# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0002048251-26-002868
**Filing Date:** 2026-4
**Character Count:** 236915
**Document Hash:** 4434f6c669ec0c00fb6557a9748eb06e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-002868.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0002048251-26-002868

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CITY NATIONAL ROCHDALE FUNDS
- **CENTRAL INDEX KEY:** 0001026977

**ORGANIZATION NAME:**
- **EIN:** 911766001
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07923
- **FILM NUMBER:** 26845091

**BUSINESS ADDRESS:**
- **STREET 1:** 400 NORTH ROXBURY DRIVE
- **CITY:** BEVERLY HILLS
- **STATE:** CA
- **ZIP:** 90210
- **BUSINESS PHONE:** (800) 708-8881

**MAIL ADDRESS:**
- **STREET 1:** 400 NORTH ROXBURY DRIVE
- **CITY:** BEVERLY HILLS
- **STATE:** CA
- **ZIP:** 90210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** City National Rochdale Funds
- **DATE OF NAME CHANGE:** 20130910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CNI CHARTER FUNDS
- **DATE OF NAME CHANGE:** 19990503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BERKELEY FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980319

## Series and Classes Contracts Data

### CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND (Series ID: S000005833)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000015999 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - CLASS N   | CNGXX           |
| C000016000 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - SERVICING | CNIXX           |
| C000016001 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - CLASS S   | CNFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001026977

### General Information

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

**Registrant Full Name:** CITY NATIONAL ROCHDALE FUNDS

**CIK Number of Registrant:** 0001026977

**LEI of Registrant:** 549300QMC7FYNN5LU818

**Name of Series:** CNR GOVERNMENT MM

**LEI of Series:** 549300QMC7FYNN5LU818

**EDGAR Series Identifier:** S000005833

**Total number of share classes in the series:** 3

**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            | City National Rochdale, LLC                          | 801-27265         |
| Independent Public Accountant | Cohen and Company<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | SEI Investments Global Funds Services                |  |
| Transfer Agent                | U.S. Bancorp Fund Services, LLC<br>CIK: 0001094770   | 085-11357         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-16093

- **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:** 41 days

- **WAL:** 65 days

- **Total Value of Portfolio Securities:** $7987011085.89

- **Amortized Cost of Portfolio Securities:** $7986826076.73

- **Cash:** $0.76

- **Total Other Assets:** $11770493.55

- **Total Liabilities:** $25697371.92

- **Net Assets of Series:** $7972899199.12

- **Number of Shares Outstanding (Series):** 7972902398.3700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $3610922424.96            | $6096522062.26             | 45.4300%                  | 76.7000%                   |
| 2026-03-03 | $4351291745.59            | $6512130685.81             | 52.0200%                  | 77.8600%                   |
| 2026-03-04 | $4073442243.18            | $6235935669.53             | 50.3600%                  | 77.1000%                   |
| 2026-03-05 | $4073622192.89            | $6198454522.30             | 50.6000%                  | 76.9900%                   |
| 2026-03-06 | $4047802142.60            | $6392102545.24             | 49.0900%                  | 77.5300%                   |
| 2026-03-09 | $4048341992.19            | $6537837405.52             | 49.4200%                  | 79.8100%                   |
| 2026-03-10 | $3955481722.14            | $6537449421.15             | 48.2900%                  | 79.8100%                   |
| 2026-03-11 | $3880775945.54            | $6537116383.55             | 46.2600%                  | 77.9300%                   |
| 2026-03-12 | $3881935805.78            | $6812488512.85             | 44.8000%                  | 78.6300%                   |
| 2026-03-13 | $3900095666.18            | $6360655673.35             | 47.4900%                  | 77.4500%                   |
| 2026-03-16 | $3900575248.49            | $6405437611.89             | 47.7000%                  | 78.3300%                   |
| 2026-03-17 | $4023735109.68            | $6445314597.18             | 48.9600%                  | 78.4300%                   |
| 2026-03-18 | $3941894969.51            | $6450707384.42             | 47.9300%                  | 78.4400%                   |
| 2026-03-19 | $4195054830.67            | $6456865832.94             | 50.9800%                  | 78.4600%                   |
| 2026-03-20 | $4375608833.89            | $6288105669.50             | 52.4700%                  | 75.4100%                   |
| 2026-03-23 | $4101171891.21            | $6237740367.45             | 49.4800%                  | 75.2500%                   |
| 2026-03-24 | $4197341574.58            | $6170773632.73             | 50.4400%                  | 74.1500%                   |
| 2026-03-25 | $4289511258.58            | $5837572645.39             | 53.0500%                  | 72.1900%                   |
| 2026-03-26 | $3604631663.98            | $5574302097.69             | 45.7900%                  | 70.8000%                   |
| 2026-03-27 | $3512752070.24            | $5521359015.36             | 44.1600%                  | 69.4200%                   |
| 2026-03-30 | $3511113288.42            | $6111326032.49             | 43.6300%                  | 75.9400%                   |
| 2026-03-31 | $3056213387.57            | $6064119742.91             | 38.2100%                  | 75.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.6800%             |
| 2026-03-03 | 3.6800%             |
| 2026-03-04 | 3.6800%             |
| 2026-03-05 | 3.6700%             |
| 2026-03-06 | 3.6700%             |
| 2026-03-09 | 3.6600%             |
| 2026-03-10 | 3.6600%             |
| 2026-03-11 | 3.6500%             |
| 2026-03-12 | 3.6500%             |
| 2026-03-13 | 3.6500%             |
| 2026-03-16 | 3.6600%             |
| 2026-03-17 | 3.6600%             |
| 2026-03-18 | 3.6600%             |
| 2026-03-19 | 3.6600%             |
| 2026-03-20 | 3.6600%             |
| 2026-03-23 | 3.6600%             |
| 2026-03-24 | 3.6500%             |
| 2026-03-25 | 3.6600%             |
| 2026-03-26 | 3.6600%             |
| 2026-03-27 | 3.6600%             |
| 2026-03-30 | 3.6700%             |
| 2026-03-31 | 3.6700%             |

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

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9421.63

- **Number of Shares Outstanding:** 9421.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $23.49                    | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $23.49

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0500%           |
| 2026-03-03 | 3.0600%           |
| 2026-03-04 | 3.0600%           |
| 2026-03-05 | 3.0600%           |
| 2026-03-06 | 3.0500%           |
| 2026-03-09 | 3.0400%           |
| 2026-03-10 | 3.0300%           |
| 2026-03-11 | 3.0300%           |
| 2026-03-12 | 3.0200%           |
| 2026-03-13 | 3.0300%           |
| 2026-03-16 | 3.0400%           |
| 2026-03-17 | 3.0500%           |
| 2026-03-18 | 3.0400%           |
| 2026-03-19 | 3.0400%           |
| 2026-03-20 | 3.0400%           |
| 2026-03-23 | 3.0400%           |
| 2026-03-24 | 3.0400%           |
| 2026-03-25 | 3.0400%           |
| 2026-03-26 | 3.0500%           |
| 2026-03-27 | 3.0500%           |
| 2026-03-30 | 3.0500%           |
| 2026-03-31 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 98.4200%         | 98.4200%             |

### Class: SERVICING CLASS

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $6718299905.28

- **Number of Shares Outstanding:** 6718303327.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $57594428.26              | $75339550.74            |
| 2026-03-03 | $403177000.67             | $30153.65               |
| 2026-03-04 | $69270885.17              | $359421193.94           |
| 2026-03-05 | $141227336.87             | $160500432.83           |
| 2026-03-06 | $311667075.52             | $137965477.71           |
| 2026-03-09 | $140121931.75             | $192928355.40           |
| 2026-03-10 | $75899276.65              | $109631536.13           |
| 2026-03-11 | $186826983.53             | $51911.09               |
| 2026-03-12 | $457267446.29             | $98363296.06            |
| 2026-03-13 | $26712535.51              | $484989709.56           |
| 2026-03-16 | $105638.42                | $59703092.51            |
| 2026-03-17 | $58354981.77              | $36838403.29            |
| 2026-03-18 | $8327413.34               | $10446825.03            |
| 2026-03-19 | $37545243.19              | $0.00                   |
| 2026-03-20 | $111264291.68             | $95419.37               |
| 2026-03-23 | $379857.58                | $78867732.88            |
| 2026-03-24 | $141430429.35             | $124437084.05           |
| 2026-03-25 | $9466.78                  | $240074090.37           |
| 2026-03-26 | $0.00                     | $183602197.50           |
| 2026-03-27 | $110320788.10             | $8660.58                |
| 2026-03-30 | $83185621.27              | $28857131.85            |
| 2026-03-31 | $30664169.71              | $83023422.12            |

**Total Gross Subscriptions (Month):** $2451352801.41

**Total Gross Redemptions (Month):** $2465175676.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3300%           |
| 2026-03-03 | 3.3300%           |
| 2026-03-04 | 3.3300%           |
| 2026-03-05 | 3.3300%           |
| 2026-03-06 | 3.3200%           |
| 2026-03-09 | 3.3100%           |
| 2026-03-10 | 3.3100%           |
| 2026-03-11 | 3.3100%           |
| 2026-03-12 | 3.3100%           |
| 2026-03-13 | 3.3100%           |
| 2026-03-16 | 3.3100%           |
| 2026-03-17 | 3.3100%           |
| 2026-03-18 | 3.3100%           |
| 2026-03-19 | 3.3100%           |
| 2026-03-20 | 3.3100%           |
| 2026-03-23 | 3.3100%           |
| 2026-03-24 | 3.3100%           |
| 2026-03-25 | 3.3100%           |
| 2026-03-26 | 3.3100%           |
| 2026-03-27 | 3.3100%           |
| 2026-03-30 | 3.3200%           |
| 2026-03-31 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 87.8300%         | 87.8300%             |
| Depository institution or other banking institution |  | 12.0100%         | 12.0100%             |

### Class: CLASS S

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $1254589872.21

- **Number of Shares Outstanding:** 1254589650.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $32785876.16              | $0.00                   |
| 2026-03-03 | $11948051.96              | $0.00                   |
| 2026-03-04 | $13425004.26              | $0.00                   |
| 2026-03-05 | $0.00                     | $16299270.78            |
| 2026-03-06 | $19412039.62              | $0.00                   |
| 2026-03-09 | $0.00                     | $3342789.08             |
| 2026-03-10 | $32832582.20              | $0.00                   |
| 2026-03-11 | $9595197.82               | $0.00                   |
| 2026-03-12 | $0.00                     | $84062140.65            |
| 2026-03-13 | $5913867.50               | $0.00                   |
| 2026-03-16 | $22303810.58              | $0.00                   |
| 2026-03-17 | $17819253.08              | $0.00                   |
| 2026-03-18 | $6990325.85               | $0.00                   |
| 2026-03-19 | $0.00                     | $32878501.07            |
| 2026-03-20 | $0.00                     | $2356101.95             |
| 2026-03-23 | $26621384.97              | $0.00                   |
| 2026-03-24 | $14609668.34              | $0.00                   |
| 2026-03-25 | $3323882.38               | $0.00                   |
| 2026-03-26 | $0.00                     | $30290337.50            |
| 2026-03-27 | $0.00                     | $29946050.11            |
| 2026-03-30 | $37169250.08              | $0.00                   |
| 2026-03-31 | $2296005.46               | $0.00                   |

