# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-26-040363
**Filing Date:** 2026-2
**Character Count:** 470386
**Document Hash:** 04b3e77fe8896fa15f2cf7fbcd61e28f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040363.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040363

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605313

**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):** 2026-01-31

**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:** 40 days

- **WAL:** 94 days

- **Total Value of Portfolio Securities:** $13814879072.17

- **Amortized Cost of Portfolio Securities:** $13811618158.95

- **Cash:** $1466022.47

- **Total Other Assets:** $48136442.70

- **Total Liabilities:** $541475941.01

- **Net Assets of Series:** $13319744683.11

- **Number of Shares Outstanding (Series):** 13319142570.2418

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $10649407874.90           | $11777732055.45            | 79.3300%                  | 87.7300%                   |
| 2026-01-05 | $10523835496.67           | $11773211607.78            | 78.4300%                  | 87.7400%                   |
| 2026-01-06 | $10821760229.20           | $11829188270.86            | 80.3100%                  | 87.7900%                   |
| 2026-01-07 | $10908801739.19           | $12147281711.41            | 79.0900%                  | 88.0700%                   |
| 2026-01-08 | $11137179625.04           | $11982711527.81            | 81.7200%                  | 87.9300%                   |
| 2026-01-09 | $11025132360.73           | $12143820055.17            | 79.9200%                  | 88.0300%                   |
| 2026-01-12 | $10837573847.60           | $12074313472.60            | 78.9700%                  | 87.9900%                   |
| 2026-01-13 | $11022155532.56           | $12027947088.11            | 79.7300%                  | 87.0000%                   |
| 2026-01-14 | $10678645795.33           | $11926489281.44            | 77.8100%                  | 86.9000%                   |
| 2026-01-15 | $11039585822.04           | $11775481238.70            | 81.3400%                  | 86.7600%                   |
| 2026-01-16 | $10589905101.42           | $11860008240.31            | 77.5100%                  | 86.8100%                   |
| 2026-01-20 | $10831922168.70           | $11860077238.14            | 79.2800%                  | 86.8100%                   |
| 2026-01-21 | $11130592631.71           | $12226799631.71            | 79.3400%                  | 87.1500%                   |
| 2026-01-22 | $11205170089.03           | $11767410644.58            | 82.5700%                  | 86.7100%                   |
| 2026-01-23 | $10675786062.43           | $11751127284.65            | 78.7400%                  | 86.6700%                   |
| 2026-01-26 | $10851118943.08           | $11926493720.85            | 79.0000%                  | 86.8300%                   |
| 2026-01-27 | $10918772585.97           | $11751180919.31            | 80.5200%                  | 86.6600%                   |
| 2026-01-28 | $10671371263.17           | $11762813152.06            | 78.6300%                  | 86.6700%                   |
| 2026-01-29 | $11738116768.15           | $12216592212.60            | 83.6900%                  | 87.1000%                   |
| 2026-01-30 | $11018977387.67           | $12051521832.11            | 79.5000%                  | 86.9400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8700%             |
| 2026-01-05 | 3.8700%             |
| 2026-01-06 | 3.8600%             |
| 2026-01-07 | 3.8400%             |
| 2026-01-08 | 3.8200%             |
| 2026-01-09 | 3.7900%             |
| 2026-01-12 | 3.7900%             |
| 2026-01-13 | 3.7800%             |
| 2026-01-14 | 3.7800%             |
| 2026-01-15 | 3.7800%             |
| 2026-01-16 | 3.7900%             |
| 2026-01-20 | 3.7800%             |
| 2026-01-21 | 3.7800%             |
| 2026-01-22 | 3.7800%             |
| 2026-01-23 | 3.7800%             |
| 2026-01-26 | 3.7900%             |
| 2026-01-27 | 3.7900%             |
| 2026-01-28 | 3.8000%             |
| 2026-01-29 | 3.8100%             |
| 2026-01-30 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0004                      |
|  |  |
| 2026-01-06 | 1.0004                      |
|  |  |
| 2026-01-07 | 1.0004                      |
|  |  |
| 2026-01-08 | 1.0004                      |
|  |  |
| 2026-01-09 | 1.0003                      |
|  |  |
| 2026-01-12 | 1.0003                      |
|  |  |
| 2026-01-13 | 1.0004                      |
|  |  |
| 2026-01-14 | 1.0004                      |
|  |  |
| 2026-01-15 | 1.0004                      |
|  |  |
| 2026-01-16 | 1.0003                      |
|  |  |
| 2026-01-20 | 1.0003                      |
|  |  |
| 2026-01-21 | 1.0003                      |
|  |  |
| 2026-01-22 | 1.0003                      |
|  |  |
| 2026-01-23 | 1.0003                      |
|  |  |
| 2026-01-26 | 1.0003                      |
|  |  |
| 2026-01-27 | 1.0003                      |
|  |  |
| 2026-01-28 | 1.0003                      |
|  |  |
| 2026-01-29 | 1.0003                      |
|  |  |
| 2026-01-30 | 1.0003                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9162193655.66

- **Number of Shares Outstanding:** 9161783878.9657

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $57295304.69              | $26664498.96            |
| 2026-01-05 | $23825833.81              | $34199443.60            |
| 2026-01-06 | $36460581.39              | $87736047.73            |
| 2026-01-07 | $349488691.74             | $79028324.19            |
| 2026-01-08 | $131669614.53             | $180327322.45           |
| 2026-01-09 | $20689020.76              | $33611520.17            |
| 2026-01-12 | $21544731.93              | $27134853.56            |
| 2026-01-13 | $36333922.56              | $33872779.90            |
| 2026-01-14 | $23208964.64              | $32023754.44            |
| 2026-01-15 | $34918537.61              | $79524427.67            |
| 2026-01-16 | $23701690.02              | $30184557.02            |
| 2026-01-20 | $49391094.32              | $27982227.79            |
| 2026-01-21 | $31036722.80              | $41080085.69            |
| 2026-01-22 | $26807227.50              | $28747555.85            |
| 2026-01-23 | $28454836.04              | $67186886.48            |
| 2026-01-26 | $45556786.02              | $27419175.86            |
| 2026-01-27 | $26994594.30              | $34084908.43            |
| 2026-01-28 | $17851245.67              | $76249769.63            |
| 2026-01-29 | $15902810.39              | $20071831.49            |
| 2026-01-30 | $44976012.66              | $77558030.60            |

**Total Gross Subscriptions (Month):** $1046108223.38

**Total Gross Redemptions (Month):** $1044688001.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5500%           |
| 2026-01-05 | 3.5400%           |
| 2026-01-06 | 3.5300%           |
| 2026-01-07 | 3.5100%           |
| 2026-01-08 | 3.4900%           |
| 2026-01-09 | 3.4600%           |
| 2026-01-12 | 3.4600%           |
| 2026-01-13 | 3.4600%           |
| 2026-01-14 | 3.4600%           |
| 2026-01-15 | 3.4600%           |
| 2026-01-16 | 3.4600%           |
| 2026-01-20 | 3.4600%           |
| 2026-01-21 | 3.4500%           |
| 2026-01-22 | 3.4500%           |
| 2026-01-23 | 3.4600%           |
| 2026-01-26 | 3.4600%           |
| 2026-01-27 | 3.4700%           |
| 2026-01-28 | 3.4700%           |
| 2026-01-29 | 3.4800%           |
| 2026-01-30 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 27.0100%         | 18.9400%             |
| Non-financial corporation |  | 27.0100%         | 1.7600%              |
| Non-financial corporation |  | 27.0100%         | 1.6600%              |
| Broker-dealer             |  | 27.0100%         | 1.1900%              |
| Non-financial corporation |  | 27.0100%         | 0.8600%              |
| Non-financial corporation |  | 27.0100%         | 0.5900%              |
| Non-financial corporation |  | 27.0100%         | 0.5600%              |
| Non-financial corporation |  | 27.0100%         | 0.5500%              |
| Non-financial corporation |  | 27.0100%         | 0.2200%              |
| Non-financial corporation |  | 27.0100%         | 0.2000%              |
| Non-financial corporation |  | 27.0100%         | 0.1200%              |
| Non-financial corporation |  | 27.0100%         | 0.1000%              |
| Non-financial corporation |  | 27.0100%         | 0.0900%              |
| Non-financial corporation |  | 27.0100%         | 0.0400%              |
| Non-financial corporation |  | 27.0100%         | 0.0400%              |
| Non-financial corporation |  | 27.0100%         | 0.0300%              |
| Non-financial corporation |  | 27.0100%         | 0.0300%              |
| Non-financial corporation |  | 27.0100%         | 0.0200%              |
| Non-financial corporation |  | 27.0100%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4157551027.45

- **Number of Shares Outstanding:** 4157358691.2761

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0004          |
|  |  |
| 2026-01-06 | 1.0004          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0004          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0003          |
|  |  |
| 2026-01-20 | 1.0003          |
|  |  |
| 2026-01-21 | 1.0003          |
|  |  |
| 2026-01-22 | 1.0003          |
|  |  |
| 2026-01-23 | 1.0003          |
|  |  |
| 2026-01-26 | 1.0003          |
|  |  |
| 2026-01-27 | 1.0003          |
|  |  |
| 2026-01-28 | 1.0003          |
|  |  |
| 2026-01-29 | 1.0003          |
|  |  |
| 2026-01-30 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $217351724.49             | $200755241.82           |
| 2026-01-05 | $220251141.53             | $216983900.77           |
| 2026-01-06 | $329815724.20             | $223472976.37           |
| 2026-01-07 | $407621056.00             | $359228994.56           |
| 2026-01-08 | $243673947.07             | $361295113.60           |
| 2026-01-09 | $238264894.06             | $242603463.89           |
| 2026-01-12 | $317028904.15             | $205205683.42           |
| 2026-01-13 | $282874127.50             | $331943420.80           |
| 2026-01-14 | $347481785.27             | $293857435.25           |
| 2026-01-15 | $241936541.13             | $350129891.74           |
| 2026-01-16 | $193455075.53             | $256171138.82           |
| 2026-01-20 | $253340609.91             | $198207596.35           |
| 2026-01-21 | $716175626.13             | $263852417.71           |
| 2026-01-22 | $236410977.53             | $694963525.32           |
| 2026-01-23 | $210235662.56             | $187997891.39           |
| 2026-01-26 | $305266549.08             | $219462120.96           |
| 2026-01-27 | $217842391.64             | $315104128.73           |
| 2026-01-28 | $277582644.56             | $209506411.39           |
| 2026-01-29 | $258989979.39             | $299007599.10           |
| 2026-01-30 | $162791150.53             | $298791884.84           |

**Total Gross Subscriptions (Month):** $5678390512.26

**Total Gross Redemptions (Month):** $5728540836.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6600%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5800%           |
| 2026-01-12 | 3.5700%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5700%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5700%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5800%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.6000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 3.6700 20260202 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: 0609941B6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609941B6
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2049-05-01      | 6.3890%  | 0.0000% | $10718096.00       | $11213461.68       | Agency Mortgage-Backed Securities |
| FMAC          | 2045-12-01      | 3.5000%  | 0.0000% | $550000.00         | $58416.03          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 1.5000%  | 0.0000% | $5000000.00        | $2075988.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 3.0000%  | 0.0000% | $3406128.00        | $2476627.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 3.5000%  | 0.0000% | $1299182.00        | $1082528.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $167000.00         | $127642.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $375000.00         | $245695.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $20262900.00       | $14632262.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $2118470.00        | $1274286.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $8301056.00        | $5609469.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1003496.00        | $814241.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.8500%  | 0.0000% | $3784000.00        | $2843093.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1700000.00        | $1447042.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $46912064.00       | $14556115.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-01-01      | 4.0100%  | 0.0000% | $8400000.00        | $8324729.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $35167.00          | $25795.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $10469712.00       | $7741137.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1789000.00        | $467709.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $11000000.00       | $5323046.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $36102120.00       | $27066730.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $4253700.00        | $3137524.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 6.0000%  | 0.0000% | $2599999.00        | $60521.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $1001362.00        | $52447.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $649509.00         | $81696.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $10000000.00       | $4421370.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.0000%  | 0.0000% | $188000.00         | $171176.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-01-20      | 3.5000%  | 0.0000% | $44551168.00       | $2076400.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 5.0000%  | 0.0000% | $1000.00           | $384.98            | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-15      | 5.2400%  | 0.0000% | $62814.00          | $63390.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 4.9600%  | 0.0000% | $3795104.00        | $3819754.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-05-15      | 5.8000%  | 0.0000% | $3000.00           | $3183.12           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $68163.00          | $71142.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1028.24           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $7332207.00        | $7473576.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1921208.00        | $2015627.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-15      | 6.0000%  | 0.0000% | $1950082.00        | $1744755.94        | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260202 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: 0639923T6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639923T6
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2054-06-20      | 5.5000%  | 0.0000% | $123606186.00      | $99960000.52       | Agency Mortgage-Backed Securities |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.6700 20260202 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: 0639957F5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639957F5
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2052-07-20      | 4.5000%  | 0.0000% | $1373736.00        | $1284087.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $1410300.00        | $1286929.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 6.5000%  | 0.0000% | $59484306.00       | $62075780.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2446501.00        | $1288409.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $244318.00         | $246688.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $110821.00         | $118103.94         | Agency Mortgage-Backed Securities |

### Security 4: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260202 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: 1360982A7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360982A7
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2039-04-01      | 5.5000%  | 0.0000% | $1231.00           | $45.50             | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2055.00           | $1530.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $43997004.00       | $32153863.68       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $20850736.00       | $17841731.34       | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-02-01      | 6.5000%  | 0.0000% | $1452.00           | $45.56             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1006.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3166.00           | $2461.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $282382.00         | $299778.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 3.4520%  | 0.0000% | $2048000.00        | $1854654.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $2051.00           | $1789.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $34257126.00       | $14796505.01       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $1000.00           | $1020.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 4.1600%  | 0.0000% | $4110580.00        | $4129785.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1640047.00        | $967637.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $100563.00         | $69228.86          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2253750.00        | $1687256.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $33962721.00       | $28788539.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $11338306.00       | $10116835.92       | Agency Mortgage-Backed Securities  |
| USTR          | 2054-02-15      | 4.2500%  | 0.0000% | $35500.00          | $32680.07          | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $1093600.00        | $1006804.44        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.93            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.47             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.26             | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $500.00            | $437.45            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $7300.00           | $6937.42           | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $14400.00          | $14369.50          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $8817400.00        | $7919134.28        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $8109600.00        | $9055487.53        | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $18600.00          | $20769.47          | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $38300.00          | $39537.97          | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8177%  | 0.0000% | $4300.00           | $4346.61           | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $1694800.00        | $1786311.83        | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6600 20260206

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6600 20260206 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: 1729916Y2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729916Y2
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2030-10-01      | 3.5950%  | 0.0000% | $5820.00           | $5243.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 5.2000%  | 0.0000% | $258253.00         | $267434.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.8900%  | 0.0000% | $13709570.00       | $13639166.03       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 4.5100%  | 0.0000% | $1000.00           | $1021.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.9400%  | 0.0000% | $5362287.00        | $5346483.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.8200%  | 0.0000% | $114277590.00      | $113340653.41      | Agency Mortgage-Backed Securities |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260202 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: 1729916Z9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729916Z9
- **C.18 - Value (incl. sponsor support):** $586000000.00
- **C.18.a - Value (excl. sponsor support):** $586000000.00
- **C.19 - Percentage of Net Assets:** 4.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2050-01-20      | 3.5000%  | 0.0000% | $72065789.00       | $9213705.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $9804693.00        | $8198322.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $6985245.00        | $7556705.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $9880602.00        | $7706445.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $9804636.00        | $9512958.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $3656483.00        | $3808351.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $7312053.00        | $7592045.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $9148340.00        | $9129083.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $7893063.00        | $8406978.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $7029637.00        | $7294661.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $8957866.00        | $9313089.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $7236570.00        | $7597856.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $9151685.00        | $9300164.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $9384749.00        | $9285514.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $7099080.00        | $7425657.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $7476285.00        | $7899593.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.5000%  | 0.0000% | $8622642.00        | $9430569.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $8395606.00        | $8935606.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $6633807.00        | $7256314.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $7969671.00        | $8433644.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $7487789.00        | $7654326.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $6682332.00        | $6986744.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $7769744.00        | $8122599.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $8799252.00        | $9202753.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $7832413.00        | $8097798.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $7999216.00        | $8536038.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $8253646.00        | $8800161.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $8179221.00        | $8675144.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $7534368.00        | $7992700.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $9134710.00        | $9109209.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $8511972.00        | $8845237.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $7764243.00        | $8130653.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $7259133.00        | $7300192.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7190314.00        | $7462872.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $9106287.00        | $9452838.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $7069647.00        | $7257576.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $7785891.00        | $7992859.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $7112491.00        | $7677642.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $7832275.00        | $8029818.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $8664316.00        | $9062975.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $7428485.00        | $7617323.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $6863388.00        | $7116457.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $997951.00         | $1067161.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $6911456.00        | $7332864.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $9454959.00        | $9520394.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7968708.00        | $8270772.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $6733172.00        | $6988401.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $9411958.00        | $9474206.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $8194385.00        | $8835658.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $7866984.00        | $7926739.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $7658981.00        | $8308682.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $8545332.00        | $8762518.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $6777716.00        | $7028221.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $6890289.00        | $7168791.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $8411921.00        | $8635531.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $8767735.00        | $9055470.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $9246774.00        | $9329225.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7636278.00        | $8024180.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7465930.00        | $7831628.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $8770749.00        | $9180477.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7286085.00        | $7804652.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $7548120.00        | $7959789.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $8556941.00        | $8910617.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $7366192.00        | $7424016.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $8804394.00        | $8994604.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $9137311.00        | $8968232.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $7000000.00        | $7029406.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $6840289.00        | $7003270.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $8000000.00        | $8347272.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $7333784.00        | $7945107.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $7377243.00        | $7739813.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $9196727.00        | $9525263.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $7089322.00        | $7431354.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $27024673.00       | $7474477.30        | Agency Mortgage-Backed Securities |

### Security 7: CITIGROUP GLBL MKT INC TREASURY REPO 3.5000 20260202

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.5000 20260202 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729958C9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729958C9
- **C.18 - Value (incl. sponsor support):** $2800000.00
- **C.18.a - Value (excl. sponsor support):** $2800000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.30             | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $1200.00           | $1109.18           | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $55600.00          | $55222.34          | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $2784500.00        | $2799633.16        | U.S. Treasuries (including strips) |

### Security 8: CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260202 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: 2258981F2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258981F2
- **C.18 - Value (incl. sponsor support):** $185580000.00
- **C.18.a - Value (excl. sponsor support):** $185580000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2438984.00        | $2460155.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 2.0200%  | 0.0000% | $15000000.00       | $13849413.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.1960%  | 0.0000% | $17505024.00       | $3879605.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 4.3400%  | 0.0000% | $6300000.00        | $6332225.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 4.4050%  | 0.0000% | $11751000.00       | $11703860.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-02-01      | 4.7800%  | 0.0000% | $6988800.00        | $7177885.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.7700%  | 0.0000% | $12590000.00       | $12947209.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 4.6500%  | 0.0000% | $13624000.00       | $13964379.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.5000%  | 0.0000% | $64997.00          | $65344.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.7390%  | 0.0000% | $11547696.00       | $8948438.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1790738.00        | $1555243.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $11636384.00       | $11268681.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $3324952.00        | $3328408.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2492392.00        | $2561155.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $2102760.00        | $2077856.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 4.5000%  | 0.0000% | $5513864.00        | $5443929.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $2907000.00        | $2995567.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $2865870.00        | $2968936.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $2163528.00        | $2229153.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $40281856.00       | $30883174.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $260096.00         | $131846.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-15      | 5.8500%  | 0.0000% | $2217812.00        | $2280209.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-15      | 5.8500%  | 0.0000% | $6255000.00        | $6430981.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1136.00           | $811.41            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $2688068.00        | $2783500.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $2807284.00        | $2847026.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.4600%  | 0.0000% | $6831300.00        | $7077761.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $5017888.00        | $5235835.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $6020416.00        | $6073171.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $6269264.00        | $6605648.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3047899.00        | $3184183.10        | Agency Mortgage-Backed Securities |

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52009054.61
- **C.18.a - Value (excl. sponsor support):** $52009054.61
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.820000%
- **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):** $20010834.80
- **C.18.a - Value (excl. sponsor support):** $20010834.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $140007827.05
- **C.18.a - Value (excl. sponsor support):** $140007827.05
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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 3.820000%
- **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):** $35018327.99
- **C.18.a - Value (excl. sponsor support):** $35018327.99
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **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):** $50012724.32
- **C.18.a - Value (excl. sponsor support):** $50012724.32
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **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):** $75036559.74
- **C.18.a - Value (excl. sponsor support):** $75036559.74
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **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):** $30034867.37
- **C.18.a - Value (excl. sponsor support):** $30034867.37
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **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):** $30011518.33
- **C.18.a - Value (excl. sponsor support):** $30011518.33
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **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):** $30016369.70
- **C.18.a - Value (excl. sponsor support):** $30016369.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.825000%
- **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):** $30006606.98
- **C.18.a - Value (excl. sponsor support):** $30006606.98
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.825000%
- **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):** $75027146.49
- **C.18.a - Value (excl. sponsor support):** $75027146.49
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 20: 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):** $74923839.62
- **C.18.a - Value (excl. sponsor support):** $74923839.62
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 21: 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: 313313SX7, C.4 - ISIN: US313313SX75, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19977079.63
- **C.18.a - Value (excl. sponsor support):** $19977079.63
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $19645731.27
- **C.18.a - Value (excl. sponsor support):** $19645731.27
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199509578.58
- **C.18.a - Value (excl. sponsor support):** $199509578.58
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: 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):** $147502716.69
- **C.18.a - Value (excl. sponsor support):** $147502716.69
- **C.19 - Percentage of Net Assets:** 1.1100%
- **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 25: 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):** $8749469.91
- **C.18.a - Value (excl. sponsor support):** $8749469.91
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 26: 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: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30023005.88
- **C.18.a - Value (excl. sponsor support):** $30023005.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 27: 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: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15011242.41
- **C.18.a - Value (excl. sponsor support):** $15011242.41
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 28: 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: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $13011541.11
- **C.18.a - Value (excl. sponsor support):** $13011541.11
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25020574.07
- **C.18.a - Value (excl. sponsor support):** $25020574.07
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75035921.57
- **C.18.a - Value (excl. sponsor support):** $75035921.57
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **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):** $15011787.73
- **C.18.a - Value (excl. sponsor support):** $15011787.73
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 32: 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):** $49006630.13
- **C.18.a - Value (excl. sponsor support):** $49006630.13
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $18617989.19
- **C.18.a - Value (excl. sponsor support):** $18617989.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 34: 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: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20017983.00
- **C.18.a - Value (excl. sponsor support):** $20017983.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 35: 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: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20003511.22
- **C.18.a - Value (excl. sponsor support):** $20003511.22
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 36: 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: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50022077.51
- **C.18.a - Value (excl. sponsor support):** $50022077.51
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30013555.57
- **C.18.a - Value (excl. sponsor support):** $30013555.57
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 38: 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: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20018264.35
- **C.18.a - Value (excl. sponsor support):** $20018264.35
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35024981.13
- **C.18.a - Value (excl. sponsor support):** $35024981.13
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 40: 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: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20018184.85
- **C.18.a - Value (excl. sponsor support):** $20018184.85
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **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):** $30024819.21
- **C.18.a - Value (excl. sponsor support):** $30024819.21
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75043707.46
- **C.18.a - Value (excl. sponsor support):** $75043707.46
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90052139.23
- **C.18.a - Value (excl. sponsor support):** $90052139.23
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: 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: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30026753.99
- **C.18.a - Value (excl. sponsor support):** $30026753.99
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.812693%
- **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):** $30125032.35
- **C.18.a - Value (excl. sponsor support):** $30125032.35
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.777693%
- **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):** $50180075.11
- **C.18.a - Value (excl. sponsor support):** $50180075.11
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.790000%
- **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):** $14016747.89
- **C.18.a - Value (excl. sponsor support):** $14016747.89
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 48: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.790000%
- **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):** $35066993.01
- **C.18.a - Value (excl. sponsor support):** $35066993.01
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 49: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.730000%
- **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):** $75042910.92
- **C.18.a - Value (excl. sponsor support):** $75042910.92
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 50: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $22017187.40
- **C.18.a - Value (excl. sponsor support):** $22017187.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 51: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $47033152.60
- **C.18.a - Value (excl. sponsor support):** $47033152.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $10005232.20
- **C.18.a - Value (excl. sponsor support):** $10005232.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 53: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260202 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: 3379855F8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379855F8
- **C.18 - Value (incl. sponsor support):** $2605000000.00
- **C.18.a - Value (excl. sponsor support):** $2605000000.00
- **C.19 - Percentage of Net Assets:** 19.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $181.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $743.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $196.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2092668.00        | $799992.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1001.00           | $39.54             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $34307990.00       | $4693276.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $599998.00         | $114082.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1080.00           | $90.03             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $24544.00          | $2472.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $2144.00           | $286.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $20379393.00       | $1737152.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3077.00           | $547.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $245.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $4123.00           | $743.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $13609171.00       | $2998539.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9769365.00        | $2136124.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $21605984.00       | $4231800.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $226.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $4231.00           | $289.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $785440.00         | $663528.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1707.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1777858.00        | $1621326.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $7003.00           | $7064.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $40518.00          | $57.61             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $1026.00           | $17.83             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $66867.00          | $2684.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $3699.00           | $128.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $71238.00          | $918.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1567.00           | $97.87             | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0500%  | 0.0000% | $1168.00           | $35.12             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $36762.00          | $411.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $19550.00          | $54.52             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $14968408.00       | $402739.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-07-01      | 4.5000%  | 0.0000% | $2809.00           | $39.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $1049.00           | $10.59             | Agency Mortgage-Backed Securities |
| FMAC          | 2029-04-01      | 5.0000%  | 0.0000% | $9350.00           | $87.20             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $9008.00           | $77.23             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $1017.00           | $8.21              | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $6643.00           | $74.61             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $4172.00           | $647.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-03-01      | 7.0000%  | 0.0000% | $1001.00           | $38.66             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1001.00           | $91.45             | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 5.5000%  | 0.0000% | $6404.00           | $480.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $1999039.00        | $221227.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 3.5000%  | 0.0000% | $10770.00          | $648.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $5269.00           | $389.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $1023.00           | $3.86              | Agency Mortgage-Backed Securities |
| FMAC          | 2032-03-01      | 3.5000%  | 0.0000% | $14221.00          | $677.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.32              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $2048.00           | $11.52             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $11518.00          | $35.41             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 6.5000%  | 0.0000% | $2380.00           | $143.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $103.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1149000.00        | $168511.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $275.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $214.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $233.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $326.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $21257632.00       | $4266237.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $270.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1416222.00        | $327797.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $188800.00         | $81753.53          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 6.0000%  | 0.0000% | $315299.00         | $122160.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $201.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $133648727.00      | $12054453.88       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $82.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $253.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $23302157.00       | $5806403.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $304.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $14105876.00       | $2668624.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $228.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $3397456.00        | $1141729.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $9636824.00        | $2135087.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1556300.00        | $562107.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2470379.00        | $468787.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 3.5000%  | 0.0000% | $2334000.00        | $373196.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $44777886.00       | $4251747.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $247.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 5.5000%  | 0.0000% | $1008.00           | $6.37              | Agency Mortgage-Backed Securities |
| FMAC          | 2031-06-01      | 2.5000%  | 0.0000% | $2000.00           | $220.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $24919522.00       | $5735918.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $4176816.00        | $3031974.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-01      | 3.0000%  | 0.0000% | $497000.00         | $141609.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $115278.00         | $96998.33          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 2.5000%  | 0.0000% | $1770521.00        | $438424.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $4491095.00        | $2171513.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $444.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.5000%  | 0.0000% | $848000.00         | $601231.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1970778.00        | $1501277.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $555713.00         | $454256.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $857.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $692.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $730.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $96000.00          | $81043.59          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $62833.00          | $54232.72          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $6802616.00        | $5353071.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $2851776.00        | $2517115.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $1111246.00        | $837154.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $4279382.00        | $3780979.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2979329.00        | $1993971.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.0000%  | 0.0000% | $1016864.00        | $754859.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1720.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $91000.00          | $77361.21          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $295418.00         | $272033.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $4486267.00        | $3771138.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $8867856.00        | $8531981.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1152126.00        | $1104944.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $12315.00          | $11272.84          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $954.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3852.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74088576.00       | $69121927.65       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1745.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $771.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1071.00           | $1003.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $76620309.00       | $72306988.47       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $506193.00         | $375784.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $4058.00           | $2684.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $3622008.00        | $2762107.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $821.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $12036377.00       | $9781924.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $695.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $70742781.00       | $50141857.19       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $795305.00         | $668972.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $7094000.00        | $5969960.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $875000.00         | $789369.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $7198000.00        | $5541490.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $743.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $755.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 3.0000%  | 0.0000% | $2149000.00        | $1612580.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $241.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $96.50             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $3000.00           | $297.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $2000.00           | $177.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $105.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $97.20             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $15878483.00       | $1948955.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $104.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $4004.00           | $772.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $125.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $240.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $4000.00           | $481.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $2025.00           | $446.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $2000.00           | $97.87             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $141.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $253.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $516.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $337.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 4.0000%  | 0.0000% | $3000.00           | $592.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $83.75             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $168.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $483.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $806.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $11461648.00       | $2754367.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $72.36             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1016.00           | $137.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $120.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $1904515.00        | $248629.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $4672707.00        | $516635.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1027.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $118.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $164.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $487.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $1052.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $677.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1012206.00        | $214335.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $3001.00           | $481.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $27542400.00       | $5803812.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $298.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $147.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $322.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $578.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $241.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $429.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $4001.00           | $385.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $9008.00           | $2382.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1752310.00        | $617672.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $314.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $652662.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $369.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $745.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $14163087.00       | $4935816.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $390.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $264.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $251.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $279.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $538.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $255.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $326.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $315.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $453.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1001.00           | $190.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $399.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $382.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $377.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1029.00           | $218.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $314.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $271.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $225.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $270.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1024.00           | $187.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $239.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $340.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $6002.00           | $1944.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $441039.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $2065299.00        | $314628.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $285.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $2000.00           | $793.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $2000.00           | $319.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $282.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $337.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $102.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $331.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $264.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.15             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $126.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $246.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $595.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2184396.00        | $627914.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $699.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1016.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $394.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $286.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1499450.00        | $676166.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $300.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $235.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $288.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $166.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5402186.00        | $2360313.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $354.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $231.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $280.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $340.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $719.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $869175.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $185.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $322.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $270.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $295.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1005.00           | $363.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $6861497.00        | $1811797.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $2005.00           | $713.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $317.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $383.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $646.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $757.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $93.90             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $415.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $134.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $5005.00           | $2275.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $401.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $325450.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $224.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1577866.00        | $721465.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $159000.00         | $72444.03          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $5058087.00        | $2533422.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $2075.00           | $1061.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $1145000.00        | $609731.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $658.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $619.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1261643.00        | $756188.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $586.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $4214.00           | $2761.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $680.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $12751.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $256000.00         | $180967.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1029916.00        | $852347.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4774.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2780288.00        | $2166589.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $829.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $773.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $632.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $959.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1068923.00        | $891577.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $726.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3574.00           | $2252.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1047331.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $532897.00         | $456302.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $264944.00         | $166765.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $614.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $20486.00          | $14601.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1311.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1434636.00        | $868062.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1006.00           | $737.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $8022.00           | $4705.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $584.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1560.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1157478.00        | $1113851.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3737.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $764.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1547.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2531.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1722.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $831.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1144.33           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5441.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1002.00           | $730.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1768784.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $651.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $830.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $697.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1512.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $752.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $3008.00           | $2144.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $699.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1131616.00        | $879373.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $763.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $4001.00           | $2656.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $748.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6070.00           | $3248.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1297309.00        | $1044243.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3761098.00        | $2152733.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1231.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $591.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2035.00           | $1576.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6025118.00        | $4483645.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $677.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $829.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $779.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $4407600.00        | $3364690.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $545.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3001.00           | $2174.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $468.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1158119.00        | $798370.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $4008.00           | $1590.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $4032.00           | $3172.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $913990.00         | $799237.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4426749.00        | $2303050.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $762.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $684.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $505.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1048.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1218273.00        | $1041210.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1001.00           | $671.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $2488194.00        | $1684650.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2004.00           | $1230.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $99000.00          | $52690.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $15127560.00       | $12164856.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1962.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4696.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $3131434.00        | $2335853.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $3049.00           | $2793.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $679.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $705.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $821.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $565.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1366.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $544.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $822.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7747.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $857.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $876.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1245.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $774.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1370.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $7007.00           | $5135.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $293.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $791.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5892768.00        | $4754727.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $81560.00          | $65180.29          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1294342.00        | $971142.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $891.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1029.00           | $763.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1334.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $9000.00           | $7425.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1407.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1497.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1025.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3968.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $812.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1060302.00        | $814929.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $734.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5368300.00        | $5337358.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $703.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $4067.00           | $3992.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $1887.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $628.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $124231.00         | $104805.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $701.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1001.00           | $750.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2067.11           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $753.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $7016450.00        | $5133472.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $669.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $601059.00         | $510487.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1478.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $895205.00         | $851469.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2508.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $853.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $5217879.00        | $5151395.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $896.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1391.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3728.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $951.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $289000.00         | $110450.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 2.0000%  | 0.0000% | $816366.00         | $323106.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $435.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $511.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $1050000.00        | $638385.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $369.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.0000%  | 0.0000% | $248000.00         | $147953.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $5255684.00        | $3275077.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $260998.00         | $184231.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $623.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $2417184.00        | $1748770.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $38000.00          | $27455.07          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $729.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $38000.00          | $26677.98          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $7367775.00        | $4796479.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $467048.00         | $356082.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $21000.00          | $16550.19          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1655.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $30000.00          | $25779.70          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $856.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2109.00           | $1710.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1735.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1590.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2070.00           | $1650.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $85512801.00       | $63980188.59       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3039.00           | $2454.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $630.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $157113.00         | $118229.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $4096.00           | $3868.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1690.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $2638004.00        | $2392626.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $745547.00         | $581726.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $806.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2439933.00        | $1985341.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $795.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $12000.00          | $6851.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2043-09-01      | 5.5000%  | 0.0000% | $5727262.00        | $3523138.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $8543900.00        | $4735035.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2031-05-01      | 2.0000%  | 0.0000% | $365000.00         | $125144.79         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 5.0000%  | 0.0000% | $317669.00         | $150624.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-05-01      | 5.0000%  | 0.0000% | $563469.00         | $267325.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 5.0000%  | 0.0000% | $1161000.00        | $674471.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 5.0000%  | 0.0000% | $389771.00         | $256487.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 4.0000%  | 0.0000% | $65000.00          | $53807.74          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $246000.00         | $29810.48          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $1002.00           | $200.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $888.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-06-01      | 3.5000%  | 0.0000% | $373644.00         | $111003.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-03-01      | 3.0000%  | 0.0000% | $507000.00         | $46078.02          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $1291448.00        | $1168526.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $891.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1116246.00        | $862425.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2072.00           | $2019.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $4003.00           | $3336.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $938.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1033.00           | $948.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1808.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $10017.00          | $9177.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1639.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $853779.00         | $823681.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $1034.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $835.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $5565288.00        | $4781003.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $3005.00           | $1756.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $3001.00           | $764.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1464.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $12156757.00       | $81473.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $2047.00           | $12.80             | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $23781029.00       | $51472.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 5.0000%  | 0.0000% | $28582894.00       | $175800.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $1026.00           | $1.48              | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1825350.00        | $198512.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $4003.00           | $630.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $5249961.00        | $2145.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $147661.00         | $160.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1236284.00        | $50243.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $6000.00           | $359.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $317210.00         | $20149.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $1298000.00        | $113474.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $788001.00         | $48140.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $1795000.00        | $58899.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $41551281.00       | $485208.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $968558.00         | $129299.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1992.00           | $73.33             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $304.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.8750%  | 0.0000% | $322689.00         | $150331.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $16387.00          | $1449.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $3215054.00        | $74566.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $49380.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $29999500.00       | $2343226.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $113.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $1983366.00        | $27863.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2048.00           | $145.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1447.00           | $106.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $63382479.00       | $4843598.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $23.52             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2000.00           | $155.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1155.00           | $159.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $69.67             | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $13298.00          | $651.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $5200.00           | $838.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $8042070.00        | $79052.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $112.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $2028.00           | $349.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1944.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.0000%  | 0.0000% | $3085713.00        | $67591.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $12065260.00       | $2058454.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $2007.00           | $148.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $400000.00         | $47613.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1021.00           | $182.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-09-01      | 4.0000%  | 0.0000% | $540059.00         | $30999.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $12000.00          | $908.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $2819.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $1197003.00        | $163042.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $187.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $203.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $341.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $5000.00           | $991.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $3072.00           | $521.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $237.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $4000.00           | $725.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $12288.00          | $1917.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $197.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $105.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.0000%  | 0.0000% | $1000.00           | $77.83             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1423.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2016.00           | $234.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $3037.00           | $361.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2077.00           | $276.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $8399.00           | $611.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $160.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $2000.00           | $252.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $205.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $5123.00           | $461.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $3001.00           | $404.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $96.43             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $1008.00           | $151.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $3000.00           | $305.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $294.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $257.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $199000.00         | $21935.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $3003.00           | $331.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $2006.00           | $187.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $4000.00           | $202.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1030.00           | $117.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $5326888.00        | $345419.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $252.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $12456464.00       | $1337574.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $66166656.00       | $9271453.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $2096699.00        | $442902.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $596.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3004.00           | $714.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $214000.00         | $38585.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1120.00           | $130.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $2001.00           | $234.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $9961616.00        | $1640301.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2674.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2439.00           | $592.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $198000.00         | $66327.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $9001.00           | $1543.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $3001.00           | $509.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1213748.00        | $162569.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $479913.00         | $81575.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $4032.00           | $378.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2016.00           | $184.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $5117023.00        | $1163137.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $2079.00           | $387.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $660000.00         | $126805.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1257.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $5123.00           | $1021.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $165.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $484969.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $7147.00           | $873.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $4145.00           | $558.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $532537.00         | $62504.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $95.99             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $2140000.00        | $138885.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $17071660.00       | $2970357.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $10005.00          | $688.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $75911424.00       | $16201999.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5120.00           | $1018.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $28883110.00       | $2084247.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $7169.00           | $673.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $130.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $63580166.00       | $8956348.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $348.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $225.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1280.00           | $77.24             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $35919.00          | $3303.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $165.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $5120.00           | $571.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4327135.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $3072.00           | $217.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $73057000.00       | $5003928.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $124.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $2888.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $133.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $9140.00           | $2034.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $2049.00           | $568.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $3072.00           | $338.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $2750000.00        | $586045.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1065.00           | $147.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $461.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $51477200.00       | $7203232.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $9980666.00        | $1488172.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $619029.00         | $123753.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $235.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $670000.00         | $97046.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $7745622.00        | $2013771.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $172.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $3072.00           | $920.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 3.0000%  | 0.0000% | $395572.00         | $43097.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $420.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $11680688.00       | $2331047.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $299.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $617716.00         | $129843.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $548000.00         | $47024.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 3.5000%  | 0.0000% | $240000.00         | $32655.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $9192576.00        | $2151563.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $423.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $138.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 3.5000%  | 0.0000% | $975000.00         | $110825.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $239.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $1001.00           | $175.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $4024.00           | $894.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $10374.00          | $1878.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $12396032.00       | $2253192.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $346.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $325000.00         | $38491.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $367.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $3001.00           | $339.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $42172670.00       | $5059397.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $194.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $29545155.00       | $4879272.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1285976.00        | $169845.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2973664.00        | $506952.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $249.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1002.00           | $149.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $4007.00           | $470.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $293066.00         | $53826.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $7002.00           | $727.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $7805288.00        | $1799916.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1124549.00        | $133258.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $2003.00           | $180.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $111.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $209000.00         | $34992.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1008.00           | $160.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $3678289.00        | $392565.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $261.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1002.00           | $46.24             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $296666.00         | $44070.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 2.5000%  | 0.0000% | $1734733.00        | $158381.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $3002.00           | $720.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $4003.00           | $542.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $1250795.00        | $114470.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1278000.00        | $65281.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $3000.00           | $340.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $411.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $21567532.00       | $262717.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $8073.00           | $1108.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1552144.00        | $75437.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1159402.00        | $24052.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1197684.00        | $99725.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $106.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $6272.00           | $589.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $180.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1444005.00        | $105973.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $159.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $54629055.00       | $5046587.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2000.00           | $116.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $322.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 3.5000%  | 0.0000% | $1046858.00        | $107577.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $219.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $140.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $10959760.00       | $2305577.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2002.00           | $539.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $3000.00           | $573.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $3275000.00        | $628627.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $218.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2007.00           | $307.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $219.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $1245000.00        | $63198.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2446000.00        | $608182.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $10000000.00       | $147684.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $3417829.00        | $27848.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $9523218.00        | $99356.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $1681.00           | $11.55             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $3095.00           | $17.04             | 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       | $106585.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $1020.00           | $29.17             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $3375.00           | $36.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.0000%  | 0.0000% | $12753216.00       | $555722.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2057.00           | $13.21             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $42158.00          | $503.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $12166.00          | $128.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3289.00           | $21.32             | 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           | $20.29             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $8331.00           | $33.13             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48578627.00       | $95616.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $103774539.00      | $239240.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $10645.00          | $93.31             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $6.99              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $4107.00           | $23.74             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $3000.00           | $11.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $75134.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5498.00           | $51.55             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $3000.00           | $27.63             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2062.00           | $27.91             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1027.00           | $10.12             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2046.00           | $3.82              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3276.00           | $11.18             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2049.00           | $22.70             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2155.00           | $5.19              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58276439.00       | $66121.36          | 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           | $22.14             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3848.00           | $23.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6173.00           | $71.77             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $33222.00          | $174.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1075.00           | $6.67              | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1372881.00        | $800495.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $6000.00           | $4471.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $388949.00         | $307765.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $231380.00         | $130198.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $1457.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $3783.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $743.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1549.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $2047942.00        | $1628364.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1400000.00        | $718453.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $5286840.00        | $2056638.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1011886.00        | $1019722.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $3002.00           | $2781.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1814520.00        | $830393.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $2325920.00        | $373078.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6000.00           | $3500.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $10000.00          | $6201.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $883.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $893.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $410615.00         | $432562.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $99389.00          | $83735.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $388779.00         | $240608.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $64777.00          | $52990.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2685.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2001.00           | $1414.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $3060261.00        | $3222397.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1122272.00        | $1054157.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1213908.00        | $430574.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $969.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $1899150.00        | $293220.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1062410.00        | $801409.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $300612.00         | $234626.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $2304200.00        | $1486067.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1025.00           | $764.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1276493.00        | $1148690.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2224038.00        | $2280370.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $2842807.00        | $3005723.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3093.00           | $2993.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1170412.00        | $817569.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $472192.00         | $486965.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2106.00           | $1985.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 8.0000%  | 0.0000% | $379062.00         | $400150.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $6000.00           | $6268.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $89799.00          | $82660.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1474912.00        | $1342585.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $2123099.00        | $1842748.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $5552900.00        | $4640211.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $60000.00          | $55660.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $811844.00         | $626845.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1675842.00        | $1320761.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $981.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $688214.00         | $740623.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2698511.00        | $2622261.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $913.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $2049853.00        | $1246153.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $427423.00         | $295732.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1235700.00        | $1229900.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1281269.00        | $1084461.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1052750.00        | $1102683.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $2157696.00        | $2034611.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $520932.00         | $444406.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $174054.00         | $163595.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2321160.00        | $2065926.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1052314.00        | $547094.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2890303.00        | $2928211.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1382603.00        | $1059333.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $821025.00         | $466275.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $910899.00         | $739493.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.5000%  | 0.0000% | $1369068.00        | $558729.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $3081.00           | $2523.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2069.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1019.00           | $973.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1054.00           | $894.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2398.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1725.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1238893.00        | $1099109.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $412652.00         | $410788.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1441982.00        | $887732.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1486.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3153500.00        | $3060917.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $936.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2005.00           | $1786.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1631.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1722.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1097000.00        | $1083266.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2001472.00        | $1278868.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $711976.00         | $259162.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1785757.00        | $1838763.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $7000.00           | $7342.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1027689.00        | $797894.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $9876634.00        | $5142701.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1023.00           | $849.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1042.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $891.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1040.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2471953.00        | $2314658.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1071397.00        | $951432.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $6000.00           | $6175.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2791216.00        | $1010655.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1308133.00        | $1334506.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $1415355.00        | $1505663.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 4.5000%  | 0.0000% | $1246986.00        | $754250.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $641.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $839.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $3499.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $876.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $309000.00         | $268871.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $970.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $915.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1342252.00        | $1185773.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $1566160.00        | $1233030.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2358814.00        | $2384591.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1628633.00        | $1475233.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1386.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4520152.00        | $4382238.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2841603.00        | $2780725.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1002.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $7052.00           | $5731.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2828762.00        | $1869376.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2004.00           | $1805.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5199.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1291800.00        | $1072764.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2034970.00        | $1958869.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $855.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4078.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7006.00           | $6629.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $949.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $15692833.00       | $14871210.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $854.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1200616.00        | $1165588.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1013029.00        | $922404.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1986.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $3182104.00        | $3001347.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $837.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $8482682.00        | $7827581.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1011781.00        | $1028396.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $355529.00         | $267295.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $24428761.00       | $21045813.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3028.00           | $2765.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $526501.00         | $548948.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $747.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $7477055.00        | $5351775.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2094022.00        | $2048568.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $749.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1832.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $27163.00          | $26956.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3057.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2313276.00        | $2336726.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2287932.00        | $1968133.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $6014.00           | $6139.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2379521.00        | $2459245.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1065774.00        | $936494.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $7262770.00        | $3856059.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2783602.00        | $2868486.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3108.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4984.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1079.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1091368.00        | $1086295.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $837.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $8000.00           | $8053.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $899.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2043.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1323390.00        | $1326361.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1396732.00        | $1279106.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1002.00           | $990.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1004114.00        | $1063207.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1037029.00        | $1040875.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $9118047.00        | $4714916.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2206748.00        | $1965077.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1759200.00        | $649962.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1087402.00        | $1133762.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1404008.00        | $1447697.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $171176.00         | $173077.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1197750.00        | $1239132.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3442.00           | $3563.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $883.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1081800.00        | $1132209.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1074250.00        | $1093689.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1544384.00        | $712236.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $7339568.00        | $7427040.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $932.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1104411.00        | $1133008.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5000.00           | $4143.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $605.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $680.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3002.00           | $1763.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2001.00           | $2154.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2049.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1866.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $921.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $24598.00          | $25154.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1620577.00        | $1567518.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2213856.00        | $2303334.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2803.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1129500.00        | $1177925.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $94459.00          | $98284.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1230556.00        | $873988.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $9000.00           | $9014.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2790732.00        | $2285559.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1002.00           | $1038.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2324870.00        | $1912241.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $983807.00         | $990809.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $16495.00          | $15901.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1571139.00        | $1616359.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1093.00           | $1109.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $8000.00           | $7937.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $4334056.00        | $4146557.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2286607.00        | $2285897.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2691820.00        | $2745788.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2400427.00        | $2518223.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1705770.00        | $1596474.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $24066.00          | $25023.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2103265.00        | $2207937.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $24122.00          | $21784.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1569958.00        | $1637486.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2010.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1616595.00        | $1675974.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1003.00           | $1042.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2042.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $25560.00          | $26188.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3983128.00        | $4091150.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $3149404.00        | $3071154.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $109351.00         | $113466.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $86951.00          | $88366.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4618.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $3384650.00        | $3490102.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1184626.00        | $1225796.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1135100.00        | $1191798.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1001.00           | $999.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1509738.00        | $1541504.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1348017.00        | $1123930.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1040800.00        | $1101012.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2073.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1156278.00        | $1185694.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1239836.00        | $1296542.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1333200.00        | $1354257.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3946618.00        | $4028550.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $979.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $4359896.00        | $4429927.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4660592.00        | $4344601.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $5107720.00        | $5199963.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2077.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1357694.00        | $1397572.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $3019307.00        | $3109321.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3035324.00        | $3097953.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $983.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $6980.00           | $7154.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1008.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1168000.00        | $1188644.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1392932.00        | $1398819.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1016.00           | $1036.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1077481.00        | $1148169.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1071050.00        | $1102045.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $6000.00           | $6284.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1212828.00        | $1220569.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $806532.00         | $828447.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1350222.00        | $1410346.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2001.00           | $2042.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1003.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1250202.00        | $1231022.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $834028.00         | $869049.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $1019.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1264000.00        | $1269359.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $7972360.00        | $7964909.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1541525.00        | $1555930.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1217119.00        | $1279478.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2992449.00        | $2989553.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1005.00           | $1034.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $2109099.00        | $2192593.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1156328.00        | $1188468.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2150364.00        | $2177479.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1923.00           | $1976.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1035.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $3492472.00        | $578422.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $998000.00         | $51151.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $3025.00           | $312.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $491644.00         | $72213.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $2135338.00        | $111578.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $440.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $125.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3328.00           | $464.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $119.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1104.00           | $197.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $332.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $245.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $669030.00         | $73636.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $109.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2518784.00        | $918173.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $284.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1096000.00        | $265239.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $6000.00           | $476.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $1102726.00        | $136399.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1007.00           | $237.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $452.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $12644880.00       | $1823929.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1214550.00        | $128782.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $300.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $11505.00          | $2387.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $204.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $351796.00         | $97376.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1176.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $219.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $396.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $3922.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1967.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $226.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $3135190.00        | $792370.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $500.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1956.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2422.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $846000.00         | $84046.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $213.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $235.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $306.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $314.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $7006.00           | $1284.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $174000.00         | $27863.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $1016.00           | $255.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $186.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $505905.00         | $101437.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $59176.00          | $17708.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $740000.00         | $139266.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $480.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $476.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $665000.00         | $162866.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $234.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1821.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $811.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 3.0000%  | 0.0000% | $293891.00         | $74209.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 4.0000%  | 0.0000% | $120000.00         | $46761.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $2000.00           | $727.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $426.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1107.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $841.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $237999.00         | $41495.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $6008.00           | $1156.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $439.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2050.00           | $308.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $259.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $337.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $2058.00           | $607.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $285.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1657.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $203.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $706.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $4396.00           | $632.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $293.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $798.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $513.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $1998.00           | $431.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $826.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $68727682.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $4668475.00        | $1094159.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $165000.00         | $42703.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $961000.00         | $135431.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $1003.00           | $322.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $482.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $8448.00           | $1361.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2116.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $513.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $502582.00         | $94807.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 3.0000%  | 0.0000% | $202000.00         | $81406.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $496000.00         | $43443.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $166255.00         | $32558.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $11787200.00       | $4646517.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $397450.00         | $50044.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $216.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5320035.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $12727426.00       | $2318809.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.0000%  | 0.0000% | $512457.00         | $78254.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5487040.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $121724.00         | $43490.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $219.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $841.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $933.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1990.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $535.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1004.00           | $306.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2002.00           | $706.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2204.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $388.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $252.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $409.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $247.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $156999.00         | $36690.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $667.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $213.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $368.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $617.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $3468.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $4001.00           | $1465.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $561000.00         | $123367.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $185.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $384071.00         | $71183.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $299.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $375000.00         | $85182.40          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $845000.00         | $251511.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1024.00           | $198.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $2048.00           | $604.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $267.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $201000.00         | $26308.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $6239.00           | $1844.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $833.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $337995.00         | $52453.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $21223.00          | $5123.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $174.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $5661530.00        | $1572648.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $283000.00         | $57526.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $6311191.00        | $1821038.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 4.0000%  | 0.0000% | $1600000.00        | $462342.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $30051071.00       | $5702487.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $472000.00         | $90358.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.0000%  | 0.0000% | $5455014.00        | $1280481.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $665003.00         | $48398.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $1007.00           | $698.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 2.5000%  | 0.0000% | $1000.00           | $228.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $1675965.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $361714.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2157.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $3246268.00        | $3008988.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $432.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $646445.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $590.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $640659.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $507000.00         | $42813.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $5007.00           | $678.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3001.00           | $766.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $264.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3178.00           | $845.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2330.00           | $561.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3025.00           | $1259.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $305.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1992276.00        | $393224.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $415.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3002.00           | $689.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $153.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1480811.00        | $229978.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $10674563.00       | $224223.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $3975767.00        | $94591.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $365.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1843474.00        | $497764.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1006.00           | $64.18             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $7048.00           | $1889.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $307.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $992498.00         | $182874.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $11495.00          | $193.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $6000.00           | $730.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $333.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $300.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $5600000.00        | $1338822.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $101.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $476.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $2051.00           | $222.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $8797818.00        | $1998994.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1001.00           | $98.06             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $4000.00           | $952.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $900000.00         | $110301.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $4004.00           | $798.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $412.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $2001.00           | $476.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $45.39             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $86.08             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $446.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $6050.00           | $934.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $409.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1611.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $444.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2048.00           | $702.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $324.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $4012.00           | $961.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $5417.00           | $1683.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $284.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3003.00           | $1102.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $185.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1480.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $832000.00         | $147638.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 2.5000%  | 0.0000% | $990000.00         | $239771.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $423.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $13195935.00       | $4051602.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $2048.00           | $719.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $335.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $130000.00         | $35234.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1265.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $334.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $5001.00           | $2191.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1138.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $372.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1004.00           | $176.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $459.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 5.0000%  | 0.0000% | $1003.00           | $121.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $259.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $789.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4001.00           | $1535.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3225532.00        | $1035228.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1774.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $713.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $433.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2559.00           | $1163.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2008.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $362.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1459176.00        | $242453.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $6329470.00        | $1464436.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $233.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $419.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $1282791.00        | $621329.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $782.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.0000%  | 0.0000% | $5120.00           | $2200.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $623741.00         | $135540.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $6120.00           | $2254.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $453.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1350.00           | $499.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $105708127.00      | $47719472.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $505.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $450.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $457.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $415000.00         | $91800.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $551.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $5096.00           | $2537.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $233766774.00      | $119532848.76      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1143.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $8000.00           | $2795.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1314000.00        | $519197.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $573.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4023240.00        | $2193577.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1136.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $611.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $7680.00           | $4282.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $605.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $593.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2542836.00        | $1517965.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $606.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $596.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1194.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1135.00           | $702.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1750000.00        | $1101787.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2016.00           | $844.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $507.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $699000.00         | $347442.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2048.00           | $1180.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $565.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $4866712.00        | $1895297.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $581.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1275.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $1824640.00        | $1026231.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $198000.00         | $133087.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $51333.00          | $37170.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $10000000.00       | $5421810.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1128554.00        | $523986.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $568.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1008.00           | $491.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $501.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1004.00           | $767.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1785.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $137443.00         | $78449.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $44997.00          | $36902.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $635.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $507646.00         | $354602.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1253.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $6558126.00        | $4938285.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $50033459.00       | $44859775.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1591.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $414129.00         | $386186.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $767.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2566018.00        | $2170366.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $10000.00          | $6507.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2003.00           | $2042.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $90000.00          | $85913.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $837.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2724079.00        | $1948766.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1911.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $927.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1753.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $606.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $3145281.00        | $1911332.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $510.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $748.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.0000%  | 0.0000% | $2378400.00        | $2264933.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $371174.00         | $232102.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $5039.00           | $3795.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1517775.00        | $1016876.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $749.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $6360.00           | $5155.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $56146.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $150000.00         | $95852.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $6067449.00        | $4034892.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1945442.00        | $1538771.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $2029220.00        | $1947741.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $843041.00         | $608810.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $781977.00         | $573943.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $919.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $125000.00         | $86693.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $823759.00         | $598715.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $657.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2215159.00        | $1495172.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $131000.00         | $78889.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2003.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $13000.00          | $9428.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6004.00           | $4201.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $6144.00           | $4449.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $3019.00           | $1834.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $691.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1432.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1193.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $657.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1364.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3711760.00        | $2390894.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $786.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $5106.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1600.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $688000.00         | $530497.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1608.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1377.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1110.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $450000.00         | $335697.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $738.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1138098.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2722.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $854.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1466.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1341.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $725.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $585.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3079.00           | $2009.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $655.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3839088.00        | $2791861.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $3696.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $8398650.00        | $7368696.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000800.00        | $728732.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2998402.00        | $2023042.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $200858.00         | $173923.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1497192.00        | $1058591.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $898.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $674.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4420.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3799.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3536.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2011.00           | $1491.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3966.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $822.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $5363.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1552.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1310.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $821.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $945.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2185139.00        | $1793466.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $790.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $534.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $599.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $713.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $528.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3003.00           | $817.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1674.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $5758.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $650.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2207.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1578.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2366.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1172062.00        | $830804.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $1906.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $631.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1630.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $838.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3505.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $969.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $755.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1511.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5040.00           | $4326.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1182.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $13000.00          | $9843.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $13006.00          | $10711.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $346619.00         | $248132.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1724.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $669.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1354.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $17001.00          | $12272.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1026656.00        | $596424.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3072.00           | $2059.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $961.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $962.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2687313.00        | $1876750.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3032.00           | $2237.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $6028.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1924.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4606.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1265.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1826.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2525.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2374.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2800192.00        | $2267333.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1002.00           | $694.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $919649.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5816.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $4165.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2143768.00        | $2102581.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $103819.00         | $68235.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1725810.00        | $1034037.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $452.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $726.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $746.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2434.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $5005.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $92000.00          | $60133.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $753.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $318720.00         | $215686.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $450.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $726.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1642.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $762.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3462340.00        | $2272687.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $706.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $792067.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1353.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3475944.00        | $2801025.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3002.00           | $2097.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $5001.00           | $3037.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $917.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $4675.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1781.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1333.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2190.00           | $887.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5760.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $783.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2001.00           | $1556.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1561.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $776.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1878.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1236.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1030804.00        | $512004.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $727.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1405522.00        | $768154.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1975.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1371242.00        | $1287594.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1943.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2977.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1530524.00        | $1255407.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $12359.00          | $9219.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $633.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1130624.00        | $613311.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $979.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $98999.00          | $80409.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1086.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $5001.00           | $2296.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $16301136.00       | $13278819.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $604.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $121000.00         | $93961.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1439.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1771.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4096.00           | $2175.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2055.00           | $1137.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $574.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $804.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3025.00           | $2409.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $5902834.00        | $4616618.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8474.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3017.00           | $2338.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $19000.00          | $13823.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1333745.00        | $950527.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2307.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $565.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1075.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $750.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $827246.00         | $566447.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3862.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3326.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1009.00           | $734.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1427416.00        | $772341.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4172.00           | $2965.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $17500000.00       | $14511534.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $643.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5001.00           | $4390.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1651946.00        | $1147263.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $816550.00         | $625176.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4001.00           | $1809.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1602.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $6001.00           | $4372.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1018.00           | $1021.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1875790.00        | $1280736.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4205.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $644.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $301186.00         | $236204.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $3845.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2164028.00        | $1289962.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $7687540.00        | $4374095.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $510.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1450850.00        | $748496.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $5001.00           | $2401.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1652114.00        | $941444.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1131.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $6027.00           | $4624.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2097.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1072082.00        | $818830.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1179.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $656.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $963.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $771.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $705.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1578.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $31039.00          | $19848.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $61485.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1218504.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3015.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $908.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1011.00           | $877.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1344484.00        | $1380906.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $948.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1589.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $11013.00          | $6719.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4012.00           | $3108.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $3012.00           | $3046.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2119.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1376376.00        | $808446.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $3270.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2679.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2063.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1871.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $768.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1619.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1607.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2002.00           | $1487.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1616898.00        | $1634080.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1230620.00        | $932482.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $4537.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $8000.00           | $7396.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $942.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $491.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1207657.00        | $978942.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2398.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $793.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $880.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $7655168.00        | $6741584.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2021.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1292730.00        | $833360.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $673.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $213445.00         | $148875.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $5368400.00        | $4167083.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $5910021.00        | $4782110.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $306.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3250.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $2987.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3347.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $865.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $465205.00         | $402351.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $510.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $930.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $715.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $534318.00         | $509738.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1648.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3018.00           | $2194.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1614.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $768.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $815.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1296.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1632.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $708.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $38702.00          | $37992.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $4003.00           | $3163.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2979.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $333.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6959659.00        | $5863950.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $100091.00         | $96262.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $669.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2279.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3421804.00        | $3378815.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2994.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3035.00           | $2548.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $666.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $249560.00         | $197285.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1424.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1123553.00        | $692011.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3428.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4001.00           | $3495.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2835.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1199940.00        | $1071085.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1022.00           | $746.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2449.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $705.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $335762.00         | $245640.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $712.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $560.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2057.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3095.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1529.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $724.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $745.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1370.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1004.00           | $410.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $5001.00           | $1166.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $298704.00         | $229905.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $7000.00           | $5744.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1598.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3574.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $9000.00           | $6809.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3032.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4122.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $4608.00           | $674.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $7122.00           | $1311.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $208.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $342.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1035.00           | $288.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $4801984.00        | $890282.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $2048.00           | $210.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $10000.00          | $3025.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $615.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2049.00           | $395.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $14740.00          | $1593.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3380842.00        | $635758.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $12281.00          | $1332.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $3840.00           | $562.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $2048.00           | $387.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $533479.00         | $44824.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $233.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $176.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10108.00          | $2897.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10304.00          | $1479.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $5121.00           | $614.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $300000.00         | $111423.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $1023.00           | $275.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $3024.00           | $530.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $10951045.00       | $2341753.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $51343914.00       | $11786652.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $5881377.00        | $941339.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $5312.00           | $512.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $13617648.00       | $3477493.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $10667187.00       | $2497299.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $5951376.00        | $1456452.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $3072.00           | $225.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $79462541.00       | $20807714.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $286000.00         | $50549.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $367.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $14274125.00       | $2799716.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3122.00           | $921.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $241000.00         | $97447.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $147.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $297.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $3000.00           | $412.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $226.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $200.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $358.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $460000.00         | $101214.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $141.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $521.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1018.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $288000.00         | $58986.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $1008.00           | $192.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $12357.00          | $2951.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $10887477.00       | $3216174.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.5000%  | 0.0000% | $206210.00         | $51413.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $3006.00           | $436.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2014.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $3072.00           | $1023.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $7104.00           | $1993.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $136.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $479.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1008.00           | $113.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $123000.00         | $34373.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1001.00           | $252.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $13672.00          | $3440.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1652.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $146889.00         | $35086.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $2077.00           | $770.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $930000.00         | $298136.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1280.00           | $262.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $296.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $14205388.00       | $2831625.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $207.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.0000%  | 0.0000% | $1994.00           | $597.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $211.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $3498753.00        | $1331632.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 2.5000%  | 0.0000% | $1274.00           | $495.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 3.0000%  | 0.0000% | $3000.00           | $898.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $2048.00           | $684.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $390.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $38239362.00       | $17057056.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $3873000.00        | $881064.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $4145.00           | $1973.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1025.00           | $382.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $7003.00           | $2793.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2048.00           | $869.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $7804850.00        | $3131069.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $415.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1375.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $533.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3063.00           | $1512.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $73680226.00       | $31794417.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1314.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $139135.00         | $56048.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $160739059.00      | $57527760.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1150.00           | $428.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $2048.00           | $933.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $4480.00           | $1674.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $5753088.00        | $2229135.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $32442821.00       | $11978492.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $3073.00           | $1242.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $117678208.00      | $46021922.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1159.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $109654.00         | $49444.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4037.00           | $1955.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1059.00           | $553.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4394197.00        | $2123741.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $2112.00           | $871.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1177.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $384.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4713715.00        | $2438519.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2024.00           | $988.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4131.00           | $2033.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $70376.00          | $34311.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $5203.00           | $2621.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $10875247.00       | $5260827.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $74279296.00       | $35192320.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $429.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $21000.00          | $10830.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2138624.00        | $1087009.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $25162591.00       | $12579665.15       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $143549633.00      | $70763431.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1398803.00        | $713162.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3840.00           | $2047.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2109.00           | $1147.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $4073.00           | $2191.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1143.00           | $609.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $590.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $17504.00          | $8904.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3107.00           | $1638.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3022.00           | $1619.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $33716904.00       | $18885598.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3072.00           | $1738.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $557.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2312047.00        | $1434169.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $6802728.00        | $3809462.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $556.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1008.00           | $503.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $7086.00           | $3569.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $11392.00          | $4736.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $11796265.00       | $5921219.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $18444611.00       | $9327438.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $10007.00          | $5113.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $500.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1652.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1422.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $5049024.00        | $2574747.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $18017758.00       | $9332350.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $8428146.00        | $4403149.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $548.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $231102.00         | $125799.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $514.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4455473.00        | $2470974.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1051.00           | $545.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $28131552.00       | $14616680.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3173.00           | $1644.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $11059332.00       | $5654807.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1031.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $531.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $124450305.00      | $55914633.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2194.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4114.00           | $2123.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $35768464.00       | $18729145.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $555.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $560.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $8894452.00        | $4753061.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $515.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $270613.00         | $139516.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $545.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6598000.00        | $3719004.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $558.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6450620.00        | $2928061.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $5036.00           | $2250.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $967.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $41295.00          | $25073.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $562.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $107351639.00      | $59888367.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1395.00           | $766.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $574.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $3125296.00        | $1636014.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $19455.00          | $10884.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1002.00           | $575.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $4000.00           | $751.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1030.00           | $590.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $560.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $105240.00         | $59289.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $500000.00         | $236018.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1152.00           | $652.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $124997952.00      | $72504636.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $505.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $3763.00           | $2169.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1474777.00        | $863014.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $497.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $490.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $7334.00           | $4323.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.5000%  | 0.0000% | $11610896.00       | $5797073.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $55000.00          | $32334.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $109446243.00      | $65803450.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $190747.00         | $118681.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $527.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $600.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $119606.00         | $73075.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 2.0000%  | 0.0000% | $55981.00          | $33930.74          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $683940.00         | $412567.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $6595585.00        | $4721576.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 3.0000%  | 0.0000% | $138934.00         | $45429.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $631.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $638.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $616.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $1024.00           | $630.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $639.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1466856.00        | $978573.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $691.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $6712271.00        | $4060969.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $521000.00         | $308148.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $495.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $90000.00          | $60347.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $554218.00         | $303605.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 3.0000%  | 0.0000% | $99000.00          | $69623.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $603.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $123114.00         | $75371.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1796000.00        | $1135045.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $688.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $8032.00           | $5486.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $75000.00          | $48623.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $617.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $5424040.00        | $3643407.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $585.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2026.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1225.00           | $891.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $342005.00         | $217598.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1924.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $176000.00         | $105289.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $285966.00         | $209836.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $140942.00         | $85751.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $518.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $4206.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $678.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $3072.00           | $2096.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1374.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $6600.00           | $5308.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3150.00           | $2568.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $100000.00         | $66982.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $4096.00           | $2873.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $215000.00         | $160993.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $718.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $24948.00          | $19204.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $2024.00           | $1458.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1454.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $99000.00          | $62347.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $3479004.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $594.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1008.00           | $732.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $715.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1469969.00        | $1070027.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $79000.00          | $56849.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $18791586.00       | $13506716.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $718.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $7529152.00        | $5771207.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $92385228.00       | $70933593.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $618.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1216.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $673.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $6920164.00        | $5297757.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1008.00           | $737.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1392984.00        | $992519.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5236.00           | $3922.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $818.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $30988461.00       | $23497854.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1414.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $692.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2051.00           | $1442.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $4358.00           | $3377.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $29000.00          | $19601.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $544786.00         | $375074.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $8224720.00        | $5129474.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2968.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $11623888.00       | $8245233.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2008.00           | $1514.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $10579392.00       | $8027147.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 5.0000%  | 0.0000% | $307000.00         | $159120.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $752.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $4096.00           | $3005.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $9121.00           | $6948.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1716000.00        | $1318908.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $200000.00         | $157751.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $12300.00          | $10671.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1002.00           | $859.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $801.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $779.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $5136.00           | $3988.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $6764197.00        | $5265713.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $839000.00         | $584990.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $729.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $33465.00          | $26902.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $6253383.00        | $5002890.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1566.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2112.00           | $1623.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2171.00           | $1675.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $145000.00         | $109240.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $599.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $218086.00         | $119949.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5040.00           | $4014.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $29790.00          | $23968.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $392050.00         | $309077.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $848.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $160566.00         | $131321.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $19485.00          | $14964.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $682.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1357.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $752.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $737.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $741.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $820.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $4673752.00        | $3696429.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $424000.00         | $315340.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $996000.00         | $743618.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $743.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $6120.00           | $5003.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1512304.00        | $1235604.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2024.00           | $1601.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $41870.00          | $30226.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $755.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $6028.00           | $3395.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4176.00           | $3536.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1004.00           | $808.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1011.00           | $800.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $725.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3060.00           | $2191.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $6188365.00        | $4447270.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1024.00           | $679.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1498.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $4093.00           | $3006.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $9216.00           | $7817.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $6547383.00        | $4880717.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2079.00           | $1866.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $92820864.00       | $75721220.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $350618.00         | $266404.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $5430435.00        | $4675236.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $772830.00         | $583851.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $10320.00          | $7857.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3079.00           | $1999.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4056.00           | $3403.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $510997.00         | $421576.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $831.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3301.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $165000.00         | $148551.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $913.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $759.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $12190226.00       | $9704802.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $267868.00         | $185649.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $7059354.00        | $5488952.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2241.00           | $1816.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $837.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2040.00           | $1604.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $779.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $28458360.00       | $25428790.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $6040000.00        | $5214188.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $13518997.00       | $11954721.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1243.00           | $994.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5904.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1071.00           | $932.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $28833440.00       | $21989302.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $871.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1120.00           | $897.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3363.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $49998000.00       | $38940498.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3200.00           | $2544.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $185000.00         | $155747.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $8080.00           | $6412.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $825.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2067.00           | $1644.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1056.00           | $830.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $5096.00           | $4121.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $12289104.00       | $9912341.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $901.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $82288.00          | $70919.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $5175738.00        | $3774361.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $4103.00           | $3558.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1718.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $12000.00          | $10442.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $6587036.00        | $4480445.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $713.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $4672790.00        | $3426303.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1634.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $6008.00           | $4566.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $17999.00          | $15653.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $767.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1088.00           | $892.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1714.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $60050752.00       | $48224640.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5096.00           | $4303.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $3008.00           | $2833.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2076.00           | $1687.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $7028556.00        | $5417093.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1033.00           | $800.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1261602.00        | $1021402.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $1171.00           | $921.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $32748809.00       | $29285103.29       | Agency Mortgage-Backed Securities |

### Security 54: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6600 20260202

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6600 20260202 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379898K6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379898K6
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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      | 3.8750%  | 0.0000% | $175608800.00      | $178500116.40      | U.S. Treasuries (including strips) |

### Security 55: GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260204

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260204 3.640000%
- **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: 3819871B2, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819871B2
- **C.18 - Value (incl. sponsor support):** $259000000.00
- **C.18.a - Value (excl. sponsor support):** $259000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2027-08-01      | 3.0000%  | 0.0000% | $740771.00         | $14177.53          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 4.0000%  | 0.0000% | $134536.00         | $32780.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $214000.00         | $22095.96          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $15000000.00       | $3371345.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $828259.00         | $799324.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.0000%  | 0.0000% | $4308488.00        | $4187194.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $3337380.00        | $1954891.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $19004860.00       | $18953074.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $8799296.00        | $8888034.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 1.5000%  | 0.0000% | $15000000.00       | $7580620.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $18114528.00       | $13068800.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-06-01      | 4.6300%  | 0.0000% | $6011000.00        | $6141641.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.6300%  | 0.0000% | $900000.00         | $910322.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $16830000.00       | $10832520.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 3.5000%  | 0.0000% | $1118000.00        | $1080819.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $20902560.00       | $21416084.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 4.0000%  | 0.0000% | $63340544.00       | $34707826.61       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $298000.00         | $201698.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 6.0000%  | 0.0000% | $145000.00         | $11665.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2057-07-15      | 3.7400%  | 0.0000% | $329049.00         | $298489.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-11-15      | 4.3000%  | 0.0000% | $7806303.00        | $7340735.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1244176.00        | $1298040.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $108793856.00      | $106261379.23      | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1839922.00        | $1888828.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $10391600.00       | $10667814.51       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2011740.00        | $2085696.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-20      | 4.0000%  | 0.0000% | $9607171.00        | $164096.83         | Agency Mortgage-Backed Securities |

### Security 56: GOLDMAN SACHS & CO MORTGAGE REPO 3.6800 20260202

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6800 20260202 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: 3819871D8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819871D8
- **C.18 - Value (incl. sponsor support):** $488000000.00
- **C.18.a - Value (excl. sponsor support):** $488000000.00
- **C.19 - Percentage of Net Assets:** 3.6600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2037-02-01      | 6.0000%  | 0.0000% | $539977.00         | $13202.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-02-01      | 4.0000%  | 0.0000% | $1273866.00        | $215520.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-08-01      | 2.5000%  | 0.0000% | $13643000.00       | $1219332.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 4.0000%  | 0.0000% | $12582096.00       | $2256115.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 2.5000%  | 0.0000% | $10500000.00       | $1903796.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 2.0000%  | 0.0000% | $1113410.00        | $384576.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $212897.00         | $146506.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $5400488.00        | $4445414.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1025536.00        | $739034.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 3.5000%  | 0.0000% | $981587.00         | $611322.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2499800.00        | $1832189.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1194230.00        | $1044782.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 3.0000%  | 0.0000% | $1612080.00        | $464460.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 2.0000%  | 0.0000% | $15000000.00       | $7190948.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-09-01      | 4.5000%  | 0.0000% | $2026000.00        | $121117.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 3.2900%  | 0.0000% | $46900000.00       | $46693090.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $17491.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $315582464.00      | $1986372.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2405192.00        | $2457775.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $136761.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $55000000.00       | $19376590.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $53214912.00       | $41897795.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 5.5000%  | 0.0000% | $4605248.00        | $4400763.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $400000.00         | $199754.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $67000.00          | $39603.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $5592088.00        | $4018871.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 2.5000%  | 0.0000% | $16316000.00       | $7700300.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 5.5000%  | 0.0000% | $784615.00         | $19884.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $7010080.00        | $746757.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $12484656.00       | $11878343.97       | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.0000%  | 0.0000% | $5455570.00        | $4881547.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $41813440.00       | $33782406.49       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $2226548.00        | $2366735.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1221362.00        | $1095740.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1224274.00        | $1137432.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1080962.00        | $1001349.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1912316.00        | $1980930.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $4613670.00        | $4649004.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 2.0000%  | 0.0000% | $374740.00         | $293751.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1309128.00        | $1358750.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $300010495.00      | $281053873.65      | Agency Mortgage-Backed Securities |

### Security 57: Goldman Sachs Group Inc/The REPO 2.7500 20260202

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 2.7500 20260202 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: 3819917W2, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819917W2
- **C.18 - Value (incl. sponsor support):** $63400000.00
- **C.18.a - Value (excl. sponsor support):** $63400000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2026-11-15      | 2.0000%  | 0.0000% | $800.00            | $793.22            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $300.00            | $295.04            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $2600.00           | $2651.43           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 3.7627%  | 0.0000% | $500.00            | $504.85            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $61260000.00       | $64663827.32       | U.S. Treasuries (including strips) |

### Security 58: HSBC SEC USA INC MORTGAGE REPO 3.6800 20260202

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6800 20260202 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: 4049897N9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049897N9
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2053-05-01      | 5.0000%  | 0.0000% | $46170.00          | $39362.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $201028.00         | $172065.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $666511.00         | $410928.92         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $193000.00         | $116807.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $600000.00         | $381636.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $324671.00         | $207042.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 7.5000%  | 0.0000% | $2108556.00        | $1753344.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $3343876.00        | $2844419.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $3064110.00        | $3192551.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3304228.00        | $2969497.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1273350.00        | $1110156.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $211000.00         | $95364.36          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $306991.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $81960.00          | $53738.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 6.5000%  | 0.0000% | $2342381.00        | $343414.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 3.5100%  | 0.0000% | $2639628.00        | $2291151.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 3.8000%  | 0.0000% | $6905760.00        | $6647126.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1498778.00        | $1156013.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $8658192.00        | $7095147.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3174076.00        | $3285060.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1516348.00        | $1577754.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $353162.00         | $279672.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1219000.00        | $1251926.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $540476.00         | $565805.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $234960.00         | $246138.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $307709.00         | $184886.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $540000.00         | $150951.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.3500%  | 0.0000% | $418527.00         | $390062.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3440760.00        | $1432180.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $225000.00         | $63614.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $538259.00         | $564544.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $3051660.00        | $1682004.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-11-01      | 5.0700%  | 0.0000% | $3214000.00        | $3298886.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1584504.00        | $526455.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $21756960.00       | $11857649.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $400000.00         | $257457.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $290000.00         | $204511.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $24090496.00       | $22863688.40       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $134933.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1480000.00        | $260880.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $595248.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $15250000.00       | $2327772.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.5000%  | 0.0000% | $5971.00           | $5082.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $294768.00         | $306667.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $33022400.00       | $28390992.86       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $7196400.00        | $6023480.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $50000000.00       | $48542036.68       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $31856639.00       | $30442891.76       | Agency Mortgage-Backed Securities |

### Security 59: JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260202 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: 6169971G7, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169971G7
- **C.18 - Value (incl. sponsor support):** $782000000.00
- **C.18.a - Value (excl. sponsor support):** $782000000.00
- **C.19 - Percentage of Net Assets:** 5.8700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2032-11-01      | 6.5000%  | 0.0000% | $3000000.00        | $6601.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2027-08-01      | 3.0000%  | 0.0000% | $1200000.00        | $23961.70          | Agency Mortgage-Backed Securities |
| FMAC          | 2032-10-01      | 6.0000%  | 0.0000% | $14451408.00       | $247458.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 6.3650%  | 0.0000% | $89000.00          | $15437.89          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 6.0980%  | 0.0000% | $9999990.00        | $164320.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-10-01      | 4.0000%  | 0.0000% | $368000.00         | $66221.14          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 7.0000%  | 0.0000% | $84138880.00       | $234805.89         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.1650%  | 0.0000% | $13458280.00       | $128354.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 6.2500%  | 0.0000% | $68307520.00       | $94688.06          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 5.9510%  | 0.0000% | $10295000.00       | $26994.96          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.2500%  | 0.0000% | $22510999.00       | $80871.11          | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 6.3800%  | 0.0000% | $300000.00         | $12560.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 6.0000%  | 0.0000% | $10000000.00       | $90214.97          | Agency Mortgage-Backed Securities |
| FMAC          | 2028-04-01      | 2.5000%  | 0.0000% | $2225000.00        | $56812.83          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $200000.00         | $26535.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $135000.00         | $15884.66          | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 3.0000%  | 0.0000% | $1160084.00        | $125197.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $6521.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 6.4770%  | 0.0000% | $7000000.00        | $95913.04          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 6.0150%  | 0.0000% | $2671776.00        | $51250.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 6.6600%  | 0.0000% | $15575616.00       | $216916.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 6.3820%  | 0.0000% | $120000.00         | $5859.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-07-01      | 6.5050%  | 0.0000% | $3098824.00        | $27994.77          | Agency Mortgage-Backed Securities |
| FMAC          | 2031-10-01      | 8.0000%  | 0.0000% | $36566144.00       | $173051.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 6.5470%  | 0.0000% | $3145000.00        | $11181.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 6.6250%  | 0.0000% | $4200000.00        | $5902.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 6.2270%  | 0.0000% | $3071868.00        | $27842.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.8450%  | 0.0000% | $8000000.00        | $16663.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1369950.00        | $1445573.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1543000.00        | $1560001.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 7.5000%  | 0.0000% | $200000.00         | $212935.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.6190%  | 0.0000% | $2680888.00        | $2742787.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-12-01      | 4.0850%  | 0.0000% | $10125000.00       | $9544004.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 3.9000%  | 0.0000% | $11228000.00       | $10911467.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 3.4300%  | 0.0000% | $11604000.00       | $10834342.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.3500%  | 0.0000% | $14000000.00       | $13047840.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.3400%  | 0.0000% | $3260000.00        | $2962584.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 5.1000%  | 0.0000% | $9250000.00        | $9411554.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 4.2900%  | 0.0000% | $92000000.00       | $91009696.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.8300%  | 0.0000% | $50294000.00       | $50827859.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-09-01      | 4.6800%  | 0.0000% | $30751000.00       | $31586135.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 4.3000%  | 0.0000% | $36097000.00       | $36336463.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 4.3400%  | 0.0000% | $18130000.00       | $18258289.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.3000%  | 0.0000% | $7000000.00        | $7089312.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 4.5100%  | 0.0000% | $89000000.00       | $89180318.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-01-01      | 4.2000%  | 0.0000% | $62000000.00       | $62473328.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 4.3200%  | 0.0000% | $14950000.00       | $15005225.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 4.4500%  | 0.0000% | $24970784.00       | $25227436.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 4.3900%  | 0.0000% | $11670000.00       | $11734376.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-01-01      | 3.6950%  | 0.0000% | $208780000.00      | $205468441.92      | Agency Mortgage-Backed Securities |
| FNMA          | 2031-01-01      | 4.1200%  | 0.0000% | $18721000.00       | $18785828.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $150000.00         | $95907.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $11000.00          | $7248.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $41030000.00       | $38438648.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1800140.00        | $1813610.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $5734960.00        | $5833399.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $194987.00         | $181281.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $511635.00         | $336678.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.6850%  | 0.0000% | $2354000.00        | $10314.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 5.9230%  | 0.0000% | $8076300.00        | $202632.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 5.0000%  | 0.0000% | $270000.00         | $178204.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5460%  | 0.0000% | $8500000.00        | $181731.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $22535743.00       | $22648517.67       | Agency Mortgage-Backed Securities |

### Security 60: RBC DS MORTGAGE REPO 3.6700 20260202

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6700 20260202 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: 7809799A0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809799A0
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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% | $2103.00           | $462.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15328.48          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523774.00       | $2939242.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $37149000.00       | $20782828.69       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $15310000.00       | $8342734.81        | Agency Mortgage-Backed Securities  |
| USTR          | 2026-03-12      | 0.0000%  | 0.0000% | $1200.00           | $1194.98           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| USTR          | 2026-02-17      | 0.0000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.88             | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $755.09            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $11871900.00       | $8060838.07        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.26             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $60759000.00       | $51043952.12       | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.70             | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $2514900.00        | $2172213.65        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.74             | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.53             | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.30             | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $24915300.00       | $23748205.40       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $4707900.00        | $4663843.06        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $5700.00           | $5614.33           | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $1500.00           | $1417.88           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $21056700.00       | $19919552.11       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $1958100.00        | $2067892.09        | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $198000.00         | $209820.59         | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $4300.00           | $4492.52           | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $8868000.00        | $8951109.62        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $404500.00         | $410746.55         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $32800.00          | $34299.16          | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $1855800.00        | $1895535.10        | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $9989500.00        | $9892320.04        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.26            | U.S. Treasuries (including strips) |
| USTR          | 2032-11-30      | 3.7500%  | 0.0000% | $1104500.00        | $1094696.83        | U.S. Treasuries (including strips) |

### Security 61: TD SECURITIES USA LLC MORTGAGE REPO 3.6700 20260206

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6700 20260206 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: 8919942K0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919942K0
- **C.18 - Value (incl. sponsor support):** $98000000.00
- **C.18.a - Value (excl. sponsor support):** $98000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $288938000.00      | $36941099.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $1489629.00        | $1109889.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $36634904.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $24528856.00       | $25274106.69       | Agency Mortgage-Backed Securities |

### Security 62: 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: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149880873.95
- **C.18.a - Value (excl. sponsor support):** $149880873.95
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 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: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149774389.44
- **C.18.a - Value (excl. sponsor support):** $149774389.44
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $134607287.61
- **C.18.a - Value (excl. sponsor support):** $134607287.61
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $222590710.17
- **C.18.a - Value (excl. sponsor support):** $222590710.17
- **C.19 - Percentage of Net Assets:** 1.6700%
- **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 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: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $572508333.70
- **C.18.a - Value (excl. sponsor support):** $572508333.70
- **C.19 - Percentage of Net Assets:** 4.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 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: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99494546.29
- **C.18.a - Value (excl. sponsor support):** $99494546.29
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 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: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $497145399.90
- **C.18.a - Value (excl. sponsor support):** $497145399.90
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 69: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 70: 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):** $59929687.50
- **C.18.a - Value (excl. sponsor support):** $59929687.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 71: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $94896093.75
- **C.18.a - Value (excl. sponsor support):** $94896093.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 72: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 0.500000%
- **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):** $115705468.75
- **C.18.a - Value (excl. sponsor support):** $115705468.75
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $189124218.75
- **C.18.a - Value (excl. sponsor support):** $189124218.75
- **C.19 - Percentage of Net Assets:** 1.4200%
- **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 75: 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):** $99046875.00
- **C.18.a - Value (excl. sponsor support):** $99046875.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 76: 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):** $39550000.00
- **C.18.a - Value (excl. sponsor support):** $39550000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 77: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $104983593.75
- **C.18.a - Value (excl. sponsor support):** $104983593.75
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 78: 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):** $127094257.81
- **C.18.a - Value (excl. sponsor support):** $127094257.81
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 79: 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):** $135968125.00
- **C.18.a - Value (excl. sponsor support):** $135968125.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 80: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.857693%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $386850000.00
- **C.18.a - Value (excl. sponsor support):** $386850000.00
- **C.19 - Percentage of Net Assets:** 2.9000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 81: 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: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 82: 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):** $221263281.25
- **C.18.a - Value (excl. sponsor support):** $221263281.25
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 83: 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):** $76026718.75
- **C.18.a - Value (excl. sponsor support):** $76026718.75
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **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 4.500000%
- **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):** $135152929.69
- **C.18.a - Value (excl. sponsor support):** $135152929.69
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 85: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.762693%
- **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):** $225047894.11
- **C.18.a - Value (excl. sponsor support):** $225047894.11
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 86: 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):** $208796250.00
- **C.18.a - Value (excl. sponsor support):** $208796250.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **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 87: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.794693%
- **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):** $170093455.99
- **C.18.a - Value (excl. sponsor support):** $170093455.99
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 88: 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):** $60208593.75
- **C.18.a - Value (excl. sponsor support):** $60208593.75
- **C.19 - Percentage of Net Assets:** 0.4500%
- **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 89: 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):** $225149414.06
- **C.18.a - Value (excl. sponsor support):** $225149414.06
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 90: 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):** $148387304.69
- **C.18.a - Value (excl. sponsor support):** $148387304.69
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 91: 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):** $251376953.13
- **C.18.a - Value (excl. sponsor support):** $251376953.13
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 92: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.771693%
- **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):** $150185186.76
- **C.18.a - Value (excl. sponsor support):** $150185186.76
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 93: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.802693%
- **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):** $150268974.45
- **C.18.a - Value (excl. sponsor support):** $150268974.45
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 94: WELLS FARGO SECURITIES MORTGAGE REPO 3.6800 20260206

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6800 20260206 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: 9499842K3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 9499842K3
- **C.18 - Value (incl. sponsor support):** $326000000.00
- **C.18.a - Value (excl. sponsor support):** $326000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-05-01      | 6.3210%  | 0.0000% | $15800000.00       | $886390.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.8220%  | 0.0000% | $3536525.00        | $657993.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 4.7950%  | 0.0000% | $73725102.00       | $61057602.28       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 4.2490%  | 0.0000% | $2077185.00        | $1736766.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.1430%  | 0.0000% | $157800031.00      | $157582341.66      | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5324.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $13897.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4767.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-08-01      | 6.6010%  | 0.0000% | $755000.00         | $2524.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $165150.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.3450%  | 0.0000% | $18000000.00       | $60266.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $269296.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 6.2250%  | 0.0000% | $1680845.00        | $53713.74          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.2580%  | 0.0000% | $4800000.00        | $41770.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 5.9900%  | 0.0000% | $75000.00          | $1997.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.0600%  | 0.0000% | $125000.00         | $3477.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 5.8400%  | 0.0000% | $12955902.00       | $32268.25          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 5.9640%  | 0.0000% | $124000.00         | $1156.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5019.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-09-01      | 6.4770%  | 0.0000% | $1675819.00        | $9125.42           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7175.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $50223.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $51682.41          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-01-01      | 6.8750%  | 0.0000% | $375000.00         | $2951.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $38246.80          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3125.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $3861.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.1450%  | 0.0000% | $835000.00         | $12685.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 6.5960%  | 0.0000% | $7900000.00        | $123756.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.4130%  | 0.0000% | $1562523.00        | $1362953.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2028-12-01      | 6.9190%  | 0.0000% | $78860802.00       | $84120.84          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 6.2850%  | 0.0000% | $500000.00         | $16906.87          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-09-01      | 6.1250%  | 0.0000% | $1590000.00        | $48762.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-01-01      | 6.4020%  | 0.0000% | $336320.00         | $19375.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 5.9250%  | 0.0000% | $12088248.00       | $131281.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-09-01      | 6.3160%  | 0.0000% | $24912280.00       | $717986.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 6.2340%  | 0.0000% | $4675000.00        | $36299.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 6.5270%  | 0.0000% | $3000000.00        | $182498.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.1360%  | 0.0000% | $13307750.00       | $859292.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 6.3260%  | 0.0000% | $1500000.00        | $11306.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 4.2300%  | 0.0000% | $4211814.00        | $8899.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $124021.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-11-01      | 6.5370%  | 0.0000% | $8400000.00        | $9795.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-02-01      | 6.4720%  | 0.0000% | $50000.00          | $764.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.4660%  | 0.0000% | $13000000.00       | $842736.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.3900%  | 0.0000% | $100000.00         | $70669.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-04-01      | 3.4850%  | 0.0000% | $575000.00         | $571771.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 6.4180%  | 0.0000% | $130000.00         | $2114.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 6.3100%  | 0.0000% | $10349493.00       | $711819.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-03-01      | 6.4810%  | 0.0000% | $150000.00         | $11655.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 6.2160%  | 0.0000% | $575000.00         | $11588.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 6.2590%  | 0.0000% | $9000000.00        | $250086.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 7.0010%  | 0.0000% | $38350572.00       | $180621.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 5.7050%  | 0.0000% | $5317000.00        | $24006.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 5.2280%  | 0.0000% | $699999.00         | $4460.56           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.1910%  | 0.0000% | $500562.00         | $3830.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 5.8900%  | 0.0000% | $405000.00         | $2039.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 5.7910%  | 0.0000% | $7500000.00        | $31587.80          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 5.9200%  | 0.0000% | $800000.00         | $2823.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 5.5690%  | 0.0000% | $470000.00         | $2189.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $336315.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-10-01      | 6.1340%  | 0.0000% | $5350000.00        | $37029.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 6.0040%  | 0.0000% | $1050000.00        | $6255.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.7580%  | 0.0000% | $1300000.00        | $6742.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.2410%  | 0.0000% | $5089993.00        | $114441.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 6.3500%  | 0.0000% | $575000.00         | $14078.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 6.3600%  | 0.0000% | $575000.00         | $20955.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 6.3100%  | 0.0000% | $630000.00         | $44154.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 5.7560%  | 0.0000% | $10000000.00       | $872339.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.4180%  | 0.0000% | $3764000.00        | $2260733.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0660%  | 0.0000% | $15367011.00       | $12265440.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 4.7930%  | 0.0000% | $49029166.00       | $49701406.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 2.7430%  | 0.0000% | $880000.00         | $219338.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.1230%  | 0.0000% | $1374000.00        | $559537.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.9520%  | 0.0000% | $34198479.00       | $27748104.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 4.9400%  | 0.0000% | $1692065.00        | $1707602.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4690%  | 0.0000% | $4050000.00        | $23538.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 5.8640%  | 0.0000% | $2150000.00        | $11386.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.9950%  | 0.0000% | $9000000.00        | $66664.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-08-01      | 4.9960%  | 0.0000% | $1769358.00        | $59770.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.4950%  | 0.0000% | $5596847.00        | $655459.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 4.6600%  | 0.0000% | $6335770.00        | $6384288.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5030%  | 0.0000% | $265000.00         | $181596.05         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2026-02-06

**By:** Alan S. Dupski

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

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