500%  | 0.0000% | $100000000.00      | $101778885.90      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27                 | 2027-04-15      | 4.5000%  | 0.0000% | $4100.00           | $4172.71           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27                  | 2027-04-30      | 2.7500%  | 0.0000% | $15552000.00       | $15409404.83       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29                  | 2029-05-31      | 2.7500%  | 0.0000% | $73120000.00       | $72259723.22       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27                 | 2027-07-31      | 2.7500%  | 0.0000% | $2000000.00        | $1992462.78        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29                  | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $48867289.13       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29                  | 2029-08-31      | 3.1250%  | 0.0000% | $124999000.00      | $124125258.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29                  | 2029-11-30      | 3.8750%  | 0.0000% | $570500.00         | $588069.26         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26                 | 2026-01-15      | 3.8750%  | 0.0000% | $25000000.00       | $25360416.30       | U.S. Treasuries (including strips) |
| 4 NOTE H 30                      | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $51332962.71       | U.S. Treasuries (including strips) |
| United States Treasury Note/Bond | 2026-04-15      | 3.7500%  | 0.0000% | $3000000.00        | $3013316.90        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28                  | 2028-05-31      | 3.6250%  | 0.0000% | $517000.00         | $527927.78         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30                  | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $102.22            | U.S. Treasuries (including strips) |
| 1 NOTE N 28                      | 2028-07-31      | 1.0000%  | 0.0000% | $17204900.00       | $16175735.05       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28                  | 2028-08-31      | 1.1250%  | 0.0000% | $37777000.00       | $35551363.66       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $4600.00           | $4537.68           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26                  | 2026-03-31      | 2.2500%  | 0.0000% | $700.00            | $698.92            | U.S. Treasuries (including strips) |
| 2 NOTE F 26                      | 2026-11-15      | 2.0000%  | 0.0000% | $248100.00         | $244420.98         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27                  | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26                  | 2026-07-31      | 1.8750%  | 0.0000% | $329000.00         | $327054.01         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27                  | 2027-01-31      | 1.5000%  | 0.0000% | $205600.00         | $201676.39         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30                  | 2030-05-15      | 0.6250%  | 0.0000% | $1306800.00        | $1149258.00        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42                    | 2042-02-15      | 2.3750%  | 0.0000% | $82216600.00       | $62273195.57       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52                    | 2052-05-15      | 2.8750%  | 0.0000% | $4900.00           | $3535.09           | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43                    | 2043-05-15      | 3.8750%  | 0.0000% | $83000000.00       | $76113703.69       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43                    | 2043-08-15      | 4.3750%  | 0.0000% | $39655800.00       | $39156058.25       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43                    | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $408.87            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $67400.00          | $63983.68          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $3900.00           | $3909.39           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45                    | 2045-02-15      | 4.7500%  | 0.0000% | $6000.00           | $6177.14           | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $44800.00          | $47051.18          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $88.69             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.18             | U.S. Treasuries (including strips) |
| 2 BOND 50                        | 2050-02-15      | 2.0000%  | 0.0000% | $357900.00         | $218339.59         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50                    | 2050-08-15      | 1.3750%  | 0.0000% | $1700.00           | $870.65            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-08-15      | 1.1250%  | 0.0000% | $27367400.00       | $17601149.51       | U.S. Treasuries (including strips) |
| 2 BOND 51                        | 2051-08-15      | 2.0000%  | 0.0000% | $34642200.00       | $20699148.28       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30                 | 2030-07-31      | 3.8750%  | 0.0000% | $95090600.00       | $97444840.67       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35                  | 2035-08-15      | 4.2500%  | 0.0000% | $35463200.00       | $36592112.77       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40                    | 2040-05-15      | 4.3750%  | 0.0000% | $13211700.00       | $13199679.10       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.79            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41                    | 2041-08-15      | 3.7500%  | 0.0000% | $149760000.00      | $138922427.10      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42                    | 2042-11-15      | 2.7500%  | 0.0000% | $99800.00          | $78318.91          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43                    | 2043-05-15      | 2.8750%  | 0.0000% | $300.00            | $237.83            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28                 | 2028-02-15      | 4.2500%  | 0.0000% | $26492000.00       | $27234209.37       | U.S. Treasuries (including strips) |
| 4 NOTE M 32                      | 2032-06-30      | 4.0000%  | 0.0000% | $17600.00          | $18147.55          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29                  | 2029-04-30      | 4.6250%  | 0.0000% | $92210600.00       | $95774202.94       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27                 | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51844988.80       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27                 | 2027-07-15      | 4.3750%  | 0.0000% | $45000000.00       | $46313931.52       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27                 | 2027-08-15      | 3.7500%  | 0.0000% | $200840600.00      | $203734056.00      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27                 | 2027-10-15      | 3.8750%  | 0.0000% | $55844500.00       | $56467393.24       | U.S. Treasuries (including strips) |