**Total Gross Subscriptions (Month):** $257046200.26

**Total Gross Redemptions (Month):** $199175191.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.8800%           |
| 2026-03-03 | 2.8800%           |
| 2026-03-04 | 2.8800%           |
| 2026-03-05 | 2.8800%           |
| 2026-03-06 | 2.8700%           |
| 2026-03-09 | 2.8700%           |
| 2026-03-10 | 2.8600%           |
| 2026-03-11 | 2.8600%           |
| 2026-03-12 | 2.8600%           |
| 2026-03-13 | 2.8600%           |
| 2026-03-16 | 2.8600%           |
| 2026-03-17 | 2.8600%           |
| 2026-03-18 | 2.8600%           |
| 2026-03-19 | 2.8600%           |
| 2026-03-20 | 2.8600%           |
| 2026-03-23 | 2.8600%           |
| 2026-03-24 | 2.8600%           |
| 2026-03-25 | 2.8600%           |
| 2026-03-26 | 2.8600%           |
| 2026-03-27 | 2.8700%           |
| 2026-03-30 | 2.8700%           |
| 2026-03-31 | 2.8700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 100.0000%            |

## Part C: Schedule of Portfolio Securities

### Security 1: B 03/18/27

- **C.1 - Title:** TREASURY BILL 0.000000% 03/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96563125.00
- **C.18.a - Value (excl. sponsor support):** $96563125.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: B 04/02/26

- **C.1 - Title:** TREASURY BILL 0.000000% 04/02/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299970024.00
- **C.18.a - Value (excl. sponsor support):** $299970024.00
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: B 04/07/26

- **C.1 - Title:** TREASURY BILL 0.000000% 04/07/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199879658.00
- **C.18.a - Value (excl. sponsor support):** $199879658.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: B 04/23/26

- **C.1 - Title:** TREASURY BILL 0.000000% 04/23/2026
- **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):** $199555844.00
- **C.18.a - Value (excl. sponsor support):** $199555844.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: B 05/14/26

- **C.1 - Title:** TREASURY BILL 0.000000% 05/14/2026
- **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):** $99565530.00
- **C.18.a - Value (excl. sponsor support):** $99565530.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: B 06/25/26

- **C.1 - Title:** TREASURY BILL 0.000000% 06/25/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99152755.00
- **C.18.a - Value (excl. sponsor support):** $99152755.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: BARCLAY MBS REPO

- **C.1 - Title:** BARCLAY MBS  REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: BARCLM241, 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:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2066-03-20      | 6.0000%  |  | $19593990.00       | $20102865.51       | Agency Debentures and Agency Strips |
| GNMA          | 2066-03-20      | 6.0000%  |  | $19887430.00       | $20413591.74       | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.5000%  |  | $48479820.00       | $20644641.70       | Agency Debentures and Agency Strips |
| GNMA          | 2066-03-20      | 6.0000%  |  | $21238044.00       | $21799938.93       | Agency Debentures and Agency Strips |
| GNMA          | 2066-03-20      | 6.0000%  |  | $1464196.00        | $1502222.63        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1300%  |  | $17416047.00       | $17536740.21       | Agency Debentures and Agency Strips |

### Security 8: BARCLAY TERM REPO

- **C.1 - Title:** BARCLAY TERM  REPURCHASE AGREEMENT REPURCHASE AGREEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLT241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-08-15      | 1.2500%  |  | $206515900.00      | $179214774.14      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  |  | $24774200.00       | $24785298.70       | U.S. Treasuries (including strips) |

### Security 9: BARCLAY TRI-PARTY REPO

- **C.1 - Title:** BARCLAY TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLY241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-31      | 4.5000%  |  | $49357500.00       | $51000057.94       | U.S. Treasuries (including strips) |

### Security 10: DAIWA  MBS  REPO

- **C.1 - Title:** DAWIWA MBS REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: DAIWAM241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2056-03-01      | 5.5000%  |  | $5631665.00        | $5672992.03        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  |  | $4543966.00        | $4355269.56        | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  |  | $1952.00           | $1892.51           | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $15740468.00       | $1774435.02        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $9006935.00        | $8462981.28        | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  |  | $578505.00         | $479627.97         | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $7662831.00        | $6685513.69        | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  |  | $1449885.00        | $1106255.34        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  |  | $25611.00          | $23484.28          | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  |  | $1000.00           | $813.39            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $36095.00          | $22558.45          | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  |  | $429312.00         | $416173.56         | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  |  | $28408808.00       | $28063461.07       | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  |  | $3521758.00        | $3579741.40        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $334600.00         | $268125.45         | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $7137000.00        | $6355497.86        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $2609044.00        | $2613212.06        | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $248615.00         | $171670.25         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1939688.00        | $1653491.21        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  |  | $23852674.00       | $23491550.78       | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  |  | $39698788.00       | $36660800.94       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  |  | $442135.00         | $365080.72         | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  |  | $7499000.00        | $6759786.27        | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10556739.00       | $7304123.38        | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 6.0000%  |  | $166800.00         | $107908.11         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  |  | $33989.00          | $33214.20          | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  |  | $443289.00         | $446557.52         | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 4.5000%  |  | $58565.00          | $56472.33          | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1185.00           | $821.11            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $2529573.00        | $2471051.36        | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 6.0000%  |  | $146491.00         | $148035.35         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $12563839.00       | $12436274.18       | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $6728000.00        | $5605307.53        | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10703998.00       | $8036169.51        | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $14307.00          | $11134.40          | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.5000%  |  | $195836.00         | $204511.27         | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2190633.00        | $1626474.27        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $16197766.00       | $14948734.37       | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $3434000.00        | $2901012.94        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $3435000.00        | $2903203.07        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $8018987.00        | $7721022.00        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $66051.00          | $53558.33          | Agency Debentures and Agency Strips |

