# EDGAR Filing Document

**Accession Number:** 0001034386
**File Stem:** 0001193125-25-271556
**Filing Date:** 2025-11
**Character Count:** 299865
**Document Hash:** fc5276e5e428d681897f5c7eca2eece0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271556.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271556

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08279
- **FILM NUMBER:** 251461288

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

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

**CIK Number of Registrant:** 0001034386

**LEI of Registrant:** 549300OHDX5YN5HMNT85

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

**LEI of Series:** 5493002Y0IYARJVQ5N24

**EDGAR Series Identifier:** S000002153

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

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                                    | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | T. Rowe Price Associates, Inc.                             | 801-00856         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Baltimore<br>State: MD |  |
| Administrator                 | None                                                       |  |
| Transfer Agent                | T. Rowe Price Services, Inc.<br>CIK: 0000703220            | 084-01079         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 26 days

- **WAL:** 63 days

- **Total Value of Portfolio Securities:** $14607687198.55

- **Amortized Cost of Portfolio Securities:** $14606176199.48

- **Cash:** $128199.47

- **Total Other Assets:** $15734271.32

- **Total Liabilities:** $320969251.24

- **Net Assets of Series:** $14301069419.03

- **Number of Shares Outstanding (Series):** 14296054168.1800

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

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

- **Is cash management vehicle an affiliated fund?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $9621444792.63            | $10746886587.77            | 78.5600%                  | 87.7500%                   |
| 2025-10-02 | $9911083391.28            | $10991588509.34            | 79.3400%                  | 87.9900%                   |
| 2025-10-03 | $9470051775.22            | $10818746862.02            | 76.8600%                  | 87.8000%                   |
| 2025-10-06 | $9547918478.98            | $10663676888.70            | 78.4800%                  | 87.6500%                   |
| 2025-10-07 | $9568789857.16            | $10776611589.80            | 77.9300%                  | 87.7700%                   |
| 2025-10-08 | $9884013512.69            | $11081898568.24            | 78.5400%                  | 88.0600%                   |
| 2025-10-09 | $10280678900.17           | $11365627278.64            | 79.8900%                  | 88.3200%                   |
| 2025-10-10 | $9998507000.83            | $11065645348.06            | 79.5300%                  | 88.0200%                   |
| 2025-10-13 | $9999775878.34            | $11066977548.49            | 79.5300%                  | 88.0100%                   |
| 2025-10-14 | $9194059167.55            | $10343324160.59            | 77.6000%                  | 87.2900%                   |
| 2025-10-15 | $9379215088.51            | $10479543404.48            | 78.2600%                  | 87.4400%                   |
| 2025-10-16 | $10549546109.85           | $11580937748.74            | 80.6100%                  | 88.4900%                   |
| 2025-10-17 | $11016517683.91           | $12291099291.55            | 79.8300%                  | 89.0600%                   |
| 2025-10-20 | $11224330830.41           | $12093975760.96            | 82.5200%                  | 88.9100%                   |
| 2025-10-21 | $11299142961.38           | $12299830530.83            | 81.8300%                  | 89.0800%                   |
| 2025-10-22 | $11806757059.13           | $12812487267.47            | 82.4400%                  | 89.4600%                   |
| 2025-10-23 | $11981201151.57           | $13895973998.79            | 83.1700%                  | 96.4600%                   |
| 2025-10-24 | $11575147403.16           | $13631048167.04            | 81.8400%                  | 96.3700%                   |
| 2025-10-27 | $10992232129.92           | $12811175532.70            | 82.0400%                  | 95.6100%                   |
| 2025-10-28 | $11780160185.10           | $13635146226.77            | 82.8300%                  | 95.8800%                   |
| 2025-10-29 | $12762902989.81           | $13604931670.36            | 89.9300%                  | 95.8700%                   |
| 2025-10-30 | $12631726663.10           | $13532761724.32            | 90.8200%                  | 97.2900%                   |
| 2025-10-31 | $13177191169.78           | $14059390405.89            | 90.1200%                  | 96.1500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.1600%             |
| 2025-10-02 | 4.1700%             |
| 2025-10-03 | 4.1800%             |
| 2025-10-06 | 4.1800%             |
| 2025-10-07 | 4.1800%             |
| 2025-10-08 | 4.1800%             |
| 2025-10-09 | 4.1700%             |
| 2025-10-10 | 4.1600%             |
| 2025-10-13 | 4.1500%             |
| 2025-10-14 | 4.1500%             |
| 2025-10-15 | 4.1700%             |
| 2025-10-16 | 4.1800%             |
| 2025-10-17 | 4.1900%             |
| 2025-10-20 | 4.1900%             |
| 2025-10-21 | 4.1900%             |
| 2025-10-22 | 4.1800%             |
| 2025-10-23 | 4.1800%             |
| 2025-10-24 | 4.1900%             |
| 2025-10-27 | 4.2000%             |
| 2025-10-28 | 4.2000%             |
| 2025-10-29 | 4.2100%             |
| 2025-10-30 | 4.1900%             |
| 2025-10-31 | 4.1300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0005                      |
|  |  |
| 2025-10-02 | 1.0005                      |
|  |  |
| 2025-10-03 | 1.0005                      |
|  |  |
| 2025-10-06 | 1.0006                      |
|  |  |
| 2025-10-07 | 1.0005                      |
|  |  |
| 2025-10-08 | 1.0005                      |
|  |  |
| 2025-10-09 | 1.0005                      |
|  |  |
| 2025-10-10 | 1.0006                      |
|  |  |
| 2025-10-13 | 1.0005                      |
|  |  |
| 2025-10-14 | 1.0006                      |
|  |  |
| 2025-10-15 | 1.0005                      |
|  |  |
| 2025-10-16 | 1.0005                      |
|  |  |
| 2025-10-17 | 1.0005                      |
|  |  |
| 2025-10-20 | 1.0005                      |
|  |  |
| 2025-10-21 | 1.0005                      |
|  |  |
| 2025-10-22 | 1.0005                      |
|  |  |
| 2025-10-23 | 1.0005                      |
|  |  |
| 2025-10-24 | 1.0005                      |
|  |  |
| 2025-10-27 | 1.0005                      |
|  |  |
| 2025-10-28 | 1.0005                      |
|  |  |
| 2025-10-29 | 1.0005                      |
|  |  |
| 2025-10-30 | 1.0005                      |
|  |  |
| 2025-10-31 | 1.0005                      |
|  |  |

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

### Class: 00

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $14301069419.03

- **Number of Shares Outstanding:** 14296054168.1800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0005          |
|  |  |
| 2025-10-02 | 1.0005          |
|  |  |
| 2025-10-03 | 1.0005          |
|  |  |
| 2025-10-06 | 1.0006          |
|  |  |
| 2025-10-07 | 1.0005          |
|  |  |
| 2025-10-08 | 1.0005          |
|  |  |
| 2025-10-09 | 1.0005          |
|  |  |
| 2025-10-10 | 1.0006          |
|  |  |
| 2025-10-13 | 1.0005          |
|  |  |
| 2025-10-14 | 1.0006          |
|  |  |
| 2025-10-15 | 1.0005          |
|  |  |
| 2025-10-16 | 1.0005          |
|  |  |
| 2025-10-17 | 1.0005          |
|  |  |
| 2025-10-20 | 1.0005          |
|  |  |
| 2025-10-21 | 1.0005          |
|  |  |
| 2025-10-22 | 1.0005          |
|  |  |
| 2025-10-23 | 1.0005          |
|  |  |
| 2025-10-24 | 1.0005          |
|  |  |
| 2025-10-27 | 1.0005          |
|  |  |
| 2025-10-28 | 1.0005          |
|  |  |
| 2025-10-29 | 1.0005          |
|  |  |
| 2025-10-30 | 1.0005          |
|  |  |
| 2025-10-31 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $294485894.28             | $788465120.04           |
| 2025-10-02 | $559131374.97             | $562474423.86           |
| 2025-10-03 | $645863564.25             | $820247843.48           |
| 2025-10-06 | $556165470.11             | $746607574.56           |
| 2025-10-07 | $593975828.62             | $475950600.47           |
| 2025-10-08 | $728774412.48             | $424474461.79           |
| 2025-10-09 | $662381884.91             | $345220050.04           |
| 2025-10-10 | $255142485.93             | $481121543.51           |
| 2025-10-13 | $1097400.18               | $0.00                   |
| 2025-10-14 | $490347179.51             | $1176476420.40          |
| 2025-10-15 | $642993156.79             | $384304359.57           |
| 2025-10-16 | $1486288957.01            | $504422125.37           |
| 2025-10-17 | $1051319542.66            | $342861018.07           |
| 2025-10-20 | $676881769.94             | $876756044.60           |
| 2025-10-21 | $1016528757.69            | $693416407.23           |
| 2025-10-22 | $912986499.01             | $584656547.80           |
| 2025-10-23 | $1082178008.37            | $1009604775.41          |
| 2025-10-24 | $738426613.55             | $959755247.02           |
| 2025-10-27 | $381563485.39             | $1203367255.16          |
| 2025-10-28 | $1411353604.40            | $366976543.92           |
| 2025-10-29 | $391454549.87             | $422963614.95           |
| 2025-10-30 | $230275043.59             | $785984748.40           |
| 2025-10-31 | $1558131794.10            | $849871460.07           |

**Total Gross Subscriptions (Month):** $16367747277.61

**Total Gross Redemptions (Month):** $14805978185.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.1600%           |
| 2025-10-02 | 4.1600%           |
| 2025-10-03 | 4.1700%           |
| 2025-10-06 | 4.1800%           |
| 2025-10-07 | 4.1800%           |
| 2025-10-08 | 4.1700%           |
| 2025-10-09 | 4.1700%           |
| 2025-10-10 | 4.1500%           |
| 2025-10-13 | 4.1500%           |
| 2025-10-14 | 4.1500%           |
| 2025-10-15 | 4.1600%           |
| 2025-10-16 | 4.1700%           |
| 2025-10-17 | 4.1900%           |
| 2025-10-20 | 4.1900%           |
| 2025-10-21 | 4.1900%           |
| 2025-10-22 | 4.1800%           |
| 2025-10-23 | 4.1700%           |
| 2025-10-24 | 4.1800%           |
| 2025-10-27 | 4.1900%           |
| 2025-10-28 | 4.2000%           |
| 2025-10-29 | 4.2000%           |
| 2025-10-30 | 4.1800%           |
| 2025-10-31 | 4.1200%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BNP PARIBAS PARIS TREASURY REPO 4.0600 20251104

- **C.1 - Title:** BNP PARIBAS PARIS TREASURY REPO 4.0600 20251104 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0559752T2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 0559752T2
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.84             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $74700.00          | $98009.68          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $254.11            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $2186600.00        | $2164090.14        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 3.6250%  | 0.0000% | $113485600.00      | $112997271.50      | U.S. Treasuries (including strips) |

### Security 2: BANK OF AMERICA SEC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 4.1500 20251103 4.150000%
- **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: 0609947J3, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609947J3
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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          | 2046-09-01      | 3.0000%  | 0.0000% | $38691.00          | $14936.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $1493790.00        | $1099779.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $14956752.00       | $13014932.45       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $100000.00         | $76380.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $85820.00          | $66039.72          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.0000%  | 0.0000% | $958027.00         | $864008.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-25      | 3.5000%  | 0.0000% | $8594500.00        | $6015833.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $982177.00         | $782257.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1967970.00        | $1243874.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $844107.00         | $579239.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 1.5000%  | 0.0000% | $137405.00         | $85558.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 3.5000%  | 0.0000% | $39000.00          | $30353.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $715000.00         | $606805.36         | Agency Mortgage-Backed Securities |

### Security 3: BMO CAPITAL MARKETS MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639929Z6, C.3 - LEI: 549300EJG376EN5NQE29, C.5 - Other ID: 0639929Z6
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2031-01-31      | 4.0000%  | 0.0000% | $1200.00           | $1226.01           | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $17744000.00       | $18358610.69       | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $200.00            | $204.25            | U.S. Treasuries (including strips) |

### Security 4: BANK OF MONTREAL MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0639953T9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 0639953T9
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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          | 2034-08-20      | 6.5000%  | 0.0000% | $1234412.00        | $747994.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-15      | 5.1800%  | 0.0000% | $490380.00         | $499129.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 6.0000%  | 0.0000% | $1148177.00        | $709980.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-04-20      | 6.0000%  | 0.0000% | $1184019.00        | $714861.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1056345.00        | $702831.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1514223.00        | $706991.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-09-20      | 6.0000%  | 0.0000% | $1083305.00        | $694236.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-06-20      | 6.0000%  | 0.0000% | $1032503.00        | $667489.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $799490.00         | $519968.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-20      | 8.0000%  | 0.0000% | $1153530.00        | $746135.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $957991.00         | $699330.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $770544.00         | $722475.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $709568.00         | $686873.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1010741.00        | $737952.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $653911.00         | $667096.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 4.0000%  | 0.0000% | $792030.00         | $745899.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 4.0000%  | 0.0000% | $761987.00         | $717541.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 7.0000%  | 0.0000% | $657981.00         | $680100.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $682561.00         | $696613.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $666936.00         | $689637.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.0000%  | 0.0000% | $672636.00         | $686202.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.0000%  | 0.0000% | $726243.00         | $741176.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $705585.00         | $729645.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 3.5000%  | 0.0000% | $795282.00         | $717593.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.0000%  | 0.0000% | $655338.00         | $668839.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.0000%  | 0.0000% | $718850.00         | $733554.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $650499.00         | $672348.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $702984.00         | $726624.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 3.0000%  | 0.0000% | $786102.00         | $695988.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $716649.00         | $741069.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 5.0000%  | 0.0000% | $745021.00         | $742720.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 3.0000%  | 0.0000% | $794378.00         | $704006.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-10-20      | 6.0000%  | 0.0000% | $713736.00         | $728750.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.0000%  | 0.0000% | $737004.00         | $732116.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.5000%  | 0.0000% | $727977.00         | $706222.00         | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK NY REPO REPO 4.1400 20251103

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 1360988F0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: 1360988F0
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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          | 2046-11-01      | 3.0000%  | 0.0000% | $14973999.00       | $2500613.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-08-01      | 3.0000%  | 0.0000% | $81031.00          | $65278.78          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $111886757.00      | $61388783.84       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $781.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $36540958.00       | $27631318.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $777.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $1065755.00        | $1082640.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $146.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $129365.00         | $79301.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2228049.00        | $1838662.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2974156.00        | $2390340.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $802563.00         | $654253.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $3115.00           | $3100.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $21432.00          | $22067.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $58311451.00       | $44120870.76       | Agency Mortgage-Backed Securities |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.0800 20251104

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.0800 20251104 4.080000%
- **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: 1729913L3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729913L3
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2030-07-01      | 3.6200%  | 0.0000% | $8664673.00        | $8476580.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 3.7500%  | 0.0000% | $5449370.00        | $5367215.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-03-01      | 4.3738%  | 0.0000% | $1000.00           | $1003.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.5400%  | 0.0000% | $2000000.00        | $2037620.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.2300%  | 0.0000% | $290268.00         | $292335.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 4.2900%  | 0.0000% | $5677.00           | $5732.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.2900%  | 0.0000% | $14765256.00       | $14909158.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.0700%  | 0.0000% | $9635581.00        | $9635452.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1200%  | 0.0000% | $40784875.00       | $40874900.80       | Agency Mortgage-Backed Securities |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 4.1500 20251103 4.150000%
- **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: 1729913Q2, C.3 - LEI: 75YWM81F2R6UQGJIEW47, C.5 - Other ID: 1729913Q2
- **C.18 - Value (incl. sponsor support):** $209000000.00
- **C.18.a - Value (excl. sponsor support):** $209000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-04-20      | 3.0000%  | 0.0000% | $4998000.00        | $3474309.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 4.0000%  | 0.0000% | $1516142.00        | $1071740.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.0000%  | 0.0000% | $1550562.00        | $907483.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $77734667.00       | $46281644.07       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $147000.00         | $84234.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 1.5000%  | 0.0000% | $3877696.00        | $2295550.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.0000%  | 0.0000% | $32629149.00       | $19507945.68       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1450000.00        | $856657.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $139237.00         | $82260.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $471617.00         | $363366.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $2588730.00        | $1954848.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $2543680.00        | $1868407.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1973430.00        | $964437.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 7.0000%  | 0.0000% | $2405618.00        | $1857425.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $778688.00         | $223087.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $782399.00         | $227372.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $8945453.00        | $1805023.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $5594969.00        | $1830019.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.0000%  | 0.0000% | $7959739.00        | $4603926.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 5.0000%  | 0.0000% | $2444129.00        | $1811425.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 6.5000%  | 0.0000% | $4438000.00        | $1243704.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.0000%  | 0.0000% | $862069.00         | $144112.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 4.5000%  | 0.0000% | $823782.00         | $761064.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $7972205.00        | $2335151.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $2915697.00        | $2166114.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.5000%  | 0.0000% | $7629569.00        | $1771839.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1630586.00        | $887815.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $2939361.00        | $1831501.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $742294.00         | $313956.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $250000.00         | $100289.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-11-15      | 4.5000%  | 0.0000% | $1400997.00        | $1339274.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-10-15      | 4.1900%  | 0.0000% | $8798027.00        | $8234197.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-15      | 3.5000%  | 0.0000% | $31867.00          | $17793.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $5347582.00        | $3386429.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-09-15      | 4.3500%  | 0.0000% | $456000.00         | $430767.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 5.0000%  | 0.0000% | $1532337.00        | $1308671.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-04-15      | 3.9300%  | 0.0000% | $2269131.00        | $2090111.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-15      | 6.3800%  | 0.0000% | $4324995.00        | $4611818.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 5.5000%  | 0.0000% | $5004487.00        | $4102676.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $1790641.00        | $1845878.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $879225.00         | $420795.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 5.0000%  | 0.0000% | $1207940.00        | $625149.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 6.5000%  | 0.0000% | $3132497.00        | $1466866.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $874940.00         | $695438.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $290000.00         | $165665.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $295802.00         | $178170.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $65803762.00       | $47364075.07       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $49967775.00       | $30863101.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $584369.00         | $405585.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-15      | 2.5000%  | 0.0000% | $1000.00           | $814.23            | Agency Mortgage-Backed Securities |

### Security 8: CITIGROUP GLBL MKT INC TREASURY REPO 4.0500 20251103

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 4.0500 20251103 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729954Q2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729954Q2
- **C.18 - Value (incl. sponsor support):** $57000000.00
- **C.18.a - Value (excl. sponsor support):** $57000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $21900.00          | $15087.01          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.42             | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $1169400.00        | $1117657.70        | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.02            | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $400.00            | $407.49            | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  | 0.0000% | $21700.00          | $21872.08          | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $55221400.00       | $56984832.04       | U.S. Treasuries (including strips) |

### Security 9: CREDIT AGRICOLE TREASURY REPO 4.1300 20251103

- **C.1 - Title:** CREDIT AGRICOLE TREASURY REPO 4.1300 20251103 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 2258961D1, C.5 - Other ID: 2258961D1
- **C.18 - Value (incl. sponsor support):** $265680000.00
- **C.18.a - Value (excl. sponsor support):** $265680000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.40             | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.7500%  | 0.0000% | $26213700.00       | $26581057.94       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $201.78            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $185700.00         | $189703.69         | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $104684600.00      | $106385724.80      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $133415000.00      | $137836887.08      | U.S. Treasuries (including strips) |

### Security 10: CREDIT AGRICOLE MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 2258987G4, C.5 - Other ID: 2258987G4
- **C.18 - Value (incl. sponsor support):** $990090000.00
- **C.18.a - Value (excl. sponsor support):** $990090000.00
- **C.19 - Percentage of Net Assets:** 6.9200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $78.03             | Agency Mortgage-Backed Securities  |
| FHLB          | 2033-05-25      | 4.0800%  | 0.0000% | $3135000.00        | $3099010.20        | Agency Mortgage-Backed Securities  |
| FHLB          | 2028-12-08      | 3.5000%  | 0.0000% | $25000.00          | $25177.07          | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-03-23      | 2.4700%  | 0.0000% | $220000.00         | $164352.59         | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-06-08      | 2.1700%  | 0.0000% | $10000.00          | $7276.79           | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-06-29      | 2.0700%  | 0.0000% | $10000.00          | $7140.55           | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-06-25      | 1.0000%  | 0.0000% | $50000.00          | $47926.50          | Agency Mortgage-Backed Securities  |
| FHLB          | 2035-07-30      | 1.6500%  | 0.0000% | $2280000.00        | $1772346.60        | Agency Mortgage-Backed Securities  |
| FHLB          | 2036-04-01      | 2.4700%  | 0.0000% | $10000.00          | $8349.18           | Agency Mortgage-Backed Securities  |
| FHLB          | 2036-04-01      | 2.4200%  | 0.0000% | $1450000.00        | $1202414.92        | Agency Mortgage-Backed Securities  |
| FHLB          | 2036-05-12      | 2.4000%  | 0.0000% | $10000.00          | $8349.97           | Agency Mortgage-Backed Securities  |
| FHLB          | 2026-08-20      | 1.1000%  | 0.0000% | $3490000.00        | $3422243.20        | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-02-24      | 1.8000%  | 0.0000% | $190000.00         | $186049.71         | Agency Mortgage-Backed Securities  |
| FHLB          | 2037-02-18      | 2.9000%  | 0.0000% | $1745000.00        | $1495204.22        | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-03-25      | 3.0000%  | 0.0000% | $9500000.00        | $9426090.00        | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-05-26      | 4.0000%  | 0.0000% | $20000000.00       | $20301444.44       | Agency Mortgage-Backed Securities  |
| FHLB          | 2032-05-26      | 4.4400%  | 0.0000% | $15000000.00       | $15154030.00       | Agency Mortgage-Backed Securities  |
| FHLB          | 2032-06-14      | 4.3750%  | 0.0000% | $15545000.00       | $15585872.55       | Agency Mortgage-Backed Securities  |
| FHLB          | 2042-08-15      | 5.1100%  | 0.0000% | $10000.00          | $9790.32           | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-09-29      | 4.1500%  | 0.0000% | $25000.00          | $25313.22          | Agency Mortgage-Backed Securities  |
| FHLB          | 2037-09-28      | 5.2000%  | 0.0000% | $10000.00          | $9965.60           | Agency Mortgage-Backed Securities  |
| FHLB          | 2026-09-11      | 4.6250%  | 0.0000% | $3665000.00        | $3714893.88        | Agency Mortgage-Backed Securities  |
| FHLB          | 2029-01-05      | 4.5000%  | 0.0000% | $5820000.00        | $5877676.20        | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-09-13      | 4.6250%  | 0.0000% | $1675000.00        | $1687657.42        | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $340000.00         | $346316.10         | Agency Mortgage-Backed Securities  |
| FHLB          | 2032-04-12      | 5.1000%  | 0.0000% | $2940000.00        | $2985739.54        | Agency Mortgage-Backed Securities  |
| FHLB          | 2044-10-21      | 5.8750%  | 0.0000% | $10000.00          | $10006.13          | Agency Mortgage-Backed Securities  |
| FHLB          | 2044-11-07      | 5.7500%  | 0.0000% | $10000.00          | $10267.17          | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-11-05      | 4.5000%  | 0.0000% | $1000000.00        | $1021850.00        | Agency Mortgage-Backed Securities  |
| FHLB          | 2044-11-25      | 5.8000%  | 0.0000% | $10000.00          | $10246.72          | Agency Mortgage-Backed Securities  |
| FHLB          | 2032-10-15      | 4.3600%  | 0.0000% | $5670000.00        | $5792810.94        | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-02-07      | 5.4000%  | 0.0000% | $6390000.00        | $6526592.64        | Agency Mortgage-Backed Securities  |
| FHLB          | 2030-03-06      | 4.8400%  | 0.0000% | $900000.00         | $908392.00         | Agency Mortgage-Backed Securities  |
| FHLB          | 2037-04-30      | 5.5800%  | 0.0000% | $10600000.00       | $10636665.40       | Agency Mortgage-Backed Securities  |
| FHLB          | 2038-06-04      | 5.7400%  | 0.0000% | $885000.00         | $908758.11         | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-06-11      | 5.6400%  | 0.0000% | $15260000.00       | $15783178.93       | Agency Mortgage-Backed Securities  |
| FHLB          | 2038-12-16      | 5.8500%  | 0.0000% | $7960000.00        | $8180018.38        | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-06-12      | 5.9500%  | 0.0000% | $39515000.00       | $40702331.35       | Agency Mortgage-Backed Securities  |
| FHLB          | 2032-06-25      | 5.2500%  | 0.0000% | $1430000.00        | $1463942.48        | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-06-25      | 5.7400%  | 0.0000% | $4335000.00        | $4491666.90        | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-07-30      | 5.5700%  | 0.0000% | $2755000.00        | $2829608.16        | Agency Mortgage-Backed Securities  |
| FHLB          | 2040-08-07      | 5.7800%  | 0.0000% | $10000.00          | $10202.22          | Agency Mortgage-Backed Securities  |
| FHLB          | 2039-10-28      | 5.4300%  | 0.0000% | $3695000.00        | $3687064.99        | Agency Mortgage-Backed Securities  |
| FHLB          | 2027-10-28      | 3.6600%  | 0.0000% | $1225000.00        | $1221657.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $1249005.00        | $156519.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1546.00           | $331.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $283.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-05-01      | 2.0000%  | 0.0000% | $598000.00         | $457533.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $263.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $31582376.00       | $12524397.14       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 3.0000%  | 0.0000% | $1008.00           | $461.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $5369.00           | $2920.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1550.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 2.0000%  | 0.0000% | $373716.00         | $259180.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1101.00           | $866.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $311418.00         | $245396.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1940086.00        | $1293483.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1380.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $140000.00         | $104825.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $466198.00         | $386682.41         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $876.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $768.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $831.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $579000.00         | $417416.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $841.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $877.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $822.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1926.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $858.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $1024.00           | $773.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1694.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $8564267.00        | $8268564.92        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $989.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.5000%  | 0.0000% | $1226000.00        | $372687.84         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $2076.00           | $1613.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1056800.00        | $850452.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $19000.00          | $15122.39          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $804.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $30978.00          | $27348.73          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $21478.00          | $20212.35          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1916272.00        | $1676205.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $2000000.00        | $1750266.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 3.0000%  | 0.0000% | $2155000.00        | $1650408.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-02-01      | 4.0000%  | 0.0000% | $2478432.00        | $58310.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 4.7500%  | 0.0000% | $1356820.00        | $1355619.78        | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-09-01      | 3.9500%  | 0.0000% | $7377000.00        | $7323278.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-06-01      | 4.3500%  | 0.0000% | $1539600.00        | $1525213.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-12-01      | 4.6000%  | 0.0000% | $1198100.00        | $1212433.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $588.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $613.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $19210.00          | $14239.68          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $1027.00           | $707.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $852.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $195921.00         | $141075.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $8045216.00        | $6539010.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $530.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $33000.00          | $26805.44          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $859.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $2566203.00        | $2175967.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $698.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $588967.00         | $337445.00         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $15147736.00       | $9546953.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4476.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $20849917.00       | $15095966.83       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $749.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $867.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $3012644.00        | $2941704.34        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.5000%  | 0.0000% | $1166963.00        | $1051063.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $910.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $605.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $826.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $695.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $722.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $906.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $2730572.00        | $2201711.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $749.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1797150.00        | $1227761.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1302498.00        | $927875.31         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $428.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $910.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $954.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $958.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 4.5000%  | 0.0000% | $1000.00           | $942.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $788.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $882.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $962.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $374.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $1676415.00        | $813195.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $514828.00         | $230730.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $569.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $864.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $53990.00          | $41280.62          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $24472.00          | $18229.50          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $714.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $2041586.00        | $1581769.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $815.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $367.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-04-01      | 4.5000%  | 0.0000% | $483000.00         | $24906.97          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.5000%  | 0.0000% | $1129180.00        | $905776.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 7.0000%  | 0.0000% | $1002414.00        | $1056000.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $944.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $945.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $970.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $879.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.5000%  | 0.0000% | $1000.00           | $853.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $913.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $941.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $960.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1022101.00        | $694431.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1630988.00        | $1452047.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-07-01      | 5.0000%  | 0.0000% | $1000.00           | $693.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $1003.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-08-06      | 6.2100%  | 0.0000% | $1000.00           | $1188.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $446000.00         | $496705.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $2000000.00        | $2302558.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $2444000.00        | $2836869.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $4626170.00        | $282260.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $10018704.00       | $468568.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $135.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $591997.00         | $83724.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-11-01      | 5.9030%  | 0.0000% | $1000.00           | $118.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.5000%  | 0.0000% | $1033000.00        | $109329.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-05-01      | 3.1200%  | 0.0000% | $8776400.00        | $8186356.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $19397920.00       | $2351436.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2376352.00        | $428156.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-12-01      | 2.5000%  | 0.0000% | $1304501.00        | $41742.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $18733493.00       | $2158690.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $46997.00          | $5119.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $4000.00           | $479.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 2.5000%  | 0.0000% | $1999.00           | $203.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $209.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $145.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1022.00           | $127.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $2448808.00        | $500905.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $117.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 6.4560%  | 0.0000% | $1099000.00        | $51899.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-15      | 5.6250%  | 0.0000% | $30000.00          | $33720.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 6.3020%  | 0.0000% | $2666223.00        | $22909.37          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $1000.00           | $25.12             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $687.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $732.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $3609924.00        | $1993051.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $728.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $15732360.00       | $9495621.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $2590089.00        | $1357451.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1027.00           | $552.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $3797649.00        | $1547690.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $6653546.00        | $4801427.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $851.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1098967.00        | $1141994.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2590056.00        | $2483707.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1041996.00        | $841486.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1043323.00        | $1079767.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1704.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1211407.00        | $1003257.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2165244.00        | $2225543.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $11691798.00       | $11510069.78       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1507480.00        | $1313290.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2336604.00        | $2377407.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $943.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.5000%  | 0.0000% | $1000.00           | $204.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2163216.00        | $2201014.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $623.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1385569.00        | $1287643.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $13127600.00       | $11771672.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2579592.00        | $2619272.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $6697025.00        | $6157119.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $4110223.00        | $4113237.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $901.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1958631.00        | $1883930.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1890506.00        | $1963339.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1105956.00        | $1129869.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2048.00           | $2060.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $971.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1164444.00        | $1142776.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $12118301.00       | $12122787.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1827496.00        | $1935414.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $937.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1375850.00        | $1302106.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $865.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $310502.00         | $314264.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $3432304.00        | $3611865.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $6048.00           | $6206.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2863508.00        | $2906095.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $451895.00         | $474367.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1300.00           | $1321.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1482.00           | $1481.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $395488.00         | $387860.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1371456.00        | $1411409.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $5534000.00        | $5562802.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $148.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-07-01      | 4.0000%  | 0.0000% | $1039.00           | $343.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1023.00           | $157.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 3.0000%  | 0.0000% | $1599000.00        | $106465.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-02-01      | 3.0000%  | 0.0000% | $550000.00         | $67618.74          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 5.0000%  | 0.0000% | $529000.00         | $103320.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 6.6290%  | 0.0000% | $2597000.00        | $760166.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.3080%  | 0.0000% | $1008.00           | $761.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $245000.00         | $27022.90          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $295256.00         | $179884.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1446.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 7.5000%  | 0.0000% | $1000.00           | $933.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $2523723.00        | $2072448.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $84052.00          | $87863.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.4580%  | 0.0000% | $3130100.00        | $3002202.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5500%  | 0.0000% | $1297963.00        | $1133426.39        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0500%  | 0.0000% | $844500.00         | $749175.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 5.3000%  | 0.0000% | $35065428.00       | $36444083.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 4.4500%  | 0.0000% | $1000.00           | $1016.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 4.8200%  | 0.0000% | $998430.00         | $1025587.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-07-01      | 4.7200%  | 0.0000% | $1956425.00        | $2004393.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 4.0600%  | 0.0000% | $1024.00           | $1028.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 4.3500%  | 0.0000% | $1555246.00        | $1549709.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 4.2800%  | 0.0000% | $8600.00           | $8680.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-09-01      | 4.8700%  | 0.0000% | $826000.00         | $852632.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $408.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $4253824.00        | $1733395.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $399.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $530.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1066.00           | $563.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $33675.00          | $30000.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.5000%  | 0.0000% | $987902.00         | $874496.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 3.5000%  | 0.0000% | $2100.00           | $1907.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $441595.00         | $327249.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 6.2850%  | 0.0000% | $3899000.00        | $73026.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 6.0650%  | 0.0000% | $1000000.00        | $30440.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-10-01      | 6.3800%  | 0.0000% | $686002.00         | $33665.62          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1651.00           | $1685.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 4.8500%  | 0.0000% | $8194095.00        | $8209997.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.0000%  | 0.0000% | $25700.00          | $24127.16          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $46275.00          | $40876.23          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $2927967.00        | $2987434.99        | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $1303510.00        | $137560.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $4161.00           | $450.36            | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $400000.00         | $36925.44          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-02-20      | 2.5000%  | 0.0000% | $250000.00         | $33142.67          | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-05-20      | 2.5000%  | 0.0000% | $1939780.00        | $28487.51          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $72.43             | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-06-20      | 2.5000%  | 0.0000% | $2365104.00        | $40788.78          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $1000.00           | $76.77             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-08-20      | 3.5000%  | 0.0000% | $1002.00           | $81.21             | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-09-20      | 4.0000%  | 0.0000% | $801357.00         | $55447.53          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $1000.00           | $87.43             | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-06-20      | 4.0000%  | 0.0000% | $1000.00           | $102.19            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-06-20      | 4.5000%  | 0.0000% | $1622000.00        | $109214.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-07-20      | 3.5000%  | 0.0000% | $1000.00           | $68.70             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-20      | 3.5000%  | 0.0000% | $2331.00           | $162.82            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.0000%  | 0.0000% | $2000.00           | $180.25            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $2000.00           | $147.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-07-20      | 4.5000%  | 0.0000% | $590947.00         | $41424.57          | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-09-20      | 3.5000%  | 0.0000% | $1000.00           | $68.59             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $1000.00           | $71.87             | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 3.0000%  | 0.0000% | $1000.00           | $114.14            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $250000.00         | $25838.73          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 4.0000%  | 0.0000% | $2000.00           | $177.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-20      | 3.0000%  | 0.0000% | $1000.00           | $152.76            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $1000.00           | $116.38            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $309624.00         | $27848.65          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-20      | 5.0000%  | 0.0000% | $1000.00           | $91.44             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $1000.00           | $116.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-05-20      | 4.0000%  | 0.0000% | $346682.00         | $32088.18          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-05-20      | 3.0000%  | 0.0000% | $1004.00           | $112.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $4990001.00        | $209573.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $4480000.00        | $555329.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-11-20      | 4.0000%  | 0.0000% | $467139.00         | $45018.51          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $1783.00           | $251.14            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $1000.00           | $90.10             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-20      | 3.0000%  | 0.0000% | $1001.00           | $135.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $1125000.00        | $140951.39         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-09-20      | 3.0000%  | 0.0000% | $725000.00         | $106302.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $135.12            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $109.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-02-20      | 3.0000%  | 0.0000% | $2000.00           | $279.93            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 6.5000%  | 0.0000% | $72004.00          | $10438.05          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1000.00           | $75.46             | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $250000.00         | $29830.53          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $4996998.00        | $365021.40         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $352561.56         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 3.5000%  | 0.0000% | $3013.00           | $186.24            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $1003.00           | $166.71            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-09-20      | 4.0000%  | 0.0000% | $349999.00         | $33075.09          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 4.5000%  | 0.0000% | $398992.00         | $29931.28          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 3.0000%  | 0.0000% | $8055000.00        | $1476924.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 4.5000%  | 0.0000% | $3082760.00        | $202259.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 6.0000%  | 0.0000% | $373000.00         | $40004.88          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 3.0000%  | 0.0000% | $1911000.00        | $257824.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $1000.00           | $75.64             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 3.5000%  | 0.0000% | $4954.00           | $85.32             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $1000.00           | $82.78             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 5.5000%  | 0.0000% | $247992.00         | $21296.21          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 4.0000%  | 0.0000% | $1001.00           | $49.19             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $1000.00           | $136.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 3.5000%  | 0.0000% | $51736640.00       | $19335235.17       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 4.0000%  | 0.0000% | $61093.00          | $20563.79          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1983000.00        | $1088303.89        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $24551184.00       | $9192246.18        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $1000.00           | $193.68            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 4.0000%  | 0.0000% | $1000.00           | $143.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $1008.00           | $161.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $128.99            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 5.0000%  | 0.0000% | $200000.00         | $34207.24          | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $109000.00         | $27356.15          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 4.5000%  | 0.0000% | $1001.00           | $197.77            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.5000%  | 0.0000% | $192000.00         | $43734.91          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $373000.00         | $72318.52          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 4.5000%  | 0.0000% | $1000.00           | $68.55             | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 4.0000%  | 0.0000% | $2000.00           | $509.84            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 6.0000%  | 0.0000% | $137904.00         | $27111.85          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $11187.00          | $3303.71           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $2498000.00        | $464387.25         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 3.5000%  | 0.0000% | $1000.00           | $316.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $1000.00           | $306.46            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 6.0000%  | 0.0000% | $155000.00         | $41230.97          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $109000.00         | $41758.06          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $1401000.00        | $687213.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $660000.00         | $489320.86         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $512.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $1000.00           | $453.69            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $54996.00          | $29160.24          | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-06-20      | 2.0000%  | 0.0000% | $345000.00         | $161544.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-06-20      | 2.5000%  | 0.0000% | $542024.00         | $252618.86         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.5000%  | 0.0000% | $12963517.00       | $6042796.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 4.0000%  | 0.0000% | $4004.00           | $1687.20           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $576953.00         | $319067.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $8359118.00        | $4232230.61        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $129951983.00      | $74468319.25       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $538.03            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 4.0000%  | 0.0000% | $1024.00           | $480.33            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 0.5000%  | 0.0000% | $242917.00         | $155586.08         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 5.0000%  | 0.0000% | $85999.00          | $25730.52          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1265522.00        | $725170.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $1001.00           | $617.71            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 5.5000%  | 0.0000% | $28427.00          | $12878.89          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $24000.00          | $16315.16          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-07-20      | 5.0000%  | 0.0000% | $55000.00          | $32718.46          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 5.5000%  | 0.0000% | $91001.00          | $56631.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $635.12            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $753.39            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 6.0000%  | 0.0000% | $104000.00         | $70527.74          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 2.5000%  | 0.0000% | $1000.00           | $626.30            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.0000%  | 0.0000% | $302000.00         | $226745.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 3.0000%  | 0.0000% | $154264.00         | $100770.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 6.0000%  | 0.0000% | $1000.00           | $578.22            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 6.5000%  | 0.0000% | $95157.00          | $48467.58          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $2048.00           | $1554.07           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $1000.00           | $777.71            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-11-20      | 3.0000%  | 0.0000% | $284321.00         | $188373.73         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 4.0000%  | 0.0000% | $1000.00           | $797.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 3.0000%  | 0.0000% | $1015000.00        | $702667.06         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $186000.00         | $145130.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $100000.00         | $73868.69          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 6.0000%  | 0.0000% | $1000.00           | $604.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 4.5000%  | 0.0000% | $1000.00           | $949.39            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 4.5000%  | 0.0000% | $152000.00         | $134405.56         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 5.0000%  | 0.0000% | $97036.00          | $87109.57          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 6.0000%  | 0.0000% | $125000.00         | $78146.27          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-02-20      | 5.5000%  | 0.0000% | $1000.00           | $727.51            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $84000.00          | $43233.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 4.0000%  | 0.0000% | $53000.00          | $47852.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $762000.00         | $548251.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-04-20      | 4.0000%  | 0.0000% | $1024.00           | $921.26            | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-07-20      | 4.5000%  | 0.0000% | $100365.00         | $78544.11          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-09-20      | 3.5000%  | 0.0000% | $1186158.00        | $402731.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-04-15      | 4.0000%  | 0.0000% | $1000.00           | $188.80            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.8700%  | 0.0000% | $1000.00           | $981.54            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-12-15      | 4.0000%  | 0.0000% | $1000.00           | $356.20            | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-11-15      | 4.5000%  | 0.0000% | $1000.00           | $955.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 4.9000%  | 0.0000% | $1000.00           | $982.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.7900%  | 0.0000% | $2000.00           | $1952.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-06-15      | 5.2400%  | 0.0000% | $1000.00           | $1003.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $7383769.00        | $7451846.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-03-15      | 4.7400%  | 0.0000% | $2000.00           | $1943.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-07-15      | 4.7400%  | 0.0000% | $17203200.00       | $16838987.97       | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-12-15      | 5.4500%  | 0.0000% | $2000.00           | $2076.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-12-15      | 3.9700%  | 0.0000% | $1000.00           | $926.02            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.5500%  | 0.0000% | $1000.00           | $963.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-11-15      | 4.0000%  | 0.0000% | $1000.00           | $926.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 5.0000%  | 0.0000% | $1000.00           | $326.05            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-11-20      | 4.5000%  | 0.0000% | $1736000.00        | $202973.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $1000.00           | $258.87            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $1000.00           | $496.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-15      | 4.0000%  | 0.0000% | $1729828.00        | $768379.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 4.0000%  | 0.0000% | $200000.00         | $50603.48          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $1000.00           | $361.47            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-15      | 3.0000%  | 0.0000% | $1024.00           | $291.00            | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-04-20      | 5.5000%  | 0.0000% | $1010.00           | $349.14            | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-03-15      | 2.7500%  | 0.0000% | $1008.00           | $880.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $1134446.00        | $195901.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-04-20      | 5.5000%  | 0.0000% | $1823374.00        | $814087.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $3982440.00        | $2082407.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-01-15      | 5.3800%  | 0.0000% | $13155000.00       | $13262456.06       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $4005410.00        | $3231967.26        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $3029008.00        | $2154057.34        | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-10-20      | 2.5000%  | 0.0000% | $1216054.00        | $402482.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $3153952.00        | $2117436.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 4.3500%  | 0.0000% | $1000.00           | $949.83            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-02-15      | 5.0400%  | 0.0000% | $1000.00           | $990.27            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $60000.00          | $46387.29          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-10-20      | 3.0000%  | 0.0000% | $95000.00          | $63658.38          | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $2000.00           | $1948.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $1198929.00        | $1095179.38        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $3130000.00        | $2525688.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $62194810.00       | $58130191.16       | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-10-20      | 5.0000%  | 0.0000% | $548012.00         | $491634.10         | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-08-20      | 3.7500%  | 0.0000% | $288000.00         | $65229.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $256.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-15      | 3.0000%  | 0.0000% | $1336110.00        | $152321.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $200000.00         | $71153.22          | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-05-15      | 3.5000%  | 0.0000% | $1000.00           | $152.50            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-06-20      | 4.0000%  | 0.0000% | $1000.00           | $156.12            | Agency Mortgage-Backed Securities  |
| GNMA          | 2043-07-20      | 3.0000%  | 0.0000% | $1000.00           | $376.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-05-20      | 4.0000%  | 0.0000% | $2000.00           | $161.31            | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-07-20      | 4.2500%  | 0.0000% | $235928.00         | $73110.25          | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-10-20      | 4.0000%  | 0.0000% | $1507126.00        | $342724.63         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-02-15      | 4.0000%  | 0.0000% | $419404.00         | $39500.33          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-06-15      | 4.0000%  | 0.0000% | $1000.00           | $210.81            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.0000%  | 0.0000% | $1174846.00        | $657599.40         | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 5.0000%  | 0.0000% | $2000.00           | $1973.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-12-15      | 4.8200%  | 0.0000% | $1000.00           | $977.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-09-15      | 5.1900%  | 0.0000% | $632284.00         | $634140.27         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-15      | 5.6700%  | 0.0000% | $1000.00           | $973.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-15      | 5.6700%  | 0.0000% | $1000.00           | $973.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 5.4400%  | 0.0000% | $29998000.00       | $30478513.94       | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 4.6700%  | 0.0000% | $1000.00           | $970.66            | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-03-15      | 5.4000%  | 0.0000% | $1009.00           | $1030.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $1000.00           | $974.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 5.1300%  | 0.0000% | $1000.00           | $1010.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.41           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2016.00           | $2112.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 5.0800%  | 0.0000% | $2000.00           | $1989.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $1629727.00        | $1648760.31        | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-11-15      | 6.3800%  | 0.0000% | $1000.00           | $1084.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-12-15      | 6.6400%  | 0.0000% | $1000.00           | $1094.07           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $1000.00           | $338.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-10-15      | 4.6700%  | 0.0000% | $1000.00           | $981.79            | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-03-15      | 5.7200%  | 0.0000% | $1000.00           | $1050.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-09-15      | 5.2000%  | 0.0000% | $1000.00           | $1012.23           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-02-15      | 5.7900%  | 0.0000% | $1000.00           | $1055.12           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 6.2500%  | 0.0000% | $2748643.00        | $2993226.27        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 6.2000%  | 0.0000% | $2000000.00        | $2161113.08        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $998000.00         | $794704.66         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1241738.00        | $1258536.43        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-07-15      | 5.9800%  | 0.0000% | $1008.00           | $1081.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $6000.00           | $6242.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 5.6000%  | 0.0000% | $1001.00           | $1041.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2066-07-15      | 5.3500%  | 0.0000% | $2000.00           | $2052.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1003.00           | $978.06            | Agency Mortgage-Backed Securities  |
| GNMA          | 2067-04-15      | 5.0500%  | 0.0000% | $820223.00         | $811215.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-05-15      | 5.6500%  | 0.0000% | $1000.00           | $1047.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $973.39            | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-02-15      | 5.8800%  | 0.0000% | $1000.00           | $1061.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.74           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.86           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.78           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-08-15      | 6.2800%  | 0.0000% | $162091.00         | $174410.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $8098672.00        | $8288111.61        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1628458.00        | $1714578.62        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 4.5000%  | 0.0000% | $1446335.00        | $1478486.27        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4027304.00        | $3893268.64        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $5060256.00        | $5270160.08        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-08-15      | 5.7000%  | 0.0000% | $6500000.00        | $6722849.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-07-15      | 5.6600%  | 0.0000% | $6082300.00        | $6381568.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-10-15      | 5.6600%  | 0.0000% | $37416.00          | $39336.96          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 5.0000%  | 0.0000% | $1999.00           | $2005.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-09-15      | 4.5300%  | 0.0000% | $1219260.00        | $1191479.29        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1020.00           | $1029.41           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.9400%  | 0.0000% | $747655.00         | $799594.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.9400%  | 0.0000% | $1000.00           | $1065.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $989.54            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $13786070.00       | $13717513.58       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1999.00           | $2085.33           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2000.00           | $2084.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.90           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2032.70           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1989.00           | $2021.15           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $6458760.00        | $6558786.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1004.00           | $1020.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1013978.00        | $1045384.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $2000.00           | $2123.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $780000.00         | $828334.97         | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $1000.00           | $1061.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.05           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $2022176.00        | $2151029.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1117134.00        | $1156073.94        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $5221380.00        | $5450480.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-11-15      | 5.5500%  | 0.0000% | $8289416.00        | $8646117.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3650.00           | $3813.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-07-20      | 6.5000%  | 0.0000% | $4392496.00        | $4540105.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $5206090.00        | $5250928.32        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2147.07           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4046871.00        | $4240678.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1001.00           | $1057.49           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-07-20      | 6.5000%  | 0.0000% | $2016.00           | $2083.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1064.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1893578.00        | $1997911.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2110.21           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-15      | 5.6800%  | 0.0000% | $1106.00           | $1164.47           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1004.00           | $1021.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $2000.00           | $2047.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2582142.00        | $2696474.08        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.02           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3000.00           | $3175.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1057422.00        | $1066529.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $3756551.00        | $3765221.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3625624.00        | $3810556.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.97           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $5376797.00        | $5484990.70        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $12139.00          | $12383.27          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $6611753.00        | $6928387.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1371292.00        | $1417428.21        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3000.00           | $3165.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $4861704.00        | $5024911.40        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2362048.00        | $2496941.67        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1001.00           | $1051.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2044200.00        | $2089374.78        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $5220555.00        | $5395814.26        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2377251.00        | $2491096.76        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2001.00           | $2096.95           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 6.0000%  | 0.0000% | $1294614.00        | $1356667.44        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2129.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $7296336.00        | $7574764.18        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $6185558.00        | $6310019.67        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2073.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $2016.00           | $2022.81           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $10865120.00       | $11219447.73       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2102.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3975908.00        | $4195209.81        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $2033590.00        | $2087631.30        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2000.00           | $2073.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $2005.00           | $2022.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1018318.00        | $1042169.38        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1042382.00        | $1098748.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3697152.00        | $3874203.68        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $12064341.00       | $11447405.37       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $44709.00          | $42713.23          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $36318592.00       | $35942892.89       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $30595.00          | $31052.65          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-06-20      | 4.5000%  | 0.0000% | $1356000.00        | $46273.54          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-01-20      | 4.0000%  | 0.0000% | $38565376.00       | $12502220.47       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $1299000.00        | $761247.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $1100000.00        | $662563.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-02-15      | 3.5000%  | 0.0000% | $4454129.00        | $545515.59         | Agency Mortgage-Backed Securities  |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.40             | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $189.20            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.46             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $189.40            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $89.42             | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $10838700.00       | $10886264.83       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.87            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $9702400.00        | $10022876.70       | U.S. Treasuries (including strips) |

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200006800.00
- **C.18.a - Value (excl. sponsor support):** $200006800.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59979060.00
- **C.18.a - Value (excl. sponsor support):** $59979060.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175169575.00
- **C.18.a - Value (excl. sponsor support):** $175169575.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75078825.00
- **C.18.a - Value (excl. sponsor support):** $75078825.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NY0, C.4 - ISIN: US313313NY04, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69970250.00
- **C.18.a - Value (excl. sponsor support):** $69970250.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PR1, C.4 - ISIN: US313385PR12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199554400.00
- **C.18.a - Value (excl. sponsor support):** $199554400.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99734500.00
- **C.18.a - Value (excl. sponsor support):** $99734500.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **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):** $15012915.00
- **C.18.a - Value (excl. sponsor support):** $15012915.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 19: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **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):** $15012945.00
- **C.18.a - Value (excl. sponsor support):** $15012945.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 20: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **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):** $7006083.00
- **C.18.a - Value (excl. sponsor support):** $7006083.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 21: FEDERAL RESERVE BK OF NY TREASURY REPO 3.7500 20251103

- **C.1 - Title:** FEDERAL RESERVE BK OF NY TREASURY REPO 3.7500 20251103 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3139934J3, C.5 - Other ID: 3139934J3
- **C.18 - Value (incl. sponsor support):** $6135000000.00
- **C.18.a - Value (excl. sponsor support):** $6135000000.00
- **C.19 - Percentage of Net Assets:** 42.9000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2029-08-15      | 1.6250%  | 0.0000% | $6144782600.00     | $5733390239.73     | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $447993700.00      | $403527026.15      | U.S. Treasuries (including strips) |

### Security 22: FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 4.1500 20251103 4.150000%
- **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: 3379852L8, C.5 - Other ID: 3379852L8
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $48377.00          | $1006.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $22.24             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $28814.00          | $99.97             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1384.00           | $1.07              | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1002.00           | $259.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $2047.00           | $511.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $8098269.00        | $2385472.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $174.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $56530.00          | $12131.16          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $243.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $690.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3423.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $964.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $898.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3368.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1605.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $89.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $6490798.00        | $640966.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $193.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $657.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $144.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $350.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $692.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $213.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $3092.00           | $410.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $82.12             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $223.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1003.00           | $127.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $9009107.00        | $1725928.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4392.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $213.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1001.00           | $213.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $55.31             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $294.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2274.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $242.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $291.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $386.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $4937712.00        | $1393831.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2781.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2837.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $57.06             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1412.00           | $528.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $140.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $138.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $258.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $2024.07           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1595.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2314.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1518.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $2000.00           | $726.46            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2345.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $294.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $314.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $3652.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1611.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1002.00           | $385.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $380.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $221.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2526.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2187.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2095.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1001.00           | $431.84            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1924.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1647.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $349.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3064.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $5998.00           | $1949.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $248.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1070.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1985.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2293.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3193.95           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1119.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2493.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2376.57           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $725.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1993.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2120.31           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1281.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1730.26           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1734.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $479.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1866.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $643.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2387.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1725.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1510.50           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1230.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1659.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1287.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1604.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $1005.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1820.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $489.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1063.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1980.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2379.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2167.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $217.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $741.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2289.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1629.39           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $446.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1171.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1769.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2355.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $526.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2225.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1789.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2693.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $977.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2281.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1448.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2508.89           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $811.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $456.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2824.83           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $4333.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $358.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $8022.00           | $3672.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $5000.00           | $2538.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4619.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $900000.00         | $564712.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $543.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4507.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $620.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1244.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $3330.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $589.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $684.06            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $3759.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $867.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $785.85            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4649.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5139.52           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $3716.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1007.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4603.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $811.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4348.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4306.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $728.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4973.40           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2426.00           | $1535.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $566.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7001.00           | $4883.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $1960.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $932.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2639.37           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $530.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $518.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4795.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $3459.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4877.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $6000.00           | $4872.93           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $832.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $715.54            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4812.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4045.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4705.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $603.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $6001.00           | $3940.26           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $5641.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $697.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $542.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $4837.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $245.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $828.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4583.81           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $763.61            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $7000.00           | $5125.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $5001.00           | $3515.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $4104.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4055.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $4297.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1646250.00        | $1488680.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1112.35           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1656.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $3800.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $597.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4377.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1884.68           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $5003.00           | $3826.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $8000.00           | $3193.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $847.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $580.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $7000.00           | $4842.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $583.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $7001.00           | $3678.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $545.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2057.95           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $938.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $7000.00           | $4277.22           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $686.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $704.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4926.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $3966.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1407.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $970.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $728.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2096.00           | $1305.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $7001.00           | $2049.10           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3054.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3732.54           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $10001.00          | $4362.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $924.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1103.00           | $921.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $6001.00           | $4525.60           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $4001.00           | $2060.14           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1784.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $973.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3593.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $6000.00           | $5199.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3901.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $989.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5002.00           | $3141.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3513.81           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1995.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $5001.00           | $3702.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1997.90           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1516.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1764.99           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1818.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $943.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $2049.00           | $1234.62           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $725517.00         | $438063.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1297.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $623.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $784.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $11297280.00       | $9719456.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2032.00           | $1646.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1723.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $824.14            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $908.08            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $840.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $1000.00           | $668.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $2048.00           | $1108.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2036-09-01      | 2.0000%  | 0.0000% | $148215476.00      | $78798203.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $553.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.0000%  | 0.0000% | $3294.00           | $1950.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $571.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $3050.00           | $2963.03           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1001.00           | $906.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $891.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $6001.00           | $5024.23           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2008.00           | $1800.08           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1003.00           | $882.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $894.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $6003.00           | $1535.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $1219.00           | $2.99              | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $4895.00           | $2.13              | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $1037.00           | $1.19              | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $5001.00           | $205.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $4184.00           | $261.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $124.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1495444.00        | $208043.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $11016.00          | $413.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $2031.00           | $202.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $192.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $4314190.00        | $100932.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.0000%  | 0.0000% | $7000.00           | $669.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $6006.00           | $955.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1085.00           | $79.10             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1081.00           | $82.76             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $514506886.00      | $40432042.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 4.5000%  | 0.0000% | $1000.00           | $75.88             | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $5134.00           | $283.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $155998000.00      | $17941635.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $166.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $1000.00           | $75.36             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $6155.00           | $616.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $390214.00         | $29807.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $192.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $205.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $5042.00           | $360.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $68274100.00       | $10993152.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $118.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $851.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $165.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $128.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $93.66             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $818.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $135.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6058.00           | $918.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $6999.00           | $724.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1012.00           | $34.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $1055.00           | $134.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1002.00           | $112.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $1097000.00        | $123672.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $954.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.25             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $194.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.84             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $10000.00          | $2430.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $118.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5570.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $139.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $1037632.00        | $180067.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $6000.00           | $1037.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $191.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $191.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $93.97             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $230.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $7001.00           | $1611.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $247.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $5001.00           | $1947.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $7167.00           | $343.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $483.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $2123.00           | $125.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $106.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2000.00           | $322.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $207.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $150.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $4096.00           | $349.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $97.51             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $431.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $3074.00           | $718.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $109.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $191.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $7006.00           | $2089.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $189.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $19840.00          | $3295.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.38             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $250339840.00      | $15636895.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $4352.00           | $423.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4393774.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $68.77             | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $127.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1426.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1048.00           | $141.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $3051.00           | $695.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $125.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1408.00           | $366.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $145380352.00      | $21218217.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1024.00           | $114.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $236.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $145.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1024.00           | $214.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.76             | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1562.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $242.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $245.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $7161.00           | $1343.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $444.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $192.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $175.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $146.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $6000.00           | $689.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $179788098.00      | $22456179.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $34814056.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $2000.00           | $266.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $126.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $4000.00           | $442.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $112.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $209.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $7005.00           | $761.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $1323.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $109.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $242.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $8000.00           | $1097.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $166.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $92.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $9321806.00        | $1289950.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $2283.00           | $47.86             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1049.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3414.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $519.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $6000.00           | $962.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $4001.00           | $238.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $31.86             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $5000.00           | $515.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $270.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $4000.00           | $804.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $485.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $363.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $234.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.61              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7172.00           | $47.04             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $4126.00           | $71.52             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3014.00           | $32.67             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6189.00           | $40.81             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $7993.00           | $60.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $2177.00           | $3.06              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1022.00           | $2.91              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6145.00           | $12.74             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $39.82             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6829.00           | $61.66             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6179.00           | $42.94             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $6087.00           | $35.79             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.28              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1.49              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $9.89              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $6000.00           | $56.79             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1064.00           | $17.67             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $38.41             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $16853344.00       | $233190.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $6144.00           | $63.45             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $4.12              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5040.00           | $18.69             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1025.00           | $11.64             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2059.00           | $5.10              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $6145.00           | $7.09              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $4.51              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $18409920.00       | $134841.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.51              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5120.00           | $60.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $5120.00           | $27.64             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1024.00           | $6.56              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $837.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1432038.00        | $902661.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $2837.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6050.00           | $3559.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1260.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3639.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1075.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $875.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $8580912.00        | $8422681.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $24615.00          | $23313.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $818.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $818.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $900.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1666.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $744.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $999.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $822.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $972.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1121.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $922.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3471.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2098.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2810.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $928.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $970.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $510.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $958.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $3731.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2020.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1006.00           | $977.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2096.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $4032.00           | $4003.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3760.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1709.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $877.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $942.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $4139.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1496.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $924.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $997.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $776.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1010.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2090.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $915.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $981.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $916.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2971.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2043.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4043.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2087.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2068.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2058.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3110.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2007.00           | $1897.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2118.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2003.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $987.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1765.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3941417.00        | $3801564.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2036.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2016.00           | $1964.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2049.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1385.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3101.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1993.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1937.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1030.00           | $1044.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3946.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1006.00           | $790.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2048.00           | $2082.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $865.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1232.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $34993983.00       | $35492866.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $3989.00           | $4145.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1001.00           | $170.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $107.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $4000.00           | $633.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $9000.00           | $933.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $6003.00           | $925.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $3007.00           | $450.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $8540862.00        | $1300904.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $519.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1130.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 3.5000%  | 0.0000% | $8000.00           | $2940.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $1001.00           | $291.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $7006.00           | $1137.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $234.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $732.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $2327.00           | $648.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $247.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $3001.00           | $239.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $254.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $4037.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $613.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $403.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $8282.00           | $3760.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $10001.00          | $2182.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $217.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $6209.00           | $940.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $122120672.00      | $25943294.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $305.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $2000.00           | $557.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $1397234.00        | $557541.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $4000.00           | $452.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4509.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1001.00           | $217.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $808.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1049.00           | $256.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $154.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1989.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $2000.00           | $388.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $494.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $410.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 3.0000%  | 0.0000% | $2000.00           | $510.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1127.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $14430249.00       | $8702771.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $894.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $289.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $23014.00          | $4440.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $7008.00           | $1688.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $6142.00           | $944.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $259.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $338.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $560.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $2058.00           | $613.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1034.00           | $320.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $3001.00           | $858.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $205.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1517584.00        | $538660.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1040.00           | $153.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1440.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $294.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $441.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3915.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3494.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1270.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $539.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $520.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $143.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $392.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $6000.00           | $967.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $4001.00           | $2833.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $14007.00          | $2666.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $514.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $7466.00           | $2006.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.0000%  | 0.0000% | $2001.00           | $274.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $381.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $838.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $2000.00           | $417.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $222.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $454.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $385.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $407.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $345.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $376.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $425.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $719.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $462.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $3378.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $935.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1991.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1212393.00        | $410289.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $305.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2003.00           | $207.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $4001.00           | $1424.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1124793.00        | $442741.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4001.00           | $826.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1001.00           | $485.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $1554.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $1021.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $890.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $425.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $993.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $2001.00           | $481.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $1069.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2017.00           | $402.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3079.00           | $572.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $10001.00          | $3873.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $14020.00          | $1259.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $466.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $500000.00         | $69048.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 2.5000%  | 0.0000% | $2000.00           | $321.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $2000.00           | $472.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $3072.00           | $927.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $273.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $280.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $618.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2048.00           | $549.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $5000.00           | $1351.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $451.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $2000.00           | $382.77            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $2005.00           | $318.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3048.00           | $550.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $413.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $2016.00           | $591.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $384.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $3072.00           | $595.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $2000.00           | $403.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.0000%  | 0.0000% | $1999.00           | $482.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $371.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $534.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $479.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $1001.00           | $740.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $2024.00           | $1484.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $958.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $8000.00           | $771.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $27003.00          | $8062.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $4000.00           | $554.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $903397.00         | $85767.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1023276.00        | $261676.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1003.00           | $309.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2997.00           | $1250.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $795.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1055540.00        | $439454.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $858.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $473.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $929.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $2016.00           | $42.43             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $95.61             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $184.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $229.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $9114.00           | $2463.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $17004.00          | $2180.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $479.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $2048.00           | $550.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $27000.00          | $7027.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1604.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1657.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.53             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1482186.00        | $496720.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $177.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $307.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $10002.00          | $2627.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $102.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1834.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2908005.00        | $956491.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2016.00           | $459.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $98.32             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $837.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $34001.00          | $8094.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2250.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $199.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $124.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $309.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3270.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1426184.00        | $592322.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1065458.00        | $482228.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $168.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1049590.00        | $430867.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $342.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $671.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $313.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $6001.00           | $2925.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $456.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $18487.00          | $4441.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2583.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $303.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $5002.00           | $931.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $71.06             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $415.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3820.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4047.00           | $1268.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1347.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $542.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1003.00           | $182.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $2005.00           | $344.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1705.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $2073.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1869.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $6001.00           | $2248.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1582.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $333.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2788.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1386.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1890668.00        | $494533.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1273272.00        | $505323.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1561763.00        | $601335.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $534.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1055438.00        | $472805.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $437.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $456.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $363.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $166.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $803.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $434.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $227.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1032.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $568.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1147.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $1280.00           | $724.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $3655.00           | $2271.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1210.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $574.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $2030.00           | $1182.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $3024.00           | $1772.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1117.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $575.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $932.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $575.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1218.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1625.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2016.00           | $1636.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $9882624.00        | $7937987.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1711.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4003.00           | $3250.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $3067.00           | $2166.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1704.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1333.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2040.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1521.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1848.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1919.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1836.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $624.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $5281340.00        | $3237076.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $512.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1001.00           | $713.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $954.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $4016.00           | $3064.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $702.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $4360.00           | $3736.90           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2051.00           | $1415.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $790.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $804.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1549.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $460.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2217.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $660.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4759.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1454.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $302369.00         | $229997.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $180653.00         | $188238.80         | Agency Mortgage-Backed Securities |

### Security 23: FIXED INCOME CLEARING BNYM TREASURY REPO 4.1400 20251103

- **C.1 - Title:** FIXED INCOME CLEARING BNYM TREASURY REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379882W8, C.5 - Other ID: 3379882W8
- **C.18 - Value (incl. sponsor support):** $1113000000.00
- **C.18.a - Value (excl. sponsor support):** $1113000000.00
- **C.19 - Percentage of Net Assets:** 7.7800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2028-05-15      | 3.7500%  | 0.0000% | $1112409500.00     | $1135260023.93     | U.S. Treasuries (including strips) |

### Security 24: GOLDMAN SACHS & CO MORTGAGE REPO 4.0400 20251105

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.0400 20251105 4.040000%
- **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: 3819876R2, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819876R2
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $3368970.00        | $2604320.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $5850000.00        | $4933766.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $3473204.00        | $2662154.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $8627454.00        | $7770700.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $468000.00         | $32879.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $88000.00          | $26022.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $760666.00         | $737042.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $302000.00         | $176769.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $125298688.00      | $122836344.86      | Agency Mortgage-Backed Securities |

### Security 25: GOLDMAN SACHS & CO MORTGAGE REPO 4.1600 20251103

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 4.1600 20251103 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 3819876T8, C.3 - LEI: CKDHZ2X64EEBQCSP7013, C.5 - Other ID: 3819876T8
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2049-01-01      | 5.6240%  | 0.0000% | $4671970.00        | $822170.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $6689100.00        | $5430840.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $4424670.00        | $4553688.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $11337999.00       | $7553300.49        | Agency Mortgage-Backed Securities |

### Security 26: HSBC SEC USA INC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 4.1500 20251103 4.150000%
- **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: 4049894V4, C.5 - Other ID: 4049894V4
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-08-01      | 3.5000%  | 0.0000% | $4990999.00        | $315099.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-04-01      | 3.5000%  | 0.0000% | $1100000.00        | $105477.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.0000%  | 0.0000% | $865000.00         | $460139.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $8000.00           | $5280.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-05-01      | 3.0500%  | 0.0000% | $10000000.00       | $8548344.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $2522508.00        | $370989.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $1877000.00        | $266190.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $499976.00         | $453056.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.1700%  | 0.0000% | $3253000.00        | $2206919.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.3000%  | 0.0000% | $915950.00         | $762828.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-06-01      | 4.5600%  | 0.0000% | $9207400.00        | $9372921.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 4.5400%  | 0.0000% | $9675000.00        | $9772752.79        | Agency Mortgage-Backed Securities |

### Security 27: JP MORGAN SEC LLC MORTGAGE REPO 4.1500 20251103

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 4.1500 20251103 4.150000%
- **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: 6169977L0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 6169977L0
- **C.18 - Value (incl. sponsor support):** $104000000.00
- **C.18.a - Value (excl. sponsor support):** $104000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $2380673.00        | $58031.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $600000.00         | $129544.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $4951248.00        | $1469275.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 6.0000%  | 0.0000% | $2685616.00        | $275534.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $49363.00          | $44197.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $55502.00          | $38011.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1039744.00        | $1051375.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1056640.00        | $1122922.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $3758628.00        | $3591848.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1821109.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $10691312.00       | $11085919.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13574576.00       | $13954967.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.5000%  | 0.0000% | $1035446.00        | $1107161.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 4.5000%  | 0.0000% | $2234644.00        | $2185649.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $10537940.00       | $10814724.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2346590.00        | $2390943.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $20274400.00       | $21064523.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $31651064.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 6.0000%  | 0.0000% | $1326338.00        | $523013.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $1181716.00        | $103791.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1484182.00        | $422976.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.5000%  | 0.0000% | $30714.00          | $32855.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1300000.00        | $1022496.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $159488.00         | $118062.61         | Agency Mortgage-Backed Securities |

### Security 28: ROYAL BANK OF CANADA NY MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809752F4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 7809752F4
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $24924500.00       | $25500055.73       | U.S. Treasuries (including strips) |

### Security 29: RBC DS MORTGAGE REPO 4.1400 20251103

- **C.1 - Title:** RBC DS MORTGAGE REPO 4.1400 20251103 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 7809796F2, C.5 - Other ID: 7809796F2
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $4324.00           | $40.39             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $782165.00         | $88792.78          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $400000.00         | $72107.48          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 2.5000%  | 0.0000% | $224000.00         | $40396.30          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1068.00           | $56.30             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 4.0000%  | 0.0000% | $500000.00         | $69896.93          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.5000%  | 0.0000% | $88761.00          | $9323.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1692005.00        | $363099.05         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $778490.00         | $72823.03          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1111.00           | $278.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $626.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $7840.00           | $5613.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $662.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $774.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $127794.00         | $91588.39          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $8806195.00        | $6547574.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $711.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $658.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $944.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $30419780.00       | $26616888.48       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $17241728.00       | $15765047.48       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $3603210.00        | $3478800.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1016.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $992.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $10127113.00       | $9372686.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $959.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $3536610.00        | $2212669.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $805.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $15253712.00       | $12680912.27       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $2310116.00        | $1912267.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $185531.00         | $150022.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $2372.00           | $776.80            | Agency Mortgage-Backed Securities  |
| USTR          | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |

### Security 30: TD SECURITIES USA LLC MORTGAGE REPO 4.0800 20251107

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 4.0800 20251107 4.080000%
- **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: 8919941R6, C.5 - Other ID: 8919941R6
- **C.18 - Value (incl. sponsor support):** $42000000.00
- **C.18.a - Value (excl. sponsor support):** $42000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $31724160.00       | $24376239.75       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $10253558.00       | $8969011.37        | Agency Mortgage-Backed Securities  |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $9411600.00        | $9495547.38        | U.S. Treasuries (including strips) |

### Security 31: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124664062.50
- **C.18.a - Value (excl. sponsor support):** $124664062.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: 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: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $274495490.50
- **C.18.a - Value (excl. sponsor support):** $274495490.50
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **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 33: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9759863.51
- **C.18.a - Value (excl. sponsor support):** $9759863.51
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: 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: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40045029.00
- **C.18.a - Value (excl. sponsor support):** $40045029.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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 35: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124326388.75
- **C.18.a - Value (excl. sponsor support):** $124326388.75
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: 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: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119263749.60
- **C.18.a - Value (excl. sponsor support):** $119263749.60
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246300867.50
- **C.18.a - Value (excl. sponsor support):** $246300867.50
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84374706.85
- **C.18.a - Value (excl. sponsor support):** $84374706.85
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271068699.87
- **C.18.a - Value (excl. sponsor support):** $271068699.87
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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 40: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247591390.00
- **C.18.a - Value (excl. sponsor support):** $247591390.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123709218.75
- **C.18.a - Value (excl. sponsor support):** $123709218.75
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118667932.80
- **C.18.a - Value (excl. sponsor support):** $118667932.80
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: 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: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148222603.50
- **C.18.a - Value (excl. sponsor support):** $148222603.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271572966.50
- **C.18.a - Value (excl. sponsor support):** $271572966.50
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: UNITED STATES TREASURY 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):** $93363476.80
- **C.18.a - Value (excl. sponsor support):** $93363476.80
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 46: 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):** $40221640.42
- **C.18.a - Value (excl. sponsor support):** $40221640.42
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 47: 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):** $52944101.43
- **C.18.a - Value (excl. sponsor support):** $52944101.43
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 48: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159360233.58
- **C.18.a - Value (excl. sponsor support):** $159360233.58
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 4.010503%
- **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):** $105986213.64
- **C.18.a - Value (excl. sponsor support):** $105986213.64
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 50: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.915503%
- **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):** $99970236.00
- **C.18.a - Value (excl. sponsor support):** $99970236.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 51: 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):** $135696093.75
- **C.18.a - Value (excl. sponsor support):** $135696093.75
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 52: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.947503%
- **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):** $319955939.20
- **C.18.a - Value (excl. sponsor support):** $319955939.20
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 53: 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):** $39990624.80
- **C.18.a - Value (excl. sponsor support):** $39990624.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 54: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.924503%
- **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):** $329840316.30
- **C.18.a - Value (excl. sponsor support):** $329840316.30
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 55: WELLS FARGO SECURITIES MORTGAGE REPO 4.0800 20251107

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 4.0800 20251107 4.080000%
- **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: 9499841S7, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499841S7
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-12-01      | 5.5000%  | 0.0000% | $1010000.00        | $3248.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4335530.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $56254062.00       | $57883136.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2026-08-01      | 5.0000%  | 0.0000% | $12894563.00       | $5814.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 5.0000%  | 0.0000% | $760000.00         | $112803.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $770590.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 2.0000%  | 0.0000% | $3699856.00        | $2226733.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $98723877.00       | $71582449.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $5657295.00        | $4855320.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 4.5000%  | 0.0000% | $87754.00          | $4372.57           | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-11-07

**By:** Alan S. Dupski

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

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