### Security 340: Citibank NA

- **C.1 - Title:** Citibank NA 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCK009, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCK009_4.09_1201
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| MNAR XX.XXX HYBL3451 | 2044-09-01      | 3.0100%  | 0.0000% | $517925.63         | $435304.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $862.40            | $770.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $820.15            | $766.36            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $880.44            | $787.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $1800.48           | $1609.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $1845.67           | $1649.06           | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $100.29            | $97.87             | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $179.98            | $180.70            | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3178.99           | $2915.74           | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M     | 2047-09-20      | 4.0000%  | 0.0000% | $110.73            | $107.63            | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $130.47            | $122.55            | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $2220.84           | $2093.53           | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $187.27            | $181.83            | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $176.42            | $177.46            | Agency Mortgage-Backed Securities |
| GNII SF MA5136 M     | 2048-04-20      | 3.5000%  | 0.0000% | $2808.28           | $2635.59           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $458.93            | $444.26            | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $382.41            | $357.30            | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $346.77            | $325.03            | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $100563.29         | $102912.45         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $979.81            | $916.37            | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $130.63            | $130.76            | Agency Mortgage-Backed Securities |
| GNII SF MA5762 M     | 2049-02-20      | 3.5000%  | 0.0000% | $219.57            | $205.35            | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $105.62            | $102.29            | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $166.36            | $171.63            | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $201.60            | $205.76            | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $247.52            | $239.49            | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $270.89            | $277.09            | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $232.41            | $216.16            | Agency Mortgage-Backed Securities |
| GNII SF MA6154 M     | 2049-09-20      | 3.5000%  | 0.0000% | $248.17            | $230.79            | Agency Mortgage-Backed Securities |
| GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $242.85            | $248.21            | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $296941.72         | $248560.11         | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $5678209.79        | $4956571.79        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2716447.43        | $2273829.48        | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $432.55            | $393.25            | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $751.52            | $727.12            | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M     | 2049-07-20      | 4.5000%  | 0.0000% | $136.76            | $136.51            | Agency Mortgage-Backed Securities |
| GNII SF MA6547 M     | 2050-02-20      | 6.0000%  | 0.0000% | $53424.22          | $56468.06          | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $269.27            | $244.52            | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $62027.60          | $51921.45          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $2184.98           | $1907.97           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $27568.20          | $28327.79          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBW3375 | 2037-06-01      | 2.0000%  | 0.0000% | $19362.55          | $17947.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $3456775.42        | $3531543.74        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCC1076 | 2055-09-01      | 3.3830%  | 0.0000% | $2883293.14        | $2787369.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0559 | 2030-09-01      | 5.0000%  | 0.0000% | $439.73            | $446.59            | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $815.48            | $682.76            | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $58389.30          | $48875.82          | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $1774311.05        | $1758723.73        | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $5260.09           | $5309.96           | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $756.16            | $659.58            | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $749.05            | $678.91            | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3544364.16        | $3092390.39        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $1934991.33        | $1688127.07        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $1869743.98        | $1695539.93        | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $657.45            | $573.48            | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $675.67            | $612.51            | Agency Mortgage-Backed Securities |
| GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $487585.81         | $452827.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7773 M     | 2039-09-20      | 5.5000%  | 0.0000% | $70370.88          | $72891.92          | Agency Mortgage-Backed Securities |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $976.50            | $989.67            | Agency Mortgage-Backed Securities |
| GNII SF MA7860 M     | 2035-10-20      | 6.0000%  | 0.0000% | $52360.51          | $55064.87          | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2167.65           | $1963.93           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $3969517.92        | $3641556.35        | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $847.43            | $837.88            | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $765.34            | $780.95            | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $736.80            | $743.64            | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.3000%  | 0.0000% | $52845.49          | $54828.31          | Agency Mortgage-Backed Securities |
| FMAR 840214 G        | 2043-09-01      | 6.6400%  | 0.0000% | $1490181.76        | $1555626.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0972 | 2034-05-01      | 5.3300%  | 0.0000% | $4154400.00        | $4448724.70        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2050 | 2034-10-01      | 4.1900%  | 0.0000% | $1100.00           | $1093.77           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2074 | 2034-10-01      | 4.4200%  | 0.0000% | $1981.00           | $2004.15           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $127810.00         | $131379.16         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3922 | 2032-07-01      | 4.3600%  | 0.0000% | $14007013.00       | $14200870.06       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4621 | 2035-08-01      | 5.2800%  | 0.0000% | $388000.00         | $412638.00         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4622 | 2032-08-01      | 4.5500%  | 0.0000% | $54545.00          | $55935.82          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4891 | 2032-09-01      | 4.8000%  | 0.0000% | $1000.00           | $1038.64           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5187 | 2030-11-01      | 3.8300%  | 0.0000% | $774567.00         | $771212.74         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5553 | 2032-11-01      | 4.3300%  | 0.0000% | $18600.00          | $18787.00          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5686 | 2030-11-01      | 4.0500%  | 0.0000% | $12265712.00       | $12313260.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $249.42            | $249.76            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $11179.79          | $11189.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $23125.25          | $21722.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $362.71            | $360.04            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $2923.94           | $2685.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $252.16            | $230.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $275.14            | $275.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $640.13            | $638.03            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $781.87            | $707.39            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $554.69            | $501.16            | Agency Mortgage-Backed Securities |
| GNII SF MA8318 M     | 2037-09-20      | 4.0000%  | 0.0000% | $260198.37         | $257183.97         | Agency Mortgage-Backed Securities |
| GNII SF MA8427 M     | 2052-11-20      | 4.5000%  | 0.0000% | $381832.43         | $378183.26         | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $366.46            | $381.19            | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M     | 2053-02-20      | 2.5000%  | 0.0000% | $1911400.88        | $1671317.46        | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $200983.12         | $168511.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $8244464.51        | $8416650.16        | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $2613172.05        | $2665179.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $339.72            | $353.13            | Agency Mortgage-Backed Securities |
| GNII SF MA9299 M     | 2052-05-20      | 2.5000%  | 0.0000% | $791239.14         | $691703.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $328.87            | $342.28            | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $401.74            | $417.84            | Agency Mortgage-Backed Securities |
| GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $15194443.46       | $14034727.56       | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $832.78            | $755.74            | Agency Mortgage-Backed Securities |
| GNII SF BA0259 C     | 2047-06-20      | 4.0000%  | 0.0000% | $187.70            | $182.09            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2497 | 2038-02-01      | 3.0000%  | 0.0000% | $7213.76           | $6876.06           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA5103 | 2047-12-01      | 3.5000%  | 0.0000% | $15845.69          | $14959.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9012 | 2046-09-01      | 6.3410%  | 0.0000% | $113842.30         | $118227.67         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $1656983.00        | $1504950.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  | 0.0000% | $1444.69           | $1291.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $814.90            | $806.17            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $813.23            | $828.24            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $779.92            | $701.09            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $4930.06           | $4412.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $1547.78           | $1440.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $5337.21           | $4782.78           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $143666.23         | $123723.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $700.39            | $725.01            | Agency Mortgage-Backed Securities |
| GNII SF BT1888 C     | 2050-12-20      | 2.5000%  | 0.0000% | $1350.56           | $1167.21           | Agency Mortgage-Backed Securities |
| GNII SF BX2402 C     | 2050-10-20      | 2.5000%  | 0.0000% | $10793263.63       | $9414586.10        | Agency Mortgage-Backed Securities |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $622603.69         | $577225.22         | Agency Mortgage-Backed Securities |
| GNPL PN CF1638       | 2064-03-15      | 2.2900%  | 0.0000% | $3833.17           | $3172.74           | Agency Mortgage-Backed Securities |
| GNII SF CH7881 C     | 2051-10-20      | 3.0000%  | 0.0000% | $1312.28           | $1214.96           | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $736.67            | $682.64            | Agency Mortgage-Backed Securities |
| GNII SF CL7352 C     | 2052-03-20      | 3.7500%  | 0.0000% | $1060428.40        | $1007705.49        | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $158.97            | $147.22            | Agency Mortgage-Backed Securities |
| GNII SF CR3025 C     | 2052-12-20      | 5.5000%  | 0.0000% | $602.62            | $613.95            | Agency Mortgage-Backed Securities |
| GNII SF CZ1338 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1155451.29        | $1247365.13        | Agency Mortgage-Backed Securities |
| GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $677.32            | $580.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $14117.85          | $14364.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $2572.90           | $2520.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5851 | 2055-10-01      | 4.5000%  | 0.0000% | $19494.64          | $19172.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-11-01      | 5.0000%  | 0.0000% | $265608.00         | $266340.55         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-11-01      | 5.5000%  | 0.0000% | $216096.00         | $219867.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  | 0.0000% | $24257.32          | $21859.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $3274.88           | $2953.74           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8325 | 2038-02-01      | 3.5600%  | 0.0000% | $1293072.20        | $1206113.09        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6924 | 2045-01-01      | 4.0000%  | 0.0000% | $1232.00           | $1222.89           | Agency Mortgage-Backed Securities |
| GNII SF DB6117 C     | 2054-05-20      | 7.0000%  | 0.0000% | $809103.96         | $845363.14         | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $1570.22           | $1600.55           | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $274425.17         | $280183.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $867.95            | $780.97            | Agency Mortgage-Backed Securities |
| GNII SF DC1676 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1054714.58        | $1109695.79        | Agency Mortgage-Backed Securities |
| GNII SF DC1603 C     | 2054-05-20      | 7.0000%  | 0.0000% | $819221.91         | $855934.52         | Agency Mortgage-Backed Securities |
| GNII SF DC1627 C     | 2054-05-20      | 7.0000%  | 0.0000% | $640666.09         | $669376.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $3763.39           | $3406.06           | Agency Mortgage-Backed Securities |
| GNII SF DC4641 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1091769.36        | $1162886.12        | Agency Mortgage-Backed Securities |
| GNII SF DC4705 C     | 2054-05-20      | 7.0000%  | 0.0000% | $778028.59         | $828074.50         | Agency Mortgage-Backed Securities |
| GNII SF DC4725 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2265710.43        | $2443457.68        | Agency Mortgage-Backed Securities |
| GNII SF DC4727 C     | 2054-05-20      | 7.5000%  | 0.0000% | $2400496.74        | $2588820.51        | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3324693.98        | $3585522.87        | Agency Mortgage-Backed Securities |
| GNII SF DD1699 C     | 2054-07-20      | 7.5000%  | 0.0000% | $87626.66          | $94074.32          | Agency Mortgage-Backed Securities |
| GNII SF DE1711 C     | 2054-11-20      | 6.0000%  | 0.0000% | $988.49            | $1031.06           | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $378245.29         | $400022.01         | Agency Mortgage-Backed Securities |
| GNPL PN DG0407       | 2060-11-15      | 5.4300%  | 0.0000% | $33930.00          | $35457.65          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $193.75            | $193.03            | Agency Mortgage-Backed Securities |
| GNII SF DH0825 C     | 2055-03-20      | 7.0000%  | 0.0000% | $993.65            | $1055.15           | Agency Mortgage-Backed Securities |
| GNII SF DJ0884 C     | 2055-05-20      | 7.0000%  | 0.0000% | $994.96            | $1051.68           | Agency Mortgage-Backed Securities |
| GNPL PN DJ0340       | 2060-10-15      | 5.6800%  | 0.0000% | $6995006.90        | $7416623.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ2705 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989.18           | $2084.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  | 0.0000% | $219.36            | $218.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $221.43            | $221.25            | Agency Mortgage-Backed Securities |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | 0.0000% | $995.69            | $1040.32           | Agency Mortgage-Backed Securities |
| GNII SF DB9983 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1487473.81        | $1667853.81        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813637 | 2036-01-01      | 6.4350%  | 0.0000% | $35473.01          | $36711.80          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB838948 | 2035-08-01      | 6.0900%  | 0.0000% | $28545.00          | $28937.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $954.23            | $817.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1408 | 2054-09-01      | 6.0000%  | 0.0000% | $1374.53           | $1428.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3256 | 2055-11-01      | 5.5000%  | 0.0000% | $453144.04         | $464988.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3259 | 2055-10-01      | 5.5000%  | 0.0000% | $1021.40           | $1044.60           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $503444.00         | $432830.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3644 | 2055-11-01      | 6.0000%  | 0.0000% | $1746648.00        | $1801232.50        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ8916 | 2055-11-01      | 6.5000%  | 0.0000% | $1549111.00        | $1627135.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9039 | 2055-11-01      | 5.5000%  | 0.0000% | $11842.00          | $12099.79          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.3070%  | 0.0000% | $44886.96          | $45458.69          | Agency Mortgage-Backed Securities |
| GNII SF DL7310 C     | 2055-09-20      | 7.5000%  | 0.0000% | $998.40            | $1071.88           | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $986.27            | $970.43            | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1054572.52        | $1071519.50        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $203459.92         | $208491.48         | Agency Mortgage-Backed Securities |
| GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $1116051.06        | $1156228.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  | 0.0000% | $724.52            | $719.14            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $222.84            | $210.37            | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $70819.16          | $72361.96          | Agency Mortgage-Backed Securities |
| FMAR 841076 G        | 2048-11-01      | 3.0060%  | 0.0000% | $37896.80          | $37707.41          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3769 | 2035-07-01      | 2.5000%  | 0.0000% | $5083.12           | $4834.56           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $5177.67           | $4820.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $429.40            | $406.30            | Agency Mortgage-Backed Securities |
| GNII SF MA6770 M     | 2050-07-20      | 5.0000%  | 0.0000% | $70507.38          | $72349.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $1629.52           | $1583.46           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $733.65            | $655.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  | 0.0000% | $1173.10           | $1189.42           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3355 | 2055-11-01      | 5.5000%  | 0.0000% | $3324544.00        | $3423937.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3359 | 2055-11-01      | 5.5000%  | 0.0000% | $3593272.00        | $3679607.55        | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $149.30            | $149.44            | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4780%  | 0.0000% | $21500.03          | $22012.90          | Agency Mortgage-Backed Securities |
| FMAR 8C1087 G        | 2055-07-01      | 5.5990%  | 0.0000% | $2279536.72        | $2336352.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $993.77            | $1011.02           | Agency Mortgage-Backed Securities |
| GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | 0.0000% | $1021.34           | $974.53            | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $120482.43         | $118510.25         | Agency Mortgage-Backed Securities |
| GNII SF DI2082 C     | 2055-04-20      | 6.5000%  | 0.0000% | $7187.38           | $7522.20           | Agency Mortgage-Backed Securities |
| GNII SF DI3411 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3336.95           | $3492.39           | Agency Mortgage-Backed Securities |
| GNII SF DI5735 C     | 2055-03-20      | 7.0000%  | 0.0000% | $96100.02          | $102282.04         | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $83.86             | $84.09             | Agency Mortgage-Backed Securities |
| GNII SF DI8084 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2987.85           | $3127.05           | Agency Mortgage-Backed Securities |
| GNII SF DI7920 C     | 2055-04-20      | 7.0000%  | 0.0000% | $11750.96          | $12291.91          | Agency Mortgage-Backed Securities |
| GNII SF DI8243 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2076.16           | $2169.21           | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $220.12            | $224.98            | Agency Mortgage-Backed Securities |