### Security 11: DAIWA  TRI PARTY REPO

- **C.1 - Title:** DAWIWA TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **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: DAIWAX241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2038-03-01      | 5.5000%  |  | $70291.00          | $375.46            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.0000%  |  | $40061.00          | $34446.70          | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $2016.00           | $1679.08           | Agency Debentures and Agency Strips |
| FMAC          | 2045-08-01      | 3.0000%  |  | $2000.00           | $234.13            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  |  | $1000.00           | $917.14            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.5000%  |  | $9997.00           | $503.98            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $36006.00          | $25107.06          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $3000.00           | $2504.63           | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.0000%  |  | $1024.00           | $607.63            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1024.00           | $850.75            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $151259.00         | $119045.90         | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $2000.00           | $1408.88           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  |  | $266000.00         | $157685.96         | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  |  | $6226.00           | $3517.51           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  |  | $1008.00           | $827.06            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.0000%  |  | $1000.00           | $974.08            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  |  | $4179.00           | $3691.41           | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  |  | $1504.00           | $943.67            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $3080.00           | $2031.55           | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 4.0000%  |  | $2049.00           | $329.39            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  |  | $1016.00           | $946.34            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  |  | $1305.00           | $954.96            | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.5000%  |  | $2084.00           | $769.29            | Agency Debentures and Agency Strips |
| FMAC          | 2031-09-01      | 5.5000%  |  | $58181.00          | $155.14            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  |  | $74000.00          | $66040.58          | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $1000.00           | $754.22            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $2000.00           | $2033.57           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.5000%  |  | $2000.00           | $354.56            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 5.5000%  |  | $2000.00           | $1685.61           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $9458.00           | $7419.06           | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  |  | $4144.00           | $3120.37           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  |  | $2001.00           | $1917.06           | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $7786.00           | $877.72            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.0000%  |  | $1041.00           | $807.77            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  |  | $1025.00           | $1029.84           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1135.00           | $802.41            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $5196.00           | $4668.89           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.0000%  |  | $37000.00          | $3572.35           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $1008.00           | $778.91            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  |  | $1000.00           | $1027.62           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.0000%  |  | $8000.00           | $5503.14           | Agency Debentures and Agency Strips |
| FMAC          | 2047-05-01      | 4.5000%  |  | $2000.00           | $302.29            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.5000%  |  | $2016.00           | $1788.50           | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 2.5000%  |  | $475000.00         | $59559.16          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.5000%  |  | $1024.00           | $639.17            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 2.5000%  |  | $139000.00         | $63254.52          | Agency Debentures and Agency Strips |
| FMAC          | 2035-05-01      | 5.0000%  |  | $176076.00         | $1932.59           | Agency Debentures and Agency Strips |
| FMAC          | 2042-06-01      | 4.0000%  |  | $1024.00           | $89.34             | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  |  | $4000.00           | $4008.95           | Agency Debentures and Agency Strips |
| FMAC          | 2049-02-01      | 4.5000%  |  | $1000.00           | $285.80            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $3120.00           | $2680.64           | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  |  | $2001.00           | $850.50            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  |  | $1075.00           | $867.38            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  |  | $4128.00           | $4139.45           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $1005.00           | $766.94            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  |  | $1001.00           | $1012.17           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $1032.00           | $980.95            | Agency Debentures and Agency Strips |
| FMAC          | 2030-12-01      | 3.0000%  |  | $1000.00           | $84.17             | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  |  | $1000.00           | $835.98            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.0000%  |  | $1010.00           | $849.38            | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.5000%  |  | $2012.00           | $1176.00           | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.0000%  |  | $1000.00           | $761.69            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $62000.00          | $49209.51          | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.0000%  |  | $1000.00           | $160.36            | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  |  | $1035.00           | $1060.62           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.5000%  |  | $2000.00           | $1764.54           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.0000%  |  | $1000.00           | $714.67            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.5000%  |  | $10000.00          | $7772.45           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.5000%  |  | $1000.00           | $1027.97           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.5000%  |  | $4120.00           | $3845.85           | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.0000%  |  | $1020.00           | $238.49            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 6.0000%  |  | $1001.00           | $687.25            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  |  | $2000.00           | $1903.80           | Agency Debentures and Agency Strips |
| FMAC          | 2048-06-01      | 4.5000%  |  | $1120.00           | $175.02            | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  |  | $1000.00           | $548.64            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  |  | $4352.00           | $3264.61           | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 4.0000%  |  | $1647.00           | $337.34            | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 6.5000%  |  | $2016.00           | $1471.44           | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 2.0000%  |  | $1001.00           | $469.72            | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  |  | $46318.00          | $6364.94           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  |  | $306997.00         | $303265.04         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $1034.00           | $961.86            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  |  | $89840.00          | $90608.97          | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $1008.00           | $932.85            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.0000%  |  | $2000.00           | $1664.90           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $1000.00           | $780.62            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $1064.00           | $974.82            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.0000%  |  | $5049.00           | $4936.01           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1050.60           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.0000%  |  | $1000.00           | $752.14            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 4.0000%  |  | $24002.00          | $16944.95          | Agency Debentures and Agency Strips |
| FMAC          | 2030-06-01      | 5.0000%  |  | $84737.00          | $1310.99           | Agency Debentures and Agency Strips |
| FMAC          | 2042-07-01      | 3.5000%  |  | $1003.00           | $120.97            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  |  | $1111.00           | $893.77            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.5000%  |  | $1000.00           | $560.64            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  |  | $2001.00           | $1502.78           | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 3.5000%  |  | $2108.00           | $117.20            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.5000%  |  | $2065.00           | $1277.26           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $3239998.00        | $2321610.29        | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1040.00           | $732.87            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  |  | $96000.00          | $74392.40          | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  |  | $1027.00           | $903.84            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $1001.00           | $985.08            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1000.00           | $734.87            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $2048.00           | $2058.07           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  |  | $1003.00           | $1012.77           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $1000.00           | $823.52            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $1025.00           | $943.24            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  |  | $34000.00          | $17747.48          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $22850311.00       | $14280858.18       | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.5000%  |  | $1007.00           | $686.92            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $2465.00           | $2348.19           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 5.0000%  |  | $4096.00           | $2672.57           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  |  | $2221.00           | $1687.64           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $2048.00           | $1977.74           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  |  | $1000.00           | $763.08            | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  |  | $3063.00           | $199.72            | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.5000%  |  | $220007.00         | $44486.90          | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  |  | $2000.00           | $1303.47           | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.0000%  |  | $4000.00           | $672.19            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 3.0000%  |  | $2008.00           | $894.77            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  |  | $2029.00           | $1295.95           | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  |  | $1000.00           | $327.44            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  |  | $1000.00           | $836.12            | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  |  | $788833.00         | $768008.70         | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $2024.00           | $1575.35           | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.5000%  |  | $118000.00         | $75832.59          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1000.00           | $808.33            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  |  | $4325.00           | $4250.45           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1000.00           | $834.42            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  |  | $1000.00           | $754.13            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 5.0000%  |  | $3148.00           | $2592.77           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  |  | $5328.00           | $4621.31           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $2000.00           | $1524.00           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  |  | $254685.00         | $260837.26         | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  |  | $1554.00           | $1128.72           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $80819.00          | $64762.79          | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  |  | $1024.00           | $738.42            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 4.5000%  |  | $1000.00           | $847.86            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.0000%  |  | $1024.00           | $925.38            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.0000%  |  | $1046.00           | $712.18            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.0000%  |  | $7000.00           | $4467.64           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  |  | $1000.00           | $814.71            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.0000%  |  | $3596.00           | $3262.17           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $1000.00           | $974.91            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  |  | $1000.00           | $548.43            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.0000%  |  | $6000.00           | $4467.10           | Agency Debentures and Agency Strips |
| FMAC          | 2044-10-01      | 4.0000%  |  | $1017.00           | $134.39            | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 4.0000%  |  | $25754.00          | $16859.63          | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 4.5000%  |  | $1001.00           | $766.84            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  |  | $1024.00           | $826.14            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $251741.00         | $165039.71         | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  |  | $2000.00           | $2008.84           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $2000.00           | $1469.47           | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 2.0000%  |  | $2000.00           | $1056.40           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  |  | $3047.00           | $3019.72           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $1051.00           | $1029.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  |  | $2016.00           | $2019.34           | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  |  | $98000.00          | $59621.39          | Agency Debentures and Agency Strips |
| FMAC          | 2044-12-01      | 4.0000%  |  | $35255.00          | $2538.67           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $2000.00           | $1818.33           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.5000%  |  | $2024.00           | $1541.88           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.5000%  |  | $340952.00         | $250354.05         | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.5000%  |  | $1024.00           | $217.12            | Agency Debentures and Agency Strips |
| FMAC          | 2045-02-01      | 4.0000%  |  | $2023.00           | $441.03            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 5.0000%  |  | $1000.00           | $937.05            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  |  | $88248.00          | $67548.77          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  |  | $1008.00           | $981.21            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $215046.00         | $162093.93         | Agency Debentures and Agency Strips |
| FMAC          | 2034-05-01      | 6.0000%  |  | $81945.00          | $803.58            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.0000%  |  | $3122.00           | $3038.28           | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  |  | $1000.00           | $815.57            | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  |  | $6000.00           | $3539.81           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  |  | $3024.00           | $2876.87           | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  |  | $1008.00           | $639.96            | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.5000%  |  | $2000.00           | $617.33            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  |  | $1094.00           | $967.42            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 5.0000%  |  | $1998.00           | $1719.09           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1002.68           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $188256.00         | $137477.36         | Agency Debentures and Agency Strips |
| FMAC          | 2045-11-01      | 5.0000%  |  | $2004.00           | $1945.88           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  |  | $3021.00           | $2977.54           | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  |  | $484931.00         | $289983.36         | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  |  | $1040.00           | $848.01            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.0000%  |  | $2048.00           | $1861.26           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $1039.00           | $1027.53           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.5000%  |  | $2000.00           | $1975.25           | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.0000%  |  | $203087.00         | $29239.14          | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 6.0000%  |  | $1028.00           | $638.15            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $3371.00           | $3216.47           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  |  | $1010.00           | $974.18            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $1000.00           | $656.90            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  |  | $11235.00          | $7234.22           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $348762.00         | $294772.02         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  |  | $2027.00           | $1406.76           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  |  | $1000.00           | $1030.56           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.5000%  |  | $2024.00           | $1416.44           | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  |  | $1024.00           | $822.27            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  |  | $1099.00           | $759.15            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.5000%  |  | $4099.00           | $3155.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $1600.00           | $1337.80           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.5000%  |  | $3024.00           | $2534.40           | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  |  | $1000.00           | $778.81            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.5000%  |  | $2027.00           | $1818.05           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.0000%  |  | $3038.00           | $2346.60           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $2009.00           | $1104.50           | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  |  | $114000.00         | $29958.52          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  |  | $121951.00         | $122519.74         | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  |  | $5010.00           | $4923.90           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.0000%  |  | $2005.00           | $1329.41           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  |  | $4119.00           | $4011.82           | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.0000%  |  | $127000.00         | $70715.83          | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.5000%  |  | $3027.00           | $2475.69           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $2386.00           | $1998.13           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $2408597.00        | $1627556.32        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  |  | $607660.00         | $582425.81         | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  |  | $1346.00           | $783.89            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $2052.00           | $1853.32           | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 4.5000%  |  | $1000.00           | $934.85            | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  |  | $431055.00         | $111167.04         | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  |  | $614990.00         | $69507.46          | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 3.5000%  |  | $1563.00           | $839.00            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.0000%  |  | $278775.00         | $199983.56         | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  |  | $2000.00           | $1635.00           | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.5000%  |  | $1000.00           | $337.25            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  |  | $1024.00           | $940.31            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.5000%  |  | $2048.00           | $797.85            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  |  | $69004.00          | $60857.15          | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.0000%  |  | $1000.00           | $637.51            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  |  | $23955.00          | $17492.25          | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.5000%  |  | $26000.00          | $8945.52           | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  |  | $3046.00           | $2173.51           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $15316326.00       | $10576021.34       | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.0000%  |  | $1000.00           | $173.45            | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  |  | $1066.00           | $127.01            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $2027.00           | $1870.24           | Agency Debentures and Agency Strips |
| FMAC          | 2037-07-01      | 3.5000%  |  | $59997.00          | $33411.80          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $43300.00          | $29824.73          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.5000%  |  | $198025.00         | $66905.71          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $5120.00           | $4848.91           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.5000%  |  | $3088.00           | $2929.34           | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 6.0000%  |  | $1027.00           | $811.08            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.0000%  |  | $1002.00           | $707.10            | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 2.5000%  |  | $6556.00           | $1936.98           | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 4.0000%  |  | $1004.00           | $229.24            | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 1.5000%  |  | $3000.00           | $2102.32           | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  |  | $1013.00           | $174.12            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $57500.00          | $41674.98          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  |  | $1030.00           | $969.60            | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.5000%  |  | $1000.00           | $499.94            | Agency Debentures and Agency Strips |
| FMAC          | 2046-11-01      | 3.5000%  |  | $1022.00           | $247.52            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $2146.00           | $1960.18           | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  |  | $1022.00           | $901.55            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  |  | $125444.00         | $97275.69          | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.5000%  |  | $1000.00           | $764.95            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $70000.00          | $65947.74          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  |  | $1204.00           | $891.20            | Agency Debentures and Agency Strips |
| FMAC          | 2049-11-01      | 3.0000%  |  | $2042.00           | $711.87            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.0000%  |  | $1040.00           | $857.21            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  |  | $1018.00           | $923.35            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.0000%  |  | $1000.00           | $845.31            | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.5000%  |  | $1000.00           | $183.58            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.5000%  |  | $7127.00           | $4653.75           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  |  | $1036.00           | $994.29            | Agency Debentures and Agency Strips |
| FMAC          | 2050-10-01      | 2.0000%  |  | $55000.00          | $25264.23          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $1007.00           | $982.41            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $1000.00           | $822.67            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $1018.00           | $951.00            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.5000%  |  | $4298.00           | $3656.00           | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.5000%  |  | $2000.00           | $1076.32           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.5000%  |  | $4000.00           | $3422.97           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 7.0000%  |  | $1001.00           | $735.56            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1007.00           | $691.91            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $2088.00           | $1789.99           | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  |  | $124580.00         | $92678.89          | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.0000%  |  | $1024.00           | $953.93            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  |  | $1000.00           | $422.51            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $1000.00           | $744.06            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.0000%  |  | $2075.00           | $2001.46           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1024.00           | $716.64            | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.0000%  |  | $3073.00           | $2932.31           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  |  | $1024.00           | $972.77            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  |  | $3029.00           | $2381.06           | Agency Debentures and Agency Strips |
| FMAC          | 2036-07-01      | 6.0000%  |  | $2213.00           | $17.36             | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 5.5000%  |  | $3000.00           | $2761.05           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-25      | 6.5000%  |  | $1000.00           | $738.02            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $1002.00           | $912.92            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.0000%  |  | $1035.00           | $897.87            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.5000%  |  | $200000.00         | $97863.64          | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  |  | $1087.00           | $1060.09           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  |  | $2077.00           | $1884.53           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  |  | $1000.00           | $961.17            | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 7.0000%  |  | $1000.00           | $1061.84           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 3.5000%  |  | $24000.00          | $18169.61          | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $1024.00           | $280.55            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.5000%  |  | $4096.00           | $3005.08           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 6.8330%  |  | $42402.00          | $286.14            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $2000.00           | $1718.37           | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  |  | $5000.00           | $2500.10           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $3097.00           | $2631.76           | Agency Debentures and Agency Strips |
