# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-26-095164
**Filing Date:** 2026-3
**Character Count:** 443601
**Document Hash:** f007258b09d13e2d8df6329b3c6df965
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095164.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095164

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Government Money Fund, Inc.
- **CENTRAL INDEX KEY:** 0000316968

**ORGANIZATION NAME:**
- **EIN:** 521040467
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 26728602

**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 Prime Reserve Fund, Inc.
- **DATE OF NAME CHANGE:** 20051028

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE PRIME RESERVE FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price Government Money Fund, Inc. (Series ID: S000002140)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000005535 | T. Rowe Price Government Money Fund, Inc.    | PRRXX           |
| C000190629 | T. Rowe Price Government Money Fund- I Class | TTGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000316968

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** T. ROWE PRICE GOVERNMENT MONEY FUND, INC.

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

**Name of Series:** T. Rowe Price Government Money Fund, Inc.

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

**Total number of share classes in the series:** 2

**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

- **Securities Act File Number:** 002-54926

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 94 days

- **Total Value of Portfolio Securities:** $13635457436.97

- **Amortized Cost of Portfolio Securities:** $13633409582.18

- **Cash:** $8188.75

- **Total Other Assets:** $30809481.73

- **Total Liabilities:** $40206856.57

- **Net Assets of Series:** $13624020396.09

- **Number of Shares Outstanding (Series):** 13623352470.8288

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $11529445172.76           | $12562012617.20            | 80.3200%                  | 87.5100%                   |
| 2026-02-03 | $11104923805.42           | $11878514249.86            | 81.2300%                  | 86.8900%                   |
| 2026-02-04 | $11177268202.30           | $12117881646.74            | 79.4900%                  | 86.1800%                   |
| 2026-02-05 | $11547419573.33           | $11934056017.78            | 83.2100%                  | 86.0000%                   |
| 2026-02-06 | $11025269012.56           | $11960974457.00            | 79.2800%                  | 86.0100%                   |
| 2026-02-09 | $11109185311.68           | $12024913756.12            | 79.5200%                  | 86.0800%                   |
| 2026-02-10 | $11871261633.78           | $12620010967.11            | 81.5000%                  | 86.6400%                   |
| 2026-02-11 | $11571930019.95           | $12590700242.17            | 79.2000%                  | 86.1700%                   |
| 2026-02-12 | $11348953702.34           | $11818744813.45            | 82.0000%                  | 85.4000%                   |
| 2026-02-13 | $10819489021.30           | $11783363687.97            | 78.3600%                  | 85.3400%                   |
| 2026-02-17 | $11086791698.14           | $11780687253.70            | 79.9600%                  | 84.9600%                   |
| 2026-02-18 | $10771327911.12           | $11710244355.56            | 78.0800%                  | 84.8800%                   |
| 2026-02-19 | $11739106844.10           | $12324038060.04            | 82.2600%                  | 86.3600%                   |
| 2026-02-20 | $11357187276.11           | $12257184217.41            | 79.9500%                  | 86.2900%                   |
| 2026-02-23 | $11388818072.92           | $12288816033.79            | 79.5800%                  | 85.8700%                   |
| 2026-02-24 | $11116061416.18           | $11771060396.61            | 80.5900%                  | 85.3400%                   |
| 2026-02-25 | $11047541820.73           | $11789541820.73            | 79.4000%                  | 84.7300%                   |
| 2026-02-26 | $11413130045.22           | $11660130045.22            | 82.9300%                  | 84.7200%                   |
| 2026-02-27 | $10875360259.04           | $11559360259.04            | 79.5900%                  | 84.6000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.8100%             |
| 2026-02-03 | 3.8000%             |
| 2026-02-04 | 3.8000%             |
| 2026-02-05 | 3.7900%             |
| 2026-02-06 | 3.7600%             |
| 2026-02-09 | 3.7600%             |
| 2026-02-10 | 3.7500%             |
| 2026-02-11 | 3.7500%             |
| 2026-02-12 | 3.7500%             |
| 2026-02-13 | 3.7500%             |
| 2026-02-17 | 3.7500%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7600%             |
| 2026-02-23 | 3.7700%             |
| 2026-02-24 | 3.7700%             |
| 2026-02-25 | 3.7700%             |
| 2026-02-26 | 3.7700%             |
| 2026-02-27 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0003                      |
|  |  |
| 2026-02-03 | 1.0003                      |
|  |  |
| 2026-02-04 | 1.0002                      |
|  |  |
| 2026-02-05 | 1.0003                      |
|  |  |
| 2026-02-06 | 1.0002                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0003                      |
|  |  |
| 2026-02-11 | 1.0002                      |
|  |  |
| 2026-02-12 | 1.0002                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0002                      |
|  |  |
| 2026-02-18 | 1.0002                      |
|  |  |
| 2026-02-19 | 1.0002                      |
|  |  |
| 2026-02-20 | 1.0002                      |
|  |  |
| 2026-02-23 | 1.0002                      |
|  |  |
| 2026-02-24 | 1.0002                      |
|  |  |
| 2026-02-25 | 1.0002                      |
|  |  |
| 2026-02-26 | 1.0002                      |
|  |  |
| 2026-02-27 | 1.0002                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9422455957.71

- **Number of Shares Outstanding:** 9421994699.9417

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0003          |
|  |  |
| 2026-02-03 | 1.0003          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $56701437.73              | $33625769.96            |
| 2026-02-03 | $37693978.93              | $31761680.09            |
| 2026-02-04 | $25818732.83              | $28177551.97            |
| 2026-02-05 | $290064470.32             | $21685929.26            |
| 2026-02-06 | $179277882.35             | $23050789.57            |
| 2026-02-09 | $71623694.51              | $22838142.07            |
| 2026-02-10 | $28090511.09              | $30608130.41            |
| 2026-02-11 | $31713732.93              | $24439003.49            |
| 2026-02-12 | $19991056.26              | $87905174.69            |
| 2026-02-13 | $19806921.78              | $30940070.12            |
| 2026-02-17 | $29124797.31              | $20329414.47            |
| 2026-02-18 | $26312390.96              | $32762562.79            |
| 2026-02-19 | $70677589.21              | $76783783.42            |
| 2026-02-20 | $16355737.16              | $25880040.48            |
| 2026-02-23 | $17262935.76              | $22350590.87            |
| 2026-02-24 | $21526788.77              | $26877716.79            |
| 2026-02-25 | $23945811.44              | $21355858.73            |
| 2026-02-26 | $21209483.57              | $108359831.24           |
| 2026-02-27 | $18601724.92              | $75856816.76            |

**Total Gross Subscriptions (Month):** $1005799677.83

**Total Gross Redemptions (Month):** $745588857.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4700%           |
| 2026-02-03 | 3.4700%           |
| 2026-02-04 | 3.4600%           |
| 2026-02-05 | 3.4600%           |
| 2026-02-06 | 3.4300%           |
| 2026-02-09 | 3.4200%           |
| 2026-02-10 | 3.4200%           |
| 2026-02-11 | 3.4200%           |
| 2026-02-12 | 3.4200%           |
| 2026-02-13 | 3.4200%           |
| 2026-02-17 | 3.4200%           |
| 2026-02-18 | 3.4200%           |
| 2026-02-19 | 3.4200%           |
| 2026-02-20 | 3.4300%           |
| 2026-02-23 | 3.4400%           |
| 2026-02-24 | 3.4400%           |
| 2026-02-25 | 3.4300%           |
| 2026-02-26 | 3.4300%           |
| 2026-02-27 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 30.2100%         | 22.6500%             |
| Non-financial corporation |  | 30.2100%         | 1.8100%              |
| Broker-dealer             |  | 30.2100%         | 1.2000%              |
| Non-financial corporation |  | 30.2100%         | 0.9500%              |
| Non-financial corporation |  | 30.2100%         | 0.7600%              |
| Non-financial corporation |  | 30.2100%         | 0.6400%              |
| Non-financial corporation |  | 30.2100%         | 0.5600%              |
| Non-financial corporation |  | 30.2100%         | 0.5300%              |
| Non-financial corporation |  | 30.2100%         | 0.4400%              |
| Non-financial corporation |  | 30.2100%         | 0.2100%              |
| Non-financial corporation |  | 30.2100%         | 0.1200%              |
| Non-financial corporation |  | 30.2100%         | 0.0900%              |
| Non-financial corporation |  | 30.2100%         | 0.0900%              |
| Non-financial corporation |  | 30.2100%         | 0.0400%              |
| Non-financial corporation |  | 30.2100%         | 0.0300%              |
| Non-financial corporation |  | 30.2100%         | 0.0300%              |
| Non-financial corporation |  | 30.2100%         | 0.0200%              |
| Non-financial corporation |  | 30.2100%         | 0.0100%              |
| Non-financial corporation |  | 30.2100%         | 0.0000%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4201564438.38

- **Number of Shares Outstanding:** 4201357770.8871

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0003          |
|  |  |
| 2026-02-03 | 1.0003          |
|  |  |
| 2026-02-04 | 1.0002          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0002          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $171979779.07             | $176944684.27           |
| 2026-02-03 | $226432701.99             | $171008901.46           |
| 2026-02-04 | $432612512.84             | $191904278.92           |
| 2026-02-05 | $373737853.20             | $410066216.83           |
| 2026-02-06 | $267685406.78             | $398866047.80           |
| 2026-02-09 | $259716262.09             | $246577407.71           |
| 2026-02-10 | $242585553.39             | $268166783.62           |
| 2026-02-11 | $234933784.00             | $272504680.74           |
| 2026-02-12 | $226679516.35             | $234780414.84           |
| 2026-02-13 | $205955701.49             | $231657273.61           |
| 2026-02-17 | $185375850.61             | $207487223.92           |
| 2026-02-18 | $212596783.68             | $207499085.83           |
| 2026-02-19 | $242536197.69             | $210930599.29           |
| 2026-02-20 | $194418967.40             | $254338673.73           |
| 2026-02-23 | $206755629.15             | $172072480.10           |
| 2026-02-24 | $216644547.78             | $207479206.81           |
| 2026-02-25 | $244502256.03             | $229689555.28           |
| 2026-02-26 | $271987222.16             | $235614344.80           |
| 2026-02-27 | $164283033.26             | $209832619.85           |

**Total Gross Subscriptions (Month):** $4581419558.96

**Total Gross Redemptions (Month):** $4537420479.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5400%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5400%           |
| 2026-02-17 | 3.5400%           |
| 2026-02-18 | 3.5400%           |
| 2026-02-19 | 3.5400%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5600%           |
| 2026-02-24 | 3.5600%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5400%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 3.6800 20260302

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 3.6800 20260302 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0609942B5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609942B5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2047-11-01      | 3.5000%  | 0.0000% | $865000.00         | $105209.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-04-01      | 2.5000%  | 0.0000% | $8214032.00        | $5851362.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $244333.00         | $126456.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $9447024.00        | $5526956.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $2648000.00        | $1895934.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 3.5000%  | 0.0000% | $49750784.00       | $45403548.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1975000.00        | $422518.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 2.5000%  | 0.0000% | $1710000.00        | $413448.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $130817.00         | $6139.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $126159.00         | $9965.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 3.5000%  | 0.0000% | $88000.00          | $20340.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1675344.00        | $1220658.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $371091.00         | $276475.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $21296000.00       | $21484962.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $24000000.00       | $18639087.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $321319.00         | $233075.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $265000.00         | $219107.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 5.0000%  | 0.0000% | $2990.00           | $180.10            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $1000.00           | $310.87            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.5000%  | 0.0000% | $215678.00         | $144261.64         | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639924Q1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639924Q1
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $108080567.00      | $86700000.05       | Agency Mortgage-Backed Securities |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639958D9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639958D9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $35710865.00       | $27606552.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $50898782.00       | $49213579.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $25086700.00       | $25179868.77       | Agency Mortgage-Backed Securities |