| GNII SF CL1818 C     | 2052-02-20      | 3.5000%  | 0.0000% | $923477.42         | $856103.28         | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $4352.50           | $4083.71           | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $774289.75         | $816026.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $448278.67         | $465243.78         | Agency Mortgage-Backed Securities |
| GNII SF CZ1486 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2173345.98        | $2307847.85        | Agency Mortgage-Backed Securities |
| GNII SF AE8491 C     | 2044-07-20      | 4.0000%  | 0.0000% | $120773.14         | $117162.02         | Agency Mortgage-Backed Securities |
| GNII SF 002409 M     | 2027-04-20      | 6.5000%  | 0.0000% | $46.49             | $48.16             | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $766.64            | $642.00            | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $2055664.60        | $2097787.22        | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $692.64            | $707.31            | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $337.03            | $350.24            | Agency Mortgage-Backed Securities |
| GNII SF 003570 M     | 2034-06-20      | 6.0000%  | 0.0000% | $1499.05           | $1582.38           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $328.07            | $296.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $1577.69           | $1546.84           | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $1924.64           | $1837.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  | 0.0000% | $190.67            | $174.08            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  | 0.0000% | $262.11            | $262.35            | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $19222.43          | $16470.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $2653.00           | $2370.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  | 0.0000% | $132.57            | $138.17            | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3328 | 2041-11-01      | 4.7500%  | 0.0000% | $1961042.78        | $1950458.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $8642.22           | $8499.57           | Agency Mortgage-Backed Securities |
| FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $19790.00          | $18635.11          | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $15766122.00       | $15396619.28       | Agency Mortgage-Backed Securities |
| FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  | 0.0000% | $5764880.00        | $5920064.80        | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $10869100.00       | $10855323.42       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $266478.27         | $272858.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  | 0.0000% | $9045.89           | $8933.77           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $439466.84         | $441595.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5466 | 2055-12-01      | 5.0000%  | 0.0000% | $515890.00         | $520024.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS0471 | 2033-05-01      | 3.5000%  | 0.0000% | $337.53            | $335.76            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $3251.22           | $2904.88           | Agency Mortgage-Backed Securities |
| GNII SF DA9485 C     | 2054-05-20      | 7.0000%  | 0.0000% | $908807.12         | $952305.36         | Agency Mortgage-Backed Securities |
| GNII SF DA9714 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1090255.95        | $1159678.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $853.30            | $762.39            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4400 | 2051-07-01      | 2.0000%  | 0.0000% | $181106.21         | $148857.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4349 | 2050-01-01      | 3.5000%  | 0.0000% | $7395.72           | $7009.09           | Agency Mortgage-Backed Securities |
| GNII SF AC0071 C     | 2042-10-20      | 3.5000%  | 0.0000% | $228.90            | $215.51            | Agency Mortgage-Backed Securities |
| GNII SF MA7475 M     | 2051-07-20      | 4.0000%  | 0.0000% | $306151.55         | $296033.24         | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $1626.13           | $1706.84           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $242.72            | $241.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $16041.41          | $15423.30          | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $129.42            | $129.38            | Agency Mortgage-Backed Securities |
| GNII SF DB0503 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4884277.53        | $5111801.83        | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $79.61             | $75.06             | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $56828.71          | $58081.50          | Agency Mortgage-Backed Securities |
| GNII SF DB4732 C     | 2054-05-20      | 7.5000%  | 0.0000% | $669253.12         | $695692.63         | Agency Mortgage-Backed Securities |
| GNII SF MA6090 M     | 2049-08-20      | 3.5000%  | 0.0000% | $128.04            | $118.84            | Agency Mortgage-Backed Securities |
| GNII SF MA2450 M     | 2038-02-20      | 6.0000%  | 0.0000% | $4017.79           | $4240.13           | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $556612.90         | $512395.57         | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $222.59            | $209.56            | Agency Mortgage-Backed Securities |
| GNII SF DB9981 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1124414.93        | $1255573.44        | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $225.38            | $209.65            | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $145.07            | $148.35            | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $1306.99           | $1308.30           | Agency Mortgage-Backed Securities |
| GNII SF DB9982 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1072785.32        | $1207603.32        | Agency Mortgage-Backed Securities |
| GNII SF DB9984 C     | 2054-05-20      | 8.0000%  | 0.0000% | $1010072.12        | $1132677.70        | Agency Mortgage-Backed Securities |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $295.10            | $286.33            | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $997170.52         | $1043070.27        | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $446461.19         | $435188.04         | Agency Mortgage-Backed Securities |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $993.17            | $1037.68           | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $123.78            | $116.47            | Agency Mortgage-Backed Securities |
| GNCL CL DC7216       | 2066-09-15      | 5.8700%  | 0.0000% | $2216152.00        | $2310849.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $991.85            | $1070.17           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $4084.18           | $3511.31           | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $1213463.85        | $1142239.59        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $972.73            | $915.53            | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $67740.90          | $62175.98          | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $167.03            | $153.42            | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $191.39            | $192.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $413.98            | $410.10            | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $372.55            | $361.18            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $1407.21           | $1392.78           | Agency Mortgage-Backed Securities |
| GNII SF MA5397 M     | 2048-08-20      | 3.5000%  | 0.0000% | $1130402.97        | $1060594.93        | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $272427.04         | $264030.56         | Agency Mortgage-Backed Securities |
| GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1002.47           | $1047.39           | Agency Mortgage-Backed Securities |
| GNII SF CL4915 C     | 2052-03-20      | 3.5000%  | 0.0000% | $895543.60         | $816501.13         | Agency Mortgage-Backed Securities |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $30.37             | $31.61             | Agency Mortgage-Backed Securities |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $34.52             | $35.08             | Agency Mortgage-Backed Securities |
| GNII SF DF9469 C     | 2054-11-20      | 7.0000%  | 0.0000% | $764310.64         | $799030.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM8087 | 2035-03-01      | 3.5000%  | 0.0000% | $382.08            | $378.69            | Agency Mortgage-Backed Securities |
| FKAR 03.800 WAWA4844 | 2042-10-01      | 3.8000%  | 0.0000% | $9889176.88        | $8846610.41        | Agency Mortgage-Backed Securities |
| GNII SF DF2725 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1029477.86        | $1076867.81        | Agency Mortgage-Backed Securities |
| GNII SF 002689 M     | 2028-12-20      | 6.5000%  | 0.0000% | $538.08            | $557.48            | Agency Mortgage-Backed Securities |
| GNII SF 002690 M     | 2028-12-20      | 7.0000%  | 0.0000% | $2462.43           | $2551.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $326.01            | $297.29            | Agency Mortgage-Backed Securities |
| GNII SF DD4298 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1093352.51        | $1099678.65        | Agency Mortgage-Backed Securities |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $29.59             | $30.79             | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $20710.03          | $20453.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $3242.69           | $2902.43           | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $993.43            | $1018.00           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $27526.92          | $26756.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS2429 | 2034-09-01      | 3.5000%  | 0.0000% | $526.61            | $520.84            | Agency Mortgage-Backed Securities |
| GNAR AR 008928 M     | 2026-07-20      | 5.3750%  | 0.0000% | $33.44             | $33.56             | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $32.87             | $34.06             | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $186.35            | $187.68            | Agency Mortgage-Backed Securities |
| GNII SF 002644 M     | 2028-09-20      | 6.5000%  | 0.0000% | $54.29             | $56.25             | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $77.56             | $73.28             | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $110007.26         | $110519.12         | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $158.28            | $163.13            | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $489.68            | $461.02            | Agency Mortgage-Backed Securities |
| GNII SF MA3430 M     | 2031-02-20      | 4.0000%  | 0.0000% | $110451.17         | $109818.40         | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $83.10             | $86.48             | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $96.53             | $94.08             | Agency Mortgage-Backed Securities |
| GNII SF 002701 M     | 2029-01-20      | 6.5000%  | 0.0000% | $451.35            | $467.62            | Agency Mortgage-Backed Securities |
| GNAR AR 080013 M     | 2026-11-20      | 5.0000%  | 0.0000% | $115.24            | $115.81            | Agency Mortgage-Backed Securities |
| GNII SF MA3666 M     | 2046-05-20      | 5.0000%  | 0.0000% | $1306.15           | $1346.15           | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $347.73            | $327.36            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 5.6250%  | 0.0000% | $135.41            | $136.21            | Agency Mortgage-Backed Securities |
| GNII SF DJ6662 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1312906.04        | $1424591.02        | Agency Mortgage-Backed Securities |
| GNAR AR 080047 M     | 2027-02-20      | 5.6250%  | 0.0000% | $1489.76           | $1497.39           | Agency Mortgage-Backed Securities |
| GNII SF DI5736 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1054084.32        | $1076523.67        | Agency Mortgage-Backed Securities |
| GNAR AR 080086 M     | 2027-06-20      | 5.6250%  | 0.0000% | $434.17            | $438.26            | Agency Mortgage-Backed Securities |
| GNII SF DI9560 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1828.34           | $1916.53           | Agency Mortgage-Backed Securities |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $31.41             | $34.46             | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $908.57            | $778.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $2481.23           | $2453.08           | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $94.59             | $90.33             | Agency Mortgage-Backed Securities |
| GNII SF 004976 M     | 2041-03-20      | 3.5000%  | 0.0000% | $86.61             | $82.83             | Agency Mortgage-Backed Securities |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $48.77             | $47.86             | Agency Mortgage-Backed Securities |
| GNII SF DC7433 C     | 2054-08-20      | 6.5000%  | 0.0000% | $656085.07         | $695058.49         | Agency Mortgage-Backed Securities |
| GNII SF DK6022 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1993.67           | $2086.54           | Agency Mortgage-Backed Securities |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $80845.40          | $77331.30          | Agency Mortgage-Backed Securities |
| GNII SF 002603 M     | 2028-06-20      | 6.5000%  | 0.0000% | $167.97            | $174.02            | Agency Mortgage-Backed Securities |
| GNII SP 788186 C     | 2055-09-20      | 5.5000%  | 0.0000% | $30397386.39       | $31064305.05       | Agency Mortgage-Backed Securities |
| GNII SP 788194 C     | 2055-09-20      | 5.5000%  | 0.0000% | $9997.10           | $10209.94          | Agency Mortgage-Backed Securities |
| GNII SP 787830 C     | 2050-12-20      | 2.5000%  | 0.0000% | $128434.62         | $111398.02         | Agency Mortgage-Backed Securities |
| TVIN 03/15/41        | 2041-03-15      | 0.0000%  | 0.0000% | $2000.00           | $903.58            | Agency Mortgage-Backed Securities |
| TVIN 09/15/41        | 2041-09-15      | 0.0000%  | 0.0000% | $2000.00           | $880.42            | Agency Mortgage-Backed Securities |
| TVIN 03/15/57        | 2057-03-15      | 0.0000%  | 0.0000% | $12000.00          | $2283.72           | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $78.68             | $74.22             | Agency Mortgage-Backed Securities |
| GNII SF 002617 M     | 2028-07-20      | 7.5000%  | 0.0000% | $7099.25           | $7232.79           | Agency Mortgage-Backed Securities |
| GNII SF 002412 M     | 2027-04-20      | 7.0000%  | 0.0000% | $523.14            | $541.98            | Agency Mortgage-Backed Securities |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $1079715.59        | $1052232.51        | Agency Mortgage-Backed Securities |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $345.30            | $346.08            | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $201.14            | $195.62            | Agency Mortgage-Backed Securities |
| GNII SF 002460 M     | 2027-07-20      | 8.5000%  | 0.0000% | $63.32             | $64.42             | Agency Mortgage-Backed Securities |
| GNII SF 002499 M     | 2027-10-20      | 8.0000%  | 0.0000% | $240.46            | $245.56            | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $7946.71           | $8076.74           | Agency Mortgage-Backed Securities |
| GNAR AR 008844 M     | 2026-03-20      | 5.6250%  | 0.0000% | $71.20             | $71.39             | Agency Mortgage-Backed Securities |
| GNAR AR 080024 M     | 2026-12-20      | 5.0000%  | 0.0000% | $238.27            | $239.37            | Agency Mortgage-Backed Securities |
| GNAR AR 080010 M     | 2026-11-20      | 4.7500%  | 0.0000% | $35.70             | $35.82             | Agency Mortgage-Backed Securities |
| GNII SF 003013 M     | 2030-12-20      | 8.5000%  | 0.0000% | $27.67             | $29.34             | Agency Mortgage-Backed Securities |
| GNII SF 003000 M     | 2030-11-20      | 8.0000%  | 0.0000% | $70.40             | $73.79             | Agency Mortgage-Backed Securities |
| GNAR AR 080046 M     | 2027-02-20      | 5.6250%  | 0.0000% | $296.57            | $297.21            | Agency Mortgage-Backed Securities |
| GNII SF DH0400 C     | 2055-02-20      | 7.0000%  | 0.0000% | $498864.25         | $522102.85         | Agency Mortgage-Backed Securities |
| GNII SF 004520 M     | 2039-08-20      | 5.0000%  | 0.0000% | $122549.50         | $126750.50         | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $146583.89         | $148982.59         | Agency Mortgage-Backed Securities |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $70.42             | $71.11             | Agency Mortgage-Backed Securities |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $75804.53          | $74398.89          | Agency Mortgage-Backed Securities |
| GNII SF MA0158 M     | 2042-06-20      | 5.5000%  | 0.0000% | $1318.56           | $1372.07           | Agency Mortgage-Backed Securities |
| GNII SF 005203 M     | 2041-10-20      | 4.0000%  | 0.0000% | $115.47            | $113.33            | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $105.28            | $100.62            | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $112.12            | $106.32            | Agency Mortgage-Backed Securities |
| GNAR AR 008874 M     | 2026-05-20      | 5.6250%  | 0.0000% | $65.58             | $65.77             | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 5.3750%  | 0.0000% | $61.04             | $61.38             | Agency Mortgage-Backed Securities |
| GNAR AF 081882 M     | 2037-04-20      | 5.6250%  | 0.0000% | $4303.53           | $4349.26           | Agency Mortgage-Backed Securities |
| GNAR AR 008959 M     | 2026-08-20      | 5.3750%  | 0.0000% | $157.41            | $158.15            | Agency Mortgage-Backed Securities |
| GNAR AR 008967 M     | 2026-09-20      | 5.3750%  | 0.0000% | $211.58            | $212.25            | Agency Mortgage-Backed Securities |
| GNAR AR 008968 M     | 2026-09-20      | 5.3750%  | 0.0000% | $72.68             | $73.21             | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $66.99             | $65.34             | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 5.3750%  | 0.0000% | $14.87             | $14.94             | Agency Mortgage-Backed Securities |
| GNII SF MA2892 M     | 2045-06-20      | 3.5000%  | 0.0000% | $97018.60          | $91399.58          | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $79744.43          | $80230.39          | Agency Mortgage-Backed Securities |
| GNAR AR 008816 M     | 2026-02-20      | 5.6250%  | 0.0000% | $121.25            | $121.54            | Agency Mortgage-Backed Securities |
| GNAR AR 008865 M     | 2026-05-20      | 5.6250%  | 0.0000% | $439.42            | $441.07            | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $415.65            | $417.01            | Agency Mortgage-Backed Securities |
| GNII SF 003542 M     | 2034-04-20      | 4.5000%  | 0.0000% | $196309.38         | $196744.01         | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M     | 2026-12-20      | 4.7500%  | 0.0000% | $605.40            | $610.95            | Agency Mortgage-Backed Securities |
| GNAR AR 080076 M     | 2027-05-20      | 5.6250%  | 0.0000% | $1356.65           | $1364.76           | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $342.07            | $346.02            | Agency Mortgage-Backed Securities |
| GNAR AR 080180 M     | 2028-03-20      | 5.6250%  | 0.0000% | $560.06            | $563.69            | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M     | 2030-04-20      | 5.6250%  | 0.0000% | $2920.12           | $2928.61           | Agency Mortgage-Backed Securities |
| GNAR AR 080395 M     | 2030-04-20      | 5.6250%  | 0.0000% | $426.62            | $428.87            | Agency Mortgage-Backed Securities |
| GNII SF 003150 M     | 2031-10-20      | 6.5000%  | 0.0000% | $35.62             | $37.67             | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $180869.31         | $172972.92         | Agency Mortgage-Backed Securities |
| GNAR AR 080397 M     | 2030-04-20      | 5.6250%  | 0.0000% | $2806.02           | $2828.72           | Agency Mortgage-Backed Securities |
| GNAR AR 080407 M     | 2030-05-20      | 5.6250%  | 0.0000% | $2603.95           | $2625.72           | Agency Mortgage-Backed Securities |
| GNAR AR 080418 M     | 2030-06-20      | 5.6250%  | 0.0000% | $3702.28           | $3724.82           | Agency Mortgage-Backed Securities |
| GNII SF 003250 M     | 2032-06-20      | 6.5000%  | 0.0000% | $2828.58           | $3011.97           | Agency Mortgage-Backed Securities |
| GNAR AF 082138 M     | 2038-08-20      | 5.3750%  | 0.0000% | $1320.15           | $1348.65           | Agency Mortgage-Backed Securities |
| GNAR AR 080408 M     | 2030-05-20      | 5.6250%  | 0.0000% | $866.40            | $873.41            | Agency Mortgage-Backed Securities |
| RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $275000.00         | $273522.70         | Corporate Debt Securities         |
| RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $301000.00         | $258158.67         | Corporate Debt Securities         |
| GNII SF 005305 M     | 2042-02-20      | 4.0000%  | 0.0000% | $58453.98          | $57369.66          | Agency Mortgage-Backed Securities |
| GNII SF MA0153 M     | 2042-06-20      | 3.0000%  | 0.0000% | $324.21            | $303.00            | Agency Mortgage-Backed Securities |
| GNII SF MA5329 M     | 2048-07-20      | 3.5000%  | 0.0000% | $110838.03         | $103664.59         | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 5.3750%  | 0.0000% | $389.77            | $392.26            | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $145.86            | $146.64            | Agency Mortgage-Backed Securities |
| GNAR AR 080022 M     | 2026-12-20      | 4.7500%  | 0.0000% | $1013.33           | $1016.87           | Agency Mortgage-Backed Securities |
| GNAR AR 080471 M     | 2030-11-20      | 4.7500%  | 0.0000% | $2918.41           | $2937.41           | Agency Mortgage-Backed Securities |
| GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $1324.19           | $1396.11           | Agency Mortgage-Backed Securities |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $125.19            | $122.87            | Agency Mortgage-Backed Securities |