| FMAC          | 2027-04-01      | 1.2500%  |  | $4679.00           | $4226.59           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 4.5000%  |  | $89000.00          | $72909.70          | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.5000%  |  | $1000.00           | $819.21            | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 5.0000%  |  | $3153.00           | $3065.07           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $1024.00           | $991.25            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $2000.00           | $1753.56           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.0000%  |  | $1000.00           | $638.58            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  |  | $100000.00         | $73565.04          | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  |  | $1000.00           | $580.37            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $4160.00           | $3955.87           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $3018.00           | $2918.18           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.5000%  |  | $1065.00           | $969.77            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  |  | $1024.00           | $884.71            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  |  | $1000.00           | $841.69            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  |  | $1024.00           | $967.60            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  |  | $272249.00         | $225716.69         | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $3129.00           | $2741.14           | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.0000%  |  | $1000.00           | $980.61            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.5000%  |  | $2054.00           | $1761.64           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  |  | $4000.00           | $3782.50           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.0000%  |  | $3000.00           | $2191.45           | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 3.5000%  |  | $1400000.00        | $149144.01         | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.5000%  |  | $1000.00           | $661.20            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 5.5000%  |  | $1000.00           | $874.29            | Agency Debentures and Agency Strips |
| FMAC          | 2039-05-01      | 6.0000%  |  | $1001.00           | $629.67            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 5.0000%  |  | $1003.00           | $672.55            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 4.5000%  |  | $2002.00           | $1742.24           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $1003.00           | $918.59            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $10003.00          | $7456.49           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $1000.00           | $769.83            | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 3.5000%  |  | $1024.00           | $102.66            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.0000%  |  | $1010.00           | $653.31            | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  |  | $389071.00         | $383180.57         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  |  | $1000.00           | $930.03            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  |  | $29999.00          | $20292.21          | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $3000.00           | $2530.19           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.5000%  |  | $10000.00          | $7369.85           | Agency Debentures and Agency Strips |
| FMAC          | 2035-02-01      | 3.0000%  |  | $178753.00         | $26464.24          | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 7.0000%  |  | $2005.00           | $1684.49           | Agency Debentures and Agency Strips |
| FMAC          | 2047-03-01      | 4.0000%  |  | $1024.00           | $224.93            | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $2000.00           | $1516.83           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $1024.00           | $789.88            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1024.00           | $765.91            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $4113.00           | $3939.51           | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.0000%  |  | $2004.00           | $1076.10           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  |  | $1001.00           | $792.76            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  |  | $2402.00           | $2423.19           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $2313934.00        | $1978651.11        | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 3.5000%  |  | $5000.00           | $2839.80           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1018.00           | $977.60            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  |  | $1040.00           | $1040.80           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  |  | $1000.00           | $715.04            | Agency Debentures and Agency Strips |
| FMAC          | 2031-05-01      | 1.5000%  |  | $1000.00           | $340.67            | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 3.5000%  |  | $2002.00           | $208.12            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 6.0000%  |  | $1049.00           | $725.70            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.0000%  |  | $79128.00          | $59933.04          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  |  | $1016.00           | $969.40            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $61013.00          | $44148.99          | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.5000%  |  | $3000.00           | $2774.69           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 2.5000%  |  | $7000.00           | $4770.13           | Agency Debentures and Agency Strips |
| FMAC          | 2039-06-01      | 5.5000%  |  | $3000.00           | $1681.73           | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  |  | $1000.00           | $659.55            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  |  | $4025.00           | $3994.42           | Agency Debentures and Agency Strips |
| FMAC          | 2046-04-01      | 3.5000%  |  | $1000.00           | $170.14            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.0000%  |  | $1000.00           | $584.38            | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 4.0000%  |  | $1006.00           | $215.12            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  |  | $4469.00           | $4295.80           | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 3.5000%  |  | $281097.00         | $36159.12          | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  |  | $1001.00           | $553.90            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 6.5000%  |  | $1000.00           | $599.21            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.0000%  |  | $4000.00           | $674.18            | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.0000%  |  | $4000.00           | $444.63            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $1008.00           | $991.79            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $1120.00           | $283.93            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $1003.00           | $1036.53           | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 4.5000%  |  | $2060.00           | $475.90            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $2240.00           | $335.76            | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 7.0000%  |  | $13255.00          | $27.03             | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  |  | $1000.00           | $646.46            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.0000%  |  | $3134.00           | $1519.17           | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 2.5000%  |  | $1001.00           | $343.88            | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.5000%  |  | $1004.00           | $212.89            | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 6.0000%  |  | $21162.00          | $140.34            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $628.70            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 6.0000%  |  | $1001.00           | $994.52            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.0000%  |  | $62000.00          | $22478.65          | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1038.00           | $612.33            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  |  | $3004.00           | $3037.07           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  |  | $2009248.00        | $1958092.06        | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  |  | $1000.00           | $562.11            | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 3.5000%  |  | $19016.00          | $761.17            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  |  | $1000.00           | $683.20            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  |  | $3000.00           | $1845.03           | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  |  | $2008.00           | $921.14            | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 2.5000%  |  | $5000.00           | $855.72            | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 4.0000%  |  | $1406790.00        | $139524.48         | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $2173.00           | $1902.60           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 4.5000%  |  | $5000.00           | $4680.25           | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  |  | $4700.00           | $592.79            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  |  | $2000.00           | $1911.56           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  |  | $1000.00           | $633.42            | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 6.0000%  |  | $1000.00           | $19.16             | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.5000%  |  | $1000.00           | $595.14            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.5000%  |  | $1000.00           | $711.87            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  |  | $1001.00           | $445.02            | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 6.0000%  |  | $1000.00           | $798.54            | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 2.5000%  |  | $2002.00           | $46.91             | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 7.0000%  |  | $1000.00           | $1053.08           | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 5.5000%  |  | $1000.00           | $589.49            | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 2.0000%  |  | $1000.00           | $455.44            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $811.77            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  |  | $1000.00           | $902.67            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  |  | $1000.00           | $79.78             | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 6.5000%  |  | $1000.00           | $620.56            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  |  | $5005.00           | $357.78            | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 2.5000%  |  | $1000.00           | $358.95            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 6.5000%  |  | $1000.00           | $617.38            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $2780.00           | $2623.58           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 4.5000%  |  | $2000.00           | $1922.65           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.0000%  |  | $1037.00           | $1005.52           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  |  | $1024.00           | $532.13            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $2003.00           | $1225.66           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  |  | $1000.00           | $922.59            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  |  | $1000.00           | $949.48            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $99000.00          | $34256.56          | Agency Debentures and Agency Strips |
| FNMA          | 2044-04-01      | 4.5000%  |  | $1000.00           | $122.65            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  |  | $2000.00           | $141.70            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1008.00           | $945.26            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.0000%  |  | $2023.00           | $213.21            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  |  | $1000.00           | $711.08            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.5000%  |  | $30019.00          | $1960.61           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $2001.00           | $1044.26           | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 4.5000%  |  | $1000.00           | $764.52            | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 5.5000%  |  | $4003.00           | $3912.86           | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.5000%  |  | $4915.00           | $4625.90           | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 5.0000%  |  | $3294.00           | $9.92              | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.0000%  |  | $110885.00         | $25613.75          | Agency Debentures and Agency Strips |
| FNMA          | 2046-05-01      | 3.5000%  |  | $1040.00           | $240.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 7.0000%  |  | $1000.00           | $1048.17           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.0000%  |  | $8000.00           | $5388.75           | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 3.0000%  |  | $2000.00           | $200.87            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1000.00           | $867.50            | Agency Debentures and Agency Strips |
| FNMA          | 2061-09-01      | 3.0000%  |  | $95000.00          | $59109.65          | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $1008.00           | $944.99            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  |  | $2000.00           | $1826.49           | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  |  | $2000.00           | $423.96            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 4.0000%  |  | $1000.00           | $188.55            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  |  | $20656.00          | $10695.22          | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 4.5000%  |  | $1000.00           | $173.05            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $2000.00           | $2040.56           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  |  | $2027.00           | $208.94            | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 6.0000%  |  | $1000.00           | $27.31             | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 6.0000%  |  | $1000.00           | $887.21            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  |  | $1608.00           | $1011.73           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  |  | $2031.00           | $2099.99           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.0000%  |  | $1000.00           | $923.47            | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 3.5000%  |  | $215000.00         | $27002.01          | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 4.0000%  |  | $1000.00           | $213.89            | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 2.0000%  |  | $2000.00           | $1079.57           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.5000%  |  | $2000.00           | $1367.73           | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 2.0000%  |  | $1000.00           | $486.50            | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 3.0000%  |  | $2016.00           | $66.96             | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $2022.00           | $1875.74           | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 4.0000%  |  | $1000.00           | $260.47            | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.0000%  |  | $1000.00           | $535.37            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $2000.00           | $1638.32           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $18733.00          | $2057.92           | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.0000%  |  | $2000.00           | $800.40            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1501.00           | $1435.74           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.5000%  |  | $5000.00           | $3499.28           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.0000%  |  | $1000.00           | $986.48            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $81000.00          | $60183.37          | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.0000%  |  | $4002.00           | $448.58            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.5000%  |  | $10000.00          | $4563.30           | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 5.0000%  |  | $2999.00           | $178.24            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.0000%  |  | $1000.00           | $769.51            | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 2.5000%  |  | $2550000.00        | $82751.58          | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $1230.00           | $118.95            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.5000%  |  | $1000.00           | $574.77            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  |  | $2053.00           | $1934.28           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1070.00           | $841.08            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.0000%  |  | $1000.00           | $717.39            | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 3.0000%  |  | $1089.00           | $15.48             | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 7.0000%  |  | $1000.00           | $871.47            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  |  | $1000.00           | $280.19            | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  |  | $1000.00           | $153.13            | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.5000%  |  | $1000.00           | $183.51            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.0000%  |  | $1005.00           | $493.02            | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 6.5000%  |  | $4030.00           | $17.24             | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.0000%  |  | $1000.00           | $885.26            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  |  | $9000.00           | $5839.73           | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 3.5000%  |  | $1000.00           | $337.22            | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 6.0000%  |  | $1152.00           | $4.22              | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.5000%  |  | $1004.00           | $133.92            | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 6.5000%  |  | $738490.00         | $49092.77          | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  |  | $1001.00           | $44.24             | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  |  | $1000.00           | $1002.82           | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 4.0000%  |  | $14000.00          | $1292.45           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.0000%  |  | $4025.00           | $1031.80           | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 6.0000%  |  | $1003.00           | $17.84             | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $1000.00           | $621.67            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  |  | $1000.00           | $721.06            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  |  | $1000.00           | $751.22            | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  |  | $1000.00           | $131.65            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  |  | $2002.00           | $1296.92           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 4.0000%  |  | $5000.00           | $3456.69           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $1284.00           | $908.30            | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  |  | $2000.00           | $81.58             | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  |  | $1288.00           | $556.40            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $1000.00           | $770.90            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.0000%  |  | $1000.00           | $729.91            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $6930.00           | $5259.48           | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 6.5000%  |  | $6820.00           | $35.73             | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  |  | $1024.00           | $540.62            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $1001.00           | $455.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 6.5000%  |  | $1000.00           | $1032.55           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.0000%  |  | $2099.00           | $1693.21           | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 3.5000%  |  | $251500.00         | $41302.78          | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 6.5000%  |  | $2063.00           | $11.16             | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 4.5000%  |  | $7005.00           | $87.11             | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  |  | $1000.00           | $1026.62           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 4.5000%  |  | $1000.00           | $17.43             | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  |  | $4125.00           | $3957.96           | Agency Debentures and Agency Strips |
| FNMA          | 2028-07-01      | 4.0000%  |  | $2000000.00        | $91596.01          | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $1002.00           | $716.55            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1012.21           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.5000%  |  | $1000.00           | $489.30            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.5000%  |  | $1000.00           | $527.24            | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 4.5000%  |  | $2000.00           | $695.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2001.00           | $1778.66           | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 5.6000%  |  | $2000.00           | $128.52            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 4.0000%  |  | $4000.00           | $1139.43           | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.0000%  |  | $2024.00           | $565.09            | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 3.0000%  |  | $1000.00           | $52.41             | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  |  | $1024.00           | $828.41            | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 4.0000%  |  | $2000.00           | $265.08            | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 2.0000%  |  | $3001.00           | $504.28            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.5000%  |  | $1000.00           | $658.64            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $1000.00           | $767.31            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1011.00           | $694.77            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 5.5000%  |  | $3002.00           | $2383.92           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 7.0000%  |  | $1000.00           | $1066.75           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.5000%  |  | $2155.00           | $1800.22           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 4.0000%  |  | $1000.00           | $149.17            | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 4.5000%  |  | $1999.00           | $433.53            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 6.0000%  |  | $2024.00           | $1596.82           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $1000.00           | $699.29            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  |  | $1024.00           | $475.40            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.0000%  |  | $1000.00           | $494.73            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 4.5000%  |  | $1000.00           | $827.73            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  |  | $2000.00           | $1310.73           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  |  | $1000.00           | $1045.71           | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $2000.00           | $107.88            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  |  | $2011.00           | $1441.55           | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 6.0000%  |  | $1005.00           | $23.04             | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.5000%  |  | $2024.00           | $1813.90           | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.0000%  |  | $17001.00          | $2442.31           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 4.5000%  |  | $1000.00           | $962.40            | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 4.0000%  |  | $1000.00           | $49.35             | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.0000%  |  | $1000.00           | $983.01            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  |  | $3001.00           | $2074.25           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 5.0000%  |  | $1000.00           | $426.92            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.0000%  |  | $1000.00           | $907.58            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.0000%  |  | $54281.00          | $4547.20           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.5000%  |  | $2000.00           | $388.49            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1001.00           | $948.46            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.0000%  |  | $3000.00           | $473.43            | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.5000%  |  | $1120.00           | $263.04            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  |  | $1024.00           | $983.64            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $1008.00           | $195.76            | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 6.5000%  |  | $2000.00           | $633.14            | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 3.0000%  |  | $1000.00           | $158.87            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.5000%  |  | $6012.00           | $275.53            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 5.5000%  |  | $1000.00           | $974.78            | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 6.0000%  |  | $1000.00           | $17.67             | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 4.0000%  |  | $1020.00           | $726.49            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 2.0000%  |  | $6000.00           | $3653.60           | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 4.0000%  |  | $2000.00           | $213.99            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  |  | $2097.00           | $1953.65           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 8.5000%  |  | $1279.00           | $25.17             | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.0000%  |  | $2021.00           | $8.08              | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  |  | $1000.00           | $723.35            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $2999.00           | $1513.08           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  |  | $1003.00           | $917.78            | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 3.5000%  |  | $4002.00           | $365.47            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.0000%  |  | $1000.00           | $147.21            | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  |  | $1060.00           | $822.01            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 5.5000%  |  | $2076.00           | $1631.87           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  |  | $661641.00         | $533175.64         | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.0000%  |  | $1000.00           | $445.39            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  |  | $1142.00           | $1039.51           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1355.00           | $1334.82           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1008.08           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 2.5000%  |  | $1000.00           | $358.30            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.0000%  |  | $1280.00           | $573.78            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 4.0000%  |  | $1003.00           | $26.51             | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.0000%  |  | $1003.00           | $291.70            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $1008.00           | $756.77            | Agency Debentures and Agency Strips |
| FNMA          | 2039-12-01      | 4.5000%  |  | $3000.00           | $2795.56           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $9000.00           | $6072.99           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  |  | $170565.00         | $125009.34         | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.0000%  |  | $1020.00           | $844.89            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.5000%  |  | $1000.00           | $747.95            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  |  | $1000.00           | $545.55            | Agency Debentures and Agency Strips |
