# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001145549-25-050712
**Filing Date:** 2025-8
**Character Count:** 364432
**Document Hash:** b8aa50c05ab7037e4207f2c0157f88a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050712.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050712

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251191862

**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):** 2025-07-31

**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:** 39 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $13448593622.27

- **Amortized Cost of Portfolio Securities:** $13449056599.58

- **Cash:** $692.60

- **Total Other Assets:** $21585675.53

- **Total Liabilities:** $205184581.70

- **Net Assets of Series:** $13265458386.01

- **Number of Shares Outstanding (Series):** 13264884447.1338

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $11309652150.27           | $11434341212.78            | 88.6800%                  | 89.6600%                   |
| 2025-07-02 | $11363005973.31           | $11487709438.58            | 88.7300%                  | 89.7000%                   |
| 2025-07-03 | $11158562470.81           | $11283323547.20            | 88.5100%                  | 89.5000%                   |
| 2025-07-07 | $11688859491.48           | $11788634970.65            | 88.6600%                  | 89.4100%                   |
| 2025-07-08 | $11766085739.76           | $11865872732.82            | 88.7200%                  | 89.4700%                   |
| 2025-07-09 | $11749953549.52           | $11849752056.46            | 88.7100%                  | 89.4600%                   |
| 2025-07-10 | $11620540076.22           | $11720350097.06            | 88.6000%                  | 89.3600%                   |
| 2025-07-11 | $11704199001.33           | $11804043563.83            | 88.6500%                  | 89.4100%                   |
| 2025-07-14 | $11585454436.07           | $11720310512.46            | 88.5600%                  | 89.5900%                   |
| 2025-07-15 | $11544497637.89           | $11679365228.17            | 88.5200%                  | 89.5500%                   |
| 2025-07-16 | $11697817516.63           | $11897697211.70            | 88.6600%                  | 90.1700%                   |
| 2025-07-17 | $11496422417.39           | $11696313478.63            | 88.4800%                  | 90.0200%                   |
| 2025-07-18 | $11597193412.07           | $11747118571.79            | 89.2300%                  | 90.3800%                   |
| 2025-07-21 | $12247400655.62           | $12397337329.23            | 89.7600%                  | 90.8600%                   |
| 2025-07-22 | $11605601928.84           | $11755550116.34            | 89.2500%                  | 90.4000%                   |
| 2025-07-23 | $11580824923.53           | $11730784624.92            | 89.2300%                  | 90.3900%                   |
| 2025-07-24 | $11665768149.10           | $11715739364.38            | 89.9900%                  | 90.3700%                   |
| 2025-07-25 | $11753401097.42           | $11803389583.53            | 90.0400%                  | 90.4200%                   |
| 2025-07-28 | $12392206842.98           | $12478201086.04            | 90.5000%                  | 91.1200%                   |
| 2025-07-29 | $12588931444.14           | $12630181444.14            | 90.6000%                  | 90.8900%                   |
| 2025-07-30 | $11815713011.82           | $11856963011.82            | 89.9100%                  | 90.2200%                   |
| 2025-07-31 | $12156960951.72           | $12206210420.69            | 90.2500%                  | 90.6100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4000%             |
| 2025-07-02 | 4.4100%             |
| 2025-07-03 | 4.4000%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3900%             |
| 2025-07-09 | 4.3800%             |
| 2025-07-10 | 4.3800%             |
| 2025-07-11 | 4.3600%             |
| 2025-07-14 | 4.3600%             |
| 2025-07-15 | 4.3700%             |
| 2025-07-16 | 4.3600%             |
| 2025-07-17 | 4.3700%             |
| 2025-07-18 | 4.3700%             |
| 2025-07-21 | 4.3600%             |
| 2025-07-22 | 4.3500%             |
| 2025-07-23 | 4.3500%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3700%             |
| 2025-07-29 | 4.3800%             |
| 2025-07-30 | 4.3900%             |
| 2025-07-31 | 4.3900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0001                      |
|  |  |
| 2025-07-02 | 1.0002                      |
|  |  |
| 2025-07-03 | 1.0001                      |
|  |  |
| 2025-07-07 | 1.0001                      |
|  |  |
| 2025-07-08 | 1.0001                      |
|  |  |
| 2025-07-09 | 1.0001                      |
|  |  |
| 2025-07-10 | 1.0001                      |
|  |  |
| 2025-07-11 | 1.0001                      |
|  |  |
| 2025-07-14 | 1.0001                      |
|  |  |
| 2025-07-15 | 1.0001                      |
|  |  |
| 2025-07-16 | 1.0001                      |
|  |  |
| 2025-07-17 | 1.0001                      |
|  |  |
| 2025-07-18 | 1.0001                      |
|  |  |
| 2025-07-21 | 1.0001                      |
|  |  |
| 2025-07-22 | 1.0001                      |
|  |  |
| 2025-07-23 | 1.0001                      |
|  |  |
| 2025-07-24 | 1.0001                      |
|  |  |
| 2025-07-25 | 1.0001                      |
|  |  |
| 2025-07-28 | 1.0001                      |
|  |  |
| 2025-07-29 | 1.0001                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $8942413299.32

- **Number of Shares Outstanding:** 8942015120.4407

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0001          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0001          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0001          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0001          |
|  |  |
| 2025-07-28 | 1.0001          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $62427793.53              | $21737850.76            |
| 2025-07-02 | $24861400.89              | $50482784.55            |
| 2025-07-03 | $19470665.09              | $19185592.62            |
| 2025-07-07 | $317626960.82             | $15543036.77            |
| 2025-07-08 | $120523785.03             | $30727967.32            |
| 2025-07-09 | $21482100.93              | $21727897.25            |
| 2025-07-10 | $17575025.24              | $175862459.80           |
| 2025-07-11 | $54324973.22              | $18033043.79            |
| 2025-07-14 | $15758165.73              | $17551057.80            |
| 2025-07-15 | $24292442.69              | $19153892.49            |
| 2025-07-16 | $17030582.02              | $27964750.88            |
| 2025-07-17 | $27817303.29              | $16950897.04            |
| 2025-07-18 | $22344241.30              | $25005910.44            |
| 2025-07-21 | $16374069.06              | $20655865.51            |
| 2025-07-22 | $33518729.69              | $27875414.34            |
| 2025-07-23 | $21426260.38              | $20779469.00            |
| 2025-07-24 | $18647661.66              | $24997062.16            |
| 2025-07-25 | $17379027.34              | $28485434.34            |
| 2025-07-28 | $16081598.84              | $21882316.93            |
| 2025-07-29 | $30421740.12              | $20140394.49            |
| 2025-07-30 | $22018588.35              | $74272994.03            |
| 2025-07-31 | $15969091.90              | $19843632.37            |

**Total Gross Subscriptions (Month):** $937372207.12

**Total Gross Redemptions (Month):** $718859724.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0500%           |
| 2025-07-02 | 4.0600%           |
| 2025-07-03 | 4.0600%           |
| 2025-07-07 | 4.0500%           |
| 2025-07-08 | 4.0500%           |
| 2025-07-09 | 4.0400%           |
| 2025-07-10 | 4.0400%           |
| 2025-07-11 | 4.0300%           |
| 2025-07-14 | 4.0300%           |
| 2025-07-15 | 4.0300%           |
| 2025-07-16 | 4.0300%           |
| 2025-07-17 | 4.0300%           |
| 2025-07-18 | 4.0300%           |
| 2025-07-21 | 4.0300%           |
| 2025-07-22 | 4.0200%           |
| 2025-07-23 | 4.0100%           |
| 2025-07-24 | 4.0100%           |
| 2025-07-25 | 4.0200%           |
| 2025-07-28 | 4.0300%           |
| 2025-07-29 | 4.0400%           |
| 2025-07-30 | 4.0500%           |
| 2025-07-31 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 25.9100%         | 17.6300%             |
| Non-financial corporation |  | 25.9100%         | 1.4100%              |
| Broker-dealer             |  | 25.9100%         | 1.3900%              |
| Non-financial corporation |  | 25.9100%         | 0.9400%              |
| Non-financial corporation |  | 25.9100%         | 0.9000%              |
| Non-financial corporation |  | 25.9100%         | 0.8000%              |
| Non-financial corporation |  | 25.9100%         | 0.7400%              |
| Non-financial corporation |  | 25.9100%         | 0.6600%              |
| Non-financial corporation |  | 25.9100%         | 0.5100%              |
| Non-financial corporation |  | 25.9100%         | 0.2600%              |
| Non-financial corporation |  | 25.9100%         | 0.1900%              |
| Non-financial corporation |  | 25.9100%         | 0.1300%              |
| Non-financial corporation |  | 25.9100%         | 0.1000%              |
| Non-financial corporation |  | 25.9100%         | 0.0900%              |
| Non-financial corporation |  | 25.9100%         | 0.0600%              |
| Non-financial corporation |  | 25.9100%         | 0.0400%              |
| Non-financial corporation |  | 25.9100%         | 0.0300%              |
| Non-financial corporation |  | 25.9100%         | 0.0200%              |
| Non-financial corporation |  | 25.9100%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4323045086.69

- **Number of Shares Outstanding:** 4322869326.6931

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0002          |
|  |  |
| 2025-07-03 | 1.0001          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0001          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0001          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0001          |
|  |  |
| 2025-07-28 | 1.0001          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $190875863.67             | $415244100.04           |
| 2025-07-02 | $255588510.17             | $178052803.54           |
| 2025-07-03 | $25800313.92              | $232064791.01           |
| 2025-07-07 | $208351123.61             | $7108678.95             |
| 2025-07-08 | $272985093.08             | $211688661.54           |
| 2025-07-09 | $211089255.45             | $228743567.56           |
| 2025-07-10 | $229166445.61             | $202823763.07           |
| 2025-07-11 | $315367896.13             | $269352287.94           |
| 2025-07-14 | $226564501.77             | $345618909.62           |
| 2025-07-15 | $186107795.55             | $233342387.71           |
| 2025-07-16 | $306965065.87             | $183431278.94           |
| 2025-07-17 | $192141519.80             | $366653529.61           |
| 2025-07-18 | $189379608.21             | $187369823.18           |
| 2025-07-21 | $838742778.26             | $188782918.11           |
| 2025-07-22 | $193881015.31             | $842498425.82           |
| 2025-07-23 | $175050662.01             | $202137277.74           |
| 2025-07-24 | $175258180.90             | $184970291.09           |
| 2025-07-25 | $264922761.88             | $168098931.43           |
| 2025-07-28 | $828825752.73             | $246786141.25           |
| 2025-07-29 | $882680395.74             | $830954198.04           |
| 2025-07-30 | $184126866.07             | $887049105.31           |
| 2025-07-31 | $560200821.47             | $186133398.65           |

**Total Gross Subscriptions (Month):** $6914072227.21

**Total Gross Redemptions (Month):** $6798905270.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1900%           |
| 2025-07-02 | 4.1900%           |
| 2025-07-03 | 4.1900%           |
| 2025-07-07 | 4.1800%           |
| 2025-07-08 | 4.1700%           |
| 2025-07-09 | 4.1700%           |
| 2025-07-10 | 4.1700%           |
| 2025-07-11 | 4.1500%           |
| 2025-07-14 | 4.1500%           |
| 2025-07-15 | 4.1500%           |
| 2025-07-16 | 4.1500%           |
| 2025-07-17 | 4.1600%           |
| 2025-07-18 | 4.1600%           |
| 2025-07-21 | 4.1500%           |
| 2025-07-22 | 4.1400%           |
| 2025-07-23 | 4.1400%           |
| 2025-07-24 | 4.1400%           |
| 2025-07-25 | 4.1500%           |
| 2025-07-28 | 4.1600%           |
| 2025-07-29 | 4.1700%           |
| 2025-07-30 | 4.1700%           |
| 2025-07-31 | 4.1800%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 0609944K3, C.3 - LEI: 549300HWFOZXPKGOX654, C.5 - Other ID: 0609944K3
- **C.18 - Value (incl. sponsor support):** $403000000.00
- **C.18.a - Value (excl. sponsor support):** $403000000.00
- **C.19 - Percentage of Net Assets:** 3.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2028-05-01      | 2.5000%  | 0.0000% | $5080048.00        | $233671.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-12-01      | 3.5000%  | 0.0000% | $32072832.00       | $3495332.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $255000.00         | $55282.38          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-09-01      | 6.0000%  | 0.0000% | $9083616.00        | $5378683.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-08-01      | 2.0000%  | 0.0000% | $6294770.00        | $5191648.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $272999.00         | $207350.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.0000%  | 0.0000% | $229999.00         | $180378.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $17999000.00       | $12900673.40       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $4090000.00        | $3674939.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $248463.00         | $35172.81          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $42710.00          | $24685.66          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $384996.00         | $240948.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $18577664.00       | $14325261.29       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $14266176.00       | $13614547.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1096254.00        | $1126516.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1280000.00        | $81536.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $116590848.00      | $84610605.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $7237128.00        | $6870632.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $55605.00          | $48111.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1834232.00        | $1872241.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1678746.00        | $1716433.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $19752512.00       | $19636951.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1916268.00        | $1968543.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $13584000.00       | $14073921.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $1214312.00        | $428746.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $41751872.00       | $7678957.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1486286.00        | $1042459.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 3.0000%  | 0.0000% | $845003.00         | $285130.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $139010048.00      | $86232127.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.0000%  | 0.0000% | $56275400.00       | $53063183.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $5000000.00        | $1537258.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $10869000.00       | $6921783.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $409781.00         | $277587.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.5000%  | 0.0000% | $4036000.00        | $224653.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $8000.00           | $4885.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $39976000.00       | $23018990.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.0000%  | 0.0000% | $6649400.00        | $5970795.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $16014880.00       | $12397599.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $549419.00         | $426874.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $6573920.00        | $6811647.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1094408.00        | $1115650.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $10346928.00       | $10266116.80       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1817044.00        | $1791484.17        | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 0639927B1, C.5 - Other ID: 0639927B1
- **C.18 - Value (incl. sponsor support):** $224000000.00
- **C.18.a - Value (excl. sponsor support):** $224000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $56000700.00       | $48673456.41       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.0000%  | 0.0000% | $49763959.00       | $44863710.75       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3015420.00        | $3021425.22        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.31           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $93976000.00       | $61731042.10       | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-07-15      | 6.1000%  | 0.0000% | $1000.00           | $1059.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 4.5000%  | 0.0000% | $63974000.00       | $61005286.53       | Agency Mortgage-Backed Securities  |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $10127700.00       | $9180065.83        | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 4.3400 20250805

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3400 20250805 4.340000%
- **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: 0639959P1, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639959P1
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $898359.00         | $788998.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $222950.00         | $231001.72         | Agency Mortgage-Backed Securities |

### Security 4: BANK OF MONTREAL MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 0639959S5, C.5 - Other ID: 0639959S5
- **C.18 - Value (incl. sponsor support):** $268000000.00
- **C.18.a - Value (excl. sponsor support):** $268000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-04-01      | 3.5000%  | 0.0000% | $53312179.00       | $45782267.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.0000%  | 0.0000% | $50876158.00       | $46581252.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $48701439.00       | $47210083.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $45872580.00       | $46044789.08       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4865047.00        | $4863068.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $34565508.00       | $34842320.09       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $46298807.00       | $48036219.35       | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK NY REPO REPO 4.3700 20250801

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.3700 20250801 4.370000%
- **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: 1360985H9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 1360985H9
- **C.18 - Value (incl. sponsor support):** $537000000.00
- **C.18.a - Value (excl. sponsor support):** $537000000.00
- **C.19 - Percentage of Net Assets:** 4.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-04-01      | 5.5000%  | 0.0000% | $1114.00           | $47.13             | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1557718.00        | $1022415.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $16308.00          | $12972.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $14014411.00       | $13097188.76       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $8400000.00        | $8033685.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $4497.00           | $2420.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $22317818.00       | $18239501.69       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2098.00           | $1628.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $747.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $7001.00           | $5083.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1394892.00        | $864259.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $3390.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $8000.00           | $7003.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1636.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1521.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2663.15           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1400243.00        | $993185.66         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $7000.00           | $5321.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2070.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $639.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $3000.00           | $3109.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $5000.00           | $4253.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $6000.00           | $5185.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1686.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $921.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1457.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1998.00           | $1433.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1445003.00        | $655134.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $7000.00           | $6232.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1345.00           | $1206.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $2002.00           | $2083.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3915.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $855321.00         | $793582.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3854.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4965.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1072.00           | $1071.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $879775.00         | $846248.90         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2540.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $4000.00           | $4196.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $7231730.00        | $6945980.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $52340.00          | $48011.32          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1801.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $69260.00          | $66123.84          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $6234390.00        | $5918082.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1180078.00        | $1181993.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4175.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5623.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $133763.00         | $118166.28         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2836.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $12000.00          | $12060.84          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1214.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $26623440.00       | $18505459.00       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $35550.00          | $27061.47          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $26788.00          | $22938.29          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $974040.00         | $967375.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $933.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $9000.00           | $8435.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $119340.00         | $120560.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1059274.00        | $1052817.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $988.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $2000.00           | $1551.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $8169287.00        | $8156286.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2050.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $6000.00           | $5969.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2065.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $13000.00          | $12460.42          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $20005320.00       | $18349780.32       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $1110.00           | $19.15             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.4010%  | 0.0000% | $1322.00           | $325.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 2.9700%  | 0.0000% | $9803000.00        | $9206317.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 3.4400%  | 0.0000% | $9019000.00        | $8260044.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $8000.00           | $6379.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $816.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4044.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $797.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $807.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $957.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $600.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1111440.00        | $1160506.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $867.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2749.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $915.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $7000.00           | $6927.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1066224.00        | $1123882.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $7855.00           | $7894.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2796.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1622.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2853.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2923.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $685588.00         | $683305.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $987.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $993.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1939.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $4000.00           | $4098.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2085.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1724.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $904.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1740.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $954.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $844.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $4000.00           | $4221.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1867.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $6001.00           | $4362.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2456.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $773071.00         | $786151.99         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $905.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $125015.00         | $125158.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1956.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $946.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1182678.00        | $1143270.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1990.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $526644.00         | $505821.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1044.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2931.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2101.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $915.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1184322.00        | $1193805.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1964.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $992.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $27058.00          | $28390.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $183928.00         | $195746.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $7461400.00        | $7567518.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2062.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $978937.00         | $944918.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1716940.00        | $1719388.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1620702.00        | $1662064.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2003.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $9607351.00        | $9974967.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2129.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2016.00           | $2134.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $9292268.00        | $2122182.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-01      | 3.5100%  | 0.0000% | $5000000.00        | $4760850.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.7100%  | 0.0000% | $10225442.00       | $9504861.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 2.3800%  | 0.0000% | $5327000.00        | $4959912.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $13715000.00       | $2987311.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.7795%  | 0.0000% | $2868.00           | $1266.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.2900%  | 0.0000% | $1133.00           | $872.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.6600%  | 0.0000% | $6049000.00        | $5173168.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.5900%  | 0.0000% | $30029.00          | $29494.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1119969.00        | $745586.56         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $9168.00           | $9208.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $874.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1764.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $23000.00          | $15323.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2242.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2493.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $1045136.00        | $896944.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $789.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $855.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $3978.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $3737.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $10000.00          | $9828.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $11066.00          | $9815.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $595518.00         | $361301.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $9000.00           | $8455.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1306684.00        | $754926.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $698.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $8000.00           | $7317.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $7000.00           | $6840.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $527.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $7000.00           | $5965.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $9000.00           | $5815.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $622.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $8000.00           | $5584.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.2650%  | 0.0000% | $1700.00           | $1697.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-07-01      | 4.4600%  | 0.0000% | $52055.00          | $52291.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $15112441.00       | $7403936.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $5002209.00        | $2965383.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $19993000.00       | $11802907.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $28993000.00       | $19117624.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $11150064.00       | $8792008.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $22074304.00       | $20300687.10       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $14999993.00       | $13866841.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $6552550.00        | $6045696.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $10851347.00       | $9924202.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $45233616.00       | $46487412.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $36057768.00       | $36810761.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $5405343.00        | $5662616.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $5001.00           | $3204.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1963120.00        | $1309013.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $9000.00           | $8129.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $7000.00           | $7009.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1014828.00        | $967263.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $9000.00           | $6037.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $22290.00          | $23574.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1024664.00        | $1087779.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $9972.00           | $10461.34          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1366784.00        | $1448114.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $9000.00           | $9612.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $44010665.00       | $41758905.14       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $1027.00           | $478.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $6386758.00        | $4492027.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $443.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-15      | 6.0000%  | 0.0000% | $1050.00           | $14.57             | Agency Mortgage-Backed Securities  |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $2662900.00        | $2593802.17        | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $13476400.00       | $13425594.17       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $151.56            | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $95.68             | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $4900.00           | $3011.66           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $157000.00         | $129395.31         | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.20             | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $276.59            | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.08             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $341300.00         | $442676.91         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $2299900.00        | $2138019.21        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $24545900.00       | $24078987.89       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $614400.00         | $615760.90         | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $18857500.00       | $19333654.44       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.5309%  | 0.0000% | $200.00            | $200.20            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $381000.00         | $382757.80         | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $58823400.00       | $59094791.34       | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $3300.00           | $3313.49           | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $54600.00          | $54701.59          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $1200.00           | $1205.78           | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $83400.00          | $83462.49          | U.S. Treasuries (including strips) |

### Security 6: CITIBANK NA MORTGAGE REPO 4.3700 20250805

- **C.1 - Title:** CITIBANK NA MORTGAGE REPO 4.3700 20250805 4.370000%
- **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: 1729821A8, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 1729821A8
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $10224953.00       | $999999.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-15      | 5.0000%  | 0.0000% | $397532.00         | $19607.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-15      | 5.0000%  | 0.0000% | $4988.00           | $384.47            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-15      | 3.0000%  | 0.0000% | $1000.00           | $469.61            | Agency Mortgage-Backed Securities |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 1729919B9, C.3 - LEI: 549300I7ROF15MAEVP56, C.5 - Other ID: 1729919B9
- **C.18 - Value (incl. sponsor support):** $671000000.00
- **C.18.a - Value (excl. sponsor support):** $671000000.00
- **C.19 - Percentage of Net Assets:** 5.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $9880602.00        | $9538533.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $11523965.00       | $11952230.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $9804636.00        | $10168626.90       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $14534814.00       | $15534705.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $10372979.00       | $10721843.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $9162990.00        | $9553466.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $10292743.00       | $10651807.78       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $9914907.00        | $10448414.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $13321127.00       | $13768259.68       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $14763706.00       | $15964710.24       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $12091318.00       | $12438616.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $10745857.00       | $11328297.07       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $11169810.00       | $11768892.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $13993871.00       | $14513768.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.5000%  | 0.0000% | $11203774.00       | $12141885.44       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $12637296.00       | $13607439.08       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $15151871.00       | $15261881.27       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $12306668.00       | $12398267.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $10249526.00       | $10543128.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $16189580.00       | $16652353.55       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $15272269.00       | $15724053.27       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $15203933.00       | $15333384.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $9816128.00        | $10431487.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $10868351.00       | $11096488.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $12607528.00       | $12966569.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $12134286.00       | $12666309.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $7214468.00        | $7537262.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $11000000.00       | $11482192.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $11889928.00       | $12225557.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $16000000.00       | $16702237.04       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $9611344.00        | $9750841.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.5000%  | 0.0000% | $10570910.00       | $11398813.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.5000%  | 0.0000% | $13764636.00       | $14852647.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $15808637.00       | $16501356.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $11629696.00       | $11728715.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $11543782.00       | $11642069.61       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $18075291.00       | $17147160.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $12732055.00       | $13301759.29       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $9174671.00        | $9585188.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $316026.00         | $330166.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $9384749.00        | $9678113.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $15036874.00       | $15164902.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $15533101.00       | $16697850.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $15327446.00       | $16125713.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $12226970.00       | $12799876.86       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $14453456.00       | $14972530.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $16372003.00       | $16807283.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $16231299.00       | $16678874.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $11091290.00       | $11448598.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $17122902.00       | $17664617.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $16891486.00       | $17405795.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $9999999.00        | $10428675.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $17696446.00       | $17185776.13       | Agency Mortgage-Backed Securities |

### Security 8: CREDIT AGRICOLE MORTGAGE REPO 4.3700 20250805

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3700 20250805 4.370000%
- **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: 2258984A0, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: 2258984A0
- **C.18 - Value (incl. sponsor support):** $250000.00
- **C.18.a - Value (excl. sponsor support):** $250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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?:** 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          | 2031-03-31      | 4.1250%  | 0.0000% | $250500.00         | $255031.55         | U.S. Treasuries (including strips) |

### Security 9: CREDIT AGRICOLE MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 2258984C6, C.5 - Other ID: 2258984C6
- **C.18 - Value (incl. sponsor support):** $237030000.00
- **C.18.a - Value (excl. sponsor support):** $237030000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $282994500.00      | $241770646.52      | U.S. Treasuries (including strips) |

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AUSC9, C.4 - ISIN: US3130AUSC96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7999176.00
- **C.18.a - Value (excl. sponsor support):** $7999176.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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? Yes, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYW93, C.4 - ISIN: US3130AYW936, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4089975.46
- **C.18.a - Value (excl. sponsor support):** $4089975.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.430000%
- **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.18 - Value (incl. sponsor support):** $52023816.00
- **C.18.a - Value (excl. sponsor support):** $52023816.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2P74, C.4 - ISIN: US3130B2P744, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45050355.00
- **C.18.a - Value (excl. sponsor support):** $45050355.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35043715.00
- **C.18.a - Value (excl. sponsor support):** $35043715.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15021915.00
- **C.18.a - Value (excl. sponsor support):** $15021915.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40018420.80
- **C.18.a - Value (excl. sponsor support):** $40018420.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 4.490000%
- **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.18 - Value (incl. sponsor support):** $20021840.00
- **C.18.a - Value (excl. sponsor support):** $20021840.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 18: 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.18 - Value (incl. sponsor support):** $19203280.00
- **C.18.a - Value (excl. sponsor support):** $19203280.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 19: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000350.00
- **C.18.a - Value (excl. sponsor support):** $35000350.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPTT2, C.4 - ISIN: US3133EPTT21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65003640.00
- **C.18.a - Value (excl. sponsor support):** $65003640.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPUJ2, C.4 - ISIN: US3133EPUJ20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18001692.00
- **C.18.a - Value (excl. sponsor support):** $18001692.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30024270.00
- **C.18.a - Value (excl. sponsor support):** $30024270.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15014175.00
- **C.18.a - Value (excl. sponsor support):** $15014175.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13010582.00
- **C.18.a - Value (excl. sponsor support):** $13010582.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **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.18 - Value (incl. sponsor support):** $25017300.00
- **C.18.a - Value (excl. sponsor support):** $25017300.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **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.18 - Value (incl. sponsor support):** $75043650.00
- **C.18.a - Value (excl. sponsor support):** $75043650.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **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.18 - Value (incl. sponsor support):** $15007530.00
- **C.18.a - Value (excl. sponsor support):** $15007530.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **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.18 - Value (incl. sponsor support):** $49034202.00
- **C.18.a - Value (excl. sponsor support):** $49034202.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **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.18 - Value (incl. sponsor support):** $18619623.00
- **C.18.a - Value (excl. sponsor support):** $18619623.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **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.18 - Value (incl. sponsor support):** $20015520.00
- **C.18.a - Value (excl. sponsor support):** $20015520.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **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.18 - Value (incl. sponsor support):** $20017680.00
- **C.18.a - Value (excl. sponsor support):** $20017680.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **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.18 - Value (incl. sponsor support):** $50050200.00
- **C.18.a - Value (excl. sponsor support):** $50050200.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **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.18 - Value (incl. sponsor support):** $30030210.00
- **C.18.a - Value (excl. sponsor support):** $30030210.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **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.18 - Value (incl. sponsor support):** $20015880.00
- **C.18.a - Value (excl. sponsor support):** $20015880.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **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.18 - Value (incl. sponsor support):** $35021910.00
- **C.18.a - Value (excl. sponsor support):** $35021910.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **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.18 - Value (incl. sponsor support):** $20016660.00
- **C.18.a - Value (excl. sponsor support):** $20016660.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **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.18 - Value (incl. sponsor support):** $30023010.00
- **C.18.a - Value (excl. sponsor support):** $30023010.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **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.18 - Value (incl. sponsor support):** $75023550.00
- **C.18.a - Value (excl. sponsor support):** $75023550.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.410000%
- **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.18 - Value (incl. sponsor support):** $90015120.00
- **C.18.a - Value (excl. sponsor support):** $90015120.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **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.18 - Value (incl. sponsor support):** $30012240.00
- **C.18.a - Value (excl. sponsor support):** $30012240.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445827%
- **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.18 - Value (incl. sponsor support):** $49999950.00
- **C.18.a - Value (excl. sponsor support):** $49999950.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 42: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.460000%
- **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.18 - Value (incl. sponsor support):** $14011382.00
- **C.18.a - Value (excl. sponsor support):** $14011382.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 43: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 4.400000%
- **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.18 - Value (incl. sponsor support):** $74987625.00
- **C.18.a - Value (excl. sponsor support):** $74987625.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 44: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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.18 - Value (incl. sponsor support):** $22017380.00
- **C.18.a - Value (excl. sponsor support):** $22017380.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 45: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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.18 - Value (incl. sponsor support):** $47038023.00
- **C.18.a - Value (excl. sponsor support):** $47038023.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 46: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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.18 - Value (incl. sponsor support):** $10007020.00
- **C.18.a - Value (excl. sponsor support):** $10007020.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 47: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4H63, C.4 - ISIN: US3136G4H639, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4872397.11
- **C.18.a - Value (excl. sponsor support):** $4872397.11
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G4H71, C.4 - ISIN: US3136G4H712, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $4885792.51
- **C.18.a - Value (excl. sponsor support):** $4885792.51
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $41159177.73
- **C.18.a - Value (excl. sponsor support):** $41159177.73
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 50: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 3379858L2, C.5 - Other ID: 3379858L2
- **C.18 - Value (incl. sponsor support):** $3580000000.00
- **C.18.a - Value (excl. sponsor support):** $3580000000.00
- **C.19 - Percentage of Net Assets:** 26.9900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1613.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $694.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1051728.00        | $632079.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $755.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $42668.00          | $820.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $7934.00           | $361.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $33746.00          | $1282.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2130.00           | $28.86             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-09-01      | 5.5000%  | 0.0000% | $1997.00           | $47.44             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $28.61             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $23.91             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $1024.00           | $20.17             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $2631.00           | $100.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $1021.00           | $4.97              | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $22536.00          | $315.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 5.5000%  | 0.0000% | $1024.00           | $10.84             | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 5.0000%  | 0.0000% | $1024.00           | $9.26              | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $1000.00           | $199.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 5.5000%  | 0.0000% | $1024.00           | $8.79              | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-04-01      | 6.5000%  | 0.0000% | $1024.00           | $19.39             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-04-01      | 6.0000%  | 0.0000% | $1013.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $11.09             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $3.63              | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-05-01      | 6.0000%  | 0.0000% | $1120.00           | $9.72              | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $11818.00          | $123.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 6.5000%  | 0.0000% | $1040.00           | $18.33             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-11-01      | 6.5000%  | 0.0000% | $1008.00           | $16.34             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $1000.00           | $9.07              | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $11.65             | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-01-01      | 7.0000%  | 0.0000% | $1024.00           | $10.90             | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1120.00           | $11.19             | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-11-01      | 7.0000%  | 0.0000% | $1024.00           | $8.74              | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $137.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-05-01      | 4.5000%  | 0.0000% | $400000.00         | $34894.52          | Agency Mortgage-Backed Securities  |
| FMAC          | 2026-11-01      | 3.5000%  | 0.0000% | $7336.00           | $22.33             | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-07-01      | 3.5000%  | 0.0000% | $18864.00          | $693.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $278127.00         | $49610.16          | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-01-01      | 3.0000%  | 0.0000% | $2285183.00        | $218304.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $2016.00           | $25.27             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-07-01      | 5.0000%  | 0.0000% | $2016.00           | $26.07             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $1028.00           | $1.25              | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 5.0000%  | 0.0000% | $2002.00           | $44.79             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-06-01      | 5.5000%  | 0.0000% | $1023.00           | $10.24             | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-01-01      | 5.5000%  | 0.0000% | $2047.00           | $7.31              | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-08-01      | 6.0000%  | 0.0000% | $1023.00           | $2.00              | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.43              | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-10-01      | 7.0000%  | 0.0000% | $2000.00           | $35.52             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.5000%  | 0.0000% | $1000.00           | $43.63             | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-12-01      | 5.5000%  | 0.0000% | $1024.00           | $18.47             | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $43.54             | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 5.5000%  | 0.0000% | $1024.00           | $38.47             | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-10-01      | 4.5000%  | 0.0000% | $1024.00           | $30.84             | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $39.16             | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $140.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-04-01      | 5.5000%  | 0.0000% | $2019.00           | $6.95              | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 5.5000%  | 0.0000% | $1000.00           | $7.64              | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $1008.00           | $75.33             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-04-01      | 5.5000%  | 0.0000% | $2048.00           | $26.89             | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $1024.00           | $3.20              | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 5.5000%  | 0.0000% | $1024.00           | $16.77             | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $180.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $62.81             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $60.51             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $131.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $272.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $268.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $230.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $135.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $565.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $234.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $205.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $262.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $313.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $338.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $92.51             | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $324.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $2611450.00        | $467918.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $695.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $398.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $561.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $266.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $213.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $343.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $172.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $720.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $172.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-06-01      | 3.0000%  | 0.0000% | $7000.00           | $888.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $114.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $88.86             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $304.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $364.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $149.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $299.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $424.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $524.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $367.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $223.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $491.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $175.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $65.75             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $271.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $992074.00         | $224679.66         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $296.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1515906.00        | $717082.25         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $68.99             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $215.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $660179.00         | $53100.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $1008.00           | $105.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-10-01      | 5.0000%  | 0.0000% | $3136.00           | $71.39             | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-09-01      | 3.5000%  | 0.0000% | $1000.00           | $66.05             | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-05-01      | 4.0000%  | 0.0000% | $790000.00         | $60752.05          | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 2.5000%  | 0.0000% | $117000.00         | $30323.64          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-11-01      | 2.5000%  | 0.0000% | $1000.00           | $720.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-07-01      | 6.0000%  | 0.0000% | $3001.00           | $2111.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $904.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $21000.00          | $18447.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-09-01      | 5.5000%  | 0.0000% | $58000.00          | $42361.00          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 3.5000%  | 0.0000% | $1000.00           | $941.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-01-01      | 3.5000%  | 0.0000% | $1000.00           | $918.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $1006.00           | $402.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1125.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1119.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $15299968.00       | $10042208.14       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1292.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $54000.00          | $39504.68          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $29171000.00       | $22121345.54       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2115.00           | $1614.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $982617.00         | $707150.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1008.00           | $711.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $10500.00          | $7743.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $27842.00          | $22217.65          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $55000.00          | $40342.16          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $767.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 3.0000%  | 0.0000% | $11000.00          | $8510.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 3.5000%  | 0.0000% | $9525.00           | $8009.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $757.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $923.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $43000.00          | $39260.90          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1549.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $47662.00          | $46457.84          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1850.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $10000.00          | $9094.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $31000.00          | $28440.59          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $56000.00          | $26332.45          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $174000.00         | $74897.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1786.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $146201.00         | $95521.00          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5873.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $27000.00          | $20133.43          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1532.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $5024.00           | $3485.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $689.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $55999.00          | $40130.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $64000.00          | $50007.51          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 3.0000%  | 0.0000% | $1602.00           | $1221.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $33000.00          | $27267.44          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1034.00           | $813.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $30000.00          | $25679.57          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1551.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $15810.00          | $13646.65          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1421.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $29000.00          | $25241.94          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $42000.00          | $36535.63          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $23116.00          | $21275.23          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $999742.00         | $835846.20         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $7220.00           | $6353.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $224000.00         | $158971.73         | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $2935492.00        | $704956.53         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $1279230.00        | $63934.21          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1313082.00        | $179287.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $124.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $2076.00           | $305.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $294356.00         | $47347.46          | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $112.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $161.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $288.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $378.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $345.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $169.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $255.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1186.00           | $364.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $2812204.00        | $1055646.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $251.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $7553832.00        | $2601211.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $270.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $227.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $286.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1093.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2875300.00        | $967694.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $297.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $210.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $173.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $305.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $346.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $314.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $371.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $495.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $462.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $761.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000096.00        | $943544.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $606.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $597.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $701.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $923.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $682.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $12000000.00       | $8386578.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $947.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $660.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $474.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1034159.00        | $979264.00         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1038448.00        | $667074.86         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $20000.00          | $16548.65          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $3999.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $730.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $9072.00           | $7561.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $832.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $546.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $5831.00           | $5982.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $840.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $841.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $981054.73         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $763.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $619.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $863.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $3000.00           | $2823.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $3377780.00        | $2115648.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $648.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $2528215.00        | $1943794.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4684.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-10-01      | 3.0000%  | 0.0000% | $1000.00           | $317.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $111762148.00      | $68782596.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $5000.00           | $2283.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $120000.00         | $71253.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $113001.00         | $78528.64          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $639000.00         | $387989.70         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $18000.00          | $11272.38          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $290000.00         | $235076.01         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1076448.00        | $776595.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $857.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $799.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2584.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $860.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $26000.00          | $21465.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $737.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1010.00           | $825.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $860.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $857.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $11465920.00       | $10000302.68       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $902.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $869.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $58000.00          | $40145.21          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $699.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1145.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-09-01      | 2.0000%  | 0.0000% | $3251.00           | $1778.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $567.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $118996529.00      | $72418886.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $579.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $1001.00           | $564.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $92000.00          | $71023.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $469632.00         | $446900.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $892.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $833.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $880.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $9877649.00        | $8746551.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $2738456.00        | $2702145.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $1022496.00        | $1010975.22        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $1631849.00        | $1645414.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-07-01      | 5.0000%  | 0.0000% | $3160981.00        | $3198149.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $198.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $8371853.00        | $21933.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $2721.00           | $1.34              | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1235285.00        | $50178.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1128994.00        | $71530.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $61.54             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $37.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $622000.00         | $66720.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $1024.00           | $95.36             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $1000.00           | $22.97             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 4.0000%  | 0.0000% | $4747000.00        | $447721.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $5314206.00        | $833636.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2417.00           | $191.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $1024.00           | $61.60             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $169.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $1000.00           | $75.41             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1025.00           | $194.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $2182000.00        | $412495.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $169.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $5471512.00        | $545309.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $13804184.00       | $1841284.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1534820.00        | $231956.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1013.00           | $137.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6277104.00        | $643612.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $110.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $94.38             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $5505760.00        | $279038.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $964705.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $5330888.00        | $343742.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $240.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $175237.00         | $20303.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $930.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1001.00           | $136.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $171.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1062117.00        | $180744.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1213748.00        | $229430.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $10884112.00       | $1023919.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $8882160.00        | $820902.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1148179.00        | $440260.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $150097696.00      | $7062019.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $107.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $161.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $59737.00          | $4317.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $12800.00          | $1090.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $50046656.00       | $10631953.23       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $31972308.00       | $7486293.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3723146.00        | $1089094.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2048.00           | $343.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $697.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $271.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $295.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $3285884.00        | $774492.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $149988352.00      | $35762366.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $143.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $172.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $2016.00           | $475.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $389.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $218.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $3253188.00        | $555310.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1425638.00        | $205008.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $2574025.00        | $294320.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $3835916.00        | $478795.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1471900.00        | $296819.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $2016.00           | $428.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 3.5000%  | 0.0000% | $2000.00           | $144.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $270041.00         | $30682.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $3022963.00        | $407239.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2018.00           | $290.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1438005.00        | $106039.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $60722.00          | $9551.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $323.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $394.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $4200000.00        | $909928.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $2000.00           | $17.99             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $19128076.00       | $126834.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $2048.00           | $36.26             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $2048.00           | $15.61             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48573508.00       | $105046.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $90796451.00       | $636776.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $28311440.00       | $272531.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $2048.00           | $25.71             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $22422304.00       | $257007.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2076.00           | $5.23              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58270296.00       | $67780.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $41180.00          | $32146.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $5912255.00        | $4470581.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $2810488.00        | $2349195.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1880.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1774.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $5604280.00        | $3249096.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1557.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1770.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $843.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1805.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $931.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $2047.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $2000.00           | $2137.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $229594.00         | $197600.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2049.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1739.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $1035069.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $999500.00         | $868445.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $917834.00         | $947103.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $992000.00         | $991058.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $68613.00          | $68189.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $711649.00         | $488125.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2089228.00        | $2134106.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1439227.00        | $1363615.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $389999.00         | $391881.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1881.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $746.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1738100.00        | $1797746.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $16059872.00       | $15031338.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2985.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1886.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3104.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1859.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1875192.00        | $1484285.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2046.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $870460.00         | $845149.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1854.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2543312.00        | $2300749.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1792.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1973.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2035128.00        | $2086225.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2008.00           | $2045.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1991.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1200305.00        | $998150.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2027.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $347338.00         | $350705.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1569550.00        | $1662132.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1826.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1028080.00        | $1008243.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1947.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $12804505.00       | $12325537.45       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1002150.00        | $1024066.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $3281.00           | $3129.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $933368.00         | $842654.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $996500.00         | $992145.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $995358.00         | $1001933.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2110.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $20687712.00       | $20734697.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1006690.00        | $983108.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1068061.00        | $1049587.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2022.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $14415.00          | $14705.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2370640.00        | $2427862.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2150931.00        | $2207001.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $3649425.00        | $3724139.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $73529.00          | $11988.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $288733.00         | $29282.51          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $3059.00           | $469.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $388000.00         | $47653.19          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $539000.00         | $263379.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $165.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $79509280.00       | $22127059.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $4171824.00        | $968731.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $604.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $395.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1576803.00        | $336254.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $1107746.00        | $138068.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $221.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1249884.00        | $617509.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $47091929.00       | $11421169.41       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $3326986.00        | $653628.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $2620780.00        | $685224.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 5.0000%  | 0.0000% | $452000.00         | $82186.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $138000.00         | $55667.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $7782112.00        | $1465702.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $470.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1052170.00        | $333305.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1468440.00        | $489517.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $989590.00         | $371977.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $14124286.00       | $4399097.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $403.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2087668.00        | $788401.56         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1512584.00        | $524851.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1268047.00        | $489177.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1844341.00        | $635631.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $68813617.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $2016.00           | $480.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $954003.00         | $135810.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3000.00           | $544.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $6697384.00        | $1251542.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $525.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2469756.00        | $1029310.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3268236.00        | $1006265.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1768108.00        | $866084.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1360722.00        | $479863.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $901932.00         | $527575.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1387052.00        | $529635.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1935518.00        | $407928.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $393.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2092716.00        | $612138.11         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $762.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2002.00           | $176.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $130000.00         | $25509.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $41824573.00       | $9707118.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $2003640.00        | $552126.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $171623.00         | $45629.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1707.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2833992.00        | $833613.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $2000.00           | $186.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2045508.00        | $617047.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1474811.00        | $225452.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3001.00           | $794.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $7139752.00        | $894787.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $2852370.00        | $148399.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2178912.00        | $561004.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $989498.00         | $178823.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $3002.00           | $773.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000800.00        | $468782.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $2225080.00        | $518904.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1909650.00        | $621417.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $990237.00         | $353179.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1262826.00        | $639464.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $3024.00           | $510.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $439.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1077.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $149.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $234.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1301349.00        | $367021.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $545.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1005690.00        | $489987.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1255909.00        | $520087.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $300222928.00      | $99424223.78       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 2.5000%  | 0.0000% | $1660000.00        | $449742.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1007.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2303552.00        | $1286016.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $396.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $5345596.00        | $917084.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $751.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $31935.00          | $14772.81          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $407000.00         | $97331.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $493.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $697.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $28092400.00       | $16919742.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $756.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $640.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1251.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $574763.00         | $389961.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $13701440.00       | $12240424.46       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $17682143.00       | $13161585.93       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $4022010.00        | $2461413.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $686000.00         | $341986.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1636584.00        | $1649484.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $2016.00           | $1510.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $22155.00          | $14715.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $663.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $703.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $26897795.00       | $18023197.32       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $23000.00          | $17006.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $989696.00         | $617877.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1064974.00        | $757476.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $15387496.00       | $11230356.98       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $730.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $72419.00          | $55882.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1101244.00        | $921235.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1182597.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $1285406.00        | $1185387.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $41073.00          | $34886.07          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $684.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $16050803.00       | $13901561.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $466.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1007386.00        | $929108.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $56904220.00       | $42405014.59       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1430666.00        | $1260187.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1684104.00        | $1303414.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3001.00           | $1561.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1441474.00        | $789029.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1260313.00        | $909451.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1574.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1046767.00        | $810632.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2771.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1641.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1289986.00        | $1060902.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1815168.00        | $1512269.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2235.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1515620.00        | $1224594.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1417.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $4002.00           | $2268.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1588.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1221.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3001.00           | $2256.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1151857.00        | $714440.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $5000.00           | $4114.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1391520.00        | $876922.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $741.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1412.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $198634.00         | $171861.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4133.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $21175568.00       | $17178010.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2019.00           | $1759.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $822.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1179063.00        | $706922.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $471.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $657.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1403175.00        | $1116804.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1615904.00        | $1149955.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1262568.00        | $1128726.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1248979.00        | $1143240.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $4000.00           | $2863.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $726.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $997788.00         | $968950.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1104256.00        | $1090299.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1111625.00        | $805385.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4001.00           | $1831.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $8000.00           | $6212.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $998731.00         | $638943.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $20439335.00       | $12882340.69       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $4291.00           | $3867.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1433.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1338452.00        | $863476.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $563.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $165830.00         | $147305.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $2431.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3001.00           | $2727.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1390416.00        | $742992.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1296384.00        | $918474.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1349991.00        | $1077621.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1028467.00        | $1000293.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3621585.00        | $2940858.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $700.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $3001.00           | $2352.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3371.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1450936.00        | $958266.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1190662.00        | $911231.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2001.00           | $1232.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2008.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3021.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3001.00           | $2459.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1108595.00        | $993056.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1045603.00        | $1081471.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2125324.00        | $1978940.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $7753000.00        | $7164840.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $6001.00           | $4947.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2001.00           | $1637.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $934824.00         | $805504.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $806.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $676.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $5000.00           | $4638.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1097694.00        | $996234.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1113156.00        | $1150982.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $646.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1849.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $5000.00           | $2985.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2303.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2954.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $82329685.00       | $71809523.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $900.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3523.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $700.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $869.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2001.00           | $1759.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $9419764.00        | $8641184.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1069537.00        | $773199.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $518.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $9968000.00        | $5933504.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1846.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1511.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $393911.00         | $279520.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1280.00           | $187.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $96444544.00       | $18010330.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $199951263.00      | $21852162.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $190161614.00      | $34536589.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $75082744.00       | $21474328.75       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $42999.00          | $14927.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $12162437.00       | $2853272.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $70075314.00       | $21774943.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $2000.00           | $376.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $7237.00           | $1809.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $12316720.00       | $3389225.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1670.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $3003.00           | $1180.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $109654.00         | $49643.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $177208819.00      | $74047557.86       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2016.00           | $1220.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $205310720.00      | $110340673.39      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $5000.00           | $2277.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $98627584.00       | $52682520.13       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2182.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $32009440.00       | $17304777.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $31163917.00       | $18934401.24       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $24076325.00       | $12266067.64       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $25097377.00       | $13696521.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $27662800.00       | $15145079.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $17464352.00       | $10474926.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $145428224.00      | $77437719.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $156011873.00      | $83810008.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $49513666.00       | $30128961.56       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $28503920.00       | $15172843.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $538.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $37092569.00       | $20642800.45       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $49551520.00       | $28872490.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $13155485.00       | $6829297.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $44395684.00       | $26238778.86       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $38311866.00       | $21288654.85       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1154.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $2000.00           | $413.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $568.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $52069366.00       | $30893409.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1160.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $56796160.00       | $31185392.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1099.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1752.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $2048.00           | $1135.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $2048.00           | $1154.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2064.00           | $1163.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2048.00           | $1080.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $662.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2048.00           | $1160.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $5000.00           | $2832.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $46237523.00       | $26217203.38       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $48445390.00       | $27305846.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $130031104.00      | $74372628.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 1.5000%  | 0.0000% | $72240683.00       | $40513049.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $108882837.00      | $63916657.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $49645770.00       | $29341571.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1013.00           | $555.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $47059800.00       | $28204488.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $122369508.00      | $68501108.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.5000%  | 0.0000% | $2240.00           | $1275.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1144.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1178.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $4288.00           | $2684.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1278.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1114.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1157.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1859.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $3072.00           | $2174.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 2.0000%  | 0.0000% | $25075449.00       | $13633972.61       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 3.0000%  | 0.0000% | $2000.00           | $743.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $142468546.00      | $87547395.23       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1293.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1166.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $39000.00          | $25116.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $20942228.00       | $14403325.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.5000%  | 0.0000% | $2048.00           | $1311.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $896802.00         | $587684.13         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $679.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1385.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $604.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5612.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $37000.00          | $24286.26          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1283.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1341.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2016.00           | $1447.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $10572.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1512.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $21948.00          | $16967.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1449.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $45000.00          | $32969.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $45714.00          | $34237.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $617.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $2048.00           | $1578.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1298.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $3072.00           | $2272.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $2048.00           | $1520.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2048.00           | $1564.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1540.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1701.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1487.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1322448.00        | $983827.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $35201760.00       | $26965908.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1441.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $920383.00         | $739836.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1066.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $768.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1450.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $540579.00         | $412352.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2016.00           | $1596.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1563.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $35707941.00       | $28038702.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $4576.00           | $3531.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1733.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $16993000.00       | $13608113.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1657.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1697.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1229.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $921380.00         | $770061.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2016.00           | $1687.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1629.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $30000.00          | $25476.41          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1800.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $4857544.00        | $3668860.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.5000%  | 0.0000% | $2016.00           | $1582.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1644.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1640.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $175000.00         | $143556.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $126731659.00      | $106994842.71      | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1612.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2016.00           | $1651.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1556.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1745.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1403.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1805.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $984396.00         | $814034.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1683.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $31804480.00       | $24008520.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1705.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1809.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2016.00           | $1804.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $77201.00          | $63848.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2150952.00        | $1459001.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2016.00           | $1615.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1456.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1738.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1555.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1708.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1504.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $36480840.00       | $26257473.24       | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1501.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $79841071.00       | $67224548.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $1129446.00        | $938486.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $540166.00         | $409028.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1757.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1598.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1814.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2048.00           | $1801.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1620.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $769.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2068.00           | $1703.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1620.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $788.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1798.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1661.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1725.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $44423.00          | $39868.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2016.00           | $1790.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1832.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $30333000.00       | $26374426.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $121301376.00      | $106413798.24      | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $33164608.00       | $29338905.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1724.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1862.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $179665.00         | $138680.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $33696312.00       | $26334495.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $794.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1728.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1717.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1686.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1768.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $875.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1800.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $3000.00           | $2690.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1843.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1810.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3088.00           | $2526.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1582.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $811.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1779.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2048.00           | $1759.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $19765764.00       | $17153253.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $762.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $22461039.00       | $18666204.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $125368192.00      | $109044491.90      | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $34681088.00       | $29709056.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $597680.00         | $517333.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $36540042.00       | $32258096.20       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1903.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $10937840.00       | $9316468.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $27957064.00       | $25203668.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $13461934.00       | $12582485.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1074000.00        | $879618.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $3876440.00        | $3630889.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $22899950.00       | $21821351.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $23729240.00       | $21888244.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $4582044.00        | $4103761.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $4876888.00        | $4765217.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $956.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1317.00           | $1224.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1095.00           | $1017.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $945.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $5111853.00        | $4858295.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $499734.00         | $476082.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1219.00           | $1177.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $17289680.00       | $17014179.66       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $2613495.00        | $2253168.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $15027152.00       | $14542824.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $216730010.00      | $217820550.05      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.5000%  | 0.0000% | $191001.00         | $25600.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $18998.00          | $11993.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $643.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $814.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $855.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1100.00           | $975.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $32000.00          | $25883.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $10142080.00       | $9148143.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $9000.00           | $6882.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $971.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $19083872.00       | $17999225.41       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $40000.00          | $37108.92          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $1024.00           | $6.05              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 6.0000%  | 0.0000% | $5129.00           | $9.44              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-12-01      | 5.5000%  | 0.0000% | $1024.00           | $5.63              | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 6.5000%  | 0.0000% | $1000.00           | $8.32              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $4.13              | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 4.5000%  | 0.0000% | $1000.00           | $96.03             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1.24              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 6.0000%  | 0.0000% | $1000.00           | $3.61              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $5101.00           | $21.21             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.51              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 6.5000%  | 0.0000% | $1024.00           | $10.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $1024.00           | $3.28              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $4288.00           | $11.51             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 6.5000%  | 0.0000% | $40954752.00       | $408483.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 6.5000%  | 0.0000% | $3032.00           | $38.09             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1.19              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 6.5000%  | 0.0000% | $1024.00           | $8.07              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $4.03              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $14.55             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1.80              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.0000%  | 0.0000% | $36710848.00       | $290411.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1000.00           | $12.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 6.5000%  | 0.0000% | $64031232.00       | $522822.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $34189632.00       | $261771.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $8.48              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 7.0000%  | 0.0000% | $8512.00           | $42.46             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 6.5000%  | 0.0000% | $1024.00           | $2.26              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.0000%  | 0.0000% | $74977920.00       | $427288.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.0000%  | 0.0000% | $4961.00           | $26.09             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $2028.00           | $5.72              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $53596928.00       | $336994.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.52              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $3136.00           | $6.49              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $313598.00         | $934.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-10-01      | 6.5000%  | 0.0000% | $1024.00           | $4.82              | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-02-01      | 5.6600%  | 0.0000% | $1024.00           | $3.87              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 6.0000%  | 0.0000% | $3072.00           | $4.49              | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-05-01      | 6.0000%  | 0.0000% | $1000.00           | $9.98              | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-05-01      | 6.0000%  | 0.0000% | $28232256.00       | $637212.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 5.5000%  | 0.0000% | $1040.00           | $6.53              | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $8360.00           | $37.93             | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-11-01      | 6.0000%  | 0.0000% | $1024.00           | $14.70             | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-01-01      | 6.5000%  | 0.0000% | $49991808.00       | $508321.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $1024.00           | $20.59             | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $1024.00           | $20.28             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-03-01      | 4.5000%  | 0.0000% | $1008.00           | $66.24             | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $266.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $172.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $135.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $103.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $4000.00           | $398.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $146.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $232.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $5002.00           | $1161.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $301.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 3.0000%  | 0.0000% | $139000.00         | $30749.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 2.0000%  | 0.0000% | $44500.00          | $22759.42          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $12000.00          | $10335.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $17526274.00       | $15382841.44       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $46000.00          | $33880.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $47000.00          | $33732.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $19999.00          | $14981.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $8000.00           | $5881.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 3.5000%  | 0.0000% | $10000.00          | $7709.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $102000.00         | $79217.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $31001.00          | $23953.74          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $46000.00          | $35903.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 3.0000%  | 0.0000% | $36000.00          | $26538.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $24000.00          | $19705.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $17000.00          | $13964.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $43001.00          | $34251.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $16999.00          | $14717.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $3824968.00        | $3145846.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $5966.00           | $5572.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $74999.00          | $69246.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $4987720.00        | $4523607.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $944.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $3386090.00        | $3197975.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $22156380.00       | $20689470.23       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $36000.00          | $33207.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3174561.00        | $3112491.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 4.5000%  | 0.0000% | $3633610.00        | $3462539.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 6.0000%  | 0.0000% | $1605663.00        | $1656705.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $31.27             | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $106293009.00      | $3323955.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-05-01      | 6.0000%  | 0.0000% | $1040.00           | $10.72             | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 5.5000%  | 0.0000% | $100811428.00      | $3266745.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $45.77             | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $26.63             | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $38616866.00       | $3158270.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $6066576.00        | $5011489.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $967.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $2499400.00        | $2498336.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $3539065.00        | $3165080.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $2558980.00        | $2566142.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $905.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1745148.00        | $1731855.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2798511.00        | $2805278.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1884831.00        | $1787045.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $1722661.00        | $1801715.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2515439.00        | $2512707.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3427055.00        | $3498023.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $2746108.00        | $2842610.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $2429391.00        | $2370678.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2564408.00        | $2721174.70        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $4404471.00        | $4181341.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1609850.00        | $1649729.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1798916.00        | $1880044.65        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $994.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $998.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $21740.00          | $22753.95          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3688630.00        | $3774280.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $4969598.00        | $4979847.65        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.67           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2305232.00        | $2228492.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2145748.00        | $2122005.22        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $2522400.00        | $2518141.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1701990.00        | $1711388.37        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $598388.00         | $617558.63         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $4848565.00        | $4841736.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $3179133.00        | $3259798.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 4.5000%  | 0.0000% | $4544113.00        | $4325052.87        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2224347.00        | $2301960.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2583608.00        | $2678563.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1030.00           | $1029.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2355688.00        | $2427607.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2075091.00        | $2128611.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $2608878.00        | $2703141.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1927370.00        | $1891335.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1039.00           | $1099.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2076140.00        | $2121574.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2768528.00        | $2842024.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $2797300.00        | $2816168.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2752378.00        | $2857067.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $256165.00         | $265226.84         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $25850141.00       | $25803871.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $22017623.00       | $18947954.56       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1442496.00        | $1298686.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 4.5000%  | 0.0000% | $50919520.00       | $47948264.88       | Agency Mortgage-Backed Securities  |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $21235300.00       | $18541720.37       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $19632800.00       | $20231518.67       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $25000000.00       | $25482303.40       | U.S. Treasuries (including strips) |

### Security 51: FIXED INCOME CLEARING SSBT TREASURY REPO 4.3600 20250801

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 4.3600 20250801 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379895K9, C.5 - Other ID: 3379895K9
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $89930400.00       | $91725530.39       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $85826900.00       | $86774604.92       | U.S. Treasuries (including strips) |

### Security 52: GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250805

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.3500 20250805 4.350000%
- **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: 3819873C8, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819873C8
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2067-08-15      | 5.5000%  | 0.0000% | $844495.00         | $846663.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-20      | 4.0000%  | 0.0000% | $3369924.00        | $173336.93         | Agency Mortgage-Backed Securities |

### Security 53: GOLDMAN SACHS GROUP INC/THE REPO 4.3700 20250801

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 4.3700 20250801 4.370000%
- **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: 3819873F1, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819873F1
- **C.18 - Value (incl. sponsor support):** $224000000.00
- **C.18.a - Value (excl. sponsor support):** $224000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $6490152.00        | $4527933.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $18734240.00       | $19232543.26       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $34848768.00       | $33686454.66       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1288324.00        | $1296305.86        | Agency Mortgage-Backed Securities  |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $174754400.00      | $169736764.25      | U.S. Treasuries (including strips) |

### Security 54: Goldman Sachs Group Inc/The REPO 3.5000 20250801

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.5000 20250801 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: 3819912N7, C.5 - Other ID: 3819912N7
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-31      | 2.6250%  | 0.0000% | $1000.00           | $995.27            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $900.00            | $890.35            | U.S. Treasuries (including strips) |
| USTR          | 2025-09-25      | 0.0000%  | 0.0000% | $500.00            | $496.69            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $97.10             | U.S. Treasuries (including strips) |
| USTR          | 2025-09-16      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| USTR          | 2025-11-12      | 0.0000%  | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $96.49             | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $300.00            | $229.57            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.81             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $400.00            | $343.94            | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $81.70             | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $211.33            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $300.00            | $297.31            | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.05             | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.50             | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 2.2500%  | 0.0000% | $2300.00           | $1506.77           | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $400.00            | $301.18            | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.51             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $147.63            | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.14             | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.60             | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.47             | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.35             | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $700.00            | $342.63            | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $122.70            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $900.00            | $467.67            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.96             | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $103.93            | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $300.00            | $189.96            | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $1100.00           | $727.26            | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $125.36            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $60.40             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $145.65            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $1000.00           | $728.23            | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $500.00            | $360.78            | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.30             | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $173.33            | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $1300.00           | $1180.41           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $163.57            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $1600.00           | $1440.32           | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $358.23            | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $1000.00           | $895.56            | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $10000.00          | $9942.28           | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.30             | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $2200.00           | $2148.01           | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.17             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $700.00            | $682.05            | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $300.00            | $295.34            | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $306.64            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $391.66            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $1300.00           | $1261.16           | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $800.00            | $739.07            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $1200.00           | $1168.94           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $1400.00           | $1287.36           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $186.82            | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $196.79            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $1900.00           | $1758.30           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $93.70             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $200.00            | $194.58            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $462.94            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $200.00            | $232.96            | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $300.00            | $288.82            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.01             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.57             | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $300.00            | $295.35            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $200.00            | $194.26            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.10             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $200.00            | $196.14            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $1200.00           | $1214.86           | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $1600.00           | $1623.29           | U.S. Treasuries (including strips) |
| USTR          | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $197.77            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $900.00            | $898.93            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $2300.00           | $2291.97           | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $204.56            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.16            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $205.76            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $700.00            | $714.65            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.4359%  | 0.0000% | $500.00            | $500.23            | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.4679%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $700.00            | $701.94            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $202.27            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $300.00            | $299.39            | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $400.00            | $400.56            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $400.00            | $402.89            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $1100.00           | $1115.77           | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $1100.00           | $1114.74           | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $1000.00           | $1015.36           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $201.43            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $199.74            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $400.00            | $399.48            | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $1900.00           | $1902.60           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $1500.00           | $1493.78           | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $474798000.00      | $474242486.30      | U.S. Treasuries (including strips) |
| USTR          | 2035-07-15      | 1.8750%  | 0.0000% | $400.00            | $397.48            | U.S. Treasuries (including strips) |

### Security 55: Goldman Sachs Group Inc/The REPO 3.5000 20250801

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 3.5000 20250801 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: 3819912P2, C.5 - Other ID: 3819912P2
- **C.18 - Value (incl. sponsor support):** $3200000.00
- **C.18.a - Value (excl. sponsor support):** $3200000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $1000.00           | $752.93            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $10000.00          | $10062.88          | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $3257000.00        | $3253189.31        | U.S. Treasuries (including strips) |

### Security 56: HSBC SEC USA INC MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 4049891X3, C.5 - Other ID: 4049891X3
- **C.18 - Value (incl. sponsor support):** $268000000.00
- **C.18.a - Value (excl. sponsor support):** $268000000.00
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $210000.00         | $99226.08          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1783554.00        | $1206264.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1684950.00        | $1662675.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $291988.00         | $271689.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $53820.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $12742960.00       | $3039802.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $4222768.00        | $1007943.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $547000.00         | $116741.22         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $244458496.00      | $95569375.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1378220.00        | $936938.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1559682.00        | $1470643.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $75045376.00       | $22441234.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $96082944.00       | $46743808.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $26421952.00       | $14260553.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $37849664.00       | $28071072.25       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $58628351.00       | $56408209.89       | Agency Mortgage-Backed Securities |

### Security 57: JP MORGAN SEC LLC MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 6169974L3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169974L3
- **C.18 - Value (incl. sponsor support):** $895000000.00
- **C.18.a - Value (excl. sponsor support):** $895000000.00
- **C.19 - Percentage of Net Assets:** 6.7500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-03-01      | 3.0000%  | 0.0000% | $1150000.00        | $133128.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2026-08-01      | 4.0000%  | 0.0000% | $75770624.00       | $496664.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $756000.00         | $90162.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 7.0500%  | 0.0000% | $10680000.00       | $152368.89         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 6.6250%  | 0.0000% | $1462408.00        | $148076.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-11-01      | 6.5150%  | 0.0000% | $200000.00         | $7226.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2027-09-01      | 3.0000%  | 0.0000% | $736000.00         | $18209.70          | Agency Mortgage-Backed Securities |
| FMAC          | 2028-08-01      | 3.0000%  | 0.0000% | $400000.00         | $19260.10          | Agency Mortgage-Backed Securities |
| FMAC          | 2032-09-01      | 4.0000%  | 0.0000% | $499000.00         | $23291.04          | Agency Mortgage-Backed Securities |
| FMAC          | 2031-12-01      | 3.0000%  | 0.0000% | $1080192.00        | $104070.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $330000.00         | $63707.45          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 4.0000%  | 0.0000% | $292773000.00      | $42908460.94       | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $44013800.00       | $7520703.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.6000%  | 0.0000% | $25877440.00       | $25031175.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $29310432.00       | $2722291.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $615144.00         | $119703.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 5.5000%  | 0.0000% | $1794040.00        | $60892.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $2787736.00        | $2819408.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $960222.00         | $918238.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1292246.00        | $1270857.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1071204.00        | $1068877.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $16651072.00       | $15665240.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2668000.00        | $2663882.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $501840.00         | $497604.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $662509.00         | $614763.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $11698128.00       | $11113484.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $2349912.00        | $2217272.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.0000%  | 0.0000% | $189863.00         | $176915.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $29171616.00       | $28600805.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $12174912.00       | $11370717.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1572170.00        | $1327723.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $12669536.00       | $12308250.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.5000%  | 0.0000% | $2139752.00        | $2299172.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1933668.00        | $1978522.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4056992.00        | $3813610.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $14244592.00       | $14399492.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1256200.00        | $1259170.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1199764.00        | $1247145.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $6381480.00        | $6391705.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3067039.00        | $3154245.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $6008400.00        | $6105662.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7551392.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $8799680.00        | $8182122.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3904164.00        | $3904626.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $38468864.00       | $40041010.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $30647680.00       | $31813395.16       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $1733908.00        | $1742528.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $10779696.00       | $10780486.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1444026.00        | $1492464.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $4402704.00        | $4566285.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1679220.00        | $1690266.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5472904.00        | $5681071.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $2116750.00        | $2157836.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $4429728.00        | $4548666.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $19433376.00       | $4044403.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $52663104.00       | $15479058.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $555062.00         | $44281.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $3142100.00        | $339316.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $313871.00         | $25790.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 3.5000%  | 0.0000% | $1288876.00        | $464952.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $2019540.00        | $228736.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1041666.00        | $336103.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 5.0000%  | 0.0000% | $300000.00         | $64042.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $3043720.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $6161664.00        | $2934703.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0700%  | 0.0000% | $1590616.00        | $1256796.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 1.5000%  | 0.0000% | $5448592.00        | $3605004.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $385590.00         | $265073.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3949305.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $862888.00         | $564590.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $12761920.00       | $13246691.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $3779288.00        | $3690944.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $1323016.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $9066608.00        | $8639770.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2325936.00        | $2254771.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $657293.00         | $439779.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1805274.00        | $1262151.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $714232.00         | $485510.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2425000.00        | $1566550.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $500668.00         | $426276.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $61800.00          | $38960.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.0000%  | 0.0000% | $195522.00         | $154154.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $2291816.00        | $1881804.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $211773.00         | $55844.27          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $19124928.00       | $7378269.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $182137.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 2.0000%  | 0.0000% | $2925000.00        | $1309011.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $26050000.00       | $14564367.19       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $80836096.00       | $46904316.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $2990000.00        | $1810756.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $18238.00          | $11910.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 3.0000%  | 0.0000% | $68331648.00       | $47155316.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $857395.00         | $615341.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $269550.00         | $173442.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $645612.00         | $471394.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2695292.00        | $2098737.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $965600.00         | $779161.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $114956.00         | $96205.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $2700000.00        | $1958798.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $938187.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $2908496.00        | $2626267.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $206365.00         | $176312.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1500000.00        | $1288748.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 7.0000%  | 0.0000% | $2069236.00        | $1579903.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $711089.00         | $672884.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $22822600.00       | $21379232.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 2.0000%  | 0.0000% | $1795976.00        | $1469395.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $50794368.00       | $51814525.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $5423296.00        | $581675.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $17714784.00       | $3814908.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 3.5000%  | 0.0000% | $300000.00         | $111567.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1500000.00        | $757999.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1847172.00        | $1187202.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $4326904.00        | $2858196.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $315000.00         | $209599.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $37666640.00       | $26020122.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $475000.00         | $316661.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $73931.15          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $115000.00         | $83474.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $4000000.00        | $2447601.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $773000.00         | $552885.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 2.0000%  | 0.0000% | $1200000.00        | $801256.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1880170.00        | $1301975.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $259595776.00      | $194480988.24      | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $3767027.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $15680784.00       | $11980062.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 1.5000%  | 0.0000% | $8652048.00        | $5887482.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $1424356.00        | $1059863.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $9970000.00        | $8997548.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 3.0000%  | 0.0000% | $2745456.00        | $2154780.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.0000%  | 0.0000% | $12438352.00       | $8893543.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $13906.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.0000%  | 0.0000% | $500536.00         | $339924.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1415000.00        | $1154215.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $7916800.00        | $7979878.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2487763.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $1237336.00        | $1238503.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 6.2700%  | 0.0000% | $459969.00         | $5246.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.0000%  | 0.0000% | $4173496.00        | $180610.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 6.9120%  | 0.0000% | $30020416.00       | $377308.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-06-01      | 4.5000%  | 0.0000% | $6057000.00        | $198441.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $56000.00          | $7081.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $5289976.00        | $3197117.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $700332.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.0000%  | 0.0000% | $73000.00          | $58270.93          | Agency Mortgage-Backed Securities |

### Security 58: RBC DS MORTGAGE REPO 4.3600 20250805

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3600 20250805 4.360000%
- **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: 7809793F5, C.5 - Other ID: 7809793F5
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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? 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          | 2051-05-01      | 2.0000%  | 0.0000% | $13770.00          | $9822.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $861.52            | Agency Mortgage-Backed Securities  |
| USTR          | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $974900.00         | $1008924.13        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $300.00            | $293.22            | U.S. Treasuries (including strips) |

### Security 59: RBC DS MORTGAGE REPO 4.3700 20250801

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.3700 20250801 4.370000%
- **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: 7809793H1, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: 7809793H1
- **C.18 - Value (incl. sponsor support):** $895000000.00
- **C.18.a - Value (excl. sponsor support):** $895000000.00
- **C.19 - Percentage of Net Assets:** 6.7500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $15541200.00       | $15291510.11       | U.S. Treasuries (including strips) |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $7276.00           | $139.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $1235.00           | $12.94             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $31666520.00       | $10552449.96       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $696.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $34734596.00       | $26719157.97       | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $1038328.00        | $711559.66         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $925.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134256.00        | $5526654.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 4.0000%  | 0.0000% | $14664655.00       | $12518918.12       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $63085.00          | $50199.78          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $24744.00          | $2576.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15513.10          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $15088073.00       | $2237341.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523772.00       | $2962143.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $4607.00           | $855.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $12351822.00       | $6935411.10        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $1100.00           | $594.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $817.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $192083.00         | $163642.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $983321.22         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $2008.00           | $1763.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1450.00           | $1015.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 7.0000%  | 0.0000% | $6079200.00        | $5009260.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $51573970.00       | $7376152.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $93690421.00       | $20199165.65       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $41019609.00       | $6554207.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $129958767.00      | $35574010.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 4.5000%  | 0.0000% | $52456963.00       | $7882874.82        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 3.5000%  | 0.0000% | $35803000.00       | $5788200.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.5000%  | 0.0000% | $1707914.00        | $847154.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $764.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $11000.00          | $7523.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1452384.00        | $1174641.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5864.00           | $4951.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $14785800.00       | $12282515.84       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $2971191.00        | $2491696.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1557515.00        | $1357499.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $83000.00          | $50499.48          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $54298776.00       | $30357612.57       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $367806.00         | $308098.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 3.5000%  | 0.0000% | $955571.00         | $365851.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 2.0000%  | 0.0000% | $796000.00         | $461872.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $13692.00          | $7696.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $2076776.00        | $278539.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $5879896.00        | $5690122.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $122351.00         | $108340.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 5.0000%  | 0.0000% | $825161.00         | $824192.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $577403.00         | $100593.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $513203.00         | $288679.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $2047.00           | $698.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $34211812.00       | $12632079.38       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $2001.00           | $943.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $31179016.00       | $16319282.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $30323000.00       | $17438584.24       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $11528487.00       | $6917210.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $49912000.00       | $32513046.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $968.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $105642944.00      | $80737294.54       | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $4664712.00        | $1181045.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $64195688.00       | $31148821.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1268.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4796200.00        | $4132024.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2171582.00        | $1743964.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $11750104.00       | $9234986.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1009.00           | $1015.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $30127015.00       | $2374213.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $187.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $232385249.00      | $32271365.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $26969203.00       | $12962825.81       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $71179036.00       | $39931194.64       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2459600.00        | $2077412.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2365500.00        | $2065949.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $639456.00         | $570962.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $7511160.00        | $7690350.81        | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 3.5000%  | 0.0000% | $818036.00         | $80914.20          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $24988944.00       | $2607720.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $19674772.00       | $3026772.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-03-20      | 3.5000%  | 0.0000% | $9400645.00        | $1114760.49        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1010.00           | $98.78             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $97.91             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-20      | 4.0000%  | 0.0000% | $19910409.00       | $2158467.88        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $39999900.00       | $3772386.38        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $507389460.00      | $39429419.83       | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $3849952.00        | $391731.24         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $15755728.00       | $1709623.48        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $255.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 2.0000%  | 0.0000% | $25401760.00       | $11043009.58       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $2024.00           | $559.85            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1024.00           | $342.72            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $689000.00         | $484597.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $1000.00           | $711.46            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $11318784.00       | $8270334.96        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $60060162.00       | $43938337.13       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $524.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $2023990.00        | $806867.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $17883520.00       | $8098242.47        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $6564776.00        | $3209791.05        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $207660.00         | $127621.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $1000.00           | $682.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1497.15           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $16898748.00       | $12925216.14       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $1000.00           | $767.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $638036.00         | $498735.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $777.58            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1056318.00        | $638577.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1007788.00        | $767792.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.0000%  | 0.0000% | $12233680.00       | $11050071.44       | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 5.5000%  | 0.0000% | $1942564.00        | $1597734.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $3254536.00        | $3096058.61        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $56478.00          | $54587.65          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1742450.00        | $1720601.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1995.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-06-15      | 5.0000%  | 0.0000% | $45905520.00       | $1112990.61        | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $17024256.00       | $757786.91         | Agency Mortgage-Backed Securities  |
| USTR          | 2025-09-02      | 0.0000%  | 0.0000% | $1786800.00        | $1779831.48        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-25      | 0.0000%  | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.7500%  | 0.0000% | $900.00            | $991.50            | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 3.0000%  | 0.0000% | $1400.00           | $1059.00           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.38             | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.80             | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $98041100.00       | $89726131.37       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $53614900.00       | $49419734.92       | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $96500.00          | $91004.03          | U.S. Treasuries (including strips) |
| USTR          | 2031-01-15      | 0.1250%  | 0.0000% | $1749600.00        | $2005892.18        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $1100.00           | $940.80            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.69             | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $86900.00          | $89315.82          | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $27013700.00       | $27652496.64       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $4999900.00        | $5184029.65        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $104.02            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $6387800.00        | $6438678.82        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $4000000.00        | $4024800.65        | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $4252300.00        | $4249077.89        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $13699800.00       | $13718579.45       | U.S. Treasuries (including strips) |

### Security 60: TD SECURITIES USA LLC MORTGAGE REPO 4.3700 20250805

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.3700 20250805 4.370000%
- **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: 8919941A3, C.5 - Other ID: 8919941A3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **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          | 2060-01-15      | 4.7500%  | 0.0000% | $1047166.00        | $1020000.74        | Agency Mortgage-Backed Securities |

### Security 61: 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: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248421042.50
- **C.18.a - Value (excl. sponsor support):** $248421042.50
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278021332.40
- **C.18.a - Value (excl. sponsor support):** $278021332.40
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49652343.50
- **C.18.a - Value (excl. sponsor support):** $49652343.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 64: 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.18 - Value (incl. sponsor support):** $29742187.50
- **C.18.a - Value (excl. sponsor support):** $29742187.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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.18 - Value (incl. sponsor support):** $59364843.60
- **C.18.a - Value (excl. sponsor support):** $59364843.60
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 66: 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.18 - Value (incl. sponsor support):** $93649218.75
- **C.18.a - Value (excl. sponsor support):** $93649218.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 67: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49658203.00
- **C.18.a - Value (excl. sponsor support):** $49658203.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 68: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83612108.95
- **C.18.a - Value (excl. sponsor support):** $83612108.95
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 69: 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.18 - Value (incl. sponsor support):** $88228125.00
- **C.18.a - Value (excl. sponsor support):** $88228125.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: 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.18 - Value (incl. sponsor support):** $69438554.51
- **C.18.a - Value (excl. sponsor support):** $69438554.51
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185635937.50
- **C.18.a - Value (excl. sponsor support):** $185635937.50
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 72: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97164062.00
- **C.18.a - Value (excl. sponsor support):** $97164062.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 73: 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.18 - Value (incl. sponsor support):** $38812500.00
- **C.18.a - Value (excl. sponsor support):** $38812500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 74: 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.18 - Value (incl. sponsor support):** $104827733.85
- **C.18.a - Value (excl. sponsor support):** $104827733.85
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 75: 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.18 - Value (incl. sponsor support):** $127342304.37
- **C.18.a - Value (excl. sponsor support):** $127342304.37
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 76: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135394374.32
- **C.18.a - Value (excl. sponsor support):** $135394374.32
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 77: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.455936%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $341091197.04
- **C.18.a - Value (excl. sponsor support):** $341091197.04
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.530936%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66043721.70
- **C.18.a - Value (excl. sponsor support):** $66043721.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: 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.18 - Value (incl. sponsor support):** $29980078.20
- **C.18.a - Value (excl. sponsor support):** $29980078.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: 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.18 - Value (incl. sponsor support):** $31047226.64
- **C.18.a - Value (excl. sponsor support):** $31047226.64
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 81: 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.18 - Value (incl. sponsor support):** $135163476.90
- **C.18.a - Value (excl. sponsor support):** $135163476.90
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 82: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.435936%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225103086.00
- **C.18.a - Value (excl. sponsor support):** $225103086.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208723124.48
- **C.18.a - Value (excl. sponsor support):** $208723124.48
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.467936%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $170119736.10
- **C.18.a - Value (excl. sponsor support):** $170119736.10
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: 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.18 - Value (incl. sponsor support):** $60103125.00
- **C.18.a - Value (excl. sponsor support):** $60103125.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 86: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154309764.85
- **C.18.a - Value (excl. sponsor support):** $154309764.85
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 87: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.430936%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149993979.00
- **C.18.a - Value (excl. sponsor support):** $149993979.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: WELLS FARGO SECURITIES MORTGAGE REPO 4.3900 20250804

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.3900 20250804 4.390000%
- **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: 9499841A6, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499841A6
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $701000.00         | $85565.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $392310.00         | $310241.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.0000%  | 0.0000% | $660482.00         | $601569.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $46000.00          | $22623.56          | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-08-07

**By:** Alan S. Dupski

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

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