### Security 4: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360982X7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360982X7
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2050-05-01      | 3.1620%  | 0.0000% | $1124.00           | $972.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2176.00           | $1609.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $68229.00          | $62615.97          | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-09-01      | 4.2500%  | 0.0000% | $2493806.00        | $2517670.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $8022.00           | $7218.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $43997005.00       | $32036790.53       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $20850754.00       | $17634121.71       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $25494828.00       | $6110004.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7547%  | 0.0000% | $2405.00           | $2124.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $6700035.00        | $2926836.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $64943.00          | $60808.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $3952.00           | $4087.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $1782024.00        | $772937.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1639983.00        | $977410.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $100472.00         | $69906.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $19623882.00       | $16480356.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $9018302.00        | $8020348.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $265661.00         | $248891.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $2815840.00        | $2655525.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $358686.00         | $300605.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $6616.00           | $6617.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $6798.00           | $6877.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $13300490.00       | $13642148.34       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $2910494.00        | $3005571.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 4.0000%  | 0.0000% | $1219.00           | $119.39            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $131.50            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $680.99            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $733.75            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $43829.00          | $24992.82          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $960.47            | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1066.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.24           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $1022.00           | $955.18            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1000.00           | $481.60            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1195199.00        | $631196.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $953.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1038.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.35           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $1000.00           | $14.86             | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-08-20      | 6.5000%  | 0.0000% | $1000.00           | $8.82              | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $1000.00           | $10.46             | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-10-20      | 6.0000%  | 0.0000% | $1000.00           | $18.17             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $1000.00           | $47.79             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $1000.00           | $41.76             | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $290.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1000.00           | $261.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $1000.00           | $467.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $1008.00           | $381.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 3.5000%  | 0.0000% | $1024.00           | $258.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $473.71            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 3.0000%  | 0.0000% | $1008.00           | $724.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $3956520.00        | $1923311.60        | Agency Mortgage-Backed Securities  |
| USTR          | 2026-12-24      | 0.0000%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $1219600.00        | $1011405.90        | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 2.2500%  | 0.0000% | $1331000.00        | $1018748.85        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $713800.00         | $744502.26         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $231700.00         | $238946.05         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $9900.00           | $12694.01          | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $89.23             | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $11571700.00       | $10241687.73       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $1000.00           | $1044.69           | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $3700.00           | $3874.86           | U.S. Treasuries (including strips) |
| USTR          | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $102.61            | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260306

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260306 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729918B0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729918B0
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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          | 2028-02-15      | 2.7500%  | 0.0000% | $900.00            | $888.76            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $48400.00          | $46504.95          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $112100.00         | $114779.09         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $118708400.00      | $120885296.86      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $2312500.00        | $2372491.55        | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1729918C8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729918C8
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2065-05-15      | 2.2500%  | 0.0000% | $5017500.00        | $4140831.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.7000%  | 0.0000% | $1887177.00        | $2020977.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-10-15      | 5.5300%  | 0.0000% | $1437440.00        | $1480586.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-01-15      | 6.2000%  | 0.0000% | $403280.00         | $445262.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-15      | 3.6900%  | 0.0000% | $4250000.00        | $3957883.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-15      | 4.1200%  | 0.0000% | $4231678.00        | $3967112.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 4.0300%  | 0.0000% | $1500000.00        | $1429935.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-12-15      | 5.7400%  | 0.0000% | $3775489.00        | $4062741.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-10-15      | 5.6000%  | 0.0000% | $2607453.00        | $2801991.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.8200%  | 0.0000% | $6383000.00        | $6886166.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-15      | 5.9900%  | 0.0000% | $1976046.00        | $2146361.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-15      | 5.5000%  | 0.0000% | $1000000.00        | $1051389.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-15      | 5.0000%  | 0.0000% | $15448299.00       | $15896519.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-15      | 5.4000%  | 0.0000% | $1014546.00        | $1066364.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-15      | 5.9600%  | 0.0000% | $1000.00           | $1044.31           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-15      | 5.6000%  | 0.0000% | $730071.00         | $748490.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 4.9600%  | 0.0000% | $4448443.00        | $4572773.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2068-01-15      | 5.5300%  | 0.0000% | $2233272.00        | $2355177.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $1053592.00        | $1136391.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $1032800.00        | $1134921.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-15      | 5.3400%  | 0.0000% | $12897592.00       | $13582560.19       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-15      | 7.7500%  | 0.0000% | $10121400.00       | $11273562.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-09-15      | 5.6300%  | 0.0000% | $4756122.00        | $5121554.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.6500%  | 0.0000% | $4102891.00        | $4356599.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-08-15      | 6.1500%  | 0.0000% | $1000.00           | $1098.52           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-09-15      | 5.8700%  | 0.0000% | $3625489.00        | $3821876.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $3737500.00        | $3985628.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.6800%  | 0.0000% | $4173408.00        | $4486048.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-02-15      | 5.3500%  | 0.0000% | $4856227.00        | $4989442.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 5.4800%  | 0.0000% | $3888453.00        | $3990951.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-08-15      | 5.7900%  | 0.0000% | $10562952.00       | $11407931.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2067-12-15      | 5.8000%  | 0.0000% | $1255679.00        | $1319728.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 5.7800%  | 0.0000% | $1564490.00        | $1664048.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 5.7800%  | 0.0000% | $1634732.00        | $1738760.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-15      | 5.8000%  | 0.0000% | $17688582.00       | $18992495.64       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.6900%  | 0.0000% | $3892868.00        | $4162906.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.4000%  | 0.0000% | $9473248.00        | $9968179.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.0500%  | 0.0000% | $17851400.00       | $19479168.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-15      | 5.2800%  | 0.0000% | $7345995.00        | $7691704.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.2000%  | 0.0000% | $8892357.00        | $9257595.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.2000%  | 0.0000% | $23394412.00       | $24355298.31       | Agency Mortgage-Backed Securities |
| GNMA          | 2068-02-15      | 5.9400%  | 0.0000% | $7245268.00        | $7767615.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.5100%  | 0.0000% | $2381400.00        | $2516056.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-06-15      | 6.1900%  | 0.0000% | $1478588.00        | $1611382.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.0900%  | 0.0000% | $4955000.00        | $5118575.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-10-15      | 6.0000%  | 0.0000% | $49903.00          | $54334.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.5300%  | 0.0000% | $1000000.00        | $1057331.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.5300%  | 0.0000% | $3429259.00        | $3625863.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.4300%  | 0.0000% | $1071782.00        | $1133145.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-15      | 6.2600%  | 0.0000% | $577042.00         | $631522.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-15      | 6.2900%  | 0.0000% | $332912.00         | $370748.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-15      | 6.2900%  | 0.0000% | $528913.00         | $570897.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-12-15      | 4.9000%  | 0.0000% | $590210.00         | $544216.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $3525300.00        | $3654799.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $3464500.00        | $3591766.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-15      | 5.8800%  | 0.0000% | $1427930.00        | $1543237.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-11-15      | 5.8000%  | 0.0000% | $7026819.00        | $7510495.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-15      | 5.8800%  | 0.0000% | $3465266.00        | $3745091.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $1466024.00        | $1563312.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.5400%  | 0.0000% | $13150700.00       | $13994059.46       | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 6.3000%  | 0.0000% | $5725057.00        | $6332239.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $10488200.00       | $11639086.01       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $8606700.00        | $9551126.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $5337562.00        | $5882363.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.6900%  | 0.0000% | $5861448.00        | $6277146.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 4.3600%  | 0.0000% | $15388700.00       | $15084179.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.6200%  | 0.0000% | $3399372.00        | $3617359.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $1142500.00        | $1183942.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $1228750.00        | $1279651.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.0000%  | 0.0000% | $2101166.00        | $2232962.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 6.0000%  | 0.0000% | $7215461.00        | $7668055.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2068-07-15      | 5.3400%  | 0.0000% | $4162767.00        | $4305619.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-15      | 5.6900%  | 0.0000% | $5802218.00        | $6200547.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.5800%  | 0.0000% | $1000000.00        | $1061828.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.8000%  | 0.0000% | $1804700.00        | $1947209.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.8000%  | 0.0000% | $9365300.00        | $10104839.30       | Agency Mortgage-Backed Securities |
| GNMA          | 2068-01-15      | 5.2900%  | 0.0000% | $1360636.00        | $1416602.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.9200%  | 0.0000% | $7093163.00        | $7700238.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $3448791.00        | $3690809.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $1325799.00        | $1413817.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 6.1700%  | 0.0000% | $8404850.00        | $9253557.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 4.9500%  | 0.0000% | $10740000.00       | $11019518.08       | Agency Mortgage-Backed Securities |
| GNMA          | 2067-08-15      | 5.6400%  | 0.0000% | $25000.00          | $26694.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2068-05-15      | 4.9400%  | 0.0000% | $3753277.00        | $3684906.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 4.9300%  | 0.0000% | $18333333.00       | $18878558.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.3300%  | 0.0000% | $1937600.00        | $2014640.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 5.0500%  | 0.0000% | $11440000.00       | $11668379.26       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.2700%  | 0.0000% | $24320000.00       | $25319309.22       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $529971.00         | $558163.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $1035450.00        | $1090531.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.8400%  | 0.0000% | $14882654.00       | $15710704.86       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 4.9900%  | 0.0000% | $32301000.00       | $32944755.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.3900%  | 0.0000% | $6000000.00        | $6329052.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $5008000.00        | $5142012.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $4736000.00        | $4862733.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $7296000.00        | $7491238.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $4032000.00        | $4139894.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 6.1100%  | 0.0000% | $1067600.00        | $1135764.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 6.3000%  | 0.0000% | $8811700.00        | $9728856.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 5.2100%  | 0.0000% | $19352622.00       | $20272702.55       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-15      | 5.2900%  | 0.0000% | $4860600.00        | $5123136.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 5.6200%  | 0.0000% | $9032000.00        | $9602559.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.4600%  | 0.0000% | $3872700.00        | $4100269.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-09-15      | 6.0000%  | 0.0000% | $1220843.00        | $1319717.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-15      | 5.7500%  | 0.0000% | $3220100.00        | $2374653.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2029-06-15      | 7.8750%  | 0.0000% | $8069755.00        | $2063550.24        | Agency Mortgage-Backed Securities |

### Security 7: CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958S4, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958S4
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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? No, 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          | 2037-05-15      | 5.0000%  | 0.0000% | $44235600.00       | $48638132.21       | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $204.34            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $10400.00          | $10509.73          | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $529000.00         | $535615.79         | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $27041900.00       | $27315493.80       | U.S. Treasuries (including strips) |

### Security 8: CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958X3, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958X3
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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? No, 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          | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $500.00            | $510.85            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $26700.00          | $26981.73          | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $1355600.00        | $1372553.43        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $69298800.00       | $69999923.91       | U.S. Treasuries (including strips) |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729959D6, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729959D6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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? No, 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          | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $600.00            | $613.04            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $28500.00          | $28800.72          | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $1452500.00        | $1470665.29        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $74248700.00       | $74999904.04       | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258982B0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258982B0
- **C.18 - Value (incl. sponsor support):** $188690000.00
- **C.18.a - Value (excl. sponsor support):** $188690000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2038-02-01      | 5.3710%  | 0.0000% | $1000.00           | $23.13             | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $241000.00         | $153063.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $30000.00          | $25007.85          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $320000.00         | $276632.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $7027.00           | $6864.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $261684.00         | $274330.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 6.0800%  | 0.0000% | $2460940.00        | $214892.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1272150.00        | $934759.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $152000.00         | $97363.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $1322320.00        | $371757.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $139749.00         | $138163.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $8097.00           | $7844.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $82001.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $9301.00           | $7927.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $8000.00           | $6151.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $28000.00          | $27841.68          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $10003.00          | $9119.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $220245.00         | $211355.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $31737856.00       | $29886581.13       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.0000%  | 0.0000% | $8000.00           | $7724.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 5.0000%  | 0.0000% | $40133.00          | $37067.09          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $317270.00         | $313956.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-04-15      | 3.5000%  | 0.0000% | $5992650.00        | $249168.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $119.97            | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.0000%  | 0.0000% | $1024.00           | $83.06             | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $21879600.00       | $11597813.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $661.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $61965120.00       | $47085527.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $205205504.00      | $100419818.40      | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1008.00           | $504.99            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $2380.00           | $955.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $5997.00           | $6146.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1072.05           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1071.51           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.11           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1012.00           | $1023.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $876.46            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $909.48            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1344.00           | $680.83            | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $1008.00           | $1054.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-20      | 4.0000%  | 0.0000% | $1380.00           | $58.81             | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $1020.00           | $48.74             | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $608.33            | Agency Mortgage-Backed Securities |

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52004438.26
- **C.18.a - Value (excl. sponsor support):** $52004438.26
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20003424.16
- **C.18.a - Value (excl. sponsor support):** $20003424.16
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **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 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34991716.35
- **C.18.a - Value (excl. sponsor support):** $34991716.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49990067.55
- **C.18.a - Value (excl. sponsor support):** $49990067.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74984863.04
- **C.18.a - Value (excl. sponsor support):** $74984863.04
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30006472.44
- **C.18.a - Value (excl. sponsor support):** $30006472.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZX5, C.4 - ISIN: US3130B7ZX59, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29991328.87
- **C.18.a - Value (excl. sponsor support):** $29991328.87
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-07
- **C.13 - Final Legal Maturity Date:** 2027-10-07
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29995550.47
- **C.18.a - Value (excl. sponsor support):** $29995550.47
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CQ3, C.4 - ISIN: US3130B8CQ39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29984868.46
- **C.18.a - Value (excl. sponsor support):** $29984868.46
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74973791.26
- **C.18.a - Value (excl. sponsor support):** $74973791.26
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74897326.79
- **C.18.a - Value (excl. sponsor support):** $74897326.79
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 22: 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: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19702344.11
- **C.18.a - Value (excl. sponsor support):** $19702344.11
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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? No, C.23 Categorized at Level 3? No

### Security 23: 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $147921831.95
- **C.18.a - Value (excl. sponsor support):** $147921831.95
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPFT7, C.4 - ISIN: US3133EPFT76, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $8751098.49
- **C.18.a - Value (excl. sponsor support):** $8751098.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30018080.75
- **C.18.a - Value (excl. sponsor support):** $30018080.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15007147.47
- **C.18.a - Value (excl. sponsor support):** $15007147.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $13008769.89
- **C.18.a - Value (excl. sponsor support):** $13008769.89
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25016117.53
- **C.18.a - Value (excl. sponsor support):** $25016117.53
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74980382.57
- **C.18.a - Value (excl. sponsor support):** $74980382.57
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15009270.05
- **C.18.a - Value (excl. sponsor support):** $15009270.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49006533.18
- **C.18.a - Value (excl. sponsor support):** $49006533.18
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $18613887.79
- **C.18.a - Value (excl. sponsor support):** $18613887.79
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20014440.13
- **C.18.a - Value (excl. sponsor support):** $20014440.13
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50008975.26
- **C.18.a - Value (excl. sponsor support):** $50008975.26
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30005669.99
- **C.18.a - Value (excl. sponsor support):** $30005669.99
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20014607.85
- **C.18.a - Value (excl. sponsor support):** $20014607.85
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35016455.80
- **C.18.a - Value (excl. sponsor support):** $35016455.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20014462.85
- **C.18.a - Value (excl. sponsor support):** $20014462.85
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30019543.76
- **C.18.a - Value (excl. sponsor support):** $30019543.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75019909.01
- **C.18.a - Value (excl. sponsor support):** $75019909.01
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90038348.20
- **C.18.a - Value (excl. sponsor support):** $90038348.20
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30030279.51
- **C.18.a - Value (excl. sponsor support):** $30030279.51
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.822877%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30109137.64
- **C.18.a - Value (excl. sponsor support):** $30109137.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **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 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.787877%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50137192.34
- **C.18.a - Value (excl. sponsor support):** $50137192.34
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **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 46: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14006124.39
- **C.18.a - Value (excl. sponsor support):** $14006124.39
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35026365.35
- **C.18.a - Value (excl. sponsor support):** $35026365.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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 48: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75015972.91
- **C.18.a - Value (excl. sponsor support):** $75015972.91
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 49: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149918726.31
- **C.18.a - Value (excl. sponsor support):** $149918726.31
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $101999451.59
- **C.18.a - Value (excl. sponsor support):** $101999451.59
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** 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 51: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $22007344.65
- **C.18.a - Value (excl. sponsor support):** $22007344.65
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 52: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $47016517.90
- **C.18.a - Value (excl. sponsor support):** $47016517.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 53: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $9999997.69
- **C.18.a - Value (excl. sponsor support):** $9999997.69
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **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 54: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3379856C4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379856C4
- **C.18 - Value (incl. sponsor support):** $2412000000.00
- **C.18.a - Value (excl. sponsor support):** $2412000000.00
- **C.19 - Percentage of Net Assets:** 17.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2213.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1803.86           | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $1049.00           | $5.53              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $785440.00         | $662684.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $3002.00           | $2771.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $348175.00         | $484.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-07-01      | 5.5000%  | 0.0000% | $2806.00           | $11.72             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $1027.00           | $17.32             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $80589.00          | $3210.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $3700.00           | $127.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $76079.00          | $973.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1567.00           | $97.44             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0500%  | 0.0000% | $1905.00           | $57.13             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $36763.00          | $411.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $19438.00          | $53.15             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $14968408.00       | $399606.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-07-01      | 4.5000%  | 0.0000% | $2809.00           | $37.88             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $9008.00           | $76.27             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $1017.00           | $8.15              | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $9012.00           | $83.84             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $6643.00           | $74.18             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $4677.00           | $726.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1001.00           | $91.68             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 5.5000%  | 0.0000% | $6404.00           | $476.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2029-10-01      | 3.0000%  | 0.0000% | $1682.00           | $96.04             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 6.0000%  | 0.0000% | $3108.00           | $47.92             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 3.5000%  | 0.0000% | $10775.00          | $642.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $11692.00          | $872.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $1023.00           | $3.87              | Agency Mortgage-Backed Securities |
| FMAC          | 2032-03-01      | 3.5000%  | 0.0000% | $14221.00          | $669.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.34              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $2048.00           | $11.50             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $11518.00          | $35.37             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 6.5000%  | 0.0000% | $2380.00           | $142.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $98.10             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1001.00           | $40.49             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $34307990.00       | $4731290.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1149000.00        | $169766.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $276.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $214.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $294.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $234.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $21257632.00       | $4285650.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $269.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $217.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1416222.00        | $328683.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $188800.00         | $81750.47          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 6.0000%  | 0.0000% | $315299.00         | $122296.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2028-04-01      | 3.0000%  | 0.0000% | $2310.00           | $52.75             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $201.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $133648727.00      | $12086221.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $82.22             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $254.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $23302157.00       | $5844871.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $304.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $14105876.00       | $2679704.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $229.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $3397456.00        | $1004754.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $9636824.00        | $2144836.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1556300.00        | $563402.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.59             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $251.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2470379.00        | $467298.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 3.5000%  | 0.0000% | $2334000.00        | $371922.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $44777886.00       | $4269477.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $249.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 5.5000%  | 0.0000% | $1013.00           | $6.24              | Agency Mortgage-Backed Securities |
| FMAC          | 2031-06-01      | 2.5000%  | 0.0000% | $2000.00           | $215.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $24919522.00       | $5701440.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $4176816.00        | $3050304.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-01      | 3.0000%  | 0.0000% | $497000.00         | $140900.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $115278.00         | $91750.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 2.5000%  | 0.0000% | $1770521.00        | $434946.89         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $4491095.00        | $2152258.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $446.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.5000%  | 0.0000% | $848000.00         | $591382.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1970778.00        | $1513884.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $555713.00         | $455053.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $856.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $696.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $731.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $96000.00          | $80226.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $62833.00          | $53414.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $6802616.00        | $5315489.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $2851776.00        | $2520205.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $1111246.00        | $844314.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $3469382.00        | $3057049.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2979329.00        | $1861387.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.0000%  | 0.0000% | $878864.00         | $658462.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1689.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $91000.00          | $77193.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $4486267.00        | $3787220.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $8867856.00        | $8547900.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1152126.00        | $1096662.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $12315.00          | $11200.48          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $937.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3851.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74088576.00       | $67552341.34       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $844.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $766.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $11711668.00       | $10928704.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $76620309.00       | $71883100.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $506192.00         | $378739.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $3622008.00        | $2736453.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $679.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $70742781.00       | $48497385.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $770.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $7198000.00        | $5501723.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $741.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $754.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $239.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $97.20             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $3000.00           | $298.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $2000.00           | $178.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $97.79             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $15878483.00       | $1964756.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $104.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $4004.00           | $778.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $125.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $220.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $4000.00           | $483.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $2025.00           | $450.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $2000.00           | $98.33             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $142.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $256.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $518.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $340.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 4.0000%  | 0.0000% | $3000.00           | $583.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.50             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $170.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $138.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $488.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $815.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $11461648.00       | $2781282.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $69.79             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1016.00           | $137.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $122.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $1904515.00        | $250723.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $4672707.00        | $521257.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1038.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $119.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $110.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $165.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $490.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $1056.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $678.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1012206.00        | $213990.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $3001.00           | $486.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $27542400.00       | $5827762.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $298.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $147.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $325.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $578.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $244.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $432.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $4001.00           | $385.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $193.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $9008.00           | $2393.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1752310.00        | $618901.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $315.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $654665.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $371.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $753.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $14163087.00       | $4957665.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $392.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $259.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $266.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $253.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $198.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $282.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $541.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $256.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $323.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $317.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $261.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $457.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1001.00           | $192.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $403.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $385.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $379.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1034.00           | $220.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $316.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $274.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $226.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $274.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1024.00           | $185.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $240.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $207.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $341.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $6002.00           | $1952.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $444735.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $2065299.00        | $317649.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $285.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $2000.00           | $792.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $2000.00           | $321.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $284.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $322.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $101.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $332.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $265.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.39             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $126.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $247.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $596.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2184396.00        | $627550.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $640.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1014.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $394.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $286.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1499450.00        | $677613.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $301.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $238.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $145.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $291.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $95.61             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5402186.00        | $2364953.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $298.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $231.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $282.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $341.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $726.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $875514.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $185.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $2000.00           | $406.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $325.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $273.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $296.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1005.00           | $365.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $336.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $6861497.00        | $1828212.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $2005.00           | $721.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $318.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $300.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $388.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $141.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $652.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $768.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $94.05             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $420.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $136.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $5005.00           | $2298.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $405.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $327906.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1577866.00        | $729727.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $5058087.00        | $2559022.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $2075.00           | $1070.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $1145000.00        | $542743.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $666.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $627.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1261643.00        | $764370.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $595.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $4214.00           | $2744.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $688.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $21710250.00       | $17035986.32       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $12892.62          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $256000.00         | $182624.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1029916.00        | $854867.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4781.85           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2780288.00        | $2171294.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $831.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $775.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $617.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $961.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1068923.00        | $893007.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $729.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3574.00           | $2257.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1053411.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $532897.00         | $457828.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $882.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $264944.00         | $167566.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $615.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $20486.00          | $14159.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1311.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1434636.00        | $869120.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1006.00           | $738.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $8022.00           | $4715.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $585.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1157478.00        | $1117671.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3752.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $755.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1543.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2532.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1726.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $833.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1148.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5460.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1002.00           | $732.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1771500.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $652.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $831.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $697.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1516.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $754.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $3008.00           | $2137.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $701.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $698.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1131616.00        | $872912.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $763.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $4001.00           | $2663.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $731.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6070.00           | $3242.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1297309.00        | $1042683.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1230.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $592.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2035.00           | $1540.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6025118.00        | $4469522.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $662.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $820.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $760.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $4407600.00        | $3358849.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $544.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3001.00           | $2163.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $330.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $746.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1158119.00        | $796743.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $4008.00           | $1593.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $4032.00           | $3173.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $913990.00         | $799924.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4426749.00        | $2301196.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $762.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $685.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $507.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1050.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1218273.00        | $1046261.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1001.00           | $674.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $2488194.00        | $1648449.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2004.00           | $1161.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $99000.00          | $52694.97          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $15127560.00       | $12157720.99       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1962.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4716.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $3131434.00        | $2340980.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $3049.00           | $2796.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $624.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $705.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $819.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $564.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1330.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $547.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $816.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7742.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $860.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $877.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1247.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $774.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1355.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $7007.00           | $5114.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $293.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $791.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5892768.00        | $4687989.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $81560.00          | $65290.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1294342.00        | $976849.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $891.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1029.00           | $752.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1330.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $9000.00           | $7446.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1415.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1503.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1028.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $998.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3981.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $816.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1060302.00        | $809129.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $737.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5368300.00        | $5341151.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $706.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $4067.00           | $4017.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $1893.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $629.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $12721326.00       | $10143689.40       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $124231.00         | $104661.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $702.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1001.00           | $639.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2077.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $18785320.00       | $13701283.49       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $749.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $7016450.00        | $5144559.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $665.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $601059.00         | $505722.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $519.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $895205.00         | $851846.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $836.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $895.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1394.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3704.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $952.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $289000.00         | $108923.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $610.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $5358102.00        | $3785061.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $356.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.0000%  | 0.0000% | $248000.00         | $149766.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $612.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $6155005.00        | $4396690.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $2417184.00        | $1766981.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $38000.00          | $27436.24          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $731.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $38000.00          | $26661.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $7367775.00        | $4805704.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $467048.00         | $355360.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $21000.00          | $16614.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1653.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $30000.00          | $25724.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $848.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2109.00           | $1678.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1739.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1588.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2070.00           | $1629.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $85512801.00       | $63491227.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3039.00           | $2454.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $600.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $157113.00         | $117662.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $4096.00           | $3808.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1652.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $922.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $2638004.00        | $2392872.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $745547.00         | $583022.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2439933.00        | $1957582.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $787.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $12000.00          | $6543.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $8543900.00        | $4685054.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2031-05-01      | 2.0000%  | 0.0000% | $365000.00         | $122257.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 5.0000%  | 0.0000% | $317669.00         | $139454.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-05-01      | 5.0000%  | 0.0000% | $563469.00         | $258011.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 5.0000%  | 0.0000% | $1161000.00        | $665424.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 5.0000%  | 0.0000% | $389771.00         | $249363.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 4.0000%  | 0.0000% | $65000.00          | $53366.57          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $246000.00         | $30401.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $1002.00           | $203.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $896.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-06-01      | 3.5000%  | 0.0000% | $373644.00         | $110329.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-03-01      | 3.0000%  | 0.0000% | $507000.00         | $44223.10          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $1291448.00        | $1180695.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-25      | 2.5000%  | 0.0000% | $16192320.00       | $12752347.71       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $891.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1116246.00        | $862348.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2072.00           | $2013.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $4003.00           | $3350.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $935.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1033.00           | $948.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $10017.00          | $8866.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1639.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $1033.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $5565288.00        | $4779364.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $3005.00           | $1762.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 5.0000%  | 0.0000% | $1310494.00        | $1346269.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $3001.00           | $771.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1477.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $12156757.00       | $80193.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $2047.00           | $12.76             | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1027.00           | $683.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $23781031.00       | $50038.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 5.0000%  | 0.0000% | $28582895.00       | $174375.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $1027.00           | $1.48              | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1825350.00        | $197989.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $4003.00           | $631.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $5249336.00        | $2103.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $147719.00         | $159.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1236284.00        | $50663.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $6000.00           | $359.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $317210.00         | $20102.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $1298000.00        | $112570.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $788001.00         | $48020.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $1795000.00        | $59036.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $41551281.00       | $486480.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $968558.00         | $128973.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1992.00           | $73.27             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $300.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.8750%  | 0.0000% | $322689.00         | $151533.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $16387.00          | $1461.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $3215054.00        | $75267.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $44403.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $29999500.00       | $2365621.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $114.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $1983223.00        | $25470.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2048.00           | $145.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1447.00           | $106.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $63382483.00       | $4849789.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $23.37             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2000.00           | $150.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1155.00           | $159.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $69.08             | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $13298.00          | $637.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $5200.00           | $835.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $8042070.00        | $72614.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $113.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $2028.00           | $353.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1939.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.0000%  | 0.0000% | $3085713.00        | $64323.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $12065260.00       | $2019216.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $2007.00           | $147.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $400000.00         | $47588.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1021.00           | $184.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-09-01      | 4.0000%  | 0.0000% | $540059.00         | $30058.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $12000.00          | $908.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $2723.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $1197003.00        | $162213.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $188.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $204.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $344.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $5000.00           | $994.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $3072.00           | $526.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $238.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $4000.00           | $730.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $12288.00          | $1926.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $198.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $105.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.0000%  | 0.0000% | $1000.00           | $78.48             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1436.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2016.00           | $237.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $3037.00           | $365.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2077.00           | $277.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $8399.00           | $613.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $161.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $2000.00           | $254.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $208.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $5123.00           | $462.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $3001.00           | $406.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $97.35             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $1008.00           | $152.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $3000.00           | $307.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $294.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $258.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $3003.00           | $329.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $2006.00           | $188.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $4000.00           | $204.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1030.00           | $117.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $5326888.00        | $348740.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $254.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $12456464.00       | $1351179.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $66166656.00       | $9210922.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $2096699.00        | $445657.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $601.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3004.00           | $719.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $214000.00         | $38674.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1120.00           | $131.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $2001.00           | $236.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $9961616.00        | $1655993.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2439.00           | $598.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $198000.00         | $67136.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $9001.00           | $1580.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $3001.00           | $512.