| FNMA          | 2043-11-01      | 4.0000%  |  | $1008.00           | $185.35            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 4.5000%  |  | $1000.00           | $894.47            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.0000%  |  | $1000.00           | $232.42            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.0000%  |  | $1008.00           | $161.13            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.5000%  |  | $1066932.00        | $286351.37         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  |  | $43552.00          | $42559.21          | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.5000%  |  | $3211998.00        | $127529.96         | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 4.0000%  |  | $1000.00           | $91.25             | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.0000%  |  | $1000.00           | $1003.39           | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 5.5000%  |  | $77859.00          | $60520.14          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1014.84           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.0000%  |  | $2102.00           | $1945.64           | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 4.0000%  |  | $1008.00           | $674.38            | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 3.5000%  |  | $1020.00           | $71.46             | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 4.5000%  |  | $1553.00           | $8.05              | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  |  | $1000.00           | $728.57            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 5.0000%  |  | $2002.00           | $1080.42           | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.0000%  |  | $1000.00           | $237.41            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  |  | $1000.00           | $643.35            | Agency Debentures and Agency Strips |
| FNMA          | 2042-09-01      | 4.0000%  |  | $1000.00           | $104.20            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 4.0000%  |  | $1000.00           | $425.39            | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 3.0000%  |  | $2002.00           | $108.74            | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 4.0000%  |  | $2000.00           | $1661.00           | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 6.0000%  |  | $4000.00           | $89.91             | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  |  | $2049.00           | $1158.22           | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 5.5000%  |  | $1000.00           | $809.64            | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 4.0000%  |  | $1000.00           | $261.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 2.0000%  |  | $2000.00           | $1434.23           | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 4.5000%  |  | $15024.00          | $1571.82           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 6.0000%  |  | $3007.00           | $2015.05           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  |  | $1008.00           | $795.78            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $155008.00         | $97364.35          | Agency Debentures and Agency Strips |
| FNMA          | 2041-06-01      | 4.5000%  |  | $1000.00           | $70.51             | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  |  | $101000.00         | $72898.82          | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $1031.00           | $852.20            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $2032.00           | $1339.16           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 2.5000%  |  | $1002.00           | $700.34            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  |  | $1046.00           | $725.02            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.0000%  |  | $2048.00           | $1447.43           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.5000%  |  | $1000.00           | $909.39            | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.5000%  |  | $2889.00           | $384.64            | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 5.0000%  |  | $5557564.00        | $83732.23          | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 3.5000%  |  | $1001.00           | $366.69            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  |  | $4003.00           | $1919.27           | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 5.0000%  |  | $1002.00           | $16.17             | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.0000%  |  | $2076.00           | $1922.17           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.0000%  |  | $2033.00           | $1549.58           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.5000%  |  | $12000.00          | $8443.93           | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1000.00           | $149.11            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 4.5000%  |  | $1000.00           | $877.15            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  |  | $2024.00           | $994.00            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  |  | $3048.00           | $1684.10           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $1003.00           | $1032.33           | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  |  | $2217.00           | $424.38            | Agency Debentures and Agency Strips |
| FNMA          | 2034-03-01      | 6.0000%  |  | $4001.00           | $20.19             | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 3.5000%  |  | $3025.00           | $365.00            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  |  | $3000.00           | $1776.95           | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.5000%  |  | $1000.00           | $784.45            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.5000%  |  | $3000.00           | $2827.86           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.0000%  |  | $3024.00           | $1432.87           | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 4.5000%  |  | $1003.00           | $11.27             | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 4.0000%  |  | $1000.00           | $914.46            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  |  | $1000.00           | $1008.42           | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 3.5000%  |  | $1000.00           | $152.41            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  |  | $1000.00           | $996.99            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.0000%  |  | $1120.00           | $902.05            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  |  | $3000.00           | $2179.14           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 6.4270%  |  | $247561.00         | $1596.73           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.5000%  |  | $2024.00           | $1638.71           | Agency Debentures and Agency Strips |
| FNMA          | 2032-03-01      | 3.5000%  |  | $37000.00          | $4276.74           | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 6.5000%  |  | $1000.00           | $123.07            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.5000%  |  | $1024.00           | $891.31            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.0000%  |  | $1004.00           | $621.81            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $2016.00           | $1770.38           | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $2048.00           | $395.26            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $1026.00           | $1037.18           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  |  | $1000.00           | $1018.25           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $1026151.00        | $1002411.01        | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 4.0000%  |  | $1008.00           | $949.77            | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 4.0000%  |  | $1008.00           | $80.32             | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 3.0000%  |  | $1797.00           | $273.08            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $2000.00           | $784.97            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  |  | $41365.00          | $40868.52          | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 1.5000%  |  | $6010.00           | $2122.92           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 6.0000%  |  | $3040.00           | $2106.33           | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.0000%  |  | $4000.00           | $524.51            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  |  | $1008.00           | $994.08            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 2.0000%  |  | $1000.00           | $547.49            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1000.00           | $225.70            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.0000%  |  | $2000.00           | $445.39            | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 5.0000%  |  | $5000.00           | $182.45            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  |  | $1000.00           | $1020.82           | Agency Debentures and Agency Strips |
| FNMA          | 2035-12-01      | 6.0000%  |  | $17996.00          | $286.75            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  |  | $1032.00           | $982.61            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  |  | $1001.00           | $675.99            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 8.0000%  |  | $1000.00           | $1055.32           | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 3.0000%  |  | $221000.00         | $27738.12          | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.0000%  |  | $1000.00           | $888.57            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  |  | $116000.00         | $78442.60          | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.0000%  |  | $3727.00           | $3417.57           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.0000%  |  | $1146033.00        | $1070589.63        | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 4.5000%  |  | $2000.00           | $385.05            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $2017.00           | $1519.69           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  |  | $1026.00           | $704.83            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  |  | $1000.00           | $1024.78           | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 6.0000%  |  | $4000.00           | $41.69             | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  |  | $82000.00          | $73051.39          | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.5000%  |  | $1000.00           | $211.05            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $1044.00           | $963.03            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.5000%  |  | $3000.00           | $2193.26           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.0000%  |  | $4000.00           | $747.46            | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 5.5000%  |  | $2000.00           | $27.96             | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 4.5000%  |  | $1000.00           | $851.58            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $871.06            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 5.0000%  |  | $1000.00           | $202.62            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1000.00           | $787.38            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $1000.00           | $988.83            | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  |  | $1000.00           | $198.00            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.0000%  |  | $1000.00           | $855.50            | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 3.0000%  |  | $3414.00           | $401.35            | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 6.0000%  |  | $1000.00           | $178.94            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  |  | $1000.00           | $627.75            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.0000%  |  | $1000.00           | $1087.64           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.5000%  |  | $1024.00           | $425.07            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 5.0000%  |  | $4000.00           | $703.47            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  |  | $1000.00           | $818.22            | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 2.5000%  |  | $1004.00           | $37.50             | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 7.0000%  |  | $1000.00           | $1058.64           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1014.30           | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.5000%  |  | $1159.00           | $198.08            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.5000%  |  | $2000.00           | $1909.04           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 3.5000%  |  | $3082119.00        | $168431.92         | Agency Debentures and Agency Strips |
| FNMA          | 2038-01-01      | 3.5000%  |  | $1000.00           | $134.31            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.5000%  |  | $1000.00           | $815.03            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 1.5000%  |  | $1000.00           | $533.91            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $1000.00           | $471.89            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $1000.00           | $34.94             | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 2.5000%  |  | $3000.00           | $1920.14           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.0000%  |  | $1000.00           | $958.23            | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  |  | $3016.00           | $372.90            | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.0000%  |  | $1383314.00        | $171750.23         | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  |  | $1031.00           | $489.29            | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 4.5000%  |  | $1029.00           | $57.56             | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  |  | $1120.00           | $759.40            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $1000.00           | $1019.96           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  |  | $1000.00           | $602.58            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  |  | $1000.00           | $454.19            | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 4.0000%  |  | $1004.00           | $395.54            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 5.0000%  |  | $1000.00           | $743.30            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 4.5000%  |  | $1000.00           | $967.60            | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.5000%  |  | $1024.00           | $714.54            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $1000.00           | $365.15            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $4953.00           | $4538.63           | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 4.0000%  |  | $1000.00           | $416.89            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  |  | $4042.00           | $4142.59           | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 7.0000%  |  | $1000.00           | $1059.36           | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 6.5000%  |  | $3794.00           | $1379.70           | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 4.5000%  |  | $2000.00           | $1561.11           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  |  | $1000.00           | $777.15            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  |  | $1003.00           | $680.17            | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 6.5000%  |  | $1984.00           | $3.21              | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.0000%  |  | $1000.00           | $992.38            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  |  | $1007.00           | $1015.04           | Agency Debentures and Agency Strips |
| FNMA          | 2049-01-01      | 4.0000%  |  | $1000.00           | $21.01             | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1024.00           | $153.53            | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 2.0000%  |  | $2000.00           | $943.89            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 4.5000%  |  | $1001.00           | $967.06            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  |  | $14003.00          | $1766.83           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 2.5000%  |  | $1000.00           | $712.20            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.0000%  |  | $2000.00           | $1200.04           | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $2996.00           | $187.00            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 7.5000%  |  | $1000.00           | $1035.89           | Agency Debentures and Agency Strips |
| FNMA          | 2056-07-01      | 4.0000%  |  | $1039.00           | $331.46            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.0000%  |  | $1000.00           | $822.28            | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 3.0000%  |  | $2004.00           | $258.54            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.0000%  |  | $1000.00           | $233.01            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1013.95           | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  |  | $1016.00           | $57.16             | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 4.0000%  |  | $7000.00           | $557.95            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  |  | $1000.00           | $751.79            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 7.0000%  |  | $1000.00           | $513.35            | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  |  | $6000.00           | $2357.91           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  |  | $1000.00           | $517.66            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 5.0000%  |  | $2000.00           | $1734.36           | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 4.0000%  |  | $2021.00           | $393.66            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  |  | $6000.00           | $3920.84           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.5000%  |  | $1000.00           | $887.25            | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 3.5000%  |  | $366998.00         | $97987.75          | Agency Debentures and Agency Strips |
| FNMA          | 2048-02-01      | 4.0000%  |  | $1000.00           | $201.09            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1000.00           | $965.18            | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.5000%  |  | $1000.00           | $239.30            | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $1000.00           | $104.67            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  |  | $1000.00           | $869.25            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  |  | $2000.00           | $2034.40           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 6.0000%  |  | $1000.00           | $734.15            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $1024.00           | $688.18            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  |  | $2000.00           | $1130.24           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $3002.00           | $2309.58           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  |  | $3513.00           | $3544.22           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $3000.00           | $1832.39           | Agency Debentures and Agency Strips |
| FNMA          | 2045-05-01      | 3.5000%  |  | $1024.00           | $85.41             | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.0000%  |  | $1000.00           | $171.74            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $3014.00           | $2384.04           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $1024.00           | $1009.41           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.0000%  |  | $1000.00           | $852.43            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 4.5000%  |  | $3000.00           | $2414.60           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $2000.00           | $1826.38           | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  |  | $2000.00           | $375.88            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $337324.00         | $41728.05          | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.0000%  |  | $1040.00           | $445.26            | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.0000%  |  | $1000.00           | $220.10            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.5000%  |  | $2000.00           | $1300.24           | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 3.0000%  |  | $1000.00           | $103.48            | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 4.0000%  |  | $1000.00           | $223.20            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.0000%  |  | $1000.00           | $846.78            | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 4.0000%  |  | $24000.00          | $1789.04           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 5.5000%  |  | $2048.00           | $1972.32           | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 2.5000%  |  | $2000.00           | $303.49            | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 4.0000%  |  | $5000.00           | $271.96            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 4.5000%  |  | $3067.00           | $85.21             | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 6.5000%  |  | $1000.00           | $775.16            | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 5.5000%  |  | $4997.00           | $182.29            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.0000%  |  | $8024.00           | $5245.99           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 4.5000%  |  | $3000.00           | $2098.34           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 4.5000%  |  | $1024.00           | $974.00            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $3057.00           | $2770.18           | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 2.0000%  |  | $1000.00           | $503.92            | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 6.2500%  |  | $1000.00           | $120.34            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $1000.00           | $996.66            | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  |  | $2000.00           | $154.37            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.0000%  |  | $2000.00           | $1964.86           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 2.0000%  |  | $361000.00         | $110782.95         | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $1093.00           | $844.29            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.0000%  |  | $3000.00           | $2141.91           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  |  | $2000.00           | $1506.60           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.0000%  |  | $1000.00           | $765.98            | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 4.0000%  |  | $1002.00           | $56.12             | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.0000%  |  | $1120.00           | $861.53            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1000.00           | $891.75            | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1000.00           | $66.09             | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 7.0000%  |  | $1000.00           | $1049.09           | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 5.5000%  |  | $1000.00           | $838.86            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.0000%  |  | $3000.00           | $469.05            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 2.5000%  |  | $6000.00           | $4493.20           | Agency Debentures and Agency Strips |
| FNMA          | 2046-03-01      | 3.5000%  |  | $2000.00           | $489.66            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 7.5000%  |  | $1000.00           | $662.64            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $1008.00           | $783.60            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 4.0000%  |  | $1001.00           | $890.97            | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 3.0000%  |  | $1228.00           | $174.90            | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 3.0000%  |  | $3001.00           | $248.08            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  |  | $1001.00           | $861.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  |  | $1000.00           | $1034.03           | Agency Debentures and Agency Strips |
| FNMA          | 2042-05-01      | 4.0000%  |  | $1002.00           | $44.60             | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 4.0000%  |  | $91884.00          | $4619.33           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 3.5000%  |  | $1001.00           | $412.91            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.0000%  |  | $1000.00           | $758.79            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.0000%  |  | $1000.00           | $142.68            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  |  | $1024.00           | $473.14            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $1000.00           | $719.54            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  |  | $125400.00         | $64222.40          | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 2.0000%  |  | $1008.00           | $491.87            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $2048.00           | $471.75            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 2.5000%  |  | $9000.00           | $1908.30           | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 2.5000%  |  | $1001.00           | $389.96            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 4.5000%  |  | $11000.00          | $9351.91           | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 4.0000%  |  | $1000.00           | $158.45            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 2.0000%  |  | $1000.00           | $595.57            | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.0000%  |  | $22989.00          | $3912.58           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $1000.00           | $1005.83           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $3613.00           | $3161.45           | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 4.5000%  |  | $3012.00           | $27.31             | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  |  | $4000.00           | $2427.99           | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 2.5000%  |  | $1000.00           | $211.17            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  |  | $12000.00          | $2035.27           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $5004.00           | $4347.12           | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 5.0000%  |  | $1036.00           | $110.15            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $1280.00           | $276.69            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $1008.00           | $811.46            | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $1000.00           | $78.17             | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $3028.00           | $2486.87           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 7.5000%  |  | $27811496.00       | $22580.62          | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 4.0000%  |  | $4000.00           | $806.13            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $3048.00           | $1950.32           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  |  | $1000.00           | $855.28            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $3327.00           | $3324.70           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.5000%  |  | $1000.00           | $764.94            | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 4.5000%  |  | $5024.00           | $43.43             | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.0000%  |  | $1024.00           | $338.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  |  | $1000.00           | $398.55            | Agency Debentures and Agency Strips |
| FNMA          | 2048-02-01      | 4.0000%  |  | $1001.00           | $173.98            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 2.5000%  |  | $1024.00           | $386.17            | Agency Debentures and Agency Strips |
| FNMA          | 2039-11-01      | 5.0000%  |  | $2000.00           | $1816.25           | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 4.0000%  |  | $2001.00           | $213.79            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 1.5000%  |  | $6006.00           | $3141.07           | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.0000%  |  | $1000.00           | $141.39            | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.0000%  |  | $1001.00           | $163.64            | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 5.5000%  |  | $3000.00           | $1777.40           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 6.0000%  |  | $1000.00           | $596.13            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $2000.00           | $1850.87           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 4.0000%  |  | $2000.00           | $27.47             | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1009.75           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  |  | $1000.00           | $960.03            | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.0000%  |  | $1000.00           | $469.34            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $2176.00           | $2090.22           | Agency Debentures and Agency Strips |
