# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-25-232677
**Filing Date:** 2025-10
**Character Count:** 351456
**Document Hash:** 98e0ac3ec969629dad661af57df7592b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-232677.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-232677

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Reserve Investment Funds, Inc.
- **CENTRAL INDEX KEY:** 0001034386

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08279
- **FILM NUMBER:** 251378313

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T  ROWE PRICE RESERVE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 20010907

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RESERVE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19970221

## Series and Classes Contracts Data

### T. Rowe Price Government Reserve Fund (Series ID: S000002153)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000005549 | T. Rowe Price Government Reserve Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001034386

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** T. ROWE PRICE RESERVE INVESTMENT FUNDS, INC.

**CIK Number of Registrant:** 0001034386

**LEI of Registrant:** 549300OHDX5YN5HMNT85

**Name of Series:** T. Rowe Price Government Reserve Fund

**LEI of Series:** 5493002Y0IYARJVQ5N24

**EDGAR Series Identifier:** S000002153

**Total number of share classes in the series:** 1

**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            | T. Rowe Price Associates, Inc.                             | 801-00856         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Administrator                 | None                                                       |  |
| Transfer Agent                | T. Rowe Price Services, Inc.<br>CIK: 0000703220            | 084-01079         |

### Fund Characteristics & Assets

- **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:** 28 days

- **WAL:** 64 days

- **Total Value of Portfolio Securities:** $12928227183.74

- **Amortized Cost of Portfolio Securities:** $12926928165.12

- **Cash:** $5765.13

- **Total Other Assets:** $27856800.83

- **Total Liabilities:** $215432694.15

- **Net Assets of Series:** $12739358036.93

- **Number of Shares Outstanding (Series):** 12734285076.2900

- **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?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $8523000666.18            | $10301323647.45            | 71.1300%                  | 85.9700%                   |
| 2025-09-03 | $7850631303.61            | $9742053402.64             | 68.7200%                  | 85.2800%                   |
| 2025-09-04 | $8253019468.28            | $9682540685.08             | 72.6200%                  | 85.2000%                   |
| 2025-09-05 | $7884882801.12            | $9792701371.26             | 68.7000%                  | 85.3200%                   |
| 2025-09-08 | $8118105766.14            | $9613535884.61             | 72.3000%                  | 85.6200%                   |
| 2025-09-09 | $7563485523.72            | $9405023023.87             | 68.6400%                  | 85.3500%                   |
| 2025-09-10 | $7297940413.75            | $9251585295.57             | 67.1600%                  | 85.1400%                   |
| 2025-09-11 | $8004848811.39            | $9480601074.88             | 72.1400%                  | 85.4400%                   |
| 2025-09-12 | $7722531094.20            | $9675605502.67             | 68.3800%                  | 85.6800%                   |
| 2025-09-15 | $8242596021.71            | $9736777811.85             | 72.6000%                  | 85.7600%                   |
| 2025-09-16 | $8180529439.28            | $9841818611.09             | 71.3900%                  | 85.8900%                   |
| 2025-09-17 | $8393589102.35            | $10013985655.81            | 72.1600%                  | 86.0900%                   |
| 2025-09-18 | $8745051053.56            | $10397554988.70            | 72.7800%                  | 86.5400%                   |
| 2025-09-19 | $9714426840.61            | $11610252920.75            | 73.4200%                  | 87.7500%                   |
| 2025-09-22 | $9118239598.82            | $10698173060.62            | 74.0200%                  | 86.8500%                   |
| 2025-09-23 | $9912491293.79            | $11306527748.65            | 76.6800%                  | 87.4700%                   |
| 2025-09-24 | $10165042437.69           | $11125149305.75            | 78.6700%                  | 86.1000%                   |
| 2025-09-25 | $9609926107.78            | $10864709840.43            | 77.1200%                  | 87.1800%                   |
| 2025-09-26 | $9814219107.43            | $11272158433.82            | 76.2400%                  | 87.5700%                   |
| 2025-09-29 | $9998487670.63            | $11233802819.94            | 78.5200%                  | 88.2200%                   |
| 2025-09-30 | $10137661398.46           | $11455039870.69            | 78.2500%                  | 88.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3700%             |
| 2025-09-03 | 4.3700%             |
| 2025-09-04 | 4.3700%             |
| 2025-09-05 | 4.3800%             |
| 2025-09-08 | 4.3800%             |
| 2025-09-09 | 4.3800%             |
| 2025-09-10 | 4.3800%             |
| 2025-09-11 | 4.3800%             |
| 2025-09-12 | 4.3700%             |
| 2025-09-15 | 4.3800%             |
| 2025-09-16 | 4.3800%             |
| 2025-09-17 | 4.3700%             |
| 2025-09-18 | 4.3500%             |
| 2025-09-19 | 4.2700%             |
| 2025-09-22 | 4.2300%             |
| 2025-09-23 | 4.2100%             |
| 2025-09-24 | 4.1800%             |
| 2025-09-25 | 4.1800%             |
| 2025-09-26 | 4.1600%             |
| 2025-09-29 | 4.1600%             |
| 2025-09-30 | 4.1600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0005                      |
|  |  |
| 2025-09-03 | 1.0005                      |
|  |  |
| 2025-09-04 | 1.0006                      |
|  |  |
| 2025-09-05 | 1.0006                      |
|  |  |
| 2025-09-08 | 1.0006                      |
|  |  |
| 2025-09-09 | 1.0006                      |
|  |  |
| 2025-09-10 | 1.0006                      |
|  |  |
| 2025-09-11 | 1.0006                      |
|  |  |
| 2025-09-12 | 1.0006                      |
|  |  |
| 2025-09-15 | 1.0006                      |
|  |  |
| 2025-09-16 | 1.0006                      |
|  |  |
| 2025-09-17 | 1.0006                      |
|  |  |
| 2025-09-18 | 1.0005                      |
|  |  |
| 2025-09-19 | 1.0005                      |
|  |  |
| 2025-09-22 | 1.0005                      |
|  |  |
| 2025-09-23 | 1.0005                      |
|  |  |
| 2025-09-24 | 1.0005                      |
|  |  |
| 2025-09-25 | 1.0005                      |
|  |  |
| 2025-09-26 | 1.0005                      |
|  |  |
| 2025-09-29 | 1.0005                      |
|  |  |
| 2025-09-30 | 1.0005                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $12739358036.93

- **Number of Shares Outstanding:** 12734285076.2900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0005          |
|  |  |
| 2025-09-03 | 1.0005          |
|  |  |
| 2025-09-04 | 1.0006          |
|  |  |
| 2025-09-05 | 1.0006          |
|  |  |
| 2025-09-08 | 1.0006          |
|  |  |
| 2025-09-09 | 1.0006          |
|  |  |
| 2025-09-10 | 1.0006          |
|  |  |
| 2025-09-11 | 1.0006          |
|  |  |
| 2025-09-12 | 1.0006          |
|  |  |
| 2025-09-15 | 1.0006          |
|  |  |
| 2025-09-16 | 1.0006          |
|  |  |
| 2025-09-17 | 1.0006          |
|  |  |
| 2025-09-18 | 1.0005          |
|  |  |
| 2025-09-19 | 1.0005          |
|  |  |
| 2025-09-22 | 1.0005          |
|  |  |
| 2025-09-23 | 1.0005          |
|  |  |
| 2025-09-24 | 1.0005          |
|  |  |
| 2025-09-25 | 1.0005          |
|  |  |
| 2025-09-26 | 1.0005          |
|  |  |
| 2025-09-29 | 1.0005          |
|  |  |
| 2025-09-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $534396541.04             | $447147500.06           |
| 2025-09-03 | $181293641.41             | $741485075.13           |
| 2025-09-04 | $473062589.95             | $651843468.75           |
| 2025-09-05 | $650856755.52             | $423761256.20           |
| 2025-09-08 | $410745465.20             | $661601524.96           |
| 2025-09-09 | $347932004.18             | $557663877.47           |
| 2025-09-10 | $958570896.53             | $1112906114.13          |
| 2025-09-11 | $849177827.67             | $878130789.94           |
| 2025-09-12 | $660680737.35             | $293960459.98           |
| 2025-09-15 | $645117494.00             | $585992088.20           |
| 2025-09-16 | $612442287.08             | $424689906.03           |
| 2025-09-17 | $455472783.13             | $284257927.90           |
| 2025-09-18 | $878788940.58             | $496278328.13           |
| 2025-09-19 | $1693714984.77            | $482455058.45           |
| 2025-09-22 | $489426412.48             | $1404125785.42          |
| 2025-09-23 | $794326595.83             | $432401911.91           |
| 2025-09-24 | $353328631.60             | $535796369.60           |
| 2025-09-25 | $325150865.46             | $810057655.92           |
| 2025-09-26 | $972433132.93             | $566398198.13           |
| 2025-09-29 | $258435440.73             | $398545574.54           |
| 2025-09-30 | $809696586.76             | $319614878.16           |