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1213748.00        | $164864.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $479913.00         | $82016.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $4032.00           | $381.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2016.00           | $186.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $5117023.00        | $1176921.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $660000.00         | $127270.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1265.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $5123.00           | $1030.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $166.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $496287.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $7147.00           | $894.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $4145.00           | $564.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $532537.00         | $62734.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $95.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $2140000.00        | $140167.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $599998.00         | $114104.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1080.00           | $89.70             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $17071660.00       | $2993386.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $10005.00          | $690.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $24544.00          | $2496.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $75911424.00       | $16245316.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5120.00           | $1025.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $28883110.00       | $2104201.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $7169.00           | $680.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $132.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $63580166.00       | $9057298.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $2144.00           | $289.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $20379393.00       | $1753298.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3077.00           | $551.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $245.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $4123.00           | $749.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $13609171.00       | $3020402.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $348.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $227.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1280.00           | $77.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $35919.00          | $3334.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $167.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $5120.00           | $576.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4367330.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9769365.00        | $2142151.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $21605984.00       | $4267867.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $229.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $3072.00           | $219.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $4231.00           | $292.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $73057000.00       | $5056147.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $126.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $2918.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $132.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $9140.00           | $2044.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $2049.00           | $573.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $3072.00           | $338.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $2750000.00        | $590643.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1065.00           | $148.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $464.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $51477200.00       | $7215301.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $9980666.00        | $1506544.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $619029.00         | $124929.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $233.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $670000.00         | $98012.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $7745622.00        | $2028128.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $173.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $3072.00           | $929.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 3.0000%  | 0.0000% | $395572.00         | $42354.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $425.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $11680688.00       | $2347823.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $299.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $617716.00         | $131070.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $548000.00         | $47473.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 3.5000%  | 0.0000% | $240000.00         | $32254.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $9192576.00        | $2164081.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $427.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $135.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 3.5000%  | 0.0000% | $975000.00         | $109627.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $241.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $1001.00           | $177.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $4024.00           | $903.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $10374.00          | $1894.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $12396032.00       | $2274662.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $350.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $325000.00         | $38843.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $369.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $3001.00           | $340.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $42172670.00       | $5107640.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $195.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $29545155.00       | $4928020.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1285976.00        | $171265.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2973664.00        | $504196.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $252.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1002.00           | $150.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $4007.00           | $474.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $293066.00         | $54334.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $7002.00           | $721.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $7805288.00        | $1820484.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1124549.00        | $134339.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $2003.00           | $182.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $112.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $209000.00         | $35324.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1008.00           | $161.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $3678289.00        | $395386.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $262.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1002.00           | $46.37             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $296666.00         | $43886.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 2.5000%  | 0.0000% | $1734733.00        | $154237.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $3002.00           | $724.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $4003.00           | $471.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $1250795.00        | $113880.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1278000.00        | $62954.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $3000.00           | $338.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $410.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $21567532.00       | $232620.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $8073.00           | $1115.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1552144.00        | $73426.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1159402.00        | $24636.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1197684.00        | $81604.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $107.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $6272.00           | $594.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $182.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1444005.00        | $106927.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $162.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $54629055.00       | $5081101.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2000.00           | $117.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $325.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 3.5000%  | 0.0000% | $1046858.00        | $105459.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $221.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $139.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $95.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $10959760.00       | $2331996.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2002.00           | $545.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $3000.00           | $577.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $3275000.00        | $635908.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $214.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2007.00           | $309.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $221.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $1245000.00        | $63993.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2446000.00        | $617156.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $10000000.00       | $146220.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $3417829.00        | $27281.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $9523218.00        | $98351.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $1682.00           | $11.26             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $3107.00           | $16.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.0000%  | 0.0000% | $2077.00           | $4.68              | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 5.5000%  | 0.0000% | $19944375.00       | $105615.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $1020.00           | $28.98             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $3375.00           | $36.37             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.0000%  | 0.0000% | $12753216.00       | $551657.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2057.00           | $13.13             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $42158.00          | $499.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $12166.00          | $127.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3289.00           | $21.22             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1106.00           | $1.53              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7226.00           | $20.13             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $8331.00           | $33.15             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48578627.00       | $93878.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $103774539.00      | $237523.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $10645.00          | $92.61             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $6.95              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $4107.00           | $23.62             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $3000.00           | $11.94             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $74079.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5498.00           | $51.05             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $3000.00           | $27.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2062.00           | $27.76             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1027.00           | $10.04             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2046.00           | $3.80              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3276.00           | $10.87             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2049.00           | $22.56             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2155.00           | $5.14              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58276439.00       | $66157.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $4.40              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3082.00           | $22.01             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3848.00           | $23.81             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6173.00           | $71.39             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $33222.00          | $174.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1075.00           | $6.60              | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1372881.00        | $796900.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $388949.00         | $308413.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $231380.00         | $114396.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $1447.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $3791.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $2047942.00        | $1648371.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1400000.00        | $684131.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $5286840.00        | $2060774.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $2325920.00        | $371818.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6000.00           | $3516.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $10000.00          | $5984.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $627.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $410615.00         | $433825.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $99389.00          | $83717.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $388779.00         | $241376.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $64777.00          | $52963.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2001.00           | $1411.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $3060261.00        | $3225466.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1122272.00        | $931410.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1213908.00        | $431842.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $879.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $1899150.00        | $294138.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1062410.00        | $801838.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $300612.00         | $234472.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $2304200.00        | $1488683.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1025.00           | $766.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1276493.00        | $1151484.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2224038.00        | $2285462.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $2842807.00        | $3013194.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3093.00           | $2993.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1170412.00        | $819392.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $472192.00         | $488138.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2106.00           | $1986.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 8.0000%  | 0.0000% | $379062.00         | $402225.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $6000.00           | $6284.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $89799.00          | $82686.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1474912.00        | $1347025.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $2123099.00        | $1848215.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $5552900.00        | $4636077.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $60000.00          | $55854.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1675842.00        | $1324455.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $982.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $688214.00         | $739743.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2698511.00        | $2622121.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $914.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $2049853.00        | $1017864.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $427423.00         | $295574.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1235700.00        | $1232022.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1281269.00        | $1085988.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1052750.00        | $1105135.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $2157696.00        | $2033646.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $520932.00         | $444964.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $174054.00         | $158751.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2321160.00        | $2065543.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1052314.00        | $545311.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2890303.00        | $2931833.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1382603.00        | $1064047.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $821025.00         | $466205.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $910899.00         | $717387.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.5000%  | 0.0000% | $1369068.00        | $560402.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $3081.00           | $2478.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2074.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1019.00           | $900.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1054.00           | $867.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2400.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1238893.00        | $1097251.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $412652.00         | $410425.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1441982.00        | $866687.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1492.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3153500.00        | $3061471.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $915.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2005.00           | $1795.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1632.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1722.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1097000.00        | $1085235.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2001472.00        | $1096732.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $711976.00         | $256887.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1785757.00        | $1846702.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $7000.00           | $7360.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $9876634.00        | $5156166.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1023.00           | $806.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $891.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1042.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2471953.00        | $2123481.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1071397.00        | $954183.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $6000.00           | $6177.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1308133.00        | $1334800.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $1415355.00        | $1510397.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 4.5000%  | 0.0000% | $1246986.00        | $751596.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $840.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $3501.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $836.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $309000.00         | $264526.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $975.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $1566160.00        | $1037313.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2358814.00        | $2389059.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1628633.00        | $1477975.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1389.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4520152.00        | $4292906.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1003.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $7052.00           | $5563.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2828762.00        | $1737120.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2004.00           | $1810.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5218.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1291800.00        | $1075791.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2034970.00        | $1959880.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $992.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $855.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4130.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7006.00           | $6626.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $15692833.00       | $14559080.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $847.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $951.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1200616.00        | $1170472.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1013029.00        | $920686.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1989.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $3182104.00        | $3015099.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $838.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $8482682.00        | $7830914.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1011781.00        | $1028670.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $355529.00         | $253952.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $24428761.00       | $21102480.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3028.00           | $2729.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $526501.00         | $550859.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $750.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $7477055.00        | $5366950.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2094022.00        | $2052822.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $732.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1833.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $27163.00          | $27001.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3062.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2313276.00        | $2337233.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2287932.00        | $1972445.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $6014.00           | $5857.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2379521.00        | $2463662.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1065774.00        | $860943.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $7262770.00        | $3864519.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2783602.00        | $2871632.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3114.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4993.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $839.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $8000.00           | $8067.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $896.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2044.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1323390.00        | $1329755.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1396732.00        | $1281099.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1002.00           | $991.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1004114.00        | $1065907.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1037029.00        | $1043513.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $9118047.00        | $4725654.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2206748.00        | $1968780.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1759200.00        | $651260.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1087402.00        | $1138928.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1404008.00        | $1448309.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $171176.00         | $173129.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1197750.00        | $1239777.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $885.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1081800.00        | $1137299.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1074250.00        | $1094926.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $7339568.00        | $7413052.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $865.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1104411.00        | $1134950.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5000.00           | $4145.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $605.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $681.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3002.00           | $1765.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2001.00           | $2159.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2051.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1866.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $24598.00          | $25151.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1620577.00        | $1570099.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2213856.00        | $2307393.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $2029.00           | $2034.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2765.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1713.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1777858.00        | $1626423.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1129500.00        | $1181841.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $94459.00          | $98371.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1230556.00        | $876288.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $9000.00           | $9009.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2790732.00        | $2294451.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1002.00           | $1039.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2324870.00        | $1420939.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $983807.00         | $991371.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $16495.00          | $15897.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1571139.00        | $1616848.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1093.00           | $1107.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $8000.00           | $7948.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $4334056.00        | $4159033.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2286607.00        | $2289298.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2691820.00        | $2746919.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2400427.00        | $2527548.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1705770.00        | $1602494.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $24066.00          | $25079.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2103265.00        | $2218648.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $24122.00          | $21821.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1569958.00        | $1642601.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2010.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1003.00           | $1045.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2042.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $25560.00          | $26202.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3983128.00        | $4095854.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $3149404.00        | $3079932.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $109351.00         | $113724.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $86951.00          | $88568.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4616.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $3384650.00        | $3489316.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1184626.00        | $1228602.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1135100.00        | $1197302.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1001.00           | $1002.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1509738.00        | $1545360.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1348017.00        | $1129404.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1040800.00        | $1106454.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1156278.00        | $1185863.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1239836.00        | $1255963.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1333200.00        | $1354795.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3946618.00        | $4035537.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $972.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $4359896.00        | $4433367.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4660592.00        | $4353101.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $5107720.00        | $4903599.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2082.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1357694.00        | $1394297.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $3019307.00        | $3100593.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3035324.00        | $3105232.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $987.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $6975.00           | $7142.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1168000.00        | $1189449.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1392932.00        | $1400754.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1016.00           | $1037.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1077481.00        | $1151172.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1071050.00        | $1102236.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $6000.00           | $6299.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1212828.00        | $1223622.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $806532.00         | $828831.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1350222.00        | $1413518.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2001.00           | $2046.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1004.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1250202.00        | $1235797.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $625023.00         | $652752.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $1020.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1264000.00        | $1271812.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $7972360.00        | $7965326.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1541525.00        | $1559888.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1217119.00        | $1284203.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2992449.00        | $2993172.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1005.00           | $1035.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $2109099.00        | $2197266.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1156328.00        | $1189278.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2150364.00        | $2181611.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1874.00           | $1927.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1001.00           | $1027.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $3492472.00        | $583535.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $998000.00         | $50383.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $3025.00           | $293.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $491644.00         | $71977.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $2135338.00        | $112782.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $439.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $125.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3328.00           | $468.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $120.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1104.00           | $199.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $336.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $247.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $669030.00         | $72119.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $110.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2518784.00        | $928047.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $287.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1096000.00        | $267800.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $6000.00           | $477.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $1102726.00        | $136006.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1007.00           | $240.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $362.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $12644880.00       | $1841266.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1214550.00        | $129827.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $303.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $11505.00          | $2417.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $205.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $351796.00         | $98427.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1187.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $222.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $400.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $3961.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1961.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $227.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $3135190.00        | $800587.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $501.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1961.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2434.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $846000.00         | $84593.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $216.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $238.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $313.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $314.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $7006.00           | $1275.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.0000%  | 0.0000% | $15970432.00       | $6045070.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $174000.00         | $28012.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $1016.00           | $255.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $184.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $277.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $505905.00         | $101368.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $59176.00          | $17900.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $740000.00         | $138869.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $478.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $474.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $665000.00         | $163149.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $233.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1840.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $814.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 3.0000%  | 0.0000% | $293891.00         | $74856.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 4.0000%  | 0.0000% | $120000.00         | $47194.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $2000.00           | $729.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $422.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1119.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $838.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $237999.00         | $41941.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $6008.00           | $1167.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $242.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $442.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2051.00           | $310.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $261.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $338.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $2058.00           | $605.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $286.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1659.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $204.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2092668.00        | $726462.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $712.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $4396.00           | $629.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $293.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $802.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $513.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $1998.00           | $427.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $828.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $69089571.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $4668475.00        | $1091791.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $165000.00         | $43163.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $961000.00         | $136833.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $1003.00           | $323.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $483.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $8448.00           | $1373.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2128.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $513.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $502582.00         | $96046.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 3.0000%  | 0.0000% | $202000.00         | $81712.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $496000.00         | $43831.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $166255.00         | $31447.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $11787200.00       | $4695855.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $397450.00         | $50120.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $217.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5336011.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $12727426.00       | $2324177.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.0000%  | 0.0000% | $512457.00         | $77349.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $2048.00           | $368.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5501410.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $121724.00         | $44062.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $216.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $811.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $936.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1997.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $536.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1004.00           | $308.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2002.00           | $708.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2211.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $389.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $252.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $404.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $248.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $156999.00         | $36462.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $669.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $214.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $367.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $619.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $3458.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $4001.00           | $1478.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $561000.00         | $124247.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $187.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $384071.00         | $70951.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $299.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $375000.00         | $84541.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $845000.00         | $253771.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1024.00           | $198.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $2048.00           | $610.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $267.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $201000.00         | $25956.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $6239.00           | $1841.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $839.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $337995.00         | $52666.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $21223.00          | $5156.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $175.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $5661530.00        | $1561797.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $283000.00         | $57315.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $6311191.00        | $1828008.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 4.0000%  | 0.0000% | $1600000.00        | $459029.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $30051071.00       | $5719797.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $472000.00         | $88865.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.0000%  | 0.0000% | $5455014.00        | $1291877.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $665003.00         | $45612.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $1007.00           | $698.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 2.5000%  | 0.0000% | $1000.00           | $218.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $366064.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2157.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $3246268.00        | $3037414.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $433.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $647258.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $591.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $642900.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $507000.00         | $43247.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $5007.00           | $675.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.83             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3001.00           | $769.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $266.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3178.00           | $849.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $448.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2330.00           | $562.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3025.00           | $1265.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $306.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1992276.00        | $393353.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $417.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3002.00           | $692.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $153.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1480811.00        | $229992.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $10674563.00       | $224922.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $3975767.00        | $94988.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $366.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1843474.00        | $499437.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1006.00           | $64.46             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $7048.00           | $1890.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $308.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $992498.00         | $183176.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $11495.00          | $195.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $6000.00           | $732.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $318.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $296.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $102.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $478.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $8797818.00        | $2007821.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1001.00           | $97.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $4000.00           | $954.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $332.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $900000.00         | $110743.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $4010.00           | $802.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $416.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $2001.00           | $480.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $45.55             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $450.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $6050.00           | $943.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1625.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $445.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2048.00           | $705.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $325.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $4012.00           | $971.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $5417.00           | $1696.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $286.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3003.00           | $1112.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $187.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1493.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $832001.00         | $149222.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $429.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $13195935.00       | $4034539.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $2048.00           | $726.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $338.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $130000.00         | $35280.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1276.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $337.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $5001.00           | $2199.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1150.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $375.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1004.00           | $178.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $464.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 5.0000%  | 0.0000% | $1043.00           | $126.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $262.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $798.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4001.00           | $1551.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3225532.00        | $1046777.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1785.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $721.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $436.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2559.00           | $1176.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2029.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $366.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1459176.00        | $245163.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $6329470.00        | $1480148.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $236.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $424.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $1282791.00        | $619829.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $787.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.0000%  | 0.0000% | $5120.00           | $2227.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $623741.00         | $137105.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $6120.00           | $2278.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $457.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1350.00           | $505.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $105708127.00      | $48109769.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $512.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $451.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $462.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $415000.00         | $91362.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $557.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $5096.00           | $2568.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $233766774.00      | $120854566.71      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1157.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $8000.00           | $2833.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1314000.00        | $524729.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4023240.00        | $2216668.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1149.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $7680.00           | $4333.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $610.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $597.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2542836.00        | $1533438.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $613.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1203.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1135.00           | $708.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1750000.00        | $1112669.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2016.00           | $853.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $699000.00         | $351230.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2048.00           | $1195.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $572.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $4866712.00        | $1920505.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $588.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1290.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $198000.00         | $134719.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $51333.00          | $37615.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $10000000.00       | $5402499.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1128554.00        | $529531.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $567.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $498.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $500.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1004.00           | $768.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1789.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $137443.00         | $78561.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $44997.00          | $37002.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $643.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $507646.00         | $359128.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1267.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $6558126.00        | $4682812.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $50033459.00       | $44609273.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1568.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $414129.00         | $366701.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $739.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2566018.00        | $2179948.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $10000.00          | $6092.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2003.00           | $2045.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $90000.00          | $86060.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $838.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2724079.00        | $1946927.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1920.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $919.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1728.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $612.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $3145281.00        | $1927365.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $517.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $758.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.0000%  | 0.0000% | $2378400.00        | $2262282.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $371174.00         | $231657.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $5039.00           | $3847.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1517775.00        | $1028468.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $758.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $6360.00           | $5210.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $56037.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $6067449.00        | $4062786.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1945442.00        | $1540903.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $2029220.00        | $1946870.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $843041.00         | $575081.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $781977.00         | $574900.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $922.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $125000.00         | $87166.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $823759.00         | $600064.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $665.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2215159.00        | $1498376.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $131000.00         | $78225.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2001.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $13000.00          | $9399.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6004.00           | $4203.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $6144.00           | $4500.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $3019.00           | $1853.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $698.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1448.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1197.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1367.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3711760.00        | $2393632.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $790.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $5133.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1609.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $688000.00         | $532728.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1614.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1384.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1107.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $450000.00         | $332426.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1140286.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2735.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $857.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1349.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $724.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $582.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3079.00           | $1994.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $657.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3839088.00        | $2798100.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $3693.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $8398650.00        | $7400966.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000800.00        | $731934.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2998402.00        | $2025386.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $200858.00         | $174244.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1497192.00        | $1059767.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $901.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $651.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4437.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3349.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3542.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2011.00           | $1498.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3972.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $826.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $5380.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1312.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $822.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $947.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $760.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $477.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $601.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $715.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $529.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3003.00           | $817.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1671.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $5775.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $651.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1538.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1957.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2370.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1172062.00        | $808889.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $1909.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $549.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1635.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $840.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3512.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $970.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1513.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $756.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5040.00           | $4329.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1183.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $13000.00          | $9900.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $13006.00          | $10478.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $346619.00         | $248745.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1722.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1356.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $17001.00          | $12316.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1026656.00        | $598308.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3072.00           | $2068.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $963.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $966.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2687313.00        | $1878090.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3032.00           | $2240.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $6052.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1922.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4615.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1262.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2371.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2800192.00        | $2271084.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1004.00           | $702.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $922203.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5834.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $4175.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2143768.00        | $2103420.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $103819.00         | $68250.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1725810.00        | $1035969.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $451.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $727.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2341.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $4996.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $92000.00          | $59676.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $753.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $318720.00         | $216107.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $451.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $643.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2002.00           | $1651.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $765.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3462340.00        | $2259496.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $693.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $794288.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1356.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3475944.00        | $2806833.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3002.00           | $2011.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $5001.00           | $3039.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $917.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $4606.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1781.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1328.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2190.00           | $889.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5784.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $786.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2001.00           | $1559.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1564.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $778.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1883.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1235.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1030804.00        | $512384.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $728.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1371242.00        | $1293680.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1944.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2971.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1530524.00        | $1090788.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $12359.00          | $9128.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $618.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1130624.00        | $545390.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $978.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $98999.00          | $79135.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1090.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $5001.00           | $2298.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $16301136.00       | $13177803.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $602.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $121000.00         | $93235.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1441.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1618.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4096.00           | $2086.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2055.00           | $1106.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $558.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $797.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3025.00           | $2404.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $5902834.00        | $4604987.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8459.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3017.00           | $2343.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $19000.00          | $13797.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1333745.00        | $952394.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2301.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $564.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1079.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $753.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $827246.00         | $566092.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3823.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3335.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1009.00           | $688.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1427416.00        | $771688.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4172.00           | $2690.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $17500000.00       | $14580083.79       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $639.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5001.00           | $3812.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1651946.00        | $1148304.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $816550.00         | $624634.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4001.00           | $1817.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1604.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $6001.00           | $4381.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1018.00           | $1023.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4199.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $301186.00         | $223307.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $3824.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2164028.00        | $1297371.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $7687540.00        | $4055969.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $473.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1450850.00        | $748065.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $5001.00           | $2407.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1652114.00        | $936346.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1133.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $6026.00           | $4559.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2102.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1072082.00        | $818104.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1176.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $633.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $966.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $774.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $705.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1576.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $31039.00          | $19851.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1219572.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3022.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $909.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1011.00           | $878.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1344484.00        | $1386921.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $950.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1596.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $11013.00          | $6706.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4012.00           | $3063.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $3012.00           | $2966.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2118.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1376376.00        | $810228.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $3285.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2692.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1873.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $730.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1582.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1604.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2002.00           | $1486.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1616898.00        | $1639050.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $957.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $4001.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $8000.00           | $7426.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $946.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $491.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1207657.00        | $979821.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2402.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $796.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $884.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $7655168.00        | $6731086.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $673.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $213445.00         | $148976.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $5368400.00        | $4165073.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $5910021.00        | $4773223.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $305.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3212.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $2022.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3359.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $465205.00         | $402947.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $510.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $681.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $934.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $715.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $534318.00         | $511527.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1657.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3018.00           | $2176.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1616.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $645.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $815.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1296.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1623.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $704.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $38702.00          | $37834.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $4003.00           | $3177.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2954.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $335.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6959659.00        | $5737847.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $100091.00         | $96102.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $671.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2289.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3421804.00        | $3378281.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2991.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3035.00           | $2535.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $670.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $249560.00         | $193836.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1396.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1123553.00        | $691538.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3440.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4001.00           | $3460.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2837.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1199940.00        | $1067761.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2438.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $703.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $335762.00         | $245129.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $711.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2067.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3108.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1529.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $724.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $749.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1376.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1004.00           | $409.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $5001.00           | $1167.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3569.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $9000.00           | $6829.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3051.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4142.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $4608.00           | $681.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $7122.00           | $1325.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $211.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $346.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1035.00           | $289.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $4801984.00        | $899226.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $2048.00           | $212.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $10000.00          | $2850.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $622.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2049.00           | $398.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $14740.00          | $1608.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3380842.00        | $642332.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $12281.00          | $1345.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $3840.00           | $563.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $2048.00           | $391.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $222.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $533472.00         | $45403.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $233.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $177.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10108.00          | $2914.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10304.00          | $1476.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $5121.00           | $620.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $300000.00         | $112573.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $1023.00           | $276.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $3024.00           | $516.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $10951045.00       | $2351157.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $51343914.00       | $11784276.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $5881377.00        | $930635.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $5312.00           | $512.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $13617648.00       | $3482841.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $10667372.00       | $2489333.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $5951376.00        | $1460176.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $3072.00           | $227.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $79462541.00       | $20940479.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $286000.00         | $50282.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $368.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $14274125.00       | $2803654.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3122.00           | $918.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $241000.00         | $94006.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $147.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $297.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $3000.00           | $408.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $227.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $201.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1280.00           | $230.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $357.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $460000.00         | $100165.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $142.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $524.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $5000.00           | $998.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $288000.00         | $58321.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $12357.00          | $2929.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $10887477.00       | $3157685.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.5000%  | 0.0000% | $206210.00         | $51417.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $3006.00           | $434.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2037.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $3072.00           | $1023.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $7104.00           | $1997.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $132.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $480.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1008.00           | $114.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $123000.00         | $34422.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1001.00           | $251.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $13672.00          | $3461.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $146889.00         | $35337.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $2077.00           | $772.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1280.00           | $266.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $291.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $14205440.00       | $2870568.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $208.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.0000%  | 0.0000% | $1988.00           | $591.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $214.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 2.5000%  | 0.0000% | $1274.00           | $497.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 3.0000%  | 0.0000% | $3000.00           | $887.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $2048.00           | $684.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $394.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $38239362.00       | $17194139.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $4145.00           | $1959.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1025.00           | $385.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $7003.00           | $2818.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2048.00           | $873.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $7804850.00        | $3151627.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $419.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1381.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $540.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3063.00           | $1531.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $73680226.00       | $32109615.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1323.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $160739059.00      | $57851889.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1150.00           | $433.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $2048.00           | $941.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $4480.00           | $1684.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $5753088.00        | $2248089.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $32442821.00       | $12059043.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $3073.00           | $1249.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $117678208.00      | $46153411.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1170.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $109654.00         | $50121.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4037.00           | $1973.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1059.00           | $559.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4394197.00        | $2134232.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $2112.00           | $876.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1170.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $379.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4713715.00        | $2460962.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2024.00           | $997.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4131.00           | $2040.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $70376.00          | $34531.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $5203.00           | $2634.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $10875257.00       | $5295020.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $152662784.00      | $63821856.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $74279296.00       | $35589328.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $432.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $21000.00          | $10928.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $341801.00         | $172352.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2138624.00        | $1091604.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $25162591.00       | $12637098.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $143549633.00      | $71271361.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1398803.00        | $721477.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3840.00           | $2068.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2109.00           | $1151.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $4073.00           | $2211.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $507.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $596.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $17504.00          | $9003.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3107.00           | $1653.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3022.00           | $1636.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $33716904.00       | $19028449.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3072.00           | $1760.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2312047.00        | $1451232.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $6802728.00        | $3840399.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $7086.00           | $3583.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $11392.00          | $4779.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $11796265.00       | $5939406.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $18444623.00       | $9405233.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $10007.00          | $5168.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $502.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1666.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1438.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $5049024.00        | $2596260.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $18017758.00       | $9374825.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $8428146.00        | $4445044.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $551.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $231102.00         | $126937.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $518.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4455473.00        | $2488578.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1051.00           | $548.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $28131552.00       | $14798204.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3173.00           | $1654.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $11059332.00       | $5699690.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1039.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $538.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $124450305.00      | $56264010.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2216.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4114.00           | $2142.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $125279740.00      | $69241507.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $35768464.00       | $18931451.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $560.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $565.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $8894452.00        | $4804412.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $519.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $270613.00         | $140500.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $549.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6598000.00        | $3761866.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $565.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6450620.00        | $2988812.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $5036.00           | $2234.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $963.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $41295.00          | $25314.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $568.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $107351639.00      | $60182105.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1395.00           | $773.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $580.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $27843819.00       | $14734594.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $19455.00          | $10958.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1002.00           | $579.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $4000.00           | $724.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1030.00           | $594.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $564.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $119624192.00      | $70035504.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $632.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $13464960.00       | $10209349.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $888.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $6144.00           | $5800.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $33636765.00       | $30455898.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $17077110.00       | $14850771.54       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1038.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $19285088.00       | $19674342.43       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $11617776.00       | $11474250.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2379960.00        | $2092920.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $21977856.00       | $22246160.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $23700096.00       | $24217098.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $14648560.00       | $13828591.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $831.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $15328640.00       | $15087093.95       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $37273984.00       | $37590240.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $6036620.00        | $6243283.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $5503430.00        | $4815229.70        | Agency Mortgage-Backed Securities |

### Security 55: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6700 20260302

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379891L1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379891L1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2027-03-31      | 2.5000%  | 0.0000% | $141611500.00      | $141504992.60      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $36286700.00       | $36995143.02       | U.S. Treasuries (including strips) |

### Security 56: GOLDMAN SACHS & CO MORTGAGE REPO 3.6600 20260304

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6600 20260304 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819872D7, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819872D7
- **C.18 - Value (incl. sponsor support):** $227000000.00
- **C.18.a - Value (excl. sponsor support):** $227000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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? 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          | 2051-02-15      | 1.8750%  | 0.0000% | $398779600.00      | $231540028.25      | U.S. Treasuries (including strips) |

### Security 57: GOLDMAN SACHS GROUP INC/THE REPO 3.6700 20260302

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819872G0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819872G0
- **C.18 - Value (incl. sponsor support):** $302000000.00
- **C.18.a - Value (excl. sponsor support):** $302000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2032-09-01      | 6.0000%  | 0.0000% | $3869272.00        | $24533.94          | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-01-01      | 3.5000%  | 0.0000% | $11400000.00       | $345140.65         | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-03-01      | 3.0000%  | 0.0000% | $363000.00         | $40557.09          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 3.5000%  | 0.0000% | $80148864.00       | $18228830.44       | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-07-01      | 2.0000%  | 0.0000% | $1050000.00        | $825260.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $4625600.00        | $2363439.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $15128032.00       | $12661929.33       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $13810000.00       | $10209440.72       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $1007394.00        | $1002883.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.0000%  | 0.0000% | $15000.00          | $7165.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $61000.00          | $38883.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1160000.00        | $908235.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 6.0000%  | 0.0000% | $1263000.00        | $8780.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $2405000.00        | $289655.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $3244044.00        | $635354.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $9258000.00        | $7114264.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1065560.00        | $775271.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $9000000.00        | $2611754.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $225000.00         | $177459.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2400000.00        | $1648955.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $15885000.00       | $4944702.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $600000.00         | $265905.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $734024.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-05-01      | 5.5000%  | 0.0000% | $2440320.00        | $106190.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $266283520.00      | $205146730.92      | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $19692608.00       | $16510432.10       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $34023000.00       | $4049195.62        | Agency Mortgage-Backed Securities  |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $10741300.00       | $16365023.65       | U.S. Treasuries (including strips) |

### Security 58: Goldman Sachs Group Inc/The REPO 2.7500 20260302

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 2.7500 20260302 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819918V3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819918V3
- **C.18 - Value (incl. sponsor support):** $70960000.00
- **C.18.a - Value (excl. sponsor support):** $70960000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $4300.00           | $4381.04           | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.92             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $119.00            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $72.32             | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $2500.00           | $2284.10           | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $204.34            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $4000.00           | $4101.15           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $3700.00           | $3637.11           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $400.00            | $395.00            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $197.47            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $200.00            | $199.07            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $200.00            | $198.39            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $191.45            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $700.00            | $670.06            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.91             | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $1400.00           | $1342.72           | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.40             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $600.00            | $600.24            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $1000.00           | $997.33            | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $5300.00           | $4824.97           | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $1000.00           | $987.65            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $500.00            | $441.19            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $4700.00           | $4649.06           | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $500.00            | $488.81            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $1200.00           | $1169.07           | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $4700.00           | $4436.24           | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $3200.00           | $3020.42           | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $2600.00           | $2608.10           | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $200.00            | $200.63            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $300.00            | $307.17            | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $700.00            | $723.09            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $2300.00           | $2350.26           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $900.00            | $927.21            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $2000.00           | $1964.71           | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $800.00            | $841.41            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $400.00            | $413.79            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $500.00            | $507.46            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $600.00            | $630.35            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $69288000.00       | $72286964.56       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $203.81            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $2900.00           | $2989.09           | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $1200.00           | $1236.86           | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.05            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $500.00            | $508.46            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 3.8049%  | 0.0000% | $400.00            | $401.37            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.89            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $2000.00           | $2037.91           | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $1200.00           | $1217.07           | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $600.00            | $612.30            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $3900.00           | $3987.79           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $3100.00           | $3197.15           | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $4300.00           | $4514.27           | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $600.00            | $617.60            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $600.00            | $609.80            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $2900.00           | $3025.51           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $1000.00           | $1019.89           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7829%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $400.00            | $410.18            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1017.06           | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $800.00            | $822.00            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $203.56            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $200.00            | $203.45            | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 3.5000%  | 0.0000% | $500.00            | $507.33            | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $1100.00           | $1108.19           | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $2700.00           | $2710.39           | U.S. Treasuries (including strips) |
| USTR          | 2033-01-31      | 4.0000%  | 0.0000% | $700.00            | $711.50            | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 3.5000%  | 0.0000% | $4100.00           | $4109.88           | U.S. Treasuries (including strips) |

### Security 59: HSBC SEC USA INC MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 4049898K4, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049898K4
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2053-07-01      | 4.5000%  | 0.0000% | $1843896.00        | $1574984.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $4734720.00        | $3901036.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 4.5000%  | 0.0000% | $4147000.00        | $828694.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $450000.00         | $234812.11         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-25      | 2.5000%  | 0.0000% | $3530000.00        | $2559047.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1053058.00        | $829436.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $1937850.00        | $2006234.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $710362.00         | $740793.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $365541.00         | $386284.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $14576080.00       | $11831380.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $66840.00          | $39775.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $15830816.00       | $12815529.95       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2003676.00        | $1867365.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $40926.00          | $20555.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $12155620.00       | $9746547.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1695600.00        | $1073072.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1020100.00        | $1053957.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $340276.00         | $358254.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $3194500.00        | $3270542.58        | Agency Mortgage-Backed Securities  |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $79185600.00       | $129481694.84      | U.S. Treasuries (including strips) |

### Security 60: JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 6169972F8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169972F8
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 3.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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          | 2049-03-01      | 3.0000%  | 0.0000% | $1150000.00        | $112070.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 8.5000%  | 0.0000% | $5472775.00        | $6674.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2030-12-01      | 5.4030%  | 0.0000% | $5000000.00        | $8845.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 6.7820%  | 0.0000% | $5500000.00        | $39787.03          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 6.5570%  | 0.0000% | $2132420.00        | $26521.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.3600%  | 0.0000% | $25062304.00       | $259114.77         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 6.5660%  | 0.0000% | $6700000.00        | $70100.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 6.0980%  | 0.0000% | $10000000.00       | $163425.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2026-08-01      | 4.0000%  | 0.0000% | $75770624.00       | $105966.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-01-01      | 3.0000%  | 0.0000% | $1170000.00        | $115246.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $381000.00         | $44649.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $2000000.00        | $146495.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 5.5000%  | 0.0000% | $108776160.00      | $664962.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $276434000.00      | $42765088.43       | Agency Mortgage-Backed Securities |
| FMAC          | 2032-02-01      | 2.0000%  | 0.0000% | $45788.00          | $7582.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.0000%  | 0.0000% | $167000.00         | $17598.36          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-07-01      | 6.0000%  | 0.0000% | $5891712.00        | $30701.59          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-10-01      | 6.2300%  | 0.0000% | $1675000.00        | $18291.29          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 7.1000%  | 0.0000% | $25053952.00       | $57501.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 6.2500%  | 0.0000% | $24200000.00       | $181833.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 5.8750%  | 0.0000% | $130329600.00      | $141642.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 6.2130%  | 0.0000% | $24366368.00       | $476568.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-09-01      | 6.3750%  | 0.0000% | $110055424.00      | $484355.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-07-01      | 6.8350%  | 0.0000% | $2000000.00        | $10762.07          | Agency Mortgage-Backed Securities |
| FMAC          | 2028-04-01      | 2.5000%  | 0.0000% | $2225000.00        | $53444.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2028-07-01      | 3.0000%  | 0.0000% | $299000.00         | $6618.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2044-03-01      | 4.5000%  | 0.0000% | $800000.00         | $113853.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-04-01      | 3.5000%  | 0.0000% | $1760448.00        | $281167.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $200000.00         | $26767.22          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $135000.00         | $16023.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2032-02-01      | 2.5000%  | 0.0000% | $1527146.00        | $568828.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-11-01      | 4.0000%  | 0.0000% | $1177030.00        | $85367.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2029-02-01      | 5.0300%  | 0.0000% | $1351000.00        | $1368755.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 3.5000%  | 0.0000% | $45000.00          | $11521.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-06-01      | 5.5000%  | 0.0000% | $507000.00         | $44794.44          | Agency Mortgage-Backed Securities |
| FMAC          | 2032-07-15      | 7.5000%  | 0.0000% | $900000.00         | $13670.50          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-20      | 5.0000%  | 0.0000% | $425000.00         | $62089.09          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 6.2330%  | 0.0000% | $985000.00         | $117283.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 3.6150%  | 0.0000% | $1400000.00        | $178376.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-02-01      | 5.8900%  | 0.0000% | $15871888.00       | $149007.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.8050%  | 0.0000% | $500000.00         | $6952.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-08-01      | 3.7900%  | 0.0000% | $20808000.00       | $19404531.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.9300%  | 0.0000% | $10735776.00       | $364221.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 6.0150%  | 0.0000% | $2671776.00        | $50677.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 4.8600%  | 0.0000% | $5500000.00        | $4846688.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-08-01      | 3.4000%  | 0.0000% | $500000.00         | $350618.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 4.1770%  | 0.0000% | $35723648.00       | $94186.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 6.3750%  | 0.0000% | $8657696.00        | $317424.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 5.0000%  | 0.0000% | $586126.00         | $62534.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 6.2700%  | 0.0000% | $880195.00         | $31466.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 3.3000%  | 0.0000% | $100000.00         | $71440.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-01-01      | 2.3800%  | 0.0000% | $1000000.00        | $164463.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.8800%  | 0.0000% | $10947000.00       | $8419663.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 2.9700%  | 0.0000% | $775000.00         | $608332.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2026-09-01      | 2.5000%  | 0.0000% | $150000.00         | $149031.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $16695900.00       | $1738803.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 3.0000%  | 0.0000% | $1191888.00        | $114652.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 6.5050%  | 0.0000% | $3098824.00        | $27697.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 4.5810%  | 0.0000% | $46662208.00       | $311353.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.9310%  | 0.0000% | $12279200.00       | $144563.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 6.4500%  | 0.0000% | $11700000.00       | $99242.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.2060%  | 0.0000% | $10000000.00       | $30379.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.1720%  | 0.0000% | $6500000.00        | $58940.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 6.5630%  | 0.0000% | $7000000.00        | $51325.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 6.1920%  | 0.0000% | $1499999.00        | $5037.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 6.2100%  | 0.0000% | $2230152.00        | $38953.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.7370%  | 0.0000% | $7000000.00        | $64871.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.7010%  | 0.0000% | $1700000.00        | $22247.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $271471.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $13214512.00       | $6475230.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $70523.00          | $64891.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.3100%  | 0.0000% | $13896224.00       | $8421132.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1791168.00        | $1797515.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1226754.00        | $1258250.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1369950.00        | $1453523.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $4672424.00        | $4467301.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1020084.00        | $1065465.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $3141840.00        | $3310051.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1508936.00        | $1589092.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $916035.00         | $168501.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 3.7500%  | 0.0000% | $884000.00         | $66790.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2026-12-01      | 2.5300%  | 0.0000% | $1585000.00        | $1506452.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.3370%  | 0.0000% | $797000.00         | $140257.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 6.3430%  | 0.0000% | $1000000.00        | $96870.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.4630%  | 0.0000% | $180000.00         | $122823.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $99545856.00       | $77529868.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $5150000.00        | $2678402.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $211387.00         | $143882.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5940%  | 0.0000% | $55000.00          | $36748.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5280%  | 0.0000% | $60000.00          | $41064.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $591609.00         | $437045.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 7.0000%  | 0.0000% | $1951798.00        | $1090051.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 4.9800%  | 0.0000% | $6927000.00        | $7129695.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 4.0200%  | 0.0000% | $29060200.00       | $28989709.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $682600.00         | $408374.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $4999888.00        | $3240841.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $700000.00         | $581848.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $25021.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1800140.00        | $1817099.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 5.0000%  | 0.0000% | $1149379.00        | $1171111.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $9173776.00        | $9440849.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $5709864.00        | $5868972.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $195000.00         | $181394.60         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 2.0000%  | 0.0000% | $528737.00         | $470447.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 2.5000%  | 0.0000% | $10640128.00       | $9685255.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $94477952.00       | $95495752.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $67927360.00       | $67450493.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $28989000.00       | $14502335.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1557336.00        | $1087918.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $60019000.00       | $45495011.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $12000.00          | $10818.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 7.1850%  | 0.0000% | $3396000.00        | $29985.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 5.6400%  | 0.0000% | $19300000.00       | $74247.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 6.1640%  | 0.0000% | $15295776.00       | $187528.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $6000000.00        | $334742.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.5100%  | 0.0000% | $10080560.00       | $84202.01          | Agency Mortgage-Backed Securities |

### Security 61: RBC DS MORTGAGE REPO 3.6700 20260302

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6700 20260302 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809799X0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809799X0
- **C.18 - Value (incl. sponsor support):** $151000000.00
- **C.18.a - Value (excl. sponsor support):** $151000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1169.00           | $260.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-02-01      | 3.5000%  | 0.0000% | $3982.00           | $616.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15465.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523774.00       | $2968609.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $37149000.00       | $20998563.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $15310000.00       | $8480538.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $536.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $54551196.00       | $28906261.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $130633.00         | $79252.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $31306784.00       | $25244675.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $9598200.00        | $8157322.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1919.00           | $264.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2427605.00        | $1861740.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $2501.00           | $211.51            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $96.30             | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 4.0000%  | 0.0000% | $1016.00           | $109.28            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $2423.00           | $1520.93           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $7000.00           | $7508.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2060-10-15      | 5.6600%  | 0.0000% | $7472.00           | $7979.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $62990469.00       | $57288467.62       | Agency Mortgage-Backed Securities |

### Security 62: TD SECURITIES USA LLC MORTGAGE REPO 3.6700 20260306

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6700 20260306 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 8919942Q7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919942Q7
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2054-10-15      | 6.0500%  | 0.0000% | $45685000.00       | $46754455.39       | Agency Mortgage-Backed Securities |
| FHLB          | 2026-03-06      | 0.0000%  | 0.0000% | $45082000.00       | $45045934.40       | Agency Mortgage-Backed Securities |

### Security 63: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $623489569.94
- **C.18.a - Value (excl. sponsor support):** $623489569.94
- **C.19 - Percentage of Net Assets:** 4.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **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 64: 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: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $265657387.29
- **C.18.a - Value (excl. sponsor support):** $265657387.29
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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 65: 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: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $134986509.61
- **C.18.a - Value (excl. sponsor support):** $134986509.61
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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 66: 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $223209744.03
- **C.18.a - Value (excl. sponsor support):** $223209744.03
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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 67: 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: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $574131575.60
- **C.18.a - Value (excl. sponsor support):** $574131575.60
- **C.19 - Percentage of Net Assets:** 4.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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 68: 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: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99779424.95
- **C.18.a - Value (excl. sponsor support):** $99779424.95
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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 69: 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: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $747813528.45
- **C.18.a - Value (excl. sponsor support):** $747813528.45
- **C.19 - Percentage of Net Assets:** 5.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 70: 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: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $447740720.82
- **C.18.a - Value (excl. sponsor support):** $447740720.82
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 71: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 72: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $116000000.00
- **C.18.a - Value (excl. sponsor support):** $116000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 73: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $189539843.75
- **C.18.a - Value (excl. sponsor support):** $189539843.75
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 74: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99273437.50
- **C.18.a - Value (excl. sponsor support):** $99273437.50
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 75: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39629687.50
- **C.18.a - Value (excl. sponsor support):** $39629687.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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+; 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 76: 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: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $127009921.88
- **C.18.a - Value (excl. sponsor support):** $127009921.88
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **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 77: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135978750.00
- **C.18.a - Value (excl. sponsor support):** $135978750.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 78: 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: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $221185937.50
- **C.18.a - Value (excl. sponsor support):** $221185937.50
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **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 79: 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: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $76000000.00
- **C.18.a - Value (excl. sponsor support):** $76000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 80: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135068554.69
- **C.18.a - Value (excl. sponsor support):** $135068554.69
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 81: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.772877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $225034986.92
- **C.18.a - Value (excl. sponsor support):** $225034986.92
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 82: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $208641875.00
- **C.18.a - Value (excl. sponsor support):** $208641875.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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+; 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 83: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.804877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $170089222.48
- **C.18.a - Value (excl. sponsor support):** $170089222.48
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 84: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60173437.50
- **C.18.a - Value (excl. sponsor support):** $60173437.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **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 85: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $225061523.44
- **C.18.a - Value (excl. sponsor support):** $225061523.44
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 86: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $148335449.22
- **C.18.a - Value (excl. sponsor support):** $148335449.22
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **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 87: 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: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $251289062.50
- **C.18.a - Value (excl. sponsor support):** $251289062.50
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **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 88: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.781877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150167531.72
- **C.18.a - Value (excl. sponsor support):** $150167531.72
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 89: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.812877%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150240920.12
- **C.18.a - Value (excl. sponsor support):** $150240920.12
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **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 90: WELLS FARGO SECURITIES MORTGAGE REPO 3.6700 20260306

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6700 20260306 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 9499842Q0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499842Q0
- **C.18 - Value (incl. sponsor support):** $226000000.00
- **C.18.a - Value (excl. sponsor support):** $226000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **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          | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $3152.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $533237.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 4.0000%  | 0.0000% | $56000.00          | $8346.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $57462.00          | $7432.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $55723.00          | $7085.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $710644.00         | $146359.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1734130.00        | $1553367.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $873679.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 5.0000%  | 0.0000% | $1000001.00        | $902319.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $6404805.00        | $6514406.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1042623.00        | $1081206.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $4441344.00        | $4585124.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1172875.00        | $1160964.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $184430.00         | $7084.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.0000%  | 0.0000% | $2925928.00        | $846127.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $349000.00         | $56074.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1708687.00        | $942501.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4188411.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 6.0000%  | 0.0000% | $1666020.00        | $677327.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $47579.00          | $40068.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $26994.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $2363944.00        | $408918.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $766000.00         | $181735.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $32000.00          | $3123.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $377729.00         | $156527.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $75660671.00       | $73672379.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $46804094.00       | $48304743.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $65000.00          | $8638.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2026-08-01      | 5.0000%  | 0.0000% | $12894563.00       | $1504.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 5.0000%  | 0.0000% | $760000.00         | $110760.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $710752.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.5000%  | 0.0000% | $6000.00           | $1878.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 5.0000%  | 0.0000% | $5613000.00        | $1277570.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 2.0000%  | 0.0000% | $3699856.00        | $2178775.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $409829.00         | $249964.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2085000.00        | $1874825.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $17207295.00       | $14401021.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 5.5000%  | 0.0000% | $12901614.00       | $9989180.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 6.0000%  | 0.0000% | $2764436.00        | $2454750.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $27417827.00       | $27621618.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $510289.00         | $144953.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 6.5000%  | 0.0000% | $1551965.00        | $10716.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-03-01      | 5.0000%  | 0.0000% | $500000.00         | $2184.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $783479.00         | $121338.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $27959.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $15668000.00       | $9868617.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2621998.00        | $354906.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 2.5000%  | 0.0000% | $4000000.00        | $1686968.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $65931.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.5000%  | 0.0000% | $10802258.00       | $10466480.55       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** T. ROWE PRICE GOVERNMENT MONEY FUND, INC.

**Date:** 2026-03-06

**By:** Alan S. Dupski

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

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