| FNMA          | 2030-12-01      | 3.5000%  |  | $1000.00           | $79.38             | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  |  | $1000.00           | $320.81            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  |  | $1000.00           | $556.82            | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 6.5000%  |  | $227920.00         | $104126.18         | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 4.5000%  |  | $2413.00           | $37.47             | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  |  | $3019.00           | $903.24            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.0000%  |  | $20060.00          | $1607.84           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  |  | $4075.00           | $3334.22           | Agency Debentures and Agency Strips |
| FNMA          | 2028-11-01      | 3.5000%  |  | $180255.00         | $5244.34           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 4.5000%  |  | $2024.00           | $112.23            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1000.00           | $1009.99           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  |  | $1120.00           | $674.30            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.0000%  |  | $1024.00           | $439.00            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  |  | $639672.00         | $644388.51         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  |  | $2001.00           | $2072.04           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  |  | $1000.00           | $1007.39           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  |  | $3025.00           | $2257.22           | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 3.5000%  |  | $1236.00           | $412.77            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  |  | $5000.00           | $4119.51           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  |  | $1000.00           | $578.74            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.5000%  |  | $3000.00           | $1601.17           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 2.5000%  |  | $1000.00           | $412.58            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.0000%  |  | $1000.00           | $852.92            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $1000.00           | $956.46            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 2.5000%  |  | $1000.00           | $411.06            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $3024.00           | $2730.82           | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $1063.00           | $118.67            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.5000%  |  | $1061.00           | $837.24            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1044.83           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  |  | $1000.00           | $1027.63           | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.0000%  |  | $5000.00           | $1031.56           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $1037.69           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1044.00           | $771.82            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  |  | $7000.00           | $1681.19           | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  |  | $1000.00           | $901.56            | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.0000%  |  | $1000.00           | $133.97            | Agency Debentures and Agency Strips |
| FNMA          | 2044-11-01      | 4.0000%  |  | $1001.00           | $114.90            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $21000.00          | $4344.77           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 4.5000%  |  | $3000.00           | $516.99            | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 4.5000%  |  | $2005.00           | $335.35            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  |  | $1000.00           | $675.48            | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 4.5000%  |  | $5000.00           | $541.04            | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 8.0000%  |  | $1003.00           | $18.40             | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  |  | $7168.00           | $938.23            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  |  | $1000.00           | $675.86            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.5000%  |  | $1000.00           | $885.10            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  |  | $1023.00           | $1017.67           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  |  | $1000.00           | $958.78            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  |  | $1015.00           | $679.65            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  |  | $2120.00           | $576.96            | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 3.5000%  |  | $1023.00           | $150.06            | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 3.5000%  |  | $1024.00           | $101.70            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 4.0000%  |  | $1000.00           | $301.77            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.0000%  |  | $1000.00           | $172.89            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 5.0000%  |  | $1000.00           | $706.07            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 4.5000%  |  | $55000.00          | $52699.83          | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 4.0000%  |  | $3103.00           | $2053.52           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  |  | $1000.00           | $898.00            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $1000.00           | $216.03            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  |  | $4430.00           | $4376.15           | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 5.0000%  |  | $3000.00           | $2676.73           | Agency Debentures and Agency Strips |
| FNMA          | 2042-07-01      | 3.5000%  |  | $1000.00           | $148.83            | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  |  | $1040.00           | $223.34            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1000.00           | $554.74            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $1000.00           | $778.25            | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 4.0000%  |  | $7000.00           | $778.11            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $612000.00         | $73612.76          | Agency Debentures and Agency Strips |
| FNMA          | 2045-06-01      | 3.5000%  |  | $3000.00           | $569.74            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $3000.00           | $2956.90           | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 7.0000%  |  | $1120.00           | $716.28            | Agency Debentures and Agency Strips |
| FNMA          | 2049-01-01      | 4.5000%  |  | $4040.00           | $201.65            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.5000%  |  | $1120.00           | $793.57            | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 5.5000%  |  | $11941.00          | $125.86            | Agency Debentures and Agency Strips |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $31.97             | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 6.0000%  |  | $1001.00           | $46.53             | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  |  | $1000.00           | $771.58            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $2001.00           | $2007.25           | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.5000%  |  | $18081.00          | $5834.09           | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 3.0000%  |  | $2340.00           | $108.67            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.0000%  |  | $33265.00          | $30536.80          | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.0000%  |  | $2026.00           | $2101.36           | Agency Debentures and Agency Strips |
| FNMA          | 2062-09-01      | 3.5000%  |  | $1024.00           | $705.61            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-25      | 3.0000%  |  | $2048.00           | $1527.88           | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 3.5000%  |  | $2016.00           | $115.52            | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 3.0000%  |  | $2000.00           | $258.38            | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $1000.00           | $990.70            | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1000.00           | $46.88             | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.0000%  |  | $1000.00           | $34.76             | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.0000%  |  | $1024.00           | $576.93            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 4.0000%  |  | $158000.00         | $80626.71          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $1014.00           | $734.11            | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 5.5000%  |  | $1008.00           | $209.98            | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 3.5000%  |  | $1024.00           | $189.25            | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.0000%  |  | $1000.00           | $400.18            | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  |  | $1000.00           | $436.26            | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 4.0000%  |  | $1000.00           | $90.42             | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  |  | $1200.00           | $571.84            | Agency Debentures and Agency Strips |
| FNMA          | 2058-01-01      | 3.5000%  |  | $1000.00           | $395.19            | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.5000%  |  | $1008.00           | $146.81            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.5000%  |  | $1024.00           | $515.31            | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 6.0000%  |  | $895001.00         | $138451.25         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1000.00           | $699.60            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.0000%  |  | $10090.00          | $2581.76           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 7.5000%  |  | $2001.00           | $53.32             | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 4.5000%  |  | $4340.00           | $199.13            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.5000%  |  | $1060.00           | $699.97            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  |  | $1001.00           | $1045.99           | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  |  | $1082.00           | $774.45            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  |  | $1020.00           | $822.19            | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 6.5000%  |  | $1000.00           | $875.07            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $2000.00           | $183.02            | Agency Debentures and Agency Strips |
| FNMA          | 2032-10-01      | 3.0000%  |  | $1000.00           | $403.27            | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 5.0000%  |  | $1000.00           | $898.68            | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 3.5000%  |  | $1001.00           | $62.63             | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.0000%  |  | $1000.00           | $67.60             | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 4.0000%  |  | $4000.00           | $1554.18           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.5000%  |  | $1000.00           | $836.31            | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 3.0000%  |  | $5000.00           | $3665.19           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.0000%  |  | $6000.00           | $3527.96           | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 2.0000%  |  | $1000.00           | $479.73            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $1064.00           | $886.45            | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 4.5000%  |  | $3001.00           | $275.23            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 5.5000%  |  | $1008.00           | $1004.06           | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 4.0000%  |  | $1000.00           | $117.33            | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 3.5000%  |  | $35000.00          | $2494.50           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 2.0000%  |  | $1000.00           | $327.15            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.0000%  |  | $664005.00         | $46113.47          | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 3.0000%  |  | $1000.00           | $538.64            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.5000%  |  | $1000.00           | $142.88            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  |  | $13994.00          | $3161.79           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.5000%  |  | $1024.00           | $499.63            | Agency Debentures and Agency Strips |
| FNMA          | 2046-02-01      | 3.5000%  |  | $1151.00           | $247.91            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.0000%  |  | $1000.00           | $161.73            | Agency Debentures and Agency Strips |
| FNMA          | 2042-02-01      | 4.0000%  |  | $3071.00           | $261.09            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  |  | $1000.00           | $1054.60           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $1000.00           | $978.08            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $4054.00           | $4070.06           | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 2.0000%  |  | $1043.00           | $698.13            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $1000.00           | $148.07            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 2.5000%  |  | $1004.00           | $791.88            | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 3.5000%  |  | $2048.00           | $812.25            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  |  | $3000.00           | $2946.83           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1024.00           | $748.03            | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 3.5000%  |  | $6000.00           | $546.44            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 6.5000%  |  | $1692000.00        | $83330.67          | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  |  | $1024.00           | $958.89            | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  |  | $1000.00           | $361.54            | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  |  | $2024.00           | $1477.62           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 7.5000%  |  | $1000.00           | $408.75            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.0000%  |  | $18728.00          | $9316.96           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  |  | $2000.00           | $1531.91           | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 5.0000%  |  | $14001.00          | $10169.05          | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.0000%  |  | $1004.00           | $719.43            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.5000%  |  | $1000.00           | $599.81            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 5.0000%  |  | $1000.00           | $483.05            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1031.00           | $943.46            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  |  | $1004.00           | $993.43            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1008.00           | $925.89            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  |  | $1050.00           | $573.33            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.5000%  |  | $1000.00           | $87.41             | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  |  | $1000.00           | $1032.36           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $1002.00           | $833.27            | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  |  | $1024.00           | $533.96            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.0000%  |  | $1000.00           | $634.96            | Agency Debentures and Agency Strips |
| FNMA          | 2045-03-01      | 3.5000%  |  | $1000.00           | $149.31            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  |  | $9927.00           | $8651.61           | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 5.0000%  |  | $2016.00           | $31.32             | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 4.0000%  |  | $1000.00           | $405.59            | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 4.0000%  |  | $4000.00           | $2574.20           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.0000%  |  | $2860.00           | $2135.15           | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.0000%  |  | $1000.00           | $237.13            | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.0000%  |  | $1495.00           | $0.58              | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 5.5000%  |  | $1000.00           | $1000.89           | Agency Debentures and Agency Strips |
| FNMA          | 2046-01-01      | 3.0000%  |  | $4000.00           | $572.69            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $2000.00           | $1640.37           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $1000.00           | $705.18            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.5000%  |  | $2000.00           | $1846.97           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1008.00           | $840.82            | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $1000.00           | $138.56            | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 2.5000%  |  | $3000.00           | $386.99            | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.0000%  |  | $5675733.00        | $51157.85          | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 7.0000%  |  | $1000.00           | $619.63            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 5.5000%  |  | $1185.00           | $914.72            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $1000.00           | $690.19            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1020.00           | $783.15            | Agency Debentures and Agency Strips |
| FNMA          | 2039-12-01      | 3.5000%  |  | $1000.00           | $156.04            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.0000%  |  | $1024.00           | $806.91            | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 5.5000%  |  | $1025.00           | $53.49             | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 4.0000%  |  | $7000.00           | $399.47            | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.5000%  |  | $167001.00         | $45129.46          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $708.65            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  |  | $4000.00           | $2677.40           | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 4.0000%  |  | $1000.00           | $129.29            | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.5000%  |  | $130000.00         | $24847.47          | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.0000%  |  | $1000.00           | $724.29            | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  |  | $3000.00           | $387.08            | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.0000%  |  | $16000.00          | $2018.37           | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.0000%  |  | $1023.00           | $208.86            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  |  | $2186.00           | $1259.00           | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 5.0000%  |  | $9000.00           | $916.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  |  | $1001.00           | $719.39            | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  |  | $1028.00           | $118.14            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  |  | $1000.00           | $1044.73           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $5143.00           | $4673.27           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.0000%  |  | $1000.00           | $834.14            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $5044.00           | $4455.73           | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.0000%  |  | $1287013.00        | $276458.90         | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.5000%  |  | $1032.00           | $296.36            | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 2.5000%  |  | $3001.00           | $578.07            | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 4.0000%  |  | $2000.00           | $91.52             | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $1000.00           | $1010.90           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  |  | $1000.00           | $729.17            | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.0000%  |  | $1133.00           | $245.15            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $1547680.00        | $1245530.87        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2000.00           | $1546.15           | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.0000%  |  | $3048.00           | $2568.16           | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 4.5000%  |  | $2356.00           | $55.33             | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 4.0000%  |  | $1000.00           | $20.60             | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.0000%  |  | $1009.00           | $203.50            | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 2.5000%  |  | $1000.00           | $330.57            | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 3.5000%  |  | $1000.00           | $66.50             | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 2.5000%  |  | $2000.00           | $730.43            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  |  | $1008.00           | $816.15            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 7.0000%  |  | $2007.00           | $1668.24           | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 1.5000%  |  | $2001.00           | $1041.54           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  |  | $1000.00           | $980.82            | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 5.0000%  |  | $2000.00           | $237.57            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $994.77            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  |  | $5000.00           | $3849.47           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 7.5000%  |  | $1000.00           | $154.68            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.0000%  |  | $1024.00           | $965.48            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $1000.00           | $1004.57           | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 2.0000%  |  | $2001.00           | $868.69            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1000.00           | $563.92            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.0000%  |  | $1000.00           | $543.69            | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 3.5000%  |  | $1000.00           | $72.22             | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.0000%  |  | $1132054.00        | $147251.59         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  |  | $1000.00           | $725.57            | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 4.5000%  |  | $1000.00           | $226.20            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $34000.00          | $7537.91           | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 4.5000%  |  | $555000.00         | $89979.51          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.0000%  |  | $4000.00           | $2805.27           | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 3.5000%  |  | $1000.00           | $206.19            | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $1000.00           | $861.43            | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 4.5000%  |  | $1150000.00        | $38101.22          | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  |  | $1151.00           | $533.06            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.0000%  |  | $2120.00           | $2051.06           | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.0000%  |  | $1000.00           | $1053.27           | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.5000%  |  | $1501721.00        | $391934.11         | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 4.0000%  |  | $6000.00           | $1391.23           | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  |  | $2401.00           | $1898.59           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  |  | $2000.00           | $354.10            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.0000%  |  | $2024.00           | $1959.70           | Agency Debentures and Agency Strips |
| FNMA          | 2057-02-01      | 3.5000%  |  | $1209.00           | $343.97            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  |  | $4057.00           | $2295.99           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  |  | $2048.00           | $1876.88           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  |  | $3132.00           | $2662.72           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  |  | $1000.00           | $498.73            | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 4.0000%  |  | $5000.00           | $4297.33           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.0000%  |  | $2096.00           | $446.43            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  |  | $1102.00           | $1133.95           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  |  | $1000.00           | $645.77            | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.5000%  |  | $2000.00           | $1477.64           | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  |  | $1024.00           | $744.32            | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 6.5000%  |  | $2046.00           | $1557.41           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  |  | $1636.00           | $1259.18           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 5.5000%  |  | $2000.00           | $1129.08           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $1000.00           | $661.85            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 7.5000%  |  | $1000.00           | $791.54            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  |  | $1024.00           | $1013.97           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  |  | $1008.00           | $744.61            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  |  | $1008.00           | $510.24            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  |  | $1152.00           | $1125.33           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.0000%  |  | $1000.00           | $219.59            | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 6.5000%  |  | $2011.00           | $46.30             | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.0000%  |  | $1000.00           | $285.78            | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1030.00           | $209.60            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 5.6000%  |  | $1001.00           | $125.33            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.5000%  |  | $30655.00          | $27994.99          | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  |  | $1029.00           | $1033.80           | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.5000%  |  | $12002.00          | $495.30            | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 4.5000%  |  | $2000.00           | $1927.72           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 3.5000%  |  | $1000.00           | $640.54            | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 5.0000%  |  | $1000.00           | $344.97            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1000.00           | $817.41            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $1008.00           | $822.14            | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $179099.00         | $29321.50          | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.5000%  |  | $1000.00           | $973.86            | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 2.0000%  |  | $4000.00           | $1096.37           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $1008.00           | $747.97            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 5.0000%  |  | $1000.00           | $809.13            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  |  | $1000.00           | $757.56            | Agency Debentures and Agency Strips |
| FNMA          | 2038-09-01      | 4.0000%  |  | $204000.00         | $52054.50          | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.5000%  |  | $1000.00           | $1040.52           | Agency Debentures and Agency Strips |
| USTR          | 2028-07-15      | 3.8750%  |  | $3800.00           | $3835.03           | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-07      | 0.0000%  |  | $1300.00           | $1287.36           | U.S. Treasuries (including strips)  |