### Security 341: Citibank NA

- **C.1 - Title:** Citibank NA 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 981ZCM005, C.3 - LEI: 6SHGI4ZSSLCXXQSBB395, C.5 - Other ID: 981ZCM005_4.03_1203
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLBJ5955 | 2048-04-01      | 3.5000%  | 0.0000% | $197998.74         | $187043.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $265.34            | $259.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $175.89            | $175.90            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  | 0.0000% | $118.31            | $115.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $137.83            | $129.47            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7802 | 2051-04-01      | 2.0000%  | 0.0000% | $720.22            | $602.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  | 0.0000% | $772.60            | $727.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $901.88            | $838.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $3521.77           | $3150.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $847.21            | $855.57            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $915.19            | $787.75            | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $129.55            | $121.82            | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1574.02           | $1473.66           | Agency Mortgage-Backed Securities |
| GNII SF MA4775 M     | 2041-12-20      | 2.0000%  | 0.0000% | $22160.21          | $18790.37          | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $147.01            | $134.87            | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $208.89            | $216.88            | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $205.18            | $180.00            | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $6493.93           | $6092.90           | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $121.34            | $124.08            | Agency Mortgage-Backed Securities |
| GNII SF MA5654 M     | 2048-12-20      | 5.5000%  | 0.0000% | $638.48            | $660.58            | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $8144.92           | $7884.61           | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $10159.01          | $8503.77           | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $4015834.96        | $3505466.51        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $3088.64           | $2585.38           | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $518.93            | $452.66            | Agency Mortgage-Backed Securities |
| GNII SF MA6412 M     | 2050-01-20      | 4.5000%  | 0.0000% | $128.10            | $127.90            | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $364.27            | $330.95            | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1925.35           | $1748.64           | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | 0.0000% | $264.63            | $246.04            | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $556.27            | $505.74            | Agency Mortgage-Backed Securities |
| GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $2084.57           | $1744.93           | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $1671.88           | $1399.49           | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $1747.64           | $1526.07           | Agency Mortgage-Backed Securities |
| FMAR 841076 G        | 2048-11-01      | 3.0060%  | 0.0000% | $132664.37         | $132001.38         | Agency Mortgage-Backed Securities |
| FMAR 841084 G        | 2047-08-01      | 6.3720%  | 0.0000% | $28565.80          | $29586.71          | Agency Mortgage-Backed Securities |
| FMAR 847340 G        | 2034-11-01      | 6.6470%  | 0.0000% | $288.98            | $296.70            | Agency Mortgage-Backed Securities |
| FMAR 847415 G        | 2035-06-01      | 6.5080%  | 0.0000% | $1302.29           | $1350.82           | Agency Mortgage-Backed Securities |
| FMAR 847640 G        | 2036-05-01      | 6.6920%  | 0.0000% | $7250.89           | $7443.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5135 | 2047-09-01      | 6.3700%  | 0.0000% | $1458.27           | $1503.93           | Agency Mortgage-Backed Securities |
| FMAR 2B0811 G        | 2042-09-01      | 6.5200%  | 0.0000% | $7056.57           | $7327.82           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G16785 G | 2034-03-01      | 4.0000%  | 0.0000% | $909.79            | $916.13            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ0705 | 2047-10-01      | 6.3500%  | 0.0000% | $2767.19           | $2878.16           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $273.27            | $266.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM1806 | 2047-09-01      | 3.1130%  | 0.0000% | $2261.21           | $2250.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4905 | 2033-11-01      | 3.5000%  | 0.0000% | $206.58            | $205.11            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBN3064 | 2049-02-01      | 3.9670%  | 0.0000% | $3064.67           | $3179.54           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $782.28            | $759.15            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $672.75            | $606.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $6778.60           | $7184.70           | Agency Mortgage-Backed Securities |
| FMAR 1G0218 G        | 2035-04-01      | 6.7610%  | 0.0000% | $116694.83         | $120496.36         | Agency Mortgage-Backed Securities |
| FMAR 1G0438 G        | 2035-11-01      | 6.3170%  | 0.0000% | $238605.86         | $246231.40         | Agency Mortgage-Backed Securities |
| 04.000 FGPC J14186 G | 2026-01-01      | 4.0000%  | 0.0000% | $124.95            | $125.08            | Agency Mortgage-Backed Securities |
| FMAR 1N0057 G        | 2035-11-01      | 6.5240%  | 0.0000% | $185390.14         | $188232.17         | Agency Mortgage-Backed Securities |
| FMAR 1N0172 G        | 2036-07-01      | 6.2340%  | 0.0000% | $118541.36         | $121389.50         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $833.25            | $747.36            | Agency Mortgage-Backed Securities |
| FMAR 841383 G        | 2048-04-01      | 6.4340%  | 0.0000% | $374369.25         | $388562.53         | Agency Mortgage-Backed Securities |
| FMAR 1N1790 G        | 2037-08-01      | 5.8450%  | 0.0000% | $81248.00          | $81642.76          | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $130.60            | $122.67            | Agency Mortgage-Backed Securities |
| FMAR 1N1481 G        | 2037-06-01      | 6.3600%  | 0.0000% | $178106.39         | $183068.97         | Agency Mortgage-Backed Securities |
| FMAR 1N1568 G        | 2037-03-01      | 6.1350%  | 0.0000% | $346217.17         | $352964.68         | Agency Mortgage-Backed Securities |
| FMAR 841384 G        | 2047-09-01      | 6.5000%  | 0.0000% | $67148.83          | $69523.55          | Agency Mortgage-Backed Securities |
| FMAR 841073 G        | 2045-09-01      | 6.4740%  | 0.0000% | $85394.30          | $88664.94          | Agency Mortgage-Backed Securities |
| FMAR 1G5114 G        | 2036-10-01      | 6.3550%  | 0.0000% | $78509.26          | $80286.57          | Agency Mortgage-Backed Securities |
| FMAR 1G5143 G        | 2036-06-01      | 6.2170%  | 0.0000% | $138756.23         | $141317.08         | Agency Mortgage-Backed Securities |
| FMAR 1H2520 G        | 2035-06-01      | 6.3790%  | 0.0000% | $20246.79          | $21015.22          | Agency Mortgage-Backed Securities |
| FMAR 1H2623 G        | 2036-07-01      | 6.2500%  | 0.0000% | $337357.00         | $351075.12         | Agency Mortgage-Backed Securities |
| FMAR 1B7215 G        | 2036-12-01      | 6.5050%  | 0.0000% | $93.82             | $96.67             | Agency Mortgage-Backed Securities |
| FMAR 1B7341 G        | 2037-05-01      | 7.1800%  | 0.0000% | $13976.35          | $14524.55          | Agency Mortgage-Backed Securities |
| FMAR 1B7536 G        | 2037-11-01      | 6.2500%  | 0.0000% | $185664.09         | $191439.63         | Agency Mortgage-Backed Securities |
| FMAR 1G2975 G        | 2038-11-01      | 6.3700%  | 0.0000% | $176851.82         | $181626.73         | Agency Mortgage-Backed Securities |
| FMAR 1B4843 G        | 2040-07-01      | 6.6300%  | 0.0000% | $25910.78          | $26858.38          | Agency Mortgage-Backed Securities |
| FMAR 1Q0105 G        | 2036-09-01      | 6.4160%  | 0.0000% | $2411.17           | $2487.56           | Agency Mortgage-Backed Securities |
| FMAR 847581 G        | 2036-07-01      | 6.5650%  | 0.0000% | $1077.78           | $1109.13           | Agency Mortgage-Backed Securities |
| FMAR 1Q0550 G        | 2035-12-01      | 6.4350%  | 0.0000% | $276195.71         | $286573.84         | Agency Mortgage-Backed Securities |
| FMAR 847797 G        | 2037-07-01      | 6.3440%  | 0.0000% | $134676.43         | $136007.30         | Agency Mortgage-Backed Securities |
| FMAR 1Q1673 G        | 2037-09-01      | 6.1090%  | 0.0000% | $242525.46         | $245467.72         | Agency Mortgage-Backed Securities |
| FMAR 1Q1674 G        | 2036-07-01      | 6.2040%  | 0.0000% | $94660.41          | $96294.81          | Agency Mortgage-Backed Securities |
| FMAR 847864 G        | 2038-01-01      | 6.0800%  | 0.0000% | $115257.60         | $117124.42         | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $885.84            | $910.25            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $307.26            | $280.51            | Agency Mortgage-Backed Securities |
| FMAR 1Q1399 G        | 2038-06-01      | 6.8590%  | 0.0000% | $137383.59         | $141937.75         | Agency Mortgage-Backed Securities |
| FMAR 841249 G        | 2049-03-01      | 6.4500%  | 0.0000% | $170226.14         | $176139.03         | Agency Mortgage-Backed Securities |
| FMAR 1Q1829 G        | 2038-10-01      | 6.6200%  | 0.0000% | $93130.75          | $95389.45          | Agency Mortgage-Backed Securities |
| FMAR 1Q1902 G        | 2037-01-01      | 6.3060%  | 0.0000% | $719778.12         | $737799.56         | Agency Mortgage-Backed Securities |
| FMAR 1Q1903 G        | 2038-04-01      | 6.8130%  | 0.0000% | $1456906.03        | $1513810.96        | Agency Mortgage-Backed Securities |
| FMAR 1Q1904 G        | 2040-09-01      | 6.6670%  | 0.0000% | $978797.27         | $1017691.98        | Agency Mortgage-Backed Securities |
| FMAR 1B1225 G        | 2033-09-01      | 6.5000%  | 0.0000% | $269.18            | $274.72            | Agency Mortgage-Backed Securities |
| FMAR 1B8855 G        | 2041-10-01      | 6.3800%  | 0.0000% | $258091.99         | $267598.55         | Agency Mortgage-Backed Securities |
| FMAR 1A1841 G        | 2037-06-01      | 6.1050%  | 0.0000% | $21838.50          | $22228.66          | Agency Mortgage-Backed Securities |
| 07.500 FGPC C00436 G | 2025-12-15      | 7.5000%  | 0.0000% | $0.61              | $0.61              | Agency Mortgage-Backed Securities |
| FMAR 1B2566 G        | 2034-11-01      | 6.6500%  | 0.0000% | $216.99            | $222.87            | Agency Mortgage-Backed Securities |
| FMAR 1B2642 G        | 2034-11-01      | 6.4840%  | 0.0000% | $640.10            | $660.46            | Agency Mortgage-Backed Securities |
| FMAR 1B2810 G        | 2035-02-01      | 6.8730%  | 0.0000% | $575.07            | $595.95            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $691.50            | $618.74            | Agency Mortgage-Backed Securities |
| FMAR 1B4060 G        | 2038-05-01      | 6.7670%  | 0.0000% | $101065.77         | $104412.09         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $2943.93           | $2548.05           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $211.57            | $211.78            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $66.84             | $65.22             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $3171.41           | $3152.61           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9299 | 2053-06-01      | 6.0000%  | 0.0000% | $831.33            | $859.83            | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $5368.35           | $4624.36           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $850.75            | $851.40            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $689.18            | $624.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $2474.67           | $2299.35           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $4074.71           | $3746.48           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $163.23            | $162.09            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $5069.22           | $4530.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $4105.64           | $3953.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW9708 | 2052-11-01      | 5.1060%  | 0.0000% | $1380816.83        | $1410683.21        | Agency Mortgage-Backed Securities |
| FMAR 848005 G        | 2038-07-01      | 6.3060%  | 0.0000% | $198616.79         | $203420.63         | Agency Mortgage-Backed Securities |
| FMAR 1A1077 G        | 2036-03-01      | 6.1360%  | 0.0000% | $50585.19          | $51110.41          | Agency Mortgage-Backed Securities |
| FMAR 1J1516 G        | 2037-02-01      | 6.6280%  | 0.0000% | $622.34            | $641.89            | Agency Mortgage-Backed Securities |
| FMAR 841019 G        | 2046-11-01      | 6.5160%  | 0.0000% | $505072.66         | $526781.69         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888518 | 2035-04-01      | 6.6240%  | 0.0000% | $1818.41           | $1865.84           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08807 G | 2048-04-01      | 3.0000%  | 0.0000% | $167.52            | $152.82            | Agency Mortgage-Backed Securities |
| FMAR 841077 G        | 2047-11-01      | 4.9140%  | 0.0000% | $34828.28          | $35869.73          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905857 | 2036-12-01      | 6.5000%  | 0.0000% | $3938.79           | $4044.02           | Agency Mortgage-Backed Securities |
| FMAR 1M1049 G        | 2036-10-01      | 6.1780%  | 0.0000% | $185306.40         | $188256.20         | Agency Mortgage-Backed Securities |
| FMAR 1N0002 G        | 2035-04-01      | 6.2710%  | 0.0000% | $206688.91         | $213123.39         | Agency Mortgage-Backed Securities |
| FMAR 1N0064 G        | 2035-10-01      | 6.0200%  | 0.0000% | $26740.02          | $27165.91          | Agency Mortgage-Backed Securities |
| FMAR 1G1744 G        | 2035-08-01      | 6.5000%  | 0.0000% | $8671.10           | $8879.30           | Agency Mortgage-Backed Securities |
| FMAR 1Q0895 G        | 2039-09-01      | 6.6040%  | 0.0000% | $127507.70         | $131958.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $913.82            | $903.53            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $167.46            | $167.73            | Agency Mortgage-Backed Securities |
| FMAR 1Q0074 G        | 2036-05-01      | 6.4390%  | 0.0000% | $92346.70          | $94029.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA1897 | 2044-05-01      | 3.5000%  | 0.0000% | $496.87            | $467.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA2252 | 2045-03-01      | 3.5000%  | 0.0000% | $132.30            | $124.58            | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $980.96            | $911.92            | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1115.57           | $934.00            | Agency Mortgage-Backed Securities |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $733.53            | $667.26            | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $18696.07          | $15649.88          | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $222417.16         | $220463.22         | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $3063.90           | $3092.94           | Agency Mortgage-Backed Securities |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $1687.72           | $1724.49           | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M     | 2052-05-20      | 2.5000%  | 0.0000% | $1512.33           | $1319.15           | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $23464.43          | $21267.20          | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $4295.92           | $3595.96           | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $2922.48           | $2550.26           | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $995.28            | $903.04            | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $445.63            | $414.23            | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3022.55           | $2637.12           | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $10978823.37       | $9578156.07        | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $2809.64           | $2547.87           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $2616.72           | $2282.51           | Agency Mortgage-Backed Securities |
| FMAR 1Q0287 G        | 2037-07-01      | 6.3250%  | 0.0000% | $3024.75           | $3073.98           | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $3516.15           | $2943.18           | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $436095.60         | $404794.40         | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $1494.07           | $1250.59           | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $2975.26           | $2490.38           | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $551207.96         | $461377.60         | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1559.70           | $1305.52           | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $5784.96           | $5241.29           | Agency Mortgage-Backed Securities |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $2275.88           | $2087.85           | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $828.69            | $835.43            | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $48308928.93       | $49294092.92       | Agency Mortgage-Backed Securities |
| GNII SF MA8103 M     | 2052-06-20      | 5.5000%  | 0.0000% | $27557.76          | $28187.18          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $73.62             | $71.86             | Agency Mortgage-Backed Securities |
| FMAR 1Q0611 G        | 2037-08-01      | 6.0750%  | 0.0000% | $174954.77         | $177228.18         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $1441.18           | $1377.79           | Agency Mortgage-Backed Securities |
| FMAR 1Q1676 G        | 2038-02-01      | 6.1890%  | 0.0000% | $606231.64         | $625212.60         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $84.42             | $82.58             | Agency Mortgage-Backed Securities |
| FMAR 841081 G        | 2050-02-01      | 3.0920%  | 0.0000% | $1267887.65        | $1287196.31        | Agency Mortgage-Backed Securities |
| FMAR 1B2632 G        | 2034-11-01      | 6.5250%  | 0.0000% | $188.55            | $192.54            | Agency Mortgage-Backed Securities |
| 05.500 FGPC C90946 G | 2026-01-01      | 5.5000%  | 0.0000% | $106.20            | $108.11            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $763.37            | $710.15            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $4039.77           | $3885.33           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7746 | 2052-08-01      | 3.5000%  | 0.0000% | $1551.26           | $1443.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0087 | 2051-05-01      | 2.5000%  | 0.0000% | $564.99            | $494.82            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  | 0.0000% | $4168.72           | $3881.12           | Agency Mortgage-Backed Securities |
| FMAR 1N1726 G        | 2037-08-01      | 6.3950%  | 0.0000% | $58069.25          | $58600.71          | Agency Mortgage-Backed Securities |
| FMAR 1N1458 G        | 2037-03-01      | 6.1950%  | 0.0000% | $142029.68         | $146197.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | 0.0000% | $1703.30           | $1523.37           | Agency Mortgage-Backed Securities |
| FMAR 1Q1208 G        | 2038-04-01      | 4.7990%  | 0.0000% | $58966.31          | $58608.16          | Agency Mortgage-Backed Securities |
| FMAR 1Q1453 G        | 2038-02-01      | 6.5690%  | 0.0000% | $439176.56         | $454398.31         | Agency Mortgage-Backed Securities |
| FMAR 1B8197 G        | 2041-05-01      | 6.8800%  | 0.0000% | $325461.12         | $340084.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | 0.0000% | $937.03            | $870.64            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $150.26            | $150.08            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $2919.78           | $2792.87           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3607 | 2050-09-01      | 3.0000%  | 0.0000% | $4679.02           | $4254.35           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0460%  | 0.0000% | $393.95            | $400.01            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $115.02            | $111.99            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888515 | 2033-02-01      | 6.4250%  | 0.0000% | $3653.77           | $3719.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $303.35            | $286.38            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888757 | 2037-09-01      | 6.5940%  | 0.0000% | $2497.07           | $2585.97           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAC7995 | 2040-01-01      | 6.7090%  | 0.0000% | $2581.13           | $2687.06           | Agency Mortgage-Backed Securities |
| FMAR 1L0183 G        | 2035-08-01      | 6.4300%  | 0.0000% | $645.90            | $665.87            | Agency Mortgage-Backed Securities |
| FMAR 1M1044 G        | 2036-09-01      | 6.4370%  | 0.0000% | $501477.36         | $517257.22         | Agency Mortgage-Backed Securities |
| FMAR 1M1083 G        | 2037-10-01      | 6.6780%  | 0.0000% | $75073.40          | $76314.03          | Agency Mortgage-Backed Securities |
| FMAR 1M1099 G        | 2035-09-01      | 6.1240%  | 0.0000% | $221320.10         | $225668.82         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 6.5870%  | 0.0000% | $3563.33           | $3667.55           | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $52794.64          | $54800.51          | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $1323.75           | $1109.63           | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $746.02            | $676.75            | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $755.39            | $748.52            | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $1551.04           | $1494.13           | Agency Mortgage-Backed Securities |
| GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $28253.49          | $29180.37          | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $721.23            | $629.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $129.47            | $123.03            | Agency Mortgage-Backed Securities |
| 03.500 FGPC E02779 G | 2025-12-15      | 3.5000%  | 0.0000% | $69.04             | $69.08             | Agency Mortgage-Backed Securities |
| FMAR 788825 G        | 2031-11-01      | 6.2360%  | 0.0000% | $1.81              | $1.86              | Agency Mortgage-Backed Securities |
| FMAR 848954 G        | 2043-02-01      | 6.4150%  | 0.0000% | $20378.11          | $21216.49          | Agency Mortgage-Backed Securities |
| FMAR 848445 G        | 2035-08-01      | 6.4530%  | 0.0000% | $328386.62         | $338981.60         | Agency Mortgage-Backed Securities |
| FMAR 848528 G        | 2038-06-01      | 6.7180%  | 0.0000% | $87351.65          | $90019.94          | Agency Mortgage-Backed Securities |
| GNII SF MA7477 M     | 2051-07-20      | 5.0000%  | 0.0000% | $79288.34          | $81040.37          | Agency Mortgage-Backed Securities |
| FMAR 848565 G        | 2037-12-01      | 6.5530%  | 0.0000% | $827.64            | $850.36            | Agency Mortgage-Backed Securities |
| FMAR 848644 G        | 2040-09-01      | 6.5470%  | 0.0000% | $115144.04         | $119007.49         | Agency Mortgage-Backed Securities |
| FMAR 848690 G        | 2037-03-01      | 6.3000%  | 0.0000% | $989.42            | $1026.54           | Agency Mortgage-Backed Securities |
| FMAR 849128 G        | 2043-09-01      | 6.3500%  | 0.0000% | $4092.67           | $4222.22           | Agency Mortgage-Backed Securities |
| FMAR 849154 G        | 2043-10-01      | 6.3770%  | 0.0000% | $15503.05          | $16108.78          | Agency Mortgage-Backed Securities |
| FMAR 849135 G        | 2043-08-01      | 6.4070%  | 0.0000% | $104082.60         | $107388.71         | Agency Mortgage-Backed Securities |
| FMAR 849147 G        | 2043-10-01      | 6.3540%  | 0.0000% | $9997.85           | $10363.82          | Agency Mortgage-Backed Securities |
| FMAR 849218 G        | 2044-01-01      | 6.5160%  | 0.0000% | $25989.46          | $27130.96          | Agency Mortgage-Backed Securities |
| FMAR 849266 G        | 2043-08-01      | 6.3660%  | 0.0000% | $14499.96          | $15062.72          | Agency Mortgage-Backed Securities |
| FMAR 849479 G        | 2037-10-01      | 6.4470%  | 0.0000% | $324403.73         | $332673.19         | Agency Mortgage-Backed Securities |
| FMAR 849504 G        | 2044-10-01      | 6.3190%  | 0.0000% | $318632.47         | $331473.12         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $379.27            | $369.95            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $473.98            | $468.12            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  | 0.0000% | $127.30            | $126.17            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2792 | 2025-12-25      | 3.5000%  | 0.0000% | $11.32             | $11.31             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2786 | 2025-12-25      | 3.5000%  | 0.0000% | $8.22              | $8.21              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2799 | 2025-12-25      | 3.5000%  | 0.0000% | $720.32            | $719.76            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2911 | 2026-01-01      | 3.5000%  | 0.0000% | $52.74             | $52.71             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $6369.83           | $6211.02           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $83.83             | $82.91             | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 6.3600%  | 0.0000% | $777.71            | $800.57            | Agency Mortgage-Backed Securities |
| FMAR 840207 G        | 2045-09-01      | 6.3400%  | 0.0000% | $220948.78         | $227846.80         | Agency Mortgage-Backed Securities |
| FMAR 840214 G        | 2043-09-01      | 6.6400%  | 0.0000% | $18326.94          | $19131.80          | Agency Mortgage-Backed Securities |
| FMAR 840321 G        | 2045-11-01      | 6.5220%  | 0.0000% | $61237.43          | $63250.46          | Agency Mortgage-Backed Securities |
| FMAR 840324 G        | 2037-06-01      | 6.3270%  | 0.0000% | $1111556.67        | $1147605.85        | Agency Mortgage-Backed Securities |
| FMAR 840623 G        | 2047-05-01      | 6.5550%  | 0.0000% | $23768.23          | $24649.23          | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 3.2710%  | 0.0000% | $228833.58         | $226616.93         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $317.28            | $310.66            | Agency Mortgage-Backed Securities |
| FMAR 782630 G        | 2036-01-01      | 6.4000%  | 0.0000% | $271375.82         | $280363.79         | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 6.3570%  | 0.0000% | $900.84            | $934.04            | Agency Mortgage-Backed Securities |
| FMAR 782967 G        | 2035-01-01      | 6.5000%  | 0.0000% | $23275.08          | $24165.70          | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $701.29            | $728.67            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $3600.42           | $3437.56           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $84.01             | $83.50             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD399907 | 2027-08-01      | 6.2620%  | 0.0000% | $571.95            | $574.85            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544860 | 2034-09-01      | 5.6110%  | 0.0000% | $2075.93           | $2067.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  | 0.0000% | $109.72            | $114.36            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2090%  | 0.0000% | $151.66            | $155.06            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J13885 G | 2025-12-15      | 3.5000%  | 0.0000% | $156.59            | $156.67            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH5695 | 2041-02-01      | 4.0000%  | 0.0000% | $838.03            | $827.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $8743.23           | $8661.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4430 | 2053-09-01      | 3.0000%  | 0.0000% | $1893.65           | $1692.12           | Agency Mortgage-Backed Securities |
| 03.500 FGPC J14198 G | 2026-01-01      | 3.5000%  | 0.0000% | $1361.29           | $1361.92           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3471 | 2032-04-01      | 4.7100%  | 0.0000% | $1000.00           | $1031.39           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3306 | 2032-03-01      | 5.1900%  | 0.0000% | $1856114.00        | $1960040.61        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4479 | 2032-08-01      | 4.6300%  | 0.0000% | $283889.00         | $291816.74         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4544 | 2030-08-01      | 4.5600%  | 0.0000% | $1001.00           | $1029.36           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4611 | 2032-11-01      | 5.4250%  | 0.0000% | $1996.49           | $2098.09           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4944 | 2032-11-01      | 4.1900%  | 0.0000% | $4550.00           | $4563.75           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5187 | 2030-11-01      | 3.8300%  | 0.0000% | $2060.00           | $2051.08           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5686 | 2030-11-01      | 4.0500%  | 0.0000% | $20988.00          | $21069.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2055 | 2048-07-01      | 4.5000%  | 0.0000% | $332.56            | $333.01            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $4254.94           | $4098.70           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $4062.79           | $3909.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $159.33            | $159.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $1273.23           | $1195.98           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $673.35            | $647.99            | Agency Mortgage-Backed Securities |
| FMAR 1G5120 G        | 2037-09-01      | 6.6050%  | 0.0000% | $2150.99           | $2213.64           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  | 0.0000% | $329.40            | $321.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $539.67            | $526.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $241.65            | $235.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  | 0.0000% | $68.86             | $66.95             | Agency Mortgage-Backed Securities |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $686.97            | $672.19            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $1984.34           | $1818.05           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $952.03            | $927.27            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $2436.62           | $2237.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $99.13             | $96.75             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  | 0.0000% | $1343.23           | $1274.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $203.93            | $199.03            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888307 | 2037-04-01      | 6.6240%  | 0.0000% | $1072.64           | $1101.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $122.76            | $119.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $131.23            | $128.03            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $139.31            | $131.51            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $125.11            | $122.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3357 | 2048-05-01      | 4.0000%  | 0.0000% | $91.44             | $89.02             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $1115.60           | $1049.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.3840%  | 0.0000% | $1032.04           | $1071.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $76.69             | $74.73             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888715 | 2035-10-01      | 6.3910%  | 0.0000% | $3211.09           | $3305.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $6477.28           | $5576.19           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $4539.90           | $4071.70           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1902818 | 2036-11-01      | 6.5710%  | 0.0000% | $331.10            | $341.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $96.82             | $90.97             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8940%  | 0.0000% | $1342.44           | $1363.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $439.80            | $427.75            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946362 | 2037-09-01      | 6.5120%  | 0.0000% | $2049.70           | $2108.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1946664 | 2037-09-01      | 6.5650%  | 0.0000% | $454.01            | $467.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $142.74            | $138.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $171.80            | $155.59            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $2446.20           | $2213.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB949782 | 2037-08-01      | 6.2800%  | 0.0000% | $1680.31           | $1726.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB952182 | 2037-11-01      | 6.2000%  | 0.0000% | $1490.07           | $1530.56           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  | 0.0000% | $583.32            | $593.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $573.27            | $562.06            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $216.99            | $195.24            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $832.04            | $751.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $509.80            | $460.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $753.82            | $728.97            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $712.64            | $586.57            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $726.28            | $598.09            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  | 0.0000% | $679.08            | $584.90            | Agency Mortgage-Backed Securities |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $1559.32           | $1457.35           | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $785.64            | $755.56            | Agency Mortgage-Backed Securities |
| GNII SF MA8423 M     | 2052-06-20      | 2.5000%  | 0.0000% | $1416.78           | $1237.81           | Agency Mortgage-Backed Securities |
| GNII SF MA8432 M     | 2052-11-20      | 7.0000%  | 0.0000% | $1347.09           | $1399.91           | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $759.81            | $663.69            | Agency Mortgage-Backed Securities |
| GNII SF MA8486 M     | 2052-11-20      | 3.0000%  | 0.0000% | $728.81            | $661.56            | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $1615.35           | $1499.49           | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $1598.47           | $1582.45           | Agency Mortgage-Backed Securities |
| GNII SF MA8493 M     | 2052-12-20      | 6.5000%  | 0.0000% | $51569.66          | $53659.88          | Agency Mortgage-Backed Securities |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $748.25            | $653.54            | Agency Mortgage-Backed Securities |
| FMAR 848558 G        | 2041-08-01      | 6.3720%  | 0.0000% | $15135.23          | $15746.07          | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $1385.28           | $1414.62           | Agency Mortgage-Backed Securities |
| GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $1664.24           | $1646.79           | Agency Mortgage-Backed Securities |
| GNII SF MA8800 M     | 2053-04-20      | 5.0000%  | 0.0000% | $789.87            | $795.94            | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $37972.76          | $38750.86          | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $815.43            | $683.52            | Agency Mortgage-Backed Securities |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $1675.10           | $1704.33           | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $700.05            | $717.56            | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $3860.51           | $3799.11           | Agency Mortgage-Backed Securities |
| GNII SF MA9099 M     | 2052-05-20      | 2.0000%  | 0.0000% | $723.35            | $606.34            | Agency Mortgage-Backed Securities |
| GNII SF MA9100 M     | 2051-08-20      | 2.5000%  | 0.0000% | $790.54            | $691.45            | Agency Mortgage-Backed Securities |
| GNII SF MA9104 M     | 2053-07-20      | 4.5000%  | 0.0000% | $1754.32           | $1730.23           | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $40600601.66       | $41448545.22       | Agency Mortgage-Backed Securities |
| GNII SF MA9234 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1599.31           | $1340.92           | Agency Mortgage-Backed Securities |
| GNII SF MA9235 M     | 2052-01-20      | 2.5000%  | 0.0000% | $1527.91           | $1335.92           | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1486.64           | $1352.78           | Agency Mortgage-Backed Securities |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $12097.00          | $12330.61          | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $1366095.81        | $1408193.42        | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M     | 2053-11-20      | 6.5000%  | 0.0000% | $427.75            | $443.32            | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $2911836.64        | $2965487.23        | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $347895.82         | $362034.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $805.28            | $734.68            | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1565.77           | $1596.32           | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $370420.66         | $384157.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $3770.36           | $3606.95           | Agency Mortgage-Backed Securities |
| GNII SF MA9534 M     | 2051-08-20      | 2.0000%  | 0.0000% | $1534.04           | $1284.64           | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $1206.00           | $1254.33           | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $1901.34           | $1871.55           | Agency Mortgage-Backed Securities |
| GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $3642.57           | $3658.04           | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $396.77            | $411.79            | Agency Mortgage-Backed Securities |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $832.78            | $755.74            | Agency Mortgage-Backed Securities |
| GNII SF BA6138 C     | 2047-06-20      | 3.5000%  | 0.0000% | $206.53            | $192.65            | Agency Mortgage-Backed Securities |
| FMAR 2B1277 G        | 2043-03-01      | 6.6130%  | 0.0000% | $12382.71          | $12869.71          | Agency Mortgage-Backed Securities |
| FMAR 849565 G        | 2038-08-01      | 6.3990%  | 0.0000% | $56635.98          | $58507.81          | Agency Mortgage-Backed Securities |
| FMAR 786223 G        | 2028-01-01      | 6.4230%  | 0.0000% | $23.48             | $23.62             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $49.58             | $49.60             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS323919 | 2029-08-01      | 6.1250%  | 0.0000% | $873.50            | $882.64            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD629133 | 2032-05-01      | 6.3750%  | 0.0000% | $105.54            | $108.14            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1461 | 2034-07-01      | 4.4900%  | 0.0000% | $17187000.00       | $17432490.51       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $1517.21           | $1479.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $3067.77           | $2990.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $150.92            | $141.43            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4756 | 2049-12-01      | 3.0000%  | 0.0000% | $410.72            | $375.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $117.77            | $114.74            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $1045.14           | $911.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  | 0.0000% | $188.48            | $173.09            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $1594.95           | $1482.57           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $74.02             | $71.90             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.4170%  | 0.0000% | $85.81             | $89.01             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $3398.25           | $3222.69           | Agency Mortgage-Backed Securities |
| FMAR 1N0117 G        | 2035-12-01      | 6.1860%  | 0.0000% | $332712.19         | $338074.68         | Agency Mortgage-Backed Securities |
| GNII SF MA8641 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1763390.16        | $1478495.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $158.30            | $148.77            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $1381.32           | $1298.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $242.80            | $228.06            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $1551.21           | $1456.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $147.16            | $138.14            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $982.72            | $927.69            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $2029.85           | $1831.22           | Agency Mortgage-Backed Securities |
| FMAR 2B1341 G        | 2043-05-01      | 6.5030%  | 0.0000% | $52519.07          | $54040.03          | Agency Mortgage-Backed Securities |
| FMAR 2B1384 G        | 2043-05-01      | 6.4000%  | 0.0000% | $5189.55           | $5392.04           | Agency Mortgage-Backed Securities |
| FMAR 2B1454 G        | 2043-06-01      | 6.3920%  | 0.0000% | $155485.95         | $160561.94         | Agency Mortgage-Backed Securities |
| FMAR 2B1538 G        | 2043-07-01      | 6.3850%  | 0.0000% | $7005.93           | $7281.75           | Agency Mortgage-Backed Securities |
| FMAR 2B1569 G        | 2043-08-01      | 6.3500%  | 0.0000% | $1129.41           | $1160.49           | Agency Mortgage-Backed Securities |
| FMAR 2B3360 G        | 2044-11-01      | 6.2310%  | 0.0000% | $2512.87           | $2602.89           | Agency Mortgage-Backed Securities |
| FMAR 2B3957 G        | 2042-07-01      | 6.5870%  | 0.0000% | $207954.30         | $216784.09         | Agency Mortgage-Backed Securities |
| FMAR 2B4849 G        | 2045-10-01      | 6.2500%  | 0.0000% | $648230.76         | $671055.29         | Agency Mortgage-Backed Securities |
| FMAR 2B5033 G        | 2046-01-01      | 2.7830%  | 0.0000% | $5732.68           | $5879.93           | Agency Mortgage-Backed Securities |
| FMAR 2B5188 G        | 2046-03-01      | 2.8710%  | 0.0000% | $4976.31           | $5075.08           | Agency Mortgage-Backed Securities |
| FMAR 2B6154 G        | 2047-06-01      | 6.3800%  | 0.0000% | $27267.40          | $28263.62          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $4291.83           | $4440.91           | Agency Mortgage-Backed Securities |
| FMAR 2B6384 G        | 2047-08-01      | 6.3650%  | 0.0000% | $7098.93           | $7364.88           | Agency Mortgage-Backed Securities |
| FMAR 2B6628 G        | 2047-11-01      | 6.1510%  | 0.0000% | $17847.40          | $18488.89          | Agency Mortgage-Backed Securities |
| FMAR 2B7592 G        | 2049-08-01      | 3.3620%  | 0.0000% | $715861.21         | $699073.91         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA1550 | 2025-12-25      | 7.0000%  | 0.0000% | $0.02              | $0.02              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $343.92            | $335.08            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8417 | 2025-12-25      | 3.5000%  | 0.0000% | $21.49             | $21.49             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $1494.60           | $1485.06           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  | 0.0000% | $3776.83           | $3749.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI3685 | 2041-04-01      | 4.5000%  | 0.0000% | $33.17             | $33.18             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6924 | 2045-01-01      | 4.0000%  | 0.0000% | $591.73            | $587.35            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7730 | 2044-04-01      | 6.4580%  | 0.0000% | $998.31            | $1041.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9645 | 2044-07-01      | 6.3780%  | 0.0000% | $2807.72           | $2914.75           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8332 | 2043-12-01      | 6.5060%  | 0.0000% | $3688.87           | $3844.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8786 | 2044-05-01      | 6.5810%  | 0.0000% | $1093.19           | $1128.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8787 | 2046-07-01      | 2.6820%  | 0.0000% | $1378405.01        | $1401318.58        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6754 | 2037-09-01      | 3.1700%  | 0.0000% | $419918.00         | $381389.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6314 | 2050-07-01      | 3.0000%  | 0.0000% | $917.92            | $821.97            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $5358.89           | $4833.39           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7328 | 2050-10-01      | 2.0000%  | 0.0000% | $643.41            | $537.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1919 | 2051-10-01      | 3.0000%  | 0.0000% | $723.00            | $645.99            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3528 | 2052-05-01      | 4.0000%  | 0.0000% | $770.35            | $740.60            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2736 | 2037-01-01      | 2.5000%  | 0.0000% | $1790.99           | $1698.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $1444.09           | $1343.48           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $674.53            | $639.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $782.56            | $733.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $766.46            | $738.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $2423.75           | $2252.04           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $2491.96           | $2229.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $4162.06           | $4114.84           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $2004.66           | $1983.17           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $719.38            | $739.85            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $586.59            | $556.14            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $1497.98           | $1341.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $3226.81           | $3057.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | 0.0000% | $760895.59         | $720912.81         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $2763.51           | $2656.89           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $828.76            | $742.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $1620.82           | $1507.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $794.91            | $765.55            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4692 | 2037-08-01      | 2.5000%  | 0.0000% | $743.37            | $704.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $5636.29           | $5428.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $4157.94           | $3867.82           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $806.07            | $776.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $5007.98           | $4658.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $850.81            | $791.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $844.93            | $785.85            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $823.72            | $813.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $3501.93           | $3625.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $3302.10           | $3178.79           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $4081.01           | $3647.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $1693.29           | $1574.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $2511.14           | $2528.29           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $1679.81           | $1690.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $5175.40           | $4963.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $879.11            | $843.83            | Agency Mortgage-Backed Securities |
| GNII SF BR2384 C     | 2049-12-20      | 2.5000%  | 0.0000% | $1369.17           | $1176.54           | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $5573.40           | $4842.64           | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $178526.73         | $154237.27         | Agency Mortgage-Backed Securities |
| GNII SF CE9917 C     | 2051-07-20      | 3.5000%  | 0.0000% | $2693.04           | $2496.76           | Agency Mortgage-Backed Securities |
| GNII SF CE9952 C     | 2051-09-20      | 3.5000%  | 0.0000% | $5280.89           | $4813.71           | Agency Mortgage-Backed Securities |
| GNPL PN CF1638       | 2064-03-15      | 2.2900%  | 0.0000% | $121222.01         | $100336.37         | Agency Mortgage-Backed Securities |
| GNII SF CJ2896 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1818.04           | $1557.71           | Agency Mortgage-Backed Securities |
| GNII SF CJ5947 C     | 2051-12-20      | 2.0000%  | 0.0000% | $3587.50           | $2967.35           | Agency Mortgage-Backed Securities |
| GNII SF CL1819 C     | 2052-02-20      | 3.5000%  | 0.0000% | $298349.94         | $276467.46         | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $955.89            | $940.62            | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1122953.56        | $1151448.50        | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $1011797.05        | $995550.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9968 M     | 2054-09-20      | 7.0000%  | 0.0000% | $562.58            | $582.83            | Agency Mortgage-Backed Securities |
| GNII SF AF5104 C     | 2043-08-20      | 4.5000%  | 0.0000% | $216257.14         | $214501.35         | Agency Mortgage-Backed Securities |
| GNII SF CT2648 C     | 2053-06-20      | 6.5000%  | 0.0000% | $207768.77         | $218968.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $511.17            | $511.39            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $86.00             | $83.75             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $699.99            | $681.46            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $1151.92           | $1117.37           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  | 0.0000% | $2005.59           | $1859.65           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $587.80            | $612.12            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $1748.90           | $1706.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $592.37            | $578.02            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8167 | 2037-08-01      | 2.0000%  | 0.0000% | $683.11            | $632.97            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $3472.53           | $3486.74           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $535.54            | $499.24            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0785 | 2051-12-01      | 2.0000%  | 0.0000% | $1482.84           | $1241.13           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $1551.72           | $1444.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  | 0.0000% | $3712.21           | $3729.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5645 | 2045-08-01      | 3.5000%  | 0.0000% | $139.41            | $133.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6332 | 2045-12-01      | 3.5000%  | 0.0000% | $105.68            | $100.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7594 | 2046-07-01      | 3.5000%  | 0.0000% | $3963401.14        | $3765627.42        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $213.93            | $208.49            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS9689 | 2032-05-01      | 3.0000%  | 0.0000% | $155.67            | $151.91            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT7897 | 2043-08-01      | 6.2170%  | 0.0000% | $2090.60           | $2168.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX2488 | 2044-10-01      | 4.0000%  | 0.0000% | $507.39            | $504.30            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAZ2297 | 2030-07-01      | 3.0000%  | 0.0000% | $364.53            | $355.84            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ2323 | 2045-07-01      | 4.0000%  | 0.0000% | $82.89             | $80.80             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8340%  | 0.0000% | $1065.97           | $1106.60           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725216 | 2034-01-01      | 7.0000%  | 0.0000% | $1713.98           | $1784.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735961 | 2035-09-01      | 6.0960%  | 0.0000% | $1335.24           | $1348.17           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS742955 | 2033-10-01      | 5.8900%  | 0.0000% | $3610.87           | $3697.96           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745466 | 2036-04-01      | 6.6570%  | 0.0000% | $2548.74           | $2631.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD745688 | 2034-07-01      | 6.3210%  | 0.0000% | $7263.40           | $7499.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS754031 | 2033-12-01      | 6.2740%  | 0.0000% | $951.85            | $976.66            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB777058 | 2034-05-01      | 6.7770%  | 0.0000% | $4507.15           | $4608.71           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD780365 | 2034-06-01      | 6.2730%  | 0.0000% | $1464.60           | $1511.31           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB800165 | 2034-12-01      | 6.0200%  | 0.0000% | $905.13            | $920.32            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806776 | 2034-11-01      | 6.1720%  | 0.0000% | $3618.35           | $3663.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809347 | 2035-01-01      | 6.2350%  | 0.0000% | $1782.99           | $1824.29           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $5215.32           | $5013.22           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB8059 | 2054-02-01      | 5.7940%  | 0.0000% | $865.75            | $892.50            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOCB7766 | 2054-01-01      | 5.9930%  | 0.0000% | $8455.07           | $8757.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $865.26            | $880.75            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $2793.58           | $2674.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $639.43            | $657.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $745.95            | $757.79            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $667.15            | $694.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $747.21            | $768.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $4788.08           | $4584.01           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $1924.89           | $1842.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $875.70            | $900.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $816.59            | $849.80            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $833.01            | $846.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $4888.14           | $4541.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  | 0.0000% | $3943.20           | $3775.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $6461688.74        | $6573824.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-11-01      | 5.0000%  | 0.0000% | $67600.00          | $67786.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5910 | 2055-11-01      | 5.5000%  | 0.0000% | $150834.00         | $153466.35         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD8552 | 2040-08-01      | 6.5400%  | 0.0000% | $13.49             | $13.95             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.6010%  | 0.0000% | $17780.12          | $18424.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE9918 | 2025-12-25      | 3.5000%  | 0.0000% | $64.20             | $64.17             | Agency Mortgage-Backed Securities |
| GNII SF DC1840 C     | 2054-09-20      | 7.0000%  | 0.0000% | $984.06            | $1029.35           | Agency Mortgage-Backed Securities |
| GNII SF DC4728 C     | 2054-05-20      | 7.5000%  | 0.0000% | $3771.29           | $4067.16           | Agency Mortgage-Backed Securities |
| GNII SF DD1699 C     | 2054-07-20      | 7.5000%  | 0.0000% | $250716.62         | $269164.60         | Agency Mortgage-Backed Securities |
| GNII SF DE1711 C     | 2054-11-20      | 6.0000%  | 0.0000% | $988.49            | $1031.06           | Agency Mortgage-Backed Securities |
| GNII SF DE1128 C     | 2054-09-20      | 6.5000%  | 0.0000% | $6579.29           | $6946.03           | Agency Mortgage-Backed Securities |
| GNII SF DF5139 C     | 2054-10-20      | 6.5000%  | 0.0000% | $1024086.33        | $1083046.05        | Agency Mortgage-Backed Securities |
| GNII SF DH0825 C     | 2055-03-20      | 7.0000%  | 0.0000% | $993.65            | $1055.15           | Agency Mortgage-Backed Securities |
| GNII SF DH9101 C     | 2055-02-20      | 7.0000%  | 0.0000% | $998.23            | $1047.84           | Agency Mortgage-Backed Securities |
| GNII SF DJ0884 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989.91           | $2103.36           | Agency Mortgage-Backed Securities |
| GNII SF DJ2705 C     | 2055-05-20      | 7.0000%  | 0.0000% | $4972.94           | $5210.97           | Agency Mortgage-Backed Securities |
| GNII SF DK0369 C     | 2055-05-20      | 7.0000%  | 0.0000% | $994.05            | $1045.87           | Agency Mortgage-Backed Securities |
| GNII SF DK0449 C     | 2055-05-20      | 7.0000%  | 0.0000% | $996.69            | $1041.36           | Agency Mortgage-Backed Securities |
| GNII SF DK2867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $991.86            | $1076.57           | Agency Mortgage-Backed Securities |
| GNII SF DK4280 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3005.58           | $3145.60           | Agency Mortgage-Backed Securities |
| GNII SF DK6014 C     | 2055-07-20      | 6.5000%  | 0.0000% | $996.64            | $1046.12           | Agency Mortgage-Backed Securities |
| GNII SF DK6018 C     | 2055-07-20      | 6.5000%  | 0.0000% | $996.45            | $1043.48           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $3306.33           | $3090.76           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  | 0.0000% | $810.20            | $725.19            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $844.15            | $784.35            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  | 0.0000% | $815.65            | $758.91            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $2112.35           | $1889.86           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $4610.49           | $4289.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN813586 | 2035-03-01      | 6.4250%  | 0.0000% | $54.01             | $55.68             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821365 | 2035-05-01      | 6.4600%  | 0.0000% | $3859.56           | $3943.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826082 | 2035-07-01      | 6.3050%  | 0.0000% | $273.92            | $278.77            | Agency Mortgage-Backed Securities |
| GNII SF DJ4256 C     | 2055-04-20      | 6.5000%  | 0.0000% | $234180.76         | $245090.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL833507 | 2035-10-01      | 5.5000%  | 0.0000% | $31.52             | $32.79             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB835058 | 2035-06-01      | 6.8100%  | 0.0000% | $719.17            | $736.23            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS849930 | 2034-08-01      | 6.3800%  | 0.0000% | $4.40              | $4.47              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS866920 | 2036-02-01      | 6.5630%  | 0.0000% | $1197.90           | $1238.02           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS877000 | 2035-06-01      | 6.2600%  | 0.0000% | $2044.68           | $2115.77           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB881857 | 2036-04-01      | 6.9440%  | 0.0000% | $3126.01           | $3247.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $178351.41         | $186421.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3254 | 2055-10-01      | 5.5000%  | 0.0000% | $1022.04           | $1050.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3256 | 2055-11-01      | 5.5000%  | 0.0000% | $471568.64         | $483894.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  | 0.0000% | $1018.92           | $1044.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3258 | 2055-11-01      | 5.5000%  | 0.0000% | $1075.11           | $1099.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3259 | 2055-10-01      | 5.5000%  | 0.0000% | $998.46            | $1021.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3260 | 2055-11-01      | 5.5000%  | 0.0000% | $1012.81           | $1034.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3261 | 2055-10-01      | 5.5000%  | 0.0000% | $1014.12           | $1043.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3642 | 2055-11-01      | 6.0000%  | 0.0000% | $1041.00           | $1078.25           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3643 | 2055-11-01      | 5.5000%  | 0.0000% | $1078.00           | $1099.55           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQY0812 | 2055-04-01      | 7.5000%  | 0.0000% | $991.53            | $1060.94           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9797 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.34           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1026 | 2055-04-01      | 4.5000%  | 0.0000% | $1927.80           | $1895.98           | Agency Mortgage-Backed Securities |
| GNII SF DK9460 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5754.95           | $5897.27           | Agency Mortgage-Backed Securities |
| GNII ET DK9721 C     | 2065-10-20      | 6.0000%  | 0.0000% | $1999.14           | $2048.56           | Agency Mortgage-Backed Securities |
| GNII SF DL2018 C     | 2055-06-20      | 7.5000%  | 0.0000% | $996.99            | $1050.94           | Agency Mortgage-Backed Securities |
| GNII SF DL7285 C     | 2055-11-20      | 7.5000%  | 0.0000% | $2000.00           | $2147.18           | Agency Mortgage-Backed Securities |
| GNII SF DL7310 C     | 2055-09-20      | 7.5000%  | 0.0000% | $998.40            | $1071.88           | Agency Mortgage-Backed Securities |
| GNII SF DM8233 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1302.80           | $1326.11           | Agency Mortgage-Backed Securities |
| GNII SF DN5081 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4678.00           | $4711.64           | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $876527.78         | $891561.11         | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $1543.05           | $1582.20           | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M     | 2051-11-20      | 2.5000%  | 0.0000% | $848.95            | $741.69            | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1885.85           | $1855.57           | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $7271377.71        | $7301888.41        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $3576.61           | $3634.09           | Agency Mortgage-Backed Securities |
| GNII SF DH6513 C     | 2055-03-20      | 6.5000%  | 0.0000% | $428389.29         | $454881.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAE0707 | 2025-12-25      | 4.5000%  | 0.0000% | $58.27             | $58.33             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $822.88            | $846.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $1919.91           | $1783.90           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $802.33            | $815.72            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $1190.43           | $1225.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $876.80            | $839.97            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790762 | 2034-09-01      | 6.1650%  | 0.0000% | $803.42            | $817.38            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WN784124 | 2034-12-01      | 6.4550%  | 0.0000% | $2454.51           | $2528.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD767672 | 2034-03-01      | 6.3850%  | 0.0000% | $347.63            | $356.04            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745982 | 2035-12-01      | 6.4910%  | 0.0000% | $1210.68           | $1240.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $193.03            | $192.44            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $665.93            | $649.67            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8168 | 2037-08-01      | 2.5000%  | 0.0000% | $3000.19           | $2842.54           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $1504.65           | $1490.13           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $720.00            | $682.63            | Agency Mortgage-Backed Securities |
| GNII SF CZ0289 C     | 2054-01-20      | 6.0000%  | 0.0000% | $16267.15          | $16967.52          | Agency Mortgage-Backed Securities |
| GNII SF CV4138 C     | 2053-07-20      | 5.0000%  | 0.0000% | $881.60            | $890.48            | Agency Mortgage-Backed Securities |
| GNII SF AM5217 C     | 2045-05-20      | 3.0000%  | 0.0000% | $234.74            | $212.71            | Agency Mortgage-Backed Securities |
| GNII SF BV9153 C     | 2035-07-20      | 2.0000%  | 0.0000% | $1147976.19        | $1063878.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $833.08            | $774.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $852.71            | $819.69            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $759.32            | $654.62            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $860.02            | $804.01            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $39114.78          | $33782.65          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB826362 | 2035-07-01      | 6.3170%  | 0.0000% | $3276.30           | $3326.12           | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $905.60            | $927.42            | Agency Mortgage-Backed Securities |
| GNII SF MB0360 M     | 2053-02-20      | 2.5000%  | 0.0000% | $987.53            | $861.69            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.4690%  | 0.0000% | $12747.01          | $13308.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB829708 | 2035-06-01      | 6.4050%  | 0.0000% | $643.16            | $663.52            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819423 | 2035-04-01      | 6.8100%  | 0.0000% | $1187.40           | $1232.52           | Agency Mortgage-Backed Securities |
| GNII SF DJ6741 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1968.82           | $2124.30           | Agency Mortgage-Backed Securities |
| GNII ET DJ2992 C     | 2065-07-20      | 6.0000%  | 0.0000% | $997.04            | $1021.69           | Agency Mortgage-Backed Securities |
| GNII SF DG1748 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2986.47           | $3120.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE7103 | 2026-01-01      | 3.5000%  | 0.0000% | $32.30             | $32.29             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0898 | 2040-03-01      | 6.4350%  | 0.0000% | $50.41             | $52.91             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $2896.70           | $2691.49           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.2380%  | 0.0000% | $809.19            | $839.79            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS795297 | 2044-07-01      | 5.3080%  | 0.0000% | $4.80              | $4.85              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB794792 | 2034-10-01      | 6.2130%  | 0.0000% | $1986.02           | $2039.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB790764 | 2034-09-01      | 6.1650%  | 0.0000% | $2704.43           | $2787.27           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB758900 | 2033-12-01      | 6.6040%  | 0.0000% | $260.73            | $267.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB749306 | 2033-10-01      | 6.3000%  | 0.0000% | $2352.38           | $2429.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1745895 | 2036-10-01      | 6.5070%  | 0.0000% | $3302.93           | $3394.58           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725286 | 2032-06-01      | 6.1750%  | 0.0000% | $7.51              | $7.55              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687125 | 2033-04-01      | 6.5400%  | 0.0000% | $155.08            | $159.85            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $676.61            | $706.98            | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $3913.09           | $4009.86           | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $2996292.93        | $3104309.29        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $3047.18           | $3156.88           | Agency Mortgage-Backed Securities |
| GNII SF MB0422 M     | 2055-05-20      | 4.5000%  | 0.0000% | $990.10            | $973.89            | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $2016.07           | $2067.12           | Agency Mortgage-Backed Securities |
| GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $1168954.85        | $1211037.22        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $428.24            | $427.19            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $422.25            | $410.81            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $1797.46           | $1629.07           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $330.88            | $299.67            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $357.17            | $323.37            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $580.45            | $525.52            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $610.32            | $592.84            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $4806.07           | $4512.88           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $1666.33           | $1501.05           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $4923.07           | $4410.71           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $61011.49          | $54640.98          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  | 0.0000% | $682.67            | $615.02            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $2632.58           | $2463.04           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $5545.59           | $4558.03           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $797.78            | $742.24            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $4156.34           | $3720.08           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $3229.41           | $3004.58           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $2419.34           | $1989.63           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $4533.78           | $4058.72           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $2908.39           | $2718.45           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $8424.23           | $7536.90           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $3239.52           | $3119.88           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $828.74            | $771.00            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $2456.76           | $2365.77           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $793.38            | $799.98            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $855.05            | $764.37            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8304 | 2053-03-01      | 3.5000%  | 0.0000% | $871.32            | $809.60            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $3396.60           | $3352.11           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $851.90            | $869.02            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  | 0.0000% | $1748.34           | $1677.45           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $4522.78           | $4337.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $3312265.80        | $3415278.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1006 | 2049-06-01      | 3.5000%  | 0.0000% | $293.68            | $277.91            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $2124.42           | $2070.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2908 | 2049-10-01      | 5.0000%  | 0.0000% | $297.85            | $303.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $383.08            | $367.16            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $477.38            | $464.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $239.55            | $232.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $4181.12           | $4039.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $1383.36           | $1299.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $2773.58           | $2698.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $359.50            | $337.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7895 | 2048-11-01      | 3.5000%  | 0.0000% | $511.47            | $487.27            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8521 | 2036-09-01      | 2.0000%  | 0.0000% | $590.18            | $547.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $649.76            | $606.80            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $1467.31           | $1311.00           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $4886.15           | $4373.25           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3356 | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.71           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3357 | 2055-11-01      | 5.5000%  | 0.0000% | $2048.00           | $2101.53           | Agency Mortgage-Backed Securities |
| FKAR 03.000 WAWA4840 | 2042-03-01      | 3.0000%  | 0.0000% | $56489.91          | $46286.87          | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  | 0.0000% | $51241.76          | $47954.55          | Agency Mortgage-Backed Securities |
| FMAR 8B0379 G        | 2054-10-01      | 5.4780%  | 0.0000% | $4492773.31        | $4599946.17        | Agency Mortgage-Backed Securities |
| FMAR 8D0268 G        | 2052-08-01      | 3.9480%  | 0.0000% | $145234.04         | $143316.37         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRQ0010 | 2055-06-01      | 4.0000%  | 0.0000% | $1999.42           | $1914.20           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $993.77            | $1011.02           | Agency Mortgage-Backed Securities |
| GNII JM MB0471 M     | 2055-07-20      | 5.0000%  | 0.0000% | $995.36            | $1001.73           | Agency Mortgage-Backed Securities |
| GNII SF MB0488 M     | 2055-07-20      | 7.0000%  | 0.0000% | $2016.13           | $2092.63           | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $9916041.90        | $10069096.01       | Agency Mortgage-Backed Securities |
| GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | 0.0000% | $17077481.47       | $16294820.49       | Agency Mortgage-Backed Securities |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | 0.0000% | $1022.34           | $1026.61           | Agency Mortgage-Backed Securities |
| GNII SF MB0689 M     | 2054-05-20      | 7.0000%  | 0.0000% | $948698.97         | $987165.86         | Agency Mortgage-Backed Securities |
| GNII SF DO0435 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1831.00           | $1909.84           | Agency Mortgage-Backed Securities |
| GNHF RF AR1257 H     | 2066-01-20      | 4.7480%  | 0.0000% | $16.16             | $16.23             | Agency Mortgage-Backed Securities |
| GNII JM 004417 M     | 2039-04-20      | 5.0000%  | 0.0000% | $3782.77           | $3819.68           | Agency Mortgage-Backed Securities |
| GNII FS 004459 M     | 2039-06-20      | 5.0000%  | 0.0000% | $2579.94           | $2657.66           | Agency Mortgage-Backed Securities |
| GNII JM 004461 M     | 2039-06-20      | 4.5000%  | 0.0000% | $2487.10           | $2496.02           | Agency Mortgage-Backed Securities |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $17.60             | $17.78             | Agency Mortgage-Backed Securities |
| GNII JM 004463 M     | 2039-06-20      | 5.5000%  | 0.0000% | $564.72            | $565.55            | Agency Mortgage-Backed Securities |
| GNII FS 004483 M     | 2039-07-20      | 4.0000%  | 0.0000% | $880.97            | $836.39            | Agency Mortgage-Backed Securities |
| GNII FS 004485 M     | 2039-07-20      | 5.0000%  | 0.0000% | $576.17            | $586.46            | Agency Mortgage-Backed Securities |
| GNII SF 004497 M     | 2039-07-20      | 5.5000%  | 0.0000% | $177.75            | $184.96            | Agency Mortgage-Backed Securities |
| GNII JM 004164 M     | 2038-06-20      | 6.0000%  | 0.0000% | $827.55            | $845.41            | Agency Mortgage-Backed Securities |
| GNII FS 004184 M     | 2038-07-20      | 6.5000%  | 0.0000% | $1307.07           | $1314.53           | Agency Mortgage-Backed Securities |
| GNII JM 004238 M     | 2038-09-20      | 5.5000%  | 0.0000% | $4757.03           | $4787.34           | Agency Mortgage-Backed Securities |
| GNII JM 004214 M     | 2038-08-20      | 5.0000%  | 0.0000% | $33.12             | $33.69             | Agency Mortgage-Backed Securities |
| GNII JM 004241 M     | 2038-09-20      | 7.0000%  | 0.0000% | $647.12            | $657.27            | Agency Mortgage-Backed Securities |
| GNII JM 004259 M     | 2038-10-20      | 5.5000%  | 0.0000% | $356.54            | $357.33            | Agency Mortgage-Backed Securities |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $0.58              | $0.60              | Agency Mortgage-Backed Securities |
| GNII JM 004261 M     | 2038-10-20      | 6.5000%  | 0.0000% | $1473.55           | $1482.86           | Agency Mortgage-Backed Securities |
| GNII JM 004308 M     | 2038-12-20      | 5.0000%  | 0.0000% | $1936.42           | $1955.32           | Agency Mortgage-Backed Securities |
| GNII JM 004309 M     | 2038-12-20      | 5.5000%  | 0.0000% | $0.64              | $0.65              | Agency Mortgage-Backed Securities |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $526.22            | $529.00            | Agency Mortgage-Backed Securities |
| GNII JM 004363 M     | 2039-02-20      | 5.5000%  | 0.0000% | $630.81            | $634.83            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $1886.08           | $1805.71           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $652.77            | $679.48            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $1912.26           | $1830.76           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $2869.54           | $2747.24           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $2258.12           | $2208.62           | Agency Mortgage-Backed Securities |
| FKAR 04.750 WAWA3430 | 2043-02-01      | 4.7500%  | 0.0000% | $825177.81         | $814950.96         | Agency Mortgage-Backed Securities |
| FKAR 04.070 WNWN1258 | 2035-06-01      | 4.0700%  | 0.0000% | $1739948.00        | $1699169.71        | Agency Mortgage-Backed Securities |
| FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  | 0.0000% | $6508203.00        | $6616733.79        | Agency Mortgage-Backed Securities |
| FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  | 0.0000% | $14838567.00       | $15238006.39       | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2735 | 2032-07-01      | 4.1500%  | 0.0000% | $282522.00         | $282163.90         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $349.17            | $331.54            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60994 G | 2045-01-01      | 3.5000%  | 0.0000% | $514.60            | $494.00            | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2690%  | 0.0000% | $2381.47           | $2465.30           | Agency Mortgage-Backed Securities |
| FMAR 1B0118 G        | 2031-08-01      | 6.6580%  | 0.0000% | $420.00            | $429.68            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB1486 | 2050-07-01      | 3.0000%  | 0.0000% | $65658.82          | $60410.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9138 | 2055-11-01      | 5.0000%  | 0.0000% | $999.01            | $1009.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0188 | 2055-09-01      | 4.9870%  | 0.0000% | $352297.96         | $358629.90         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0189 | 2055-09-01      | 5.5990%  | 0.0000% | $1075997.32        | $1101760.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  | 0.0000% | $249367.27         | $246276.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  | 0.0000% | $998.97            | $1001.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4443 | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2016.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  | 0.0000% | $999.11            | $1018.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $211921.08         | $212947.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5283 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5466 | 2055-12-01      | 5.0000%  | 0.0000% | $826320.00         | $832942.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5514 | 2055-11-01      | 6.0000%  | 0.0000% | $1003.00           | $1035.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5885 | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5951 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $58.22             | $56.31             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBC0912 | 2031-05-01      | 3.0000%  | 0.0000% | $315020.71         | $309331.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | 0.0000% | $181.87            | $172.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  | 0.0000% | $44.08             | $41.56             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0516 | 2038-08-01      | 3.0000%  | 0.0000% | $1022.82           | $979.37            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $5428.46           | $4853.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $2438.41           | $2178.66           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $637.11            | $606.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1456 | 2048-12-01      | 3.0000%  | 0.0000% | $718.80            | $657.45            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $4827.36           | $4313.15           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $810.67            | $725.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2736 | 2052-06-01      | 4.0000%  | 0.0000% | $10156.57          | $9783.58           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2990 | 2036-11-01      | 2.0000%  | 0.0000% | $5176194.37        | $4809253.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $3112.77           | $2919.04           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $1562.81           | $1397.76           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0076 | 2055-11-01      | 5.5000%  | 0.0000% | $2001.00           | $2035.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0026 | 2040-09-01      | 5.5000%  | 0.0000% | $927.95            | $954.09            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $1747.74           | $1796.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $858.27            | $893.10            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRR0044 | 2040-11-01      | 3.0000%  | 0.0000% | $4998.88           | $4825.12           | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $116057.09         | $108367.15         | Agency Mortgage-Backed Securities |
| GNII SF MA0626 M     | 2042-12-20      | 4.0000%  | 0.0000% | $47715.43          | $46830.07          | Agency Mortgage-Backed Securities |
| GNII SF MA1352 M     | 2028-10-20      | 4.0000%  | 0.0000% | $19.43             | $19.42             | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $159.21            | $150.13            | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $388.55            | $367.13            | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $691.59            | $636.65            | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $445.73            | $419.64            | Agency Mortgage-Backed Securities |
| GNII SF MA3108 M     | 2045-09-20      | 5.0000%  | 0.0000% | $79.49             | $81.92             | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $1761.76           | $1658.62           | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $8171.47           | $7965.06           | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $494.08            | $454.83            | Agency Mortgage-Backed Securities |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $436.69            | $425.67            | Agency Mortgage-Backed Securities |
| GNII SF MA3457 M     | 2046-01-20      | 5.0000%  | 0.0000% | $261.46            | $269.47            | Agency Mortgage-Backed Securities |
| GNII SF MA3458 M     | 2046-02-20      | 5.5000%  | 0.0000% | $498.78            | $519.03            | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $676.70            | $659.49            | Agency Mortgage-Backed Securities |
| GNII SF MA3736 M     | 2046-06-20      | 3.5000%  | 0.0000% | $117.67            | $110.78            | Agency Mortgage-Backed Securities |
| GNII SF MA3804 M     | 2046-07-20      | 4.0000%  | 0.0000% | $386.95            | $376.94            | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $129.15            | $121.57            | Agency Mortgage-Backed Securities |
| GNII SF MA4005 M     | 2046-10-20      | 4.0000%  | 0.0000% | $100.24            | $97.64             | Agency Mortgage-Backed Securities |
| GNII SF MA4071 M     | 2046-10-20      | 4.5000%  | 0.0000% | $186.98            | $188.11            | Agency Mortgage-Backed Securities |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $368.57            | $328.36            | Agency Mortgage-Backed Securities |
| GNII JM 004515 M     | 2039-08-20      | 6.0000%  | 0.0000% | $933.80            | $962.99            | Agency Mortgage-Backed Securities |
| GNII SF 004520 M     | 2039-08-20      | 5.0000%  | 0.0000% | $48.47             | $50.13             | Agency Mortgage-Backed Securities |
| GNII SF 004560 M     | 2039-10-20      | 5.5000%  | 0.0000% | $30.37             | $31.61             | Agency Mortgage-Backed Securities |
| GNII JM 004533 M     | 2039-09-20      | 5.0000%  | 0.0000% | $1251.60           | $1263.82           | Agency Mortgage-Backed Securities |
| GNII JM 004534 M     | 2039-09-20      | 5.5000%  | 0.0000% | $401.92            | $405.09            | Agency Mortgage-Backed Securities |
| GNII JM 004553 M     | 2039-10-20      | 4.5000%  | 0.0000% | $628.70            | $626.20            | Agency Mortgage-Backed Securities |
| GNII JM 004554 M     | 2039-10-20      | 5.0000%  | 0.0000% | $5.48              | $5.57              | Agency Mortgage-Backed Securities |
| GNII SF 004598 M     | 2039-12-20      | 4.5000%  | 0.0000% | $4369.40           | $4440.89           | Agency Mortgage-Backed Securities |
| GNII JM 004631 M     | 2040-02-20      | 4.5000%  | 0.0000% | $2315.58           | $2306.36           | Agency Mortgage-Backed Securities |
| GNII JM 004632 M     | 2040-02-20      | 5.0000%  | 0.0000% | $756.16            | $763.54            | Agency Mortgage-Backed Securities |
| GNII SF MA3737 M     | 2046-06-20      | 4.0000%  | 0.0000% | $495.45            | $483.81            | Agency Mortgage-Backed Securities |
| GNII SF MA3180 M     | 2038-08-20      | 7.0000%  | 0.0000% | $28029.07          | $29581.55          | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $75.70             | $73.86             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $5090.31           | $4955.64           | Agency Mortgage-Backed Securities |
| GNII JM 004692 M     | 2040-05-20      | 5.0000%  | 0.0000% | $12.40             | $12.52             | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $585.72            | $595.31            | Agency Mortgage-Backed Securities |
| GNII JM 004738 M     | 2040-07-20      | 5.0000%  | 0.0000% | $23.83             | $24.07             | Agency Mortgage-Backed Securities |
| GNII JM 004796 M     | 2040-09-20      | 4.5000%  | 0.0000% | $7.51              | $7.48              | Agency Mortgage-Backed Securities |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $52.71             | $51.73             | Agency Mortgage-Backed Securities |
| GNII SF 004976 M     | 2041-03-20      | 3.5000%  | 0.0000% | $86.61             | $82.83             | Agency Mortgage-Backed Securities |
| FMAR 1B0097 G        | 2031-08-01      | 6.6580%  | 0.0000% | $2336.10           | $2388.93           | Agency Mortgage-Backed Securities |
| GNII JM 004335 M     | 2039-01-20      | 5.0000%  | 0.0000% | $2935.74           | $3004.00           | Agency Mortgage-Backed Securities |
| GNII JM 005029 M     | 2041-04-20      | 4.0000%  | 0.0000% | $15.79             | $15.29             | Agency Mortgage-Backed Securities |
| GNII JM 004286 M     | 2038-11-20      | 6.5000%  | 0.0000% | $3281.06           | $3379.47           | Agency Mortgage-Backed Securities |
| GNII FS 005158 M     | 2041-08-20      | 5.0000%  | 0.0000% | $87.48             | $89.05             | Agency Mortgage-Backed Securities |
| GNAR AR 080095 M     | 2027-07-20      | 5.3750%  | 0.0000% | $61.92             | $62.54             | Agency Mortgage-Backed Securities |
| GNII SP 788186 C     | 2055-09-20      | 5.5000%  | 0.0000% | $4002.03           | $4089.84           | Agency Mortgage-Backed Securities |
| GNII SP 787830 C     | 2050-12-20      | 2.5000%  | 0.0000% | $2057259.58        | $1784368.21        | Agency Mortgage-Backed Securities |
| GNII SP 787962 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1331201.73        | $1359541.68        | Agency Mortgage-Backed Securities |
| 8.875 RFBD 30 B      | 2030-04-15      | 8.8750%  | 0.0000% | $8000.00           | $9717.61           | Corporate Debt Securities         |
| GNII AP 784449 M     | 2044-09-20      | 4.5000%  | 0.0000% | $182.45            | $181.78            | Agency Mortgage-Backed Securities |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $862.29            | $824.81            | Agency Mortgage-Backed Securities |
| GNII SF 005056 M     | 2041-05-20      | 5.0000%  | 0.0000% | $1869.16           | $1930.97           | Agency Mortgage-Backed Securities |
| GNII JM 004262 M     | 2038-10-20      | 7.0000%  | 0.0000% | $4.07              | $4.17              | Agency Mortgage-Backed Securities |
| GNII JM 004258 M     | 2038-10-20      | 5.0000%  | 0.0000% | $16.14             | $16.29             | Agency Mortgage-Backed Securities |
| GNII FS 004182 M     | 2038-07-20      | 5.5000%  | 0.0000% | $4103.87           | $4124.98           | Agency Mortgage-Backed Securities |
| GNII SF 004170 M     | 2038-06-20      | 6.0000%  | 0.0000% | $11.23             | $11.87             | Agency Mortgage-Backed Securities |
| GNII JM 004488 M     | 2039-07-20      | 4.5000%  | 0.0000% | $674.05            | $669.20            | Agency Mortgage-Backed Securities |
| GNII JM 004440 M     | 2039-05-20      | 4.5000%  | 0.0000% | $686.86            | $684.13            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  | 0.0000% | $780.92            | $726.55            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $559.04            | $522.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $396.93            | $372.48            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $4713.32           | $4388.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3278 | 2048-11-01      | 3.5000%  | 0.0000% | $197.36            | $186.69            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $1656.53           | $1541.03           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $4922.37           | $4734.68           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $1555.06           | $1335.26           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $59022.33          | $55621.70          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $1719.39           | $1665.09           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $3237.11           | $3038.29           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $132.10            | $131.32            | Agency Mortgage-Backed Securities |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $501.48            | $502.23            | Agency Mortgage-Backed Securities |
| GNII JM 004613 M     | 2040-01-20      | 5.5000%  | 0.0000% | $3220.58           | $3217.37           | Agency Mortgage-Backed Securities |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $4378.23           | $4449.87           | Agency Mortgage-Backed Securities |
| GNII FS 004648 M     | 2040-03-20      | 4.0000%  | 0.0000% | $757.98            | $719.61            | Agency Mortgage-Backed Securities |
| GNII FS 004649 M     | 2040-03-20      | 4.5000%  | 0.0000% | $3449.99           | $3414.02           | Agency Mortgage-Backed Securities |
| GNII SF 004978 M     | 2041-03-20      | 4.5000%  | 0.0000% | $40.41             | $41.07             | Agency Mortgage-Backed Securities |
| GNII JM 004983 M     | 2041-03-20      | 5.0000%  | 0.0000% | $1307.56           | $1329.98           | Agency Mortgage-Backed Securities |
| GNII JM 005137 M     | 2041-08-20      | 4.0000%  | 0.0000% | $1128.62           | $1099.33           | Agency Mortgage-Backed Securities |

### Security 342: Societe Generale

- **C.1 - Title:** Societe Generale 4.030000%
- **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: 983TET000, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 983TET000_4.03_1203
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7536 M | 2051-08-20      | 3.5000%  | 0.0000% | $17165272.15       | $15944220.52       | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M | 2051-10-20      | 3.5000%  | 0.0000% | $78469264.11       | $72837054.21       | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M | 2052-02-20      | 2.5000%  | 0.0000% | $18651266.14       | $16287218.15       | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M | 2052-09-20      | 5.0000%  | 0.0000% | $13488514.20       | $13612986.21       | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M | 2052-11-20      | 5.0000%  | 0.0000% | $82823801.39       | $83583875.42       | Agency Mortgage-Backed Securities |
| GNII SF DF6858 C | 2054-11-20      | 5.0000%  | 0.0000% | $17066089.72       | $17243611.19       | Agency Mortgage-Backed Securities |
| GNII SF DM9592 C | 2055-10-20      | 5.5000%  | 0.0000% | $7409384.40        | $7568041.55        | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $32837332.35       | $32975117.79       | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $48173730.65       | $48947882.50       | Agency Mortgage-Backed Securities |

### Security 343: Societe Generale

- **C.1 - Title:** Societe Generale 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APN007, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APN007_4.04_1205
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 BOND 51 | 2051-11-15      | 1.8750%  | 0.0000% | $173373280.00      | $99657274.56       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43 | 2043-11-15      | 4.7500%  | 0.0000% | $20250320.00       | $20769048.17       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-11-15      | 2.7500%  | 0.0000% | $113692800.00      | $83573709.20       | U.S. Treasuries (including strips) |

### Security 344: Societe Generale

- **C.1 - Title:** Societe Generale 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988APU001, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 988APU001_4.08_1203
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 BOND 52 | 2052-05-15      | 2.8750%  | 0.0000% | $48605200.00       | $35230140.56       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42 | 2042-05-15      | 3.2500%  | 0.0000% | $43816200.00       | $37437486.99       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-02-15      | 3.6250%  | 0.0000% | $68095800.00       | $57739999.83       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46 | 2046-02-15      | 2.5000%  | 0.0000% | $53036600.00       | $38369601.52       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46 | 2046-08-15      | 2.2500%  | 0.0000% | $49972300.00       | $34196786.33       | U.S. Treasuries (including strips) |
| 3 BOND 47     | 2047-02-15      | 3.0000%  | 0.0000% | $50163000.00       | $39313233.83       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-05-15      | 1.1250%  | 0.0000% | $15232900.00       | $9895048.20        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39 | 2039-08-15      | 4.5000%  | 0.0000% | $10857900.00       | $11211929.15       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40 | 2040-11-15      | 4.2500%  | 0.0000% | $55449600.00       | $54580940.05       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44 | 2044-02-15      | 3.6250%  | 0.0000% | $53798500.00       | $47885618.26       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42 | 2042-11-15      | 2.7500%  | 0.0000% | $53516000.00       | $42139224.56       | U.S. Treasuries (including strips) |

### Security 345: Natwest

- **C.1 - Title:** Natwest 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99DJ46000, C.3 - LEI: N/A, C.5 - Other ID: 99DJ46000_4.09_1201
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $35527700.00       | $36718027.72       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $37400000.00       | $35590081.55       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $33613600.00       | $34509713.51       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | 0.0000% | $31875400.00       | $31519256.68       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $20681000.00       | $19492970.36       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | 0.0000% | $35181500.00       | $34688710.22       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $36389900.00       | $37290836.40       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $39527300.00       | $41507985.51       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $29261600.00       | $30481365.66       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $37836500.00       | $38284230.38       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $1663700.00        | $1670895.63        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | 0.0000% | $32202100.00       | $30430428.70       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $34760600.00       | $35815566.07       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Allspring Funds Trust

**Date:** 2025-12-05

**By:** David Berardi

**Name of Signing Officer:** David Berardi

**Title of Signing Officer:** Assistant Treasurer