**Total Gross Subscriptions (Month):** $13355050614.20

**Total Gross Redemptions (Month):** $12509113749.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.3700%           |
| 2025-09-03 | 4.3700%           |
| 2025-09-04 | 4.3700%           |
| 2025-09-05 | 4.3800%           |
| 2025-09-08 | 4.3800%           |
| 2025-09-09 | 4.3800%           |
| 2025-09-10 | 4.3800%           |
| 2025-09-11 | 4.3800%           |
| 2025-09-12 | 4.3700%           |
| 2025-09-15 | 4.3700%           |
| 2025-09-16 | 4.3700%           |
| 2025-09-17 | 4.3700%           |
| 2025-09-18 | 4.3400%           |
| 2025-09-19 | 4.2600%           |
| 2025-09-22 | 4.2300%           |
| 2025-09-23 | 4.2000%           |
| 2025-09-24 | 4.1800%           |
| 2025-09-25 | 4.1700%           |
| 2025-09-26 | 4.1600%           |
| 2025-09-29 | 4.1600%           |
| 2025-09-30 | 4.1600%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS PARIS MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** BNP PARIBAS PARIS MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 0559731H4, C.5 - Other ID: 0559731H4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $33523600.00       | $33834648.99       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $65345200.00       | $66004744.39       | U.S. Treasuries (including strips) |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $80808877.00       | $47887334.26       | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $6681968.00        | $5273307.67        | Agency Mortgage-Backed Securities  |

### Security 2: BNP PARIBAS PARIS TREASURY REPO 4.1600 20251007

- **C.1 - Title:** BNP PARIBAS PARIS TREASURY REPO 4.1600 20251007 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0559752P0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0559752P0
- **C.18 - Value (incl. sponsor support):** $96000000.00
- **C.18.a - Value (excl. sponsor support):** $96000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $1256300.00        | $905072.44         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $13794100.00       | $13390115.64       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $68269300.00       | $83624338.71       | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $500.00            | $525.04            | U.S. Treasuries (including strips) |

### Security 3: BANK OF AMERICA SEC MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 0609946H8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609946H8
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1463062.00        | $1538435.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2028-07-01      | 3.5000%  | 0.0000% | $515000.00         | $18444.69          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-12-01      | 4.5000%  | 0.0000% | $1541924.00        | $264121.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $3000.00           | $352.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-09-01      | 5.5000%  | 0.0000% | $5000.00           | $2993.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.0000%  | 0.0000% | $300000.00         | $231953.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $24999.00          | $21731.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $211143.00         | $177607.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $120361.00         | $72854.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 4.0000%  | 0.0000% | $863067.00         | $697012.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $400000.00         | $326745.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $13308800.00       | $13841020.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 6.0000%  | 0.0000% | $175092.00         | $1028.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 5.5000%  | 0.0000% | $656000.00         | $3905.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 5.0000%  | 0.0000% | $1798000.00        | $28833.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 4.5000%  | 0.0000% | $682833.00         | $83778.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $42978048.00       | $7560753.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $99990.00          | $85889.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $8738608.00        | $6944697.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $400000.00         | $229372.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $30000.00          | $14608.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $452885.00         | $115466.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.5000%  | 0.0000% | $2500000.00        | $1763807.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $300000.00         | $247426.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-09-01      | 2.5000%  | 0.0000% | $218999.00         | $5389.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $20996.00          | $5276.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $1053562.00        | $197756.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3409408.00        | $2736657.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-03-15      | 5.0000%  | 0.0000% | $19127.00          | $4545.12           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $12782320.00       | $13337562.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $856259.00         | $883376.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $5472632.00        | $5661926.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-15      | 6.0000%  | 0.0000% | $1025466.00        | $14668.51          | Agency Mortgage-Backed Securities |

### Security 4: BMO CAPITAL MARKETS MORTGAGE REPO 4.1900 20251001

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.1900 20251001 4.190000%
- **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: 0639928Z7, C.5 - Other ID: 0639928Z7
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $3599300.00        | $2593032.90        | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $72.99             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $6518900.00        | $4192581.65        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $3520800.00        | $3470227.23        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $24500.00          | $25246.61          | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $32749100.00       | $32558843.48       | U.S. Treasuries (including strips) |

### Security 5: BANK OF MONTREAL MORTGAGE REPO 4.1900 20251001

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.1900 20251001 4.190000%
- **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: 0639952R4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639952R4
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $12175334.00       | $12536406.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1577773.00        | $1620257.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $4969576.00        | $5115846.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $12471468.00       | $12803210.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $12216954.00       | $12590235.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $11918165.00       | $12454042.77       | Agency Mortgage-Backed Securities |

### Security 6: CANADIAN IMPERIAL BANK NY REPO REPO 4.2000 20251001

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.2000 20251001 4.200000%
- **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: 1360987F1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360987F1
- **C.18 - Value (incl. sponsor support):** $219000000.00
- **C.18.a - Value (excl. sponsor support):** $219000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $253800.00         | $399098.62         | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $1873200.00        | $2295605.74        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $105400.00         | $91784.77          | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $405300.00         | $354976.43         | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $900.00            | $788.26            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $5900.00           | $5814.51           | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $122000.00         | $118617.79         | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $77900.00          | $76789.78          | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $559300.00         | $532247.91         | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $11519100.00       | $12142646.99       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $23085600.00       | $22680673.47       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $24500.00          | $25169.81          | U.S. Treasuries (including strips) |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $48200.00          | $48946.86          | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $20100.00          | $20349.66          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.09            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $27513000.00       | $30532724.46       | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1008.92           | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $301.05            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $8059500.00        | $8139829.44        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $281000.00         | $295428.21         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $1749300.00        | $1820426.97        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $205.91            | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $206.62            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $103300.00         | $108396.02         | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $15025800.00       | $14993449.45       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $1005800.00        | $1034309.91        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $21900.00          | $22530.39          | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.90            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $209.25            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $20209200.00       | $20371190.13       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $5452900.00        | $5661309.39        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $3209500.00        | $3293449.29        | U.S. Treasuries (including strips) |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2012.00           | $2092.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 3.1620%  | 0.0000% | $1017.00           | $877.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $111836507.00      | $61370180.23       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1133379.00        | $985311.46         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $36540900.00       | $27880065.84       | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $466858.00         | $212104.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.0400%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 3.4600%  | 0.0000% | $1000.00           | $824.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 2.5700%  | 0.0000% | $1000.00           | $873.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.5100%  | 0.0000% | $1000.00           | $814.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-06-01      | 3.2600%  | 0.0000% | $18000.00          | $14414.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.9400%  | 0.0000% | $1000.00           | $840.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.3300%  | 0.0000% | $3398680.00        | $2872678.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.2500%  | 0.0000% | $55740.00          | $47645.26          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $129420.00         | $131031.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $69246.00          | $72127.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $146.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 3.8700%  | 0.0000% | $1000.00           | $906.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.1500%  | 0.0000% | $1000.00           | $878.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.9000%  | 0.0000% | $1000.00           | $943.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-09-01      | 2.3800%  | 0.0000% | $1000.00           | $903.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 2.0800%  | 0.0000% | $1478990.00        | $1347347.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 1.9800%  | 0.0000% | $1000.00           | $896.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.3400%  | 0.0000% | $1008.00           | $849.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $865.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.5800%  | 0.0000% | $1000.00           | $877.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-11-01      | 1.8100%  | 0.0000% | $1083.00           | $944.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $929.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 4.0300%  | 0.0000% | $1158474.00        | $1152803.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1468.00           | $899.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $3400.00           | $3131.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $26856.00          | $20844.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $918.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $48896.00          | $44964.48          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $3333450.00        | $2128978.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $1985.00           | $537.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $265.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $1943.00           | $1326.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $451.66            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 5.0000%  | 0.0000% | $1000.00           | $509.85            | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $1000.00           | $544.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $604.69            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $2016.00           | $1717.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $2016.00           | $2166.24           | Agency Mortgage-Backed Securities  |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 1729912K6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729912K6
- **C.18 - Value (incl. sponsor support):** $274000000.00
- **C.18.a - Value (excl. sponsor support):** $274000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2028-05-23      | 4.3800%  | 0.0000% | $271916000.00      | $273999405.27      | Agency Mortgage-Backed Securities |
| FNMA          | 2027-11-05      | 4.4200%  | 0.0000% | $105000.00         | $106001.20         | Agency Mortgage-Backed Securities |
| FHLB          | 2028-02-15      | 4.4900%  | 0.0000% | $5325000.00        | $5371729.54        | Agency Mortgage-Backed Securities |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $10000.00          | $10384.22          | Agency Mortgage-Backed Securities |

### Security 8: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1600 20251007

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1600 20251007 4.160000%
- **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: 1729912L4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729912L4
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2028-05-23      | 4.3800%  | 0.0000% | $50582000.00       | $50969556.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2027-11-05      | 4.4200%  | 0.0000% | $20000.00          | $20190.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-07-20      | 4.0000%  | 0.0000% | $2500000.00        | $326133.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-20      | 4.0000%  | 0.0000% | $1000000.00        | $130123.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-04-20      | 3.5000%  | 0.0000% | $1008767.00        | $222631.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-08-20      | 3.5000%  | 0.0000% | $651200.00         | $222747.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $545244.00         | $70905.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 4.0000%  | 0.0000% | $1035833.00        | $534552.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 4.0000%  | 0.0000% | $1702278.00        | $994463.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $363639.00         | $143367.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $2018905.00        | $1089900.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $1068616.00        | $553295.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-03-20      | 3.5000%  | 0.0000% | $1957908.00        | $954557.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-15      | 7.2000%  | 0.0000% | $665000.00         | $310259.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-15      | 5.7500%  | 0.0000% | $940000.00         | $433077.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $544502.00         | $251309.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $604192.00         | $269286.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.8000%  | 0.0000% | $274400.00         | $126827.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.7500%  | 0.0000% | $1026600.00        | $466326.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.5000%  | 0.0000% | $741000.00         | $330575.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 6.0000%  | 0.0000% | $555871.00         | $274407.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-07-20      | 6.5000%  | 0.0000% | $15184175.00       | $63453.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-09-20      | 6.0000%  | 0.0000% | $28060936.00       | $198538.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-02-15      | 6.4500%  | 0.0000% | $2125000.00        | $74154.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 4.6250%  | 0.0000% | $284000.00         | $118911.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 4.3750%  | 0.0000% | $842100.00         | $345193.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-15      | 5.7500%  | 0.0000% | $1936218.00        | $1445299.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2032-04-15      | 7.2500%  | 0.0000% | $255200.00         | $115330.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $666800.00         | $300349.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $487800.00         | $219720.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 4.4500%  | 0.0000% | $1300000.00        | $536445.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-15      | 5.7500%  | 0.0000% | $567000.00         | $239956.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 5.2750%  | 0.0000% | $318500.00         | $140944.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 5.7200%  | 0.0000% | $1633700.00        | $721364.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-15      | 6.0000%  | 0.0000% | $1067500.00        | $481058.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-07-15      | 4.5000%  | 0.0000% | $5000000.00        | $206256.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-15      | 5.2500%  | 0.0000% | $302400.00         | $130263.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-20      | 6.0000%  | 0.0000% | $40171520.00       | $88042.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 5.5000%  | 0.0000% | $20359460.00       | $59180.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 5.5000%  | 0.0000% | $28742000.00       | $113980.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 6.0000%  | 0.0000% | $87130000.00       | $125886.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 5.5000%  | 0.0000% | $49930332.00       | $64790.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $39200000.00       | $56653.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $22698352.00       | $61140.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-03-20      | 3.0000%  | 0.0000% | $12000000.00       | $64711.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 5.4500%  | 0.0000% | $250000.00         | $112251.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-08-15      | 5.7300%  | 0.0000% | $250000.00         | $116597.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-15      | 4.6800%  | 0.0000% | $1562700.00        | $885212.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-15      | 4.4500%  | 0.0000% | $627500.00         | $360663.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-15      | 4.7500%  | 0.0000% | $320631.00         | $136000.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-15      | 6.0000%  | 0.0000% | $430391.00         | $188818.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-15      | 5.3500%  | 0.0000% | $334800.00         | $206328.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-15      | 5.3500%  | 0.0000% | $431900.00         | $266166.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-12-15      | 5.6000%  | 0.0000% | $650000.00         | $215223.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-10-15      | 5.8500%  | 0.0000% | $622000.00         | $288947.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-08-15      | 5.0000%  | 0.0000% | $513000.00         | $128035.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-08-15      | 5.0000%  | 0.0000% | $413000.00         | $160872.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-01-15      | 5.3900%  | 0.0000% | $967130.00         | $497703.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-06-15      | 7.8750%  | 0.0000% | $8069754.00        | $2283850.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-09-15      | 6.0500%  | 0.0000% | $617659.00         | $137624.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-01-15      | 5.9700%  | 0.0000% | $424651.00         | $249885.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-03-15      | 8.3750%  | 0.0000% | $388900.00         | $193278.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-15      | 6.8700%  | 0.0000% | $922900.00         | $385915.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-12-15      | 5.1500%  | 0.0000% | $349900.00         | $144421.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-11-15      | 5.7300%  | 0.0000% | $702800.00         | $356391.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-15      | 5.8600%  | 0.0000% | $300000.00         | $120042.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-15      | 5.5500%  | 0.0000% | $485646.00         | $221787.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-02-15      | 5.3500%  | 0.0000% | $920200.00         | $269001.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.3200%  | 0.0000% | $653700.00         | $423294.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 5.0000%  | 0.0000% | $10000000.00       | $118197.96         | Agency Mortgage-Backed Securities |
| FHLB          | 2025-11-14      | 4.3150%  | 0.0000% | $115000.00         | $115693.02         | Agency Mortgage-Backed Securities |
| FHLB          | 2028-02-15      | 4.4900%  | 0.0000% | $990000.00         | $998687.75         | Agency Mortgage-Backed Securities |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $10000.00          | $10384.22          | Agency Mortgage-Backed Securities |
| FHLB          | 2026-01-02      | 4.2450%  | 0.0000% | $210000.00         | $212366.18         | Agency Mortgage-Backed Securities |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 4.1900 20251001

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 4.1900 20251001 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729953L4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729953L4
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $300.00            | $308.35            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $16400.00          | $17355.05          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $860300.00         | $882347.34         | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $44200900.00       | $44999923.40       | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE TREASURY REPO 4.2000 20251001

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 4.2000 20251001 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258968X0, C.5 - Other ID: 2258968X0
- **C.18 - Value (incl. sponsor support):** $182120000.00
- **C.18.a - Value (excl. sponsor support):** $182120000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $66169200.00       | $65342880.09       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $116677700.00      | $120419569.72      | U.S. Treasuries (including strips) |

### Security 11: CREDIT AGRICOLE MORTGAGE REPO 4.2100 20251001

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.2100 20251001 4.210000%
- **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: 2258986G5, C.5 - Other ID: 2258986G5
- **C.18 - Value (incl. sponsor support):** $228870000.00
- **C.18.a - Value (excl. sponsor support):** $228870000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $71545575.00       | $68261932.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $450000000.00      | $66876844.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $26220998.00       | $24517230.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $110705511.00      | $70111487.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3990117.00        | $3679905.72        | Agency Mortgage-Backed Securities |

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200047200.00
- **C.18.a - Value (excl. sponsor support):** $200047200.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CR3, C.4 - ISIN: US3130B7CR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999985700.00
- **C.18.a - Value (excl. sponsor support):** $999985700.00
- **C.19 - Percentage of Net Assets:** 7.8500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59963700.00
- **C.18.a - Value (excl. sponsor support):** $59963700.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174979350.00
- **C.18.a - Value (excl. sponsor support):** $174979350.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 16: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NY0, C.4 - ISIN: US313313NY04, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69720560.00
- **C.18.a - Value (excl. sponsor support):** $69720560.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.4 - ISIN: US313385NF91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174622175.00
- **C.18.a - Value (excl. sponsor support):** $174622175.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PR1, C.4 - ISIN: US313385PR12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198845600.00
- **C.18.a - Value (excl. sponsor support):** $198845600.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99380200.00
- **C.18.a - Value (excl. sponsor support):** $99380200.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15012990.00
- **C.18.a - Value (excl. sponsor support):** $15012990.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 21: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15013200.00
- **C.18.a - Value (excl. sponsor support):** $15013200.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 22: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7006146.00
- **C.18.a - Value (excl. sponsor support):** $7006146.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: 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 23: FEDERAL RESERVE BK OF NY TREASURY REPO 4.0000 20251001

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 4.0000 20251001 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139933V7, C.5 - Other ID: 3139933V7
- **C.18 - Value (incl. sponsor support):** $1878000000.00
- **C.18.a - Value (excl. sponsor support):** $1878000000.00
- **C.19 - Percentage of Net Assets:** 14.7400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $1264043600.00     | $1154720260.75     | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $831480000.00      | $723488416.95      | U.S. Treasuries (including strips) |

### Security 24: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.2100 20251001

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.2100 20251001 4.210000%
- **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: 3379851K1, C.5 - Other ID: 3379851K1
- **C.18 - Value (incl. sponsor support):** $763000000.00
- **C.18.a - Value (excl. sponsor support):** $763000000.00
- **C.19 - Percentage of Net Assets:** 5.9900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.43           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $995.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $5245609.00        | $5359420.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $935.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1111690.00        | $1131286.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 4.0000%  | 0.0000% | $1000.00           | $941.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1002.00           | $1049.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1007.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1043.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $993.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1040.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1010.00           | $1048.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $4004758.00        | $4103086.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1711800.00        | $1750992.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1168.00           | $1033.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $972.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1169120.00        | $1214197.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $5292552.00        | $5428134.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1099.00           | $1036.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1003.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $967.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $839.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 3.5000%  | 0.0000% | $1024.00           | $914.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $715.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $50718.00          | $1085.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $23.66             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $29237.00          | $102.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1326.00           | $1.03              | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $258.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $2047.00           | $519.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $8098269.00        | $2377925.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $176.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-01-01      | 2.0000%  | 0.0000% | $19000.00          | $3131.15           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $56521.00          | $12213.43          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $247.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $430.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-07-01      | 3.0000%  | 0.0000% | $100000.00         | $66624.99          | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $667.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $173347.00         | $74471.43          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1538.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $730000.00         | $618811.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3402.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 3.5000%  | 0.0000% | $1008.00           | $839.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1839.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $910.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $975.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $971.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $5000.00           | $3260.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 3.5000%  | 0.0000% | $6000.00           | $4654.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $829.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $864.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $4000.00           | $3495.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1778.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 4.5000%  | 0.0000% | $1024.00           | $903.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1188.00           | $1115.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4261.00           | $4151.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $902.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3393.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1623.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $89.83             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $195.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $658.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $145.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $351.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $690.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $212.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $3091.00           | $409.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $82.05             | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $127.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $9009107.00        | $1729828.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4377.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $212.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $213.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $85.51             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $294.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2269.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $264.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $317.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $385.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $17720.00          | $4981.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2774.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2830.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $57.58             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $402.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $140.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $138.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $2018.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1592.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2309.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1523.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $724.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2341.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $293.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $313.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4116.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1608.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $383.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $378.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $221.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2518.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $5006.00           | $1757.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2176.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2095.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1918.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1641.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $348.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3059.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $6000.00           | $1944.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $254.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1066.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1988.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2494.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3195.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1115.15           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2487.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2369.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $728.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1990.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2118.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1278.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1727.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1738.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $479.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1863.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $642.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2395.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1724.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1510.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1225.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1651.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1288.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1598.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $1004.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1877.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $487.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1062.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1969.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2374.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2156.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $739.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2283.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1621.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $443.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1167.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1765.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2344.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $524.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2228.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1779.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2677.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $973.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2268.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1740.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2495.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $806.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $454.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2812.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $4311.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $357.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $8022.00           | $3658.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2533.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4593.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1500000.00        | $949845.30         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $540.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4486.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $616.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1241.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $3305.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $703.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $681.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $3739.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $865.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $784.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4643.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3705.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1004.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4599.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $810.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4342.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4783.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4298.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $796.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4973.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2426.00           | $1690.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $564.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4870.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $1956.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $928.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2635.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4780.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $3458.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4866.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4862.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $830.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $714.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4794.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $763.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4034.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4790.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $3922.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $4916.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $696.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $541.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4833.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $244.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $827.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4583.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $760.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $7000.00           | $5117.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $3500.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $4099.15           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4074.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $4289.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1486798.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1111.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1656.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $4340.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $656.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4379.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1882.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3813.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3189.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $846.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $579.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4827.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $7000.00           | $3671.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $545.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2057.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $935.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $7000.00           | $4282.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $684.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $701.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4918.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3960.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1401.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $727.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $622.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $2046.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3047.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3727.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $10001.00          | $4368.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $921.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1103.00           | $920.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4510.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $4001.00           | $2056.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1782.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $971.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3594.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $6001.00           | $3927.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $6000.00           | $5183.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4079.16           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $984.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3138.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3495.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1986.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $951.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $5001.00           | $3705.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1510.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1768.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1817.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $941.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $947.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $2049.00           | $1247.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $2003.00           | $1008.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $725517.00         | $436276.68         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1308.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1008.00           | $663.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $787.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $841.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $819.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1744.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $827.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $1000.00           | $679.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $562.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-09-01      | 2.0000%  | 0.0000% | $3074.00           | $1656.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $559.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $3294.00           | $1973.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-10-01      | 4.5000%  | 0.0000% | $1000.00           | $540.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $575.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $455318.00         | $260201.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2024.00           | $1963.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1002.00           | $841.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $889.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $6001.00           | $5005.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1003.00           | $879.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $894.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $990.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $199.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1530.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $1148.00           | $2.89              | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $7291.00           | $3.47              | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $1024.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $5000.00           | $205.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $3184.00           | $200.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $124.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1495444.00        | $209371.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $11016.00          | $416.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $2031.00           | $201.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $193.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $4314190.00        | $100741.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $668.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $6000.00           | $951.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $78.53             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $514506887.00      | $40654973.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 5.0000%  | 0.0000% | $500000.00         | $28562.07          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-04-01      | 4.5000%  | 0.0000% | $1000.00           | $75.96             | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $5134.00           | $290.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $155998000.00      | $18014982.60       | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $168.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $75.53             | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $6145.00           | $614.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $390214.00         | $29797.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $194.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 6.0000%  | 0.0000% | $570300.00         | $67474.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $207.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $249.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $360.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $68274100.00       | $11267203.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $118.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $851.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $128.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1118118.00        | $150032.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $96.00             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $821.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6048.00           | $918.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $5999.00           | $622.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1012.00           | $34.86             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1097000.00        | $123429.56         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1002.00           | $112.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $957.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.19             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $193.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.72             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $10000.00          | $2427.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $118.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5643.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $136.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $1037632.00        | $180045.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $1034.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $191.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $191.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $94.06             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $229.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $1611.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $247.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $5000.00           | $1945.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $342.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $7760164.00        | $444364.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $485.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $2123.00           | $125.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $108.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2000.00           | $322.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $208.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $150.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $4095.00           | $354.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $432.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $3072.00           | $724.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $110.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $191.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $7000.00           | $2079.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $192.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $19840.00          | $3316.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 4.0000%  | 0.0000% | $426000.00         | $56766.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $4104.00           | $405.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4385368.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.55             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1419.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $138.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2051.00           | $467.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $238.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $145.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $690000.00         | $184568.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1024.00           | $214.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.91             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1558.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $241.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $350000.00         | $43290.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $7161.00           | $1353.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $443.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $174.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $145.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $691.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $179788098.00      | $22488974.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $265.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $126.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $4000.00           | $453.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $113.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $219.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $7004.00           | $764.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1321.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $67.38             | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $113.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $242.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $8000.00           | $1095.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $166.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $91.94             | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $3022.00           | $417.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1280.00           | $26.82             | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1046.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3423.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $521.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $959.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $4000.00           | $237.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $32.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $3861279.00        | $478653.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $515.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $269.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $4000.00           | $801.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $484.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $362.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $234.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.68              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7172.00           | $47.27             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $4122.00           | $72.03             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3020.00           | $32.92             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $40.96             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $7992.00           | $60.51             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $2173.00           | $3.07              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1023.00           | $2.93              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $12.94             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $40.05             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6747.00           | $61.38             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6144.00           | $42.89             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6088.00           | $35.94             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.30              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.51              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.97              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $6000.00           | $57.21             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $17.11             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $38.58             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $234996.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $63.59             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $4.14              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $18.93             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $11.65             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2059.00           | $5.13              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $7.13              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $4.50              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5120.00           | $37.66             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.55              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5120.00           | $60.75             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $5120.00           | $27.81             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.62              | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $833.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3144.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $889.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1002.00           | $583.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $3132.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $882.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $75804.00          | $56827.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $4989.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $834.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1257.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3626.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $4000.00           | $3143.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1030.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1076.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $961.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $24615.00          | $24506.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $817.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $816.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $898.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1661.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $742.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $999.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $878.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $973.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1357.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1044.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3459.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4001.00           | $3977.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2095.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2880.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $983.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $964.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $509.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4022.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $956.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $3736.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2015.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $970.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2091.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $4032.00           | $3991.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3855.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1885.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $877.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $940.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $4268.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1496.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $960.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $995.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $775.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3003.00           | $2735.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2082.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2083.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $912.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $980.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $915.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2965.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2041.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4038.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2061.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2056.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3104.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1679.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1885.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2108.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1997.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $986.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1761.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2065.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2794.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3941417.00        | $3911990.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2029.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2016.00           | $1958.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $26717.00          | $25583.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1578.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3096.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1988.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $993.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3490700.00        | $3472400.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1930.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3937.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1973.00           | $2079.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1006.00           | $787.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2048.00           | $2078.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1249.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1008.00           | $1061.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $3998.00           | $4170.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $109.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $631.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $9000.00           | $930.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $6003.00           | $930.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $171.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $447.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $8540862.00        | $1296894.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $518.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1124.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $3698.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $289.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 4.5000%  | 0.0000% | $20914.00          | $5876.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $7006.00           | $1175.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $239.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $730.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $2080.00           | $580.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $247.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $3001.00           | $319.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $256.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $4016.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $615.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $402.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $8282.00           | $3747.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $10000.00          | $2170.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $216.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $6000.00           | $904.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $304.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $2000.00           | $555.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $400.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $4000.00           | $451.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4526.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $216.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $807.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $249.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $153.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $1795.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $2000.00           | $391.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $499.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $411.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 3.0000%  | 0.0000% | $2000.00           | $509.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1128.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $14430249.00       | $8714330.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $916.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $288.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $23014.00          | $4424.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $7008.00           | $1682.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $6142.00           | $943.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $258.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $557.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $2048.00           | $614.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1024.00           | $320.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $3001.00           | $862.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $205.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3000.00           | $1059.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1040.00           | $152.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $4000.00           | $1150.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $295.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $439.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $570.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3922.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3153.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1263.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $537.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $517.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $142.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $391.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $6000.00           | $971.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $2842.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $14007.00          | $2665.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $7466.00           | $1998.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 5.0000%  | 0.0000% | $2001.00           | $273.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $408.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $842.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $2000.00           | $422.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $467.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $228.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $387.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $430.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $349.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $376.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $427.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $716.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $465.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $3389.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $940.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1997.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $306.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2003.00           | $207.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $4001.00           | $1433.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $8001.00           | $3162.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4001.00           | $829.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $489.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1558.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $769.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $893.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $436.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $992.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $2001.00           | $485.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1074.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2017.00           | $404.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $385.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $10001.00          | $3884.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $14020.00          | $1260.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $464.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $500000.00         | $69191.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-12-01      | 2.5000%  | 0.0000% | $2000.00           | $323.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $2000.00           | $478.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $3072.00           | $928.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $275.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $286.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $618.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2048.00           | $553.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1352.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $454.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $2000.00           | $382.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $2005.00           | $319.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $14000.00          | $3821.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3048.00           | $551.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $411.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $2016.00           | $595.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $386.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $262.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $3072.00           | $598.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $2000.00           | $410.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 4.0000%  | 0.0000% | $1999.00           | $485.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 2.5000%  | 0.0000% | $2000.00           | $617.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $371.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $537.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1536.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $480.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $744.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $2016.00           | $1497.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $956.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $8000.00           | $772.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $419.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $449.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $832.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $798.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $862.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $474.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $5000.00           | $776.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $2016.00           | $42.32             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $95.42             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $184.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $228.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $9114.00           | $2458.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $17004.00          | $2172.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $477.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $2048.00           | $550.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1612.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1658.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.55             | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $309.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $10002.00          | $2616.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $102.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1847.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2016.00           | $467.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $98.28             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $836.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2254.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $26555447.00       | $3946543.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $199.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $242.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $309.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3271.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $173.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $672.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $314.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $6001.00           | $3284.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $457.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $18487.00          | $4415.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2574.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $4002.00           | $740.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $70.79             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $413.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3797.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4047.00           | $1300.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1340.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $541.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $181.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $2005.00           | $347.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1709.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $2063.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1861.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $5001.00           | $1865.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1573.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $333.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2774.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1378.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1008.00           | $180.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $776490.00         | $297253.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $532.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1338.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $436.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $361.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $165.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $800.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $432.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $229.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1030.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $565.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1144.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $395.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1269.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1213.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $573.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $2030.00           | $1179.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $3024.00           | $1782.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1110.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $573.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $926.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $578.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1327.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1621.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2016.00           | $1637.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $9882624.00        | $7926501.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1757.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4003.00           | $3238.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $3041.00           | $2212.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1697.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1339.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2034.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1887.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1874.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1915.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1842.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $621.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $5281340.00        | $3216742.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $509.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $723.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $949.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $4016.00           | $3045.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2052.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $698.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $4360.00           | $3714.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2048.00           | $1404.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $800.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1545.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2233.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2376.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $657.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4741.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1456.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6746512.00        | $5122722.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1462.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $786.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2552.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $663.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1634.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1792533.00        | $1319241.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1165669.00        | $850315.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $586.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1515.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2048.00           | $1792.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $726.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $6000.00           | $5100.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $933.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $3240665.00        | $1719938.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1887.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1357.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1584.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $819.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2662.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1185.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $789.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $526.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $269.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $648.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1945.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1673844.00        | $1403535.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3508.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $755.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2016.00           | $1723.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1183.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1717.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $960.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1633062.00        | $1339389.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $837.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1615.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4862.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $10000.00          | $3773.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $598.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $987.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $675.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1590.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1307.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1688.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1129902.00        | $938982.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1002.00           | $699.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $923.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $10000.00          | $4763.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1190.00           | $953.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1239.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $495.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $729.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $6000.00           | $5609.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $649.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2494.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1233.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3025.00           | $2462.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2002.00           | $1819.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1564.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3648.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1333745.00        | $948788.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $100000.00         | $78176.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1070.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2451.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1096520.00        | $697673.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $6000.00           | $4390.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1635.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $5000.00           | $3698.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1562.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $4001.00           | $4124.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1093.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $612.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1011407.00        | $994549.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $963.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $780.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $811.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1434.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3782.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1803.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $946.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $8012.00           | $4933.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $711.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1873.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1485.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $913.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1849.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $817.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1714.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2018.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1420.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $771.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1005.00           | $844.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $887.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $743.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2840.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1005.00           | $868.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $816.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $599.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $716.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $887.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $3003.00           | $2833.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2049.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $914.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1925.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2027.00           | $1764.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $819.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1900.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1791.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $813.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $844.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $570.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3291.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2715.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $2019.00           | $381.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1919.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $10000.00          | $3165.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $3000.00           | $332.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $5113.00           | $567.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $255.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $180.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $7979.00           | $2311.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $383.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $443.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $3048.00           | $301.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $2048.00           | $154.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $411.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $2016.00           | $408.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $319.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $295.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $204.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $376.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $163.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $3000.00           | $650.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $423.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $3033.00           | $772.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $10885461.00       | $3304812.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $2006.00           | $304.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $20202.00          | $4352.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $2048.00           | $715.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $495.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $566.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $17132156.00       | $4384965.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $677.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $26369556.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $451.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1042.00           | $253.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $386.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $285.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 2.5000%  | 0.0000% | $2000.00           | $796.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $2000.00           | $671.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $396.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $457.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1025.00           | $399.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $484.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $60162091.00       | $26060875.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $2000.00           | $915.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $886.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1008.00           | $494.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1002.00           | $415.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $2000.00           | $825.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $403.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3072.00           | $1540.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2438334.00        | $1211174.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $2016.00           | $997.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $433.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3072.00           | $1548.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2049.00           | $1120.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $661.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2022.00           | $1106.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $6018624.00        | $3392320.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $578.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $512.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $522.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $6000.00           | $3082.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1085.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $8003.00           | $4145.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2149.00           | $1139.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $5790749.00        | $3025522.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $583.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1038.00           | $565.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $72585634.00       | $33612531.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $526.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-10-01      | 2.0000%  | 0.0000% | $10416070.00       | $5600348.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $618152.00         | $342700.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $431.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $534.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024288.00        | $512113.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1634.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $9653040.00        | $4858147.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1898.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $546.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1587.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $202944877.00      | $110571209.02      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3143.00           | $1744.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $537.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1868.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $555.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1593.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $27476349.00       | $14797522.22       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $29651840.00       | $16060093.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $581.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1145.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $33866503.00       | $19552697.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1111.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6449620.00        | $2929964.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3166.00           | $1687.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $544.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 3.0000%  | 0.0000% | $1024.00           | $567.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1005.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $2000.00           | $1057.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $6144.00           | $3817.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $15446288.00       | $8659235.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $13145230.00       | $6972756.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $12400096.00       | $6888647.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $38645121.00       | $21237225.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $4016.00           | $2230.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $6995511.00        | $3689748.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $8316631.00        | $4447114.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $9528112.00        | $5291413.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 1.5000%  | 0.0000% | $1024.00           | $556.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1024.00           | $589.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $57199323.00       | $32754368.86       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $1039.00           | $580.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $4406256.00        | $2948567.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $3210060.00        | $1892252.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $5096.00           | $2757.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $561.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $7484.00           | $4028.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $614.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2551.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $4000.00           | $2831.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $560.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2623.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $659.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $4049.00           | $3060.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2993388.00        | $2482066.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $750.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $728.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $752.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $751.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $734.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.5000%  | 0.0000% | $36760139.00       | $27521910.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $650.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $769.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1241.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $42660224.00       | $31648722.18       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $770.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3048.00           | $2347.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2008.00           | $1506.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2077.00           | $1618.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2040.00           | $1625.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2216.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $4686208.00        | $3376440.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $699.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $850.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $799.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2824.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $8221696.00        | $5094173.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $707.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1481.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1519.00           | $1239.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $789.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $859.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $771.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $809.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $5138.00           | $3068.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $4040.00           | $3355.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $835.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $18380040.00       | $15049422.03       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1072.00           | $848.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $803.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $7001.00           | $5407.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4096.00           | $3559.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1040.00           | $814.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $823.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $55381868.00       | $46534537.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $868.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $823.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $782.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $948.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $885.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $875.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2157.00           | $2113.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $869.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 1.5000%  | 0.0000% | $17000.00          | $6431.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $794.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $1075105.00        | $850754.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $104999.00         | $83024.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2427983.00        | $2312154.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1032.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 5.5000%  | 0.0000% | $1000.00           | $16.35             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.51              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1023.00           | $2.51              | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $271.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $32123038.00       | $4210563.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $104.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $35.89             | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $141511260.00      | $91831924.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1012.00           | $65.86             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $844.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1010.00           | $1012.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.59           | Agency Mortgage-Backed Securities  |

### Security 25: FIXED INCOME CLEARING BNYM TREASURY REPO 4.2000 20251001

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.2000 20251001 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379881K5, C.5 - Other ID: 3379881K5
- **C.18 - Value (incl. sponsor support):** $456000000.00
- **C.18.a - Value (excl. sponsor support):** $456000000.00
- **C.19 - Percentage of Net Assets:** 3.5800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $94850100.00       | $125933171.44      | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $324242500.00      | $339186836.82      | U.S. Treasuries (including strips) |

### Security 26: FIXED INCOME CLEARING BNYM TREASURY REPO 4.1000 20251001

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.1000 20251001 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379881L3, C.5 - Other ID: 3379881L3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $384120900.00      | $510000127.99      | U.S. Treasuries (including strips) |

### Security 27: FIXED INCOME CLEARING BNYM TREASURY REPO 4.1000 20251001

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.1000 20251001 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379881M1, C.5 - Other ID: 3379881M1
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 5.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $90507200.00       | $89660957.68       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $30000000.00       | $29194950.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $50000000.00       | $53626980.93       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50484552.50       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $39300000.00       | $39883369.20       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $60000000.00       | $61963544.28       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $100000000.00      | $101998666.70      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $100000000.00      | $101695500.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $150000000.00      | $150409500.00      | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $10000000.00       | $10156275.00       | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $25000000.00       | $24925750.00       | U.S. Treasuries (including strips) |

### Security 28: GOLDMAN SACHS GROUP INC/THE REPO 4.1400 20251001

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.1400 20251001 4.140000%
- **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: 3819875J1, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819875J1
- **C.18 - Value (incl. sponsor support):** $151000000.00
- **C.18.a - Value (excl. sponsor support):** $151000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $4625784.00        | $4649048.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-01-01      | 4.5000%  | 0.0000% | $271840.00         | $38905.09          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1260000.00        | $848798.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $10000000.00       | $9602857.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $700000.00         | $159198.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 2.5000%  | 0.0000% | $265000.00         | $125966.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $6345696.00        | $6520227.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $4367512.00        | $3243914.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $760666.00         | $734090.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6156000.00        | $4826010.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $26000000.00       | $17493742.84       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 2.5000%  | 0.0000% | $39680320.00       | $14433316.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $280000.00         | $120560.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2749000.00        | $2137629.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $172257.00         | $148069.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 3.0000%  | 0.0000% | $6000000.00        | $5252730.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-25      | 4.0000%  | 0.0000% | $1005000.00        | $953629.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $70731904.00       | $72173318.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.5000%  | 0.0000% | $12581200.00       | $3506624.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $6689100.00        | $5447379.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-10-01      | 3.0000%  | 0.0000% | $1637536.00        | $155568.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-15      | 3.7500%  | 0.0000% | $471020.00         | $433512.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.8500%  | 0.0000% | $949996.00         | $1014899.91        | Agency Mortgage-Backed Securities |

### Security 29: GOLDMAN SACHS GROUP INC/THE REPO 4.2100 20251001

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.2100 20251001 4.210000%
- **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: 3819875N2, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819875N2
- **C.18 - Value (incl. sponsor support):** $61000000.00
- **C.18.a - Value (excl. sponsor support):** $61000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2030-04-01      | 3.5000%  | 0.0000% | $87245.00          | $6278.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 6.0000%  | 0.0000% | $897768.00         | $15612.47          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-11-01      | 4.0000%  | 0.0000% | $316000.00         | $9108.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1382780.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1599368.00        | $1632936.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 5.5000%  | 0.0000% | $3955000.00        | $16267.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-06-01      | 4.0000%  | 0.0000% | $537505.00         | $64263.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $10981984.00       | $10500851.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 4.5000%  | 0.0000% | $106318.00         | $29872.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $960000.00         | $318304.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $500000.00         | $168974.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $300000.00         | $301510.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-15      | 4.0000%  | 0.0000% | $600000.00         | $8261.99           | Agency Mortgage-Backed Securities |
| GNMA          | 2026-12-20      | 3.5000%  | 0.0000% | $2514444.00        | $17843.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $60559808.00       | $7588426.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 5.5000%  | 0.0000% | $29080199.00       | $24048757.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 4.0000%  | 0.0000% | $12650512.00       | $182377.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $83332.00          | $86363.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $8180384.00        | $8339644.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $1503876.00        | $1532092.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $5526728.00        | $5755011.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-03-15      | 5.0000%  | 0.0000% | $642420.00         | $25275.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $580000.00         | $64749.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-07-15      | 6.0000%  | 0.0000% | $1000000.00        | $33665.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-11-15      | 5.5000%  | 0.0000% | $1250000.00        | $14143.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-15      | 5.5000%  | 0.0000% | $6007072.00        | $76627.48          | Agency Mortgage-Backed Securities |

### Security 30: GOLDMAN SACHS GROUP INC/THE REPO 4.0500 20251001

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.0500 20251001 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819914L9, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819914L9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $8253900.00        | $8226059.60        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-09      | 0.0000%  | 0.0000% | $8442400.00        | $8433873.18        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $6515200.00        | $6464642.05        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-05      | 0.0000%  | 0.0000% | $25400.00          | $25061.67          | U.S. Treasuries (including strips) |
| USTR          | 2026-02-05      | 0.0000%  | 0.0000% | $4000000.00        | $3946720.00        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-04      | 0.0000%  | 0.0000% | $7352000.00        | $7323180.16        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-16      | 0.0000%  | 0.0000% | $12912000.00       | $12806250.72       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-30      | 0.0000%  | 0.0000% | $7685100.00        | $7610247.13        | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $5937900.00        | $6273798.09        | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $2474200.00        | $2510189.09        | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $1000000.00        | $1014545.75        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $8460000.00        | $8270195.67        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $6791500.00        | $6656739.66        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $6600000.00        | $6544528.65        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 2.2500%  | 0.0000% | $7795900.00        | $7842967.75        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $6227100.00        | $5688536.80        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $2126100.00        | $1992409.14        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $5194100.00        | $5114162.80        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $5483200.00        | $5377185.07        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $7000000.00        | $6839681.17        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $20900.00          | $19877.04          | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $12300.00          | $12199.55          | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $54500000.00       | $54998566.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $4500000.00        | $4552717.13        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $6469900.00        | $6583837.75        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $1544400.00        | $1539818.93        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 5.0000%  | 0.0000% | $735000.00         | $750749.61         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $5000000.00        | $5135443.75        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $6500000.00        | $6732656.66        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $6900000.00        | $6973597.12        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $3714100.00        | $3862650.07        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $4254900.00        | $4380738.67        | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $6000000.00        | $6001884.86        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $7000000.00        | $7229670.95        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1035%  | 0.0000% | $5577400.00        | $5617881.80        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $34000.00          | $34679.55          | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $5800000.00        | $5910562.50        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $8000000.00        | $8080745.87        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $7589400.00        | $7620829.60        | U.S. Treasuries (including strips) |

### Security 31: HSBC SEC USA INC MORTGAGE REPO 4.2200 20251001

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.2200 20251001 4.220000%
- **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: 4049893V5, C.5 - Other ID: 4049893V5
- **C.18 - Value (incl. sponsor support):** $69000000.00
- **C.18.a - Value (excl. sponsor support):** $69000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-04-01      | 3.5000%  | 0.0000% | $1100000.00        | $105935.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-06-01      | 3.0000%  | 0.0000% | $5300000.00        | $240959.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 1.5000%  | 0.0000% | $100000.00         | $61701.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $2200000.00        | $391853.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $318194.00         | $130008.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $94483.00          | $82598.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $220000.00         | $161529.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $31231936.00       | $31507094.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1680000.00        | $243916.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $129000.00         | $82195.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $347000.00         | $220686.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $8000.00           | $5263.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $14000.00          | $9945.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $401302.00         | $317715.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $309795.00         | $256548.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-07-01      | 6.0000%  | 0.0000% | $129000.00         | $97272.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $2578996.00        | $290244.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.5000%  | 0.0000% | $1056000.00        | $184394.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 3.8100%  | 0.0000% | $9626000.00        | $9282160.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $2522508.00        | $370841.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1876000.00        | $265919.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $230027.00         | $27524.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-10-01      | 3.5000%  | 0.0000% | $1380429.00        | $59525.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $2500000.00        | $270044.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-05-01      | 3.5000%  | 0.0000% | $10500000.00       | $148057.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $506478.00         | $458490.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1781712.00        | $1033985.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $12429903.00       | $11366290.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 3.7250%  | 0.0000% | $6042536.00        | $5663621.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-02-01      | 3.7300%  | 0.0000% | $4668712.00        | $4579608.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.1700%  | 0.0000% | $3721500.00        | $2464065.08        | Agency Mortgage-Backed Securities |

### Security 32: HSBC SEC USA INC TREASURY REPO 4.2100 20251001

- **C.1 - Title:** HSBC SEC USA INC TREASURY REPO 4.2100 20251001 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 4049918C8, C.5 - Other ID: 4049918C8
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $43877300.00       | $43860067.19       | U.S. Treasuries (including strips) |

### Security 33: JP MORGAN SEC LLC MORTGAGE REPO 4.2100 20251001

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.2100 20251001 4.210000%
- **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: 6169976L1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169976L1
- **C.18 - Value (incl. sponsor support):** $279000000.00
- **C.18.a - Value (excl. sponsor support):** $279000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $14190592.00       | $2673914.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 2.5000%  | 0.0000% | $1162186.00        | $189673.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $125000.00         | $27995.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1585484.00        | $1217132.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $1722472.00        | $1176387.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $3659680.00        | $3688235.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $5923624.00        | $6061934.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1129529.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13574576.00       | $13941735.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $10240128.00       | $10372368.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $29793024.00       | $30330609.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $20285056.00       | $21060280.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $8622816.00        | $8873052.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 4.5000%  | 0.0000% | $850000.00         | $249324.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $594005.00         | $126152.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $3621100.00        | $1910789.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $2107880.00        | $1413935.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $2092500.00        | $1465748.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $2662848.00        | $2013467.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $71629.00          | $36475.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $2593844.00        | $2596453.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $31786656.00       | $32596226.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $20022976.00       | $12210051.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 3.0000%  | 0.0000% | $145000.00         | $46649.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $269550.00         | $176213.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1700000.00        | $1372302.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $5000000.00        | $4604697.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $22981056.00       | $13721120.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 6.5000%  | 0.0000% | $2759236.00        | $2224401.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $44930368.00       | $43207522.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $625000.00         | $211261.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $600000.00         | $392524.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 2.5000%  | 0.0000% | $225000.00         | $148381.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $20777000.00       | $16337012.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $355842.00         | $28904.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 2.5000%  | 0.0000% | $300000.00         | $68641.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $48719616.00       | $46678889.90       | Agency Mortgage-Backed Securities |

### Security 34: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 7809751F5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809751F5
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $34608400.00       | $35456625.93       | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $17099000.00       | $14042540.93       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $47457500.00       | $34189664.35       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $49826000.00       | $36369018.84       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $3406100.00        | $2503297.87        | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $6687100.00        | $3951126.53        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $51173400.00       | $34882578.39       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $35437300.00       | $36485180.97       | U.S. Treasuries (including strips) |

### Security 35: ROYAL BANK OF CANADA NY TREASURY REPO 4.1800 20251002

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 4.1800 20251002 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809777J7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809777J7
- **C.18 - Value (incl. sponsor support):** $339000000.00
- **C.18.a - Value (excl. sponsor support):** $339000000.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $6880600.00        | $6695959.10        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $97513500.00       | $96389015.66       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $17884500.00       | $18374155.25       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $15131400.00       | $15399568.77       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $287300.00         | $286053.12         | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $50979300.00       | $51221534.77       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $458600.00         | $471303.22         | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $16585200.00       | $16787274.08       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $3423100.00        | $3445033.51        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $29461400.00       | $30281826.33       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $95993200.00       | $97620764.71       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $8668500.00        | $8807600.53        | U.S. Treasuries (including strips) |

### Security 36: ROYAL BANK OF CANADA NY TREASURY REPO 4.1900 20251001

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 4.1900 20251001 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809777K4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809777K4
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $17862600.00       | $18360028.76       | U.S. Treasuries (including strips) |

### Security 37: ROYAL BANK OF CANADA NY TREASURY REPO 4.1700 20251007

- **C.1 - Title:** ROYAL BANK OF CANADA NY TREASURY REPO 4.1700 20251007 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 7809777L2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809777L2
- **C.18 - Value (incl. sponsor support):** $64000000.00
- **C.18.a - Value (excl. sponsor support):** $64000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $2118700.00        | $2069109.43        | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $62507700.00       | $63210911.62       | U.S. Treasuries (including strips) |

### Security 38: RBC DS MORTGAGE REPO 4.2000 20251001

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.2000 20251001 4.200000%
- **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: 7809795F3, C.5 - Other ID: 7809795F3
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-08-15      | 3.6250%  | 0.0000% | $18703200.00       | $16425959.16       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $8731100.00        | $5462372.61        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $1200.00           | $894.38            | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $800.00            | $748.13            | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $6331800.00        | $6284319.42        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $992.50            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $4800.00           | $4944.55           | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $10700.00          | $10672.73          | U.S. Treasuries (including strips) |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $960.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $873.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $988.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $6717355.00        | $6242674.95        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1253.00           | $1128.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1876507.00        | $1775357.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $5641535.00        | $4690382.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $3007.00           | $3041.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 4.5000%  | 0.0000% | $1899033.00        | $1833849.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 4.5000%  | 0.0000% | $1003.00           | $977.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1009.00           | $993.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $972.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $125624.00         | $122136.82         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $13118945.00       | $13063441.41       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $237762.00         | $243642.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1080.00           | $1118.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $12428696.00       | $11117757.51       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $955.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $970.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $998.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1630448.00        | $1667445.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $845.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1152.00           | $1139.16           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 5.0000%  | 0.0000% | $1000.00           | $937.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $944.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-07-25      | 2.5000%  | 0.0000% | $1008.00           | $827.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $902.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $28228.00          | $28150.48          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $22205.00          | $421.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $2035.00           | $43.57             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $7459.00           | $99.80             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $5245.00           | $196.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-04-01      | 3.5000%  | 0.0000% | $1275.00           | $33.66             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $9407.00           | $93.09             | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-11-01      | 6.0000%  | 0.0000% | $9043660.00        | $63867.79          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-02-01      | 5.5000%  | 0.0000% | $18000000.00       | $73938.33          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 6.0000%  | 0.0000% | $9650000.00        | $52410.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-08-01      | 5.0000%  | 0.0000% | $3807678.00        | $77777.52          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 4.5000%  | 0.0000% | $1978000.00        | $97314.74          | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-05-01      | 3.5000%  | 0.0000% | $500000.00         | $56013.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-09-01      | 3.5000%  | 0.0000% | $431000.00         | $57260.93          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-10-01      | 5.5000%  | 0.0000% | $4781591.00        | $90319.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $4774008.00        | $54854.02          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 5.0000%  | 0.0000% | $760000.00         | $81629.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-07-01      | 4.5000%  | 0.0000% | $1492526.00        | $92043.39          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $690000.00         | $83388.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $400000.00         | $74107.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 4.5000%  | 0.0000% | $2805554.00        | $68813.23          | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $819000.00         | $84284.97          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $395000.00         | $67432.24          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $300000.00         | $86343.29          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $450000.00         | $63188.53          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $850000.00         | $85744.67          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $1013.00           | $109.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $400000.00         | $81694.22          | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $1500000.00        | $80882.98          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-05-01      | 3.0000%  | 0.0000% | $195000.00         | $72374.47          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $400000.00         | $72576.17          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-12-01      | 5.5000%  | 0.0000% | $1015039.00        | $69873.44          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-04-01      | 2.5000%  | 0.0000% | $500000.00         | $77216.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $506899.00         | $73124.02          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $800000.00         | $53313.31          | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1480000.00        | $66037.87          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 2.5000%  | 0.0000% | $300000.00         | $54490.92          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 3.5000%  | 0.0000% | $300000.00         | $51825.24          | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-01-01      | 3.5000%  | 0.0000% | $550000.00         | $91574.76          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 4.0000%  | 0.0000% | $500000.00         | $69648.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.0000%  | 0.0000% | $700000.00         | $69484.39          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $395884.00         | $86334.08          | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 6.0000%  | 0.0000% | $12422000.00       | $63021.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-03-01      | 6.5000%  | 0.0000% | $2949879.00        | $59931.69          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 5.0000%  | 0.0000% | $7109611.00        | $69953.59          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-03-01      | 7.0000%  | 0.0000% | $3019142.00        | $66230.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 3.0000%  | 0.0000% | $625000.00         | $97218.85          | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-03-01      | 3.0000%  | 0.0000% | $800000.00         | $94723.70          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $372000.00         | $59178.55          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $930000.00         | $95695.80          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-04-01      | 3.5000%  | 0.0000% | $630000.00         | $76557.09          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-04-01      | 4.0000%  | 0.0000% | $925000.00         | $72655.28          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $226545.00         | $51109.10          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-09-01      | 3.0000%  | 0.0000% | $200000.00         | $54665.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 4.0000%  | 0.0000% | $310000.00         | $59696.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $592000.00         | $57897.85          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-02-01      | 5.0000%  | 0.0000% | $628405.00         | $76599.91          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-02-01      | 4.0000%  | 0.0000% | $655000.00         | $77758.96          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $398000.00         | $60382.88          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $1029.00           | $223.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $778490.00         | $73148.17          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-12-01      | 5.5000%  | 0.0000% | $2100000.00        | $65012.40          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-01-01      | 3.5000%  | 0.0000% | $459000.00         | $58555.60          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-03-01      | 4.0000%  | 0.0000% | $800004.00         | $73877.60          | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-11-01      | 3.5000%  | 0.0000% | $577742.00         | $52829.24          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 3.0000%  | 0.0000% | $300000.00         | $83730.18          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $98035.41          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $57141.55          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-02-01      | 4.0000%  | 0.0000% | $366790.00         | $67022.95          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-03-01      | 4.0000%  | 0.0000% | $280000.00         | $55359.96          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $600000.00         | $55619.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $800000.00         | $70495.19          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-06-01      | 3.5000%  | 0.0000% | $286794.00         | $26151.14          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 6.5000%  | 0.0000% | $1122.00           | $950.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 6.5000%  | 0.0000% | $1000.00           | $799.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1002.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $627.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1022.00           | $716.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $3467819.00        | $2605102.28        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $725.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $725.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $818.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $185000.00         | $155583.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2103.00           | $1877.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $762.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $35112517.00       | $26821474.31       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $900.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $911.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $17241728.00       | $15844647.65       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1024.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $924.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $1101.00           | $935.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $10127051.00       | $9478972.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $955.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $991.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $3536610.00        | $2214831.87        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $652.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $806.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $852.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $2998057.00        | $2666505.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $339792.00         | $294168.96         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1823.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $4746240.00        | $4161543.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $885.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $706.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $738.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $826.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1023.00           | $744.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $846.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $299.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $606.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $500.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $657.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $708.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $635.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $1001.00           | $780.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1042.00           | $994.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $767.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $20486.00          | $14874.28          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $825.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $861.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $554.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $830.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $737.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $800.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $830.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $806.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $714.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $922.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $555.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 7.5000%  | 0.0000% | $1000.00           | $683.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $621.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $477.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $779.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $697.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $823.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $657.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $857.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $819.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $956.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $727.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $933.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $900.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $889.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $957.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $964.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $969.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $220023.00         | $216834.17         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $941.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $971.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $923.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $986.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $990.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $933.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $934.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $964.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $980.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $982.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1008.00           | $978.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-10-01      | 3.0000%  | 0.0000% | $1000.00           | $458.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $593.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $599.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-02      | 2.5000%  | 0.0000% | $1000.00           | $681.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $644.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $858.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $155.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-03-01      | 3.0000%  | 0.0000% | $501000.00         | $65496.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $5675488.00        | $4515843.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $14248864.00       | $13958525.84       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $945.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $844.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $933.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $911.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $769.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $726.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1515714.00        | $1412142.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $855.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $762.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1047.43           | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $865.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $3521106.00        | $82222.24          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $173.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1937178.00        | $397494.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1023.00           | $152.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $3469852.00        | $746559.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $3108848.00        | $324308.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $907958.00         | $747419.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $909.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $917.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $871.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 4.5000%  | 0.0000% | $1120212.00        | $1095451.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $999.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $962.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $965.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $933.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2876204.00        | $2664678.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $912.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $734589.00         | $727101.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $935.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $930.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1401276.00        | $1423210.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $97542.00          | $22797.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $300000.00         | $62411.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $259000.00         | $88707.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 2.5000%  | 0.0000% | $1417334.00        | $358735.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 4.0000%  | 0.0000% | $147000.00         | $41549.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $99036.00          | $30039.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $474001.00         | $79064.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-10-01      | 1.5000%  | 0.0000% | $290001.00         | $130730.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $74000.00          | $35593.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $9000.00           | $5899.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1496686.00        | $1304421.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $613.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $887.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $305000.00         | $206094.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $717.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1652618.00        | $1365398.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $778.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $994000.00         | $123987.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 3.0000%  | 0.0000% | $994001.00         | $107704.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $21573505.00       | $11460478.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $52271616.00       | $31634677.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $8000.00           | $5214.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1052.00           | $693.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1982.00           | $1240.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $5744.00           | $4664.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $956.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $955.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $11104140.00       | $10269001.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $46718890.00       | $45508624.45       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $32712650.00       | $31621881.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $21965.00          | $20791.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1956.00           | $1867.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $8370970.00        | $8032156.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $70033.00          | $67151.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-04      | 4.5000%  | 0.0000% | $211000.00         | $68449.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 5.0000%  | 0.0000% | $287000.00         | $89183.04          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $85000.00          | $35782.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $69000.00          | $37032.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 2.0000%  | 0.0000% | $500000.00         | $228900.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 3.0000%  | 0.0000% | $24096032.00       | $13675884.27       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $174000.00         | $93350.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 5.0000%  | 0.0000% | $189000.00         | $97318.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $4116320.00        | $2324445.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $32089428.00       | $19070085.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 4.0000%  | 0.0000% | $2168471.00        | $26562.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $652.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $602000.00         | $394307.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $21671885.00       | $13907949.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $700.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $437050.00         | $373550.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $804.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $723.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $7007397.00        | $6140918.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 3.5000%  | 0.0000% | $1376787.00        | $1195783.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $30000.00          | $27823.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-25      | 2.5000%  | 0.0000% | $1009.00           | $735.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1077.00           | $1099.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1120.00           | $1112.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $613493.00         | $626767.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $113934.00         | $114533.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $9254422.00        | $9214062.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 5.5000%  | 0.0000% | $1188.00           | $14.64             | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-08-01      | 4.5000%  | 0.0000% | $600000.00         | $34553.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 7.0000%  | 0.0000% | $1000.00           | $35.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-05-01      | 5.5000%  | 0.0000% | $3157509.00        | $27748.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $1010.00           | $8.50              | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-10-01      | 4.0000%  | 0.0000% | $774000.00         | $46571.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $96607.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1040.00           | $110.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1054.00           | $138.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 4.5000%  | 0.0000% | $306525.00         | $34945.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $398.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $36012.00          | $31260.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 4.0000%  | 0.0000% | $44000.00          | $26201.26          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $761.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $859.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $4303581.00        | $4057451.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-02-01      | 3.5000%  | 0.0000% | $1008.00           | $899.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 4.0000%  | 0.0000% | $34000.00          | $32015.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $278723.00         | $280386.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $1001.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 8.5000%  | 0.0000% | $2050000.00        | $81835.39          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $2538120.00        | $450783.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-06-20      | 2.5000%  | 0.0000% | $1000.00           | $18.46             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $1000.00           | $72.08             | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $401150711.00      | $48258984.87       | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $94.95             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-11-20      | 3.5000%  | 0.0000% | $332766.00         | $42006.64          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-06-20      | 5.0000%  | 0.0000% | $1000.00           | $76.55             | Agency Mortgage-Backed Securities  |
| GNMA          | 2034-10-20      | 4.0000%  | 0.0000% | $1000.00           | $211.67            | Agency Mortgage-Backed Securities  |
| GNMA          | 2034-08-20      | 3.0000%  | 0.0000% | $344999.00         | $42700.81          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $456.67            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $1000.00           | $375.42            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $64507348.00       | $47472070.59       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 4.0000%  | 0.0000% | $82001.00          | $62346.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $1000.00           | $978.64            | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-07-15      | 5.3500%  | 0.0000% | $1031.00           | $1043.33           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5991430.00        | $6179972.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $613606.00         | $635803.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.47           | Agency Mortgage-Backed Securities  |

### Security 39: TD SECURITIES USA LLC MORTGAGE REPO 4.1800 20251003

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.1800 20251003 4.180000%
- **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: 8919941L9, C.5 - Other ID: 8919941L9
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $24781324.00       | $25330612.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $28844623.00       | $21589388.37       | Agency Mortgage-Backed Securities |

### Security 40: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124193437.50
- **C.18.a - Value (excl. sponsor support):** $124193437.50
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 41: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173671214.50
- **C.18.a - Value (excl. sponsor support):** $173671214.50
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 42: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123881805.00
- **C.18.a - Value (excl. sponsor support):** $123881805.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 43: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118845000.00
- **C.18.a - Value (excl. sponsor support):** $118845000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 44: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245447222.50
- **C.18.a - Value (excl. sponsor support):** $245447222.50
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84060750.00
- **C.18.a - Value (excl. sponsor support):** $84060750.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270070993.75
- **C.18.a - Value (excl. sponsor support):** $270070993.75
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $93088866.95
- **C.18.a - Value (excl. sponsor support):** $93088866.95
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52927538.93
- **C.18.a - Value (excl. sponsor support):** $52927538.93
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200445312.00
- **C.18.a - Value (excl. sponsor support):** $200445312.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.068456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $685578578.49
- **C.18.a - Value (excl. sponsor support):** $685578578.49
- **C.19 - Percentage of Net Assets:** 5.3800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.143456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105991283.62
- **C.18.a - Value (excl. sponsor support):** $105991283.62
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 52: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.048456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99971346.00
- **C.18.a - Value (excl. sponsor support):** $99971346.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 53: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135801562.50
- **C.18.a - Value (excl. sponsor support):** $135801562.50
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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:** Fitch, Inc.: 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.080456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244951935.90
- **C.18.a - Value (excl. sponsor support):** $244951935.90
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 55: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39998437.60
- **C.18.a - Value (excl. sponsor support):** $39998437.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 56: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.057456%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249735077.50
- **C.18.a - Value (excl. sponsor support):** $249735077.50
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 57: WELLS FARGO SECURITIES MORTGAGE REPO 4.1700 20251003

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.1700 20251003 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499841M0, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499841M0
- **C.18 - Value (incl. sponsor support):** $157000000.00
- **C.18.a - Value (excl. sponsor support):** $157000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-09-01      | 4.4100%  | 0.0000% | $2866290.00        | $702.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1103878.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3292.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 5.1120%  | 0.0000% | $15015000.00       | $43424.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 6.7080%  | 0.0000% | $5200000.00        | $244289.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.6340%  | 0.0000% | $1110609.00        | $31978.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 6.6950%  | 0.0000% | $1100000.00        | $30267.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 6.2370%  | 0.0000% | $8500000.00        | $163421.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.4040%  | 0.0000% | $2700000.00        | $258377.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2025-10-25      | 2.9200%  | 0.0000% | $12299000.00       | $9923111.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-06-01      | 2.5000%  | 0.0000% | $7350000.00        | $6462869.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-07-01      | 2.4500%  | 0.0000% | $17325246.00       | $13969584.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.9400%  | 0.0000% | $92000.00          | $1593.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 6.3770%  | 0.0000% | $9000000.00        | $322278.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 5.7880%  | 0.0000% | $2470359.00        | $5406.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.6780%  | 0.0000% | $500000.00         | $4931.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.6420%  | 0.0000% | $30788872.00       | $259432.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 6.1600%  | 0.0000% | $8000000.00        | $52319.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.3060%  | 0.0000% | $14858979.00       | $149012.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24336.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $123490.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $3102.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 5.9630%  | 0.0000% | $50002447.00       | $240333.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 6.5260%  | 0.0000% | $7600000.00        | $66209.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.0340%  | 0.0000% | $200000.00         | $1587.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.9500%  | 0.0000% | $300000.00         | $3347.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.4630%  | 0.0000% | $5000000.00        | $16800.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.2980%  | 0.0000% | $5025000.00        | $33257.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.9110%  | 0.0000% | $6846553.00        | $5476487.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.4350%  | 0.0000% | $2084388.00        | $2074309.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.5900%  | 0.0000% | $334000.00         | $61374.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 2.9950%  | 0.0000% | $23828464.00       | $2712179.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.2580%  | 0.0000% | $34212340.00       | $33557317.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.3270%  | 0.0000% | $330000.00         | $84577.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.6240%  | 0.0000% | $2000000.00        | $458841.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.7190%  | 0.0000% | $500000.00         | $149555.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.5210%  | 0.0000% | $81619650.00       | $81471503.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $2026.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $60225.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.8780%  | 0.0000% | $417135.00         | $2631.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.6010%  | 0.0000% | $23423435.00       | $444051.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 7.2800%  | 0.0000% | $15053802.00       | $42279.55          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** T. ROWE PRICE RESERVE INVESTMENT FUNDS, INC.

**Date:** 2025-10-07

**By:** Alan S. Dupski

**Name of Signing Officer:** Alan S. Dupski

**Title of Signing Officer:** Treasurer & Vice President