### Security 12: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WD4, C.4 - ISIN: US313385WD43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199421612.00
- **C.18.a - Value (excl. sponsor support):** $199421612.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79136000.00
- **C.18.a - Value (excl. sponsor support):** $79136000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99168847.00
- **C.18.a - Value (excl. sponsor support):** $99168847.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98297125.00
- **C.18.a - Value (excl. sponsor support):** $98297125.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194883325.65
- **C.18.a - Value (excl. sponsor support):** $194883325.65
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 2.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $497142085.00
- **C.18.a - Value (excl. sponsor support):** $497142085.00
- **C.19 - Percentage of Net Assets:** 6.2400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133823869.20
- **C.18.a - Value (excl. sponsor support):** $133823869.20
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98800000.00
- **C.18.a - Value (excl. sponsor support):** $98800000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/08/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199840444.00
- **C.18.a - Value (excl. sponsor support):** $199840444.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198578028.00
- **C.18.a - Value (excl. sponsor support):** $198578028.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79639000.00
- **C.18.a - Value (excl. sponsor support):** $79639000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99498611.00
- **C.18.a - Value (excl. sponsor support):** $99498611.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199700834.00
- **C.18.a - Value (excl. sponsor support):** $199700834.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149217834.00
- **C.18.a - Value (excl. sponsor support):** $149217834.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $348736500.00
- **C.18.a - Value (excl. sponsor support):** $348736500.00
- **C.19 - Percentage of Net Assets:** 4.3700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/02/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249950140.00
- **C.18.a - Value (excl. sponsor support):** $249950140.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 1.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 28: FEDERAL NATIONAL MORTGAGE ASSOC *

- **C.1 - Title:** FANNIE DISCOUNT NOTE ZERO COUPON 06/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589YP2, C.4 - ISIN: US313589YP25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99128792.00
- **C.18.a - Value (excl. sponsor support):** $99128792.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 NATIONAL MORTGAGE ASSOC *

- **C.1 - Title:** FANNIE DISCOUNT NOTE ZERO COUPON 04/02/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589VA8, C.4 - ISIN: US313589VA82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199960112.00
- **C.18.a - Value (excl. sponsor support):** $199960112.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 1.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: FFCB Float 07/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 07/09/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100016730.00
- **C.18.a - Value (excl. sponsor support):** $100016730.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB Float 08/06/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 08/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150031077.00
- **C.18.a - Value (excl. sponsor support):** $150031077.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB Float 09/16/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 09/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100032763.00
- **C.18.a - Value (excl. sponsor support):** $100032763.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB Float 11/18/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 11/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $215136391.70
- **C.18.a - Value (excl. sponsor support):** $215136391.70
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB Float 12/02/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 12/02/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100071109.00
- **C.18.a - Value (excl. sponsor support):** $100071109.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCB Float 12/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 12/09/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150063816.00
- **C.18.a - Value (excl. sponsor support):** $150063816.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FFCBDN 04/07/26

- **C.1 - Title:** FED FARM CRD DISCOUNT NT ZERO COUPON 04/07/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186869462.78
- **C.18.a - Value (excl. sponsor support):** $186869462.78
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: FFCBDN 04/21/26

- **C.1 - Title:** FED FARM CRD DISCOUNT NT ZERO COUPON 04/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313313VV7, C.4 - ISIN: US313313VV72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99790583.00
- **C.18.a - Value (excl. sponsor support):** $99790583.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 38: FHLB 0 3/4 06/12/26

- **C.1 - Title:** FEDERAL HOME LOAN BANK 0.750000% 06/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AMFS6, C.4 - ISIN: US3130AMFS69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49703605.00
- **C.18.a - Value (excl. sponsor support):** $49703605.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLB Float 12/11/26

- **C.1 - Title:** FEDERAL HOME LOAN BANK VARIABLE RATE 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZF3, C.4 - ISIN: US3130B3ZF30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100042809.00
- **C.18.a - Value (excl. sponsor support):** $100042809.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FHLBDN 01/21/27

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9, C.4 - ISIN: US313384AW96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97085222.00
- **C.18.a - Value (excl. sponsor support):** $97085222.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FNMA Float 11/20/26

- **C.1 - Title:** FANNIE MAE VARIABLE RATE 11/20/2026
- **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):** $54032726.16
- **C.18.a - Value (excl. sponsor support):** $54032726.16
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GOLDMAN SACHS

- **C.1 - Title:** GOLDMAN SACHS TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: GOLDMN241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 8.7800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-02-15      | 0.0000%  |  | $112801189.14      | $88747689.17       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  |  | $298386718.72      | $210781571.65      | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 4.6250%  |  | $195569600.00      | $189485145.57      | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  |  | $223149200.00      | $224985594.63      | U.S. Treasuries (including strips) |

### Security 43: MONEY MARKET FUND

- **C.1 - Title:** GOLDMAN SACHS FINANCIAL SQUARE FUNDS GOVERNMENT FUND
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 38141W273, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165518638.74
- **C.18.a - Value (excl. sponsor support):** $165518638.74
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: NR; SandPCreditRating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: MORGAN STANLEY

- **C.1 - Title:** MORGAN STANLEY LIQUIDITY GOVERNMENT GOVERNMENT FUND
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 61747C871, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137471491.00
- **C.18.a - Value (excl. sponsor support):** $137471491.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: NR; SandPCreditRating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: T 0 7/8 06/30/26

- **C.1 - Title:** US TREASURY N/B 0.875000% 06/30/2026
- **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):** $99294531.00
- **C.18.a - Value (excl. sponsor support):** $99294531.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: T 1 5/8 09/30/26

- **C.1 - Title:** US TREASURY N/B 1.625000% 09/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49474316.50
- **C.18.a - Value (excl. sponsor support):** $49474316.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: T 3 7/8 03/31/27

- **C.1 - Title:** US TREASURY N/B 3.875000% 03/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100110937.00
- **C.18.a - Value (excl. sponsor support):** $100110937.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: T 4 3/8 08/15/26

- **C.1 - Title:** US TREASURY N/B 4.375000% 08/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100214063.00
- **C.18.a - Value (excl. sponsor support):** $100214063.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: T 4 7/8 04/30/26

- **C.1 - Title:** US TREASURY N/B 4.875000% 04/30/2026
- **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):** $100087953.00
- **C.18.a - Value (excl. sponsor support):** $100087953.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: T 4 7/8 05/31/26

- **C.1 - Title:** US TREASURY N/B 4.875000% 05/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214352766.16
- **C.18.a - Value (excl. sponsor support):** $214352766.16
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: TD SECURITIES REPO

- **C.1 - Title:** TD SECURITIES TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TDSECU241, 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:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-05-31      | 4.5000%  |  | $56239600.00       | $58170743.64       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  |  | $43178400.00       | $43829257.13       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2024-08-07

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer