# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-26-007092
**Filing Date:** 2026-1
**Character Count:** 455579
**Document Hash:** 48d0b64c2f2477100715b2a9c25d6120
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007092.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007092

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 26517731

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Prime Reserve Fund, Inc.
- **DATE OF NAME CHANGE:** 20051028

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

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

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 34 days

- **WAL:** 95 days

- **Total Value of Portfolio Securities:** $13388509719.01

- **Amortized Cost of Portfolio Securities:** $13384257505.33

- **Cash:** $5776.59

- **Total Other Assets:** $32577688.37

- **Total Liabilities:** $48275401.60

- **Net Assets of Series:** $13368565568.69

- **Number of Shares Outstanding (Series):** 13367872672.4688

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $11139088262.47           | $12131528359.69            | 79.8200%                  | 86.9300%                   |
| 2025-12-02 | $11421500054.82           | $12187969082.60            | 81.5100%                  | 86.9800%                   |
| 2025-12-03 | $11637793351.60           | $12636291309.93            | 80.4800%                  | 87.3800%                   |
| 2025-12-04 | $11936126774.69           | $12557653663.58            | 82.9900%                  | 87.3100%                   |
| 2025-12-05 | $11640878049.26           | $12541491729.82            | 81.0100%                  | 87.2800%                   |
| 2025-12-08 | $11601773361.92           | $12626415973.03            | 80.2700%                  | 87.3600%                   |
| 2025-12-09 | $11690078241.58           | $12482749783.25            | 81.6900%                  | 87.2300%                   |
| 2025-12-10 | $11465808094.36           | $12510508566.58            | 79.5400%                  | 86.7900%                   |
| 2025-12-11 | $11762063380.57           | $12411792783.35            | 82.1600%                  | 86.7000%                   |
| 2025-12-12 | $11372136170.38           | $12333832031.48            | 79.9700%                  | 86.7300%                   |
| 2025-12-15 | $11368922404.03           | $12458649306.81            | 79.2500%                  | 86.8500%                   |
| 2025-12-16 | $12130329235.77           | $12968087180.22            | 81.6500%                  | 87.2900%                   |
| 2025-12-17 | $11460850344.15           | $12531639330.26            | 79.7000%                  | 87.1400%                   |
| 2025-12-18 | $12269720019.79           | $12924540047.57            | 83.0500%                  | 87.4900%                   |
| 2025-12-19 | $11388711288.22           | $12308624440.99            | 80.4300%                  | 86.9300%                   |
| 2025-12-22 | $11011496107.81           | $12059440302.25            | 79.1700%                  | 86.7100%                   |
| 2025-12-23 | $11155532755.17           | $11970507991.27            | 80.7200%                  | 86.6200%                   |
| 2025-12-24 | $10994032407.06           | $11713069726.51            | 81.0500%                  | 86.3500%                   |
| 2025-12-26 | $10489439472.51           | $11654400139.17            | 78.8200%                  | 87.5700%                   |
| 2025-12-29 | $10551103624.01           | $11844116221.23            | 78.1700%                  | 87.7500%                   |
| 2025-12-30 | $10792518505.50           | $11788583033.27            | 80.2900%                  | 87.7000%                   |
| 2025-12-31 | $10907246408.00           | $11770414796.88            | 81.3000%                  | 87.7300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0800%             |
| 2025-12-02 | 4.0800%             |
| 2025-12-03 | 4.0700%             |
| 2025-12-04 | 4.0600%             |
| 2025-12-05 | 4.0100%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9900%             |
| 2025-12-10 | 3.9900%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.9000%             |
| 2025-12-15 | 3.8800%             |
| 2025-12-16 | 3.8500%             |
| 2025-12-17 | 3.8300%             |
| 2025-12-18 | 3.8300%             |
| 2025-12-19 | 3.8200%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8100%             |
| 2025-12-24 | 3.8100%             |
| 2025-12-26 | 3.8300%             |
| 2025-12-29 | 3.8400%             |
| 2025-12-30 | 3.8500%             |
| 2025-12-31 | 3.8700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0003                      |
|  |  |
| 2025-12-02 | 1.0004                      |
|  |  |
| 2025-12-03 | 1.0004                      |
|  |  |
| 2025-12-04 | 1.0004                      |
|  |  |
| 2025-12-05 | 1.0004                      |
|  |  |
| 2025-12-08 | 1.0003                      |
|  |  |
| 2025-12-09 | 1.0003                      |
|  |  |
| 2025-12-10 | 1.0003                      |
|  |  |
| 2025-12-11 | 1.0004                      |
|  |  |
| 2025-12-12 | 1.0004                      |
|  |  |
| 2025-12-15 | 1.0004                      |
|  |  |
| 2025-12-16 | 1.0004                      |
|  |  |
| 2025-12-17 | 1.0004                      |
|  |  |
| 2025-12-18 | 1.0004                      |
|  |  |
| 2025-12-19 | 1.0004                      |
|  |  |
| 2025-12-22 | 1.0004                      |
|  |  |
| 2025-12-23 | 1.0004                      |
|  |  |
| 2025-12-24 | 1.0004                      |
|  |  |
| 2025-12-26 | 1.0004                      |
|  |  |
| 2025-12-29 | 1.0004                      |
|  |  |
| 2025-12-30 | 1.0004                      |
|  |  |
| 2025-12-31 | 1.0004                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9160837005.84

- **Number of Shares Outstanding:** 9160363656.6967

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0003          |
|  |  |
| 2025-12-02 | 1.0004          |
|  |  |
| 2025-12-03 | 1.0004          |
|  |  |
| 2025-12-04 | 1.0004          |
|  |  |
| 2025-12-05 | 1.0004          |
|  |  |
| 2025-12-08 | 1.0003          |
|  |  |
| 2025-12-09 | 1.0003          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0004          |
|  |  |
| 2025-12-12 | 1.0004          |
|  |  |
| 2025-12-15 | 1.0004          |
|  |  |
| 2025-12-16 | 1.0004          |
|  |  |
| 2025-12-17 | 1.0004          |
|  |  |
| 2025-12-18 | 1.0004          |
|  |  |
| 2025-12-19 | 1.0004          |
|  |  |
| 2025-12-22 | 1.0004          |
|  |  |
| 2025-12-23 | 1.0004          |
|  |  |
| 2025-12-24 | 1.0004          |
|  |  |
| 2025-12-26 | 1.0004          |
|  |  |
| 2025-12-29 | 1.0004          |
|  |  |
| 2025-12-30 | 1.0004          |
|  |  |
| 2025-12-31 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $48483313.52              | $13494990.15            |
| 2025-12-02 | $26641297.97              | $27522425.05            |
| 2025-12-03 | $27074300.48              | $28120226.63            |
| 2025-12-04 | $327567056.49             | $21785737.27            |
| 2025-12-05 | $131940268.41             | $20968390.55            |
| 2025-12-08 | $20448486.15              | $23402070.04            |
| 2025-12-09 | $31155306.76              | $63655768.78            |
| 2025-12-10 | $21097375.86              | $122173103.63           |
| 2025-12-11 | $16750458.40              | $22988322.80            |
| 2025-12-12 | $23995197.55              | $46350761.51            |
| 2025-12-15 | $86185639.79              | $129286839.62           |
| 2025-12-16 | $53338856.75              | $29019660.97            |
| 2025-12-17 | $51927799.15              | $28679850.88            |
| 2025-12-18 | $29155521.03              | $23836431.34            |
| 2025-12-19 | $104567937.86             | $270547214.24           |
| 2025-12-22 | $25153195.63              | $415687656.17           |
| 2025-12-23 | $54826033.77              | $184426078.21           |
| 2025-12-24 | $34615890.04              | $34504755.88            |
| 2025-12-26 | $16600556.89              | $295587259.53           |
| 2025-12-29 | $106788546.25             | $26275822.00            |
| 2025-12-30 | $27095802.99              | $27244028.43            |
| 2025-12-31 | $33792702.80              | $25367882.72            |

**Total Gross Subscriptions (Month):** $1299201544.54

**Total Gross Redemptions (Month):** $1880925276.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7500%           |
| 2025-12-02 | 3.7500%           |
| 2025-12-03 | 3.7500%           |
| 2025-12-04 | 3.7400%           |
| 2025-12-05 | 3.6900%           |
| 2025-12-08 | 3.6800%           |
| 2025-12-09 | 3.6700%           |
| 2025-12-10 | 3.6700%           |
| 2025-12-11 | 3.6500%           |
| 2025-12-12 | 3.5800%           |
| 2025-12-15 | 3.5600%           |
| 2025-12-16 | 3.5300%           |
| 2025-12-17 | 3.5100%           |
| 2025-12-18 | 3.5100%           |
| 2025-12-19 | 3.4900%           |
| 2025-12-22 | 3.4900%           |
| 2025-12-23 | 3.4900%           |
| 2025-12-24 | 3.4800%           |
| 2025-12-26 | 3.5000%           |
| 2025-12-29 | 3.5100%           |
| 2025-12-30 | 3.5200%           |
| 2025-12-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 26.2300%         | 18.3000%             |
| Non-financial corporation |  | 26.2300%         | 0.0200%              |
| Non-financial corporation |  | 26.2300%         | 0.1900%              |
| Non-financial corporation |  | 26.2300%         | 0.4200%              |
| Non-financial corporation |  | 26.2300%         | 0.8900%              |
| Non-financial corporation |  | 26.2300%         | 1.2400%              |
| Non-financial corporation |  | 26.2300%         | 0.5400%              |
| Non-financial corporation |  | 26.2300%         | 0.0300%              |
| Non-financial corporation |  | 26.2300%         | 0.5500%              |
| Non-financial corporation |  | 26.2300%         | 0.0400%              |
| Non-financial corporation |  | 26.2300%         | 0.1000%              |
| Non-financial corporation |  | 26.2300%         | 0.0200%              |
| Non-financial corporation |  | 26.2300%         | 0.1900%              |
| Non-financial corporation |  | 26.2300%         | 0.1500%              |
| Non-financial corporation |  | 26.2300%         | 0.0400%              |
| Non-financial corporation |  | 26.2300%         | 1.7000%              |
| Broker-dealer             |  | 26.2300%         | 1.7100%              |
| Non-financial corporation |  | 26.2300%         | 0.0900%              |
| Non-financial corporation |  | 26.2300%         | 0.0100%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4207728562.85

- **Number of Shares Outstanding:** 4207509015.7721

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0003          |
|  |  |
| 2025-12-02 | 1.0004          |
|  |  |
| 2025-12-03 | 1.0004          |
|  |  |
| 2025-12-04 | 1.0004          |
|  |  |
| 2025-12-05 | 1.0004          |
|  |  |
| 2025-12-08 | 1.0003          |
|  |  |
| 2025-12-09 | 1.0003          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0004          |
|  |  |
| 2025-12-12 | 1.0004          |
|  |  |
| 2025-12-15 | 1.0004          |
|  |  |
| 2025-12-16 | 1.0004          |
|  |  |
| 2025-12-17 | 1.0004          |
|  |  |
| 2025-12-18 | 1.0004          |
|  |  |
| 2025-12-19 | 1.0004          |
|  |  |
| 2025-12-22 | 1.0004          |
|  |  |
| 2025-12-23 | 1.0004          |
|  |  |
| 2025-12-24 | 1.0004          |
|  |  |
| 2025-12-26 | 1.0004          |
|  |  |
| 2025-12-29 | 1.0004          |
|  |  |
| 2025-12-30 | 1.0004          |
|  |  |
| 2025-12-31 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $227367318.44             | $132368165.68           |
| 2025-12-02 | $263905440.83             | $207845193.97           |
| 2025-12-03 | $720055075.97             | $272337584.94           |
| 2025-12-04 | $273054305.28             | $706496599.06           |
| 2025-12-05 | $184910186.68             | $263966399.70           |
| 2025-12-08 | $170534061.20             | $185179790.64           |
| 2025-12-09 | $165476813.91             | $177220119.29           |
| 2025-12-10 | $222557782.75             | $167888781.47           |
| 2025-12-11 | $276992136.21             | $221461963.57           |
| 2025-12-12 | $186010156.26             | $262269346.20           |
| 2025-12-15 | $352019726.74             | $186453832.26           |
| 2025-12-16 | $724910483.77             | $316276859.54           |
| 2025-12-17 | $305624402.81             | $729472311.47           |
| 2025-12-18 | $653698343.60             | $267513966.62           |
| 2025-12-19 | $233912945.79             | $685778540.50           |
| 2025-12-22 | $358112257.55             | $220334018.15           |
| 2025-12-23 | $405907118.14             | $366042270.10           |
| 2025-12-24 | $137640199.96             | $396541683.75           |
| 2025-12-26 | $155632825.35             | $136530376.65           |
| 2025-12-29 | $260428179.07             | $153383420.77           |
| 2025-12-30 | $211209330.99             | $267477320.03           |
| 2025-12-31 | $184078245.08             | $220958572.61           |

**Total Gross Subscriptions (Month):** $6674037336.38

**Total Gross Redemptions (Month):** $6543797116.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8700%           |
| 2025-12-02 | 3.8700%           |
| 2025-12-03 | 3.8600%           |
| 2025-12-04 | 3.8500%           |
| 2025-12-05 | 3.8000%           |
| 2025-12-08 | 3.7900%           |
| 2025-12-09 | 3.7800%           |
| 2025-12-10 | 3.7800%           |
| 2025-12-11 | 3.7600%           |
| 2025-12-12 | 3.6900%           |
| 2025-12-15 | 3.6700%           |
| 2025-12-16 | 3.6400%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6200%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6000%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.6000%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6300%           |
| 2025-12-30 | 3.6400%           |
| 2025-12-31 | 3.6700%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC MORTGAGE REPO 3.8500 20260102

- **C.1 - Title:** BANK OF AMERICA SEC MORTGAGE REPO 3.8500 20260102 3.850000%
- **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: 0609949D4, C.5 - Other ID: 0609949D4
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $335000.00         | $40516.23          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-02-01      | 4.5000%  | 0.0000% | $21487520.00       | $560788.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $231094.00         | $46184.94          | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.5000%  | 0.0000% | $200000.00         | $38975.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $96054656.00       | $7903858.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $195000.00         | $29708.75          | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $440000.00         | $264536.43         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.0000%  | 0.0000% | $151000.00         | $91858.11          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 5.5000%  | 0.0000% | $7000000.00        | $4340027.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-09-01      | 4.5000%  | 0.0000% | $3000000.00        | $2423321.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $135000.00         | $108106.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $10000.00          | $6636.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $5724352.00        | $4375667.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $4205568.00        | $3937545.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 2.5000%  | 0.0000% | $550276.00         | $440220.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $862000.00         | $605651.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $603707.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $1697448.00        | $52158.32          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $8750000.00        | $1215135.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.0000%  | 0.0000% | $1057308.00        | $993000.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5716224.00        | $4774149.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 4.0000%  | 0.0000% | $2882080.00        | $2736700.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $5386100.00        | $5491696.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $608958.00         | $122484.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.2300%  | 0.0000% | $5000000.00        | $445558.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $2034200.00        | $164129.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-08-01      | 4.9200%  | 0.0000% | $100000.00         | $101965.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $113628.00         | $71443.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $9284280.00        | $6141779.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $355949.00         | $208005.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $556000.00         | $420169.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $14897904.00       | $15081190.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $500000.00         | $375083.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 2.5000%  | 0.0000% | $228280.00         | $179414.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-12-01      | 4.5000%  | 0.0000% | $200000.00         | $12979.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $95946.00          | $13252.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 3.5000%  | 0.0000% | $32850000.00       | $5062813.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 1.5000%  | 0.0000% | $6201616.00        | $3662981.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $48037.00          | $20586.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $10805664.00       | $8251872.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $50784.00          | $39926.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 6.0000%  | 0.0000% | $710766.00         | $735696.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $2499044.00        | $1942700.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 4.0000%  | 0.0000% | $509290.00         | $481038.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 4.0000%  | 0.0000% | $1551866.00        | $1475500.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $805000.00         | $773455.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $38634.00          | $38094.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $2551672.00        | $2687911.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $8370832.00        | $8650850.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 3.0000%  | 0.0000% | $11997008.00       | $8096809.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.0000%  | 0.0000% | $1010.00           | $819.11            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $16000.00          | $5894.25           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $30388.00          | $21798.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.5000%  | 0.0000% | $57998.00          | $24900.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $32186.00          | $10693.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-15      | 4.0000%  | 0.0000% | $2993.00           | $1060.63           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 5.0000%  | 0.0000% | $383546.00         | $108839.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 6.5000%  | 0.0000% | $8000.00           | $2847.53           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $25000.00          | $16698.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $100000.00         | $63633.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.5300%  | 0.0000% | $2005.00           | $2062.37           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.0000%  | 0.0000% | $61022.00          | $50305.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.3900%  | 0.0000% | $900000.00         | $925936.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $2373556.00        | $2395803.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1052688.00        | $1075499.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3433388.00        | $3604719.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $2003.00           | $2125.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1214992.00        | $1222303.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $3869260.00        | $3892543.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $574799.00         | $317123.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $4936.00           | $4894.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $3010984.00        | $2940323.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.25           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $1508330.00        | $228043.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-10-15      | 5.5000%  | 0.0000% | $49998.00          | $979.63            | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-15      | 5.0000%  | 0.0000% | $1000.00           | $188.71            | Agency Mortgage-Backed Securities |
| GNMA          | 2070-08-20      | 4.5330%  | 0.0000% | $1000.00           | $105.17            | Agency Mortgage-Backed Securities |
| GNMA          | 2034-08-15      | 6.5000%  | 0.0000% | $3048760.00        | $60917.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-15      | 5.5000%  | 0.0000% | $5789880.00        | $88925.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-15      | 6.5000%  | 0.0000% | $640489.00         | $10990.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $2000.00           | $112.85            | Agency Mortgage-Backed Securities |

### Security 2: BMO CAPITAL MARKETS MORTGAGE REPO 3.8500 20260102

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.8500 20260102 3.850000%
- **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: 0639922W0, C.5 - Other ID: 0639922W0
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $22387600.00       | $22218579.51       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $20050000.00       | $19724280.00       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $8245100.00        | $8372321.89        | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $4650000.00        | $4788411.08        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $11185600.00       | $11335773.69       | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $7057600.00        | $7322542.30        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $11804200.00       | $11886239.19       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $43400.00          | $43577.94          | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $7139200.00        | $7128327.00        | U.S. Treasuries (including strips) |

### Security 3: BANK OF MONTREAL MORTGAGE REPO 3.8500 20260102

- **C.1 - Title:** BANK OF MONTREAL MORTGAGE REPO 3.8500 20260102 3.850000%
- **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: 0639956B5, C.5 - Other ID: 0639956B5
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $50000000.00       | $12062853.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.0000%  | 0.0000% | $23020000.00       | $12398381.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $20005933.00       | $11505950.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $20000000.00       | $12007591.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $14222964.00       | $12894231.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $7104312.00        | $7244354.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $4818918.00        | $4930568.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $11709072.00       | $11781419.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $12318448.00       | $12772542.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $12138464.00       | $12606715.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $13057933.00       | $13215389.91       | Agency Mortgage-Backed Securities |

### Security 4: CANADIAN IMPERIAL BANK NY REPO REPO 3.8300 20260102

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY REPO REPO 3.8300 20260102 3.830000%
- **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: 1360981C4, C.5 - Other ID: 1360981C4
- **C.18 - Value (incl. sponsor support):** $424000000.00
- **C.18.a - Value (excl. sponsor support):** $424000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-04-01      | 5.5000%  | 0.0000% | $1017.00           | $37.94             | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2055.00           | $1544.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $14684288.00       | $13729009.55       | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1243.00           | $1300.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $1006.00           | $481.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $43997000.00       | $32511008.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $20850697.00       | $17843626.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1001.00           | $149.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3004.00           | $2342.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $282382.00         | $301049.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $10986900.00       | $6973996.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.5000%  | 0.0000% | $171184.00         | $127874.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $2950.00           | $1477.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 3.3426%  | 0.0000% | $2277.00           | $386.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $1359.00           | $1181.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $34257024.00       | $14832348.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 4.5300%  | 0.0000% | $1000.00           | $1020.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.4300%  | 0.0000% | $11895000.00       | $12019774.59       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.4300%  | 0.0000% | $19621206.00       | $19827025.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 3.8900%  | 0.0000% | $32516340.00       | $32227551.55       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 4.1600%  | 0.0000% | $66818.00          | $67222.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1640100.00        | $972644.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $2253750.00        | $1699118.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $1120.00           | $918.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $33962721.00       | $29401919.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $41247424.00       | $37196740.70       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $396127.00         | $390175.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $8934275.00        | $8973631.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $89903872.00       | $27115807.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $819.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $12289920.00       | $9147022.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $571287.00         | $404919.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1100.00           | $1082.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $62237.00          | $62372.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $16802540.00       | $14459146.20       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1066.00           | $1053.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $7089665.00        | $7211345.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $6613.00           | $842.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $50084646.00       | $10379944.00       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $83.48             | Agency Mortgage-Backed Securities  |
| USTR          | 2026-03-12      | 0.0000%  | 0.0000% | $300.00            | $297.97            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $1285700.00        | $2036480.00        | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.98             | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $124.35            | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $777600.00         | $783219.33         | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $133.35            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $120.25            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $1620500.00        | $1537309.27        | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $215.14            | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $22440400.00       | $22169186.69       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $600.00            | $634.09            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $747700.00         | $753504.40         | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.66            | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $1000.00           | $1084.33           | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $1251600.00        | $1266909.57        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $21400.00          | $23125.03          | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $123800.00         | $123938.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8071%  | 0.0000% | $11379100.00       | $11464779.37       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $39500.00          | $40252.81          | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $1007100.00        | $1030719.65        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1498400.00        | $1528339.13        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $88914000.00       | $91829270.42       | U.S. Treasuries (including strips) |

### Security 5: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.7700 20260105

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.7700 20260105 3.770000%
- **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: 1729915S6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729915S6
- **C.18 - Value (incl. sponsor support):** $128000000.00
- **C.18.a - Value (excl. sponsor support):** $128000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $49600.00          | $49197.00          | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $94730900.00       | $127999958.37      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $2446700.00        | $2509829.17        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $1000.00           | $1005.25           | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.8200 20260102

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.8200 20260102 3.820000%
- **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: 1729915W7, C.5 - Other ID: 1729915W7
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 6.7300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2043-11-20      | 4.5000%  | 0.0000% | $325000000.00      | $18974768.07       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-12-20      | 4.5000%  | 0.0000% | $300937000.00      | $20757324.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 3.0000%  | 0.0000% | $24934696.00       | $16941450.41       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $14534814.00       | $15146280.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $15151871.00       | $15405771.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $22260116.00       | $22664799.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $16136736.00       | $16513595.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $16077850.00       | $16457255.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $23588815.00       | $24422967.59       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $15766278.00       | $16492034.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $17679323.00       | $18612823.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $20306749.00       | $20785166.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $17962264.00       | $18370214.52       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $20069136.00       | $20380274.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $23827213.00       | $24440124.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $13577210.00       | $14245918.17       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $23155131.00       | $24466558.40       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $18437685.00       | $20052716.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $19370985.00       | $21312382.17       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $16623623.00       | $17443867.68       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $15459383.00       | $16205594.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $15440282.00       | $16486718.48       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $19591847.00       | $20836540.46       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $17094030.00       | $18239413.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $20320070.00       | $21168676.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $15142471.00       | $15672124.09       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $15171797.00       | $14712744.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 4.5000%  | 0.0000% | $23008434.00       | $22305103.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $15202189.00       | $15762572.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $14896952.00       | $16156880.26       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $21778060.00       | $23618998.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $14784778.00       | $16034893.56       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $20499365.00       | $21597680.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $19102002.00       | $20266434.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $14750927.00       | $15645725.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $10239229.00       | $10907202.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $22622292.00       | $23433719.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $14397680.00       | $14484320.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $15463936.00       | $15723735.28       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $20167031.00       | $20441031.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $16511868.00       | $16727103.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $15533101.00       | $16702714.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $17110025.00       | $18168441.55       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $13450143.00       | $14296631.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $21964557.00       | $22069625.22       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $15552871.00       | $15656105.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $23185495.00       | $23298415.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $16218874.00       | $17066564.27       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $14441420.00       | $14528323.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $15484825.00       | $15899668.62       | Agency Mortgage-Backed Securities |

### Security 7: CREDIT AGRICOLE MORTGAGE REPO 3.8300 20260102

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.8300 20260102 3.830000%
- **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: 2258989F4, C.5 - Other ID: 2258989F4
- **C.18 - Value (incl. sponsor support):** $95610000.00
- **C.18.a - Value (excl. sponsor support):** $95610000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $427718171.00      | $62936279.50       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $37245933.00       | $34585921.13       | Agency Mortgage-Backed Securities |

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52013758.03
- **C.18.a - Value (excl. sponsor support):** $52013758.03
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20010581.06
- **C.18.a - Value (excl. sponsor support):** $20010581.06
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: 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):** $140007563.04
- **C.18.a - Value (excl. sponsor support):** $140007563.04
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35023029.15
- **C.18.a - Value (excl. sponsor support):** $35023029.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50030331.29
- **C.18.a - Value (excl. sponsor support):** $50030331.29
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **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):** $75032799.14
- **C.18.a - Value (excl. sponsor support):** $75032799.14
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30040542.75
- **C.18.a - Value (excl. sponsor support):** $30040542.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZX5, C.4 - ISIN: US3130B7ZX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30008432.95
- **C.18.a - Value (excl. sponsor support):** $30008432.95
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-07
- **C.13 - Final Legal Maturity Date:** 2027-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30013748.02
- **C.18.a - Value (excl. sponsor support):** $30013748.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.885000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CQ3, C.4 - ISIN: US3130B8CQ39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30006033.26
- **C.18.a - Value (excl. sponsor support):** $30006033.26
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.885000%
- **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):** $75021602.56
- **C.18.a - Value (excl. sponsor support):** $75021602.56
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74972652.12
- **C.18.a - Value (excl. sponsor support):** $74972652.12
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SX7, C.4 - ISIN: US313313SX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19914286.23
- **C.18.a - Value (excl. sponsor support):** $19914286.23
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19591645.08
- **C.18.a - Value (excl. sponsor support):** $19591645.08
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 313385SC1, C.4 - ISIN: US313385SC16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174594836.47
- **C.18.a - Value (excl. sponsor support):** $174594836.47
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 23: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99685345.96
- **C.18.a - Value (excl. sponsor support):** $99685345.96
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198878888.24
- **C.18.a - Value (excl. sponsor support):** $198878888.24
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPFT7, C.4 - ISIN: US3133EPFT76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8750947.04
- **C.18.a - Value (excl. sponsor support):** $8750947.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **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):** $29997272.84
- **C.18.a - Value (excl. sponsor support):** $29997272.84
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.860000%
- **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):** $15004235.30
- **C.18.a - Value (excl. sponsor support):** $15004235.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **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):** $13001613.72
- **C.18.a - Value (excl. sponsor support):** $13001613.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998793.25
- **C.18.a - Value (excl. sponsor support):** $24998793.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75032149.07
- **C.18.a - Value (excl. sponsor support):** $75032149.07
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14998880.46
- **C.18.a - Value (excl. sponsor support):** $14998880.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49009136.63
- **C.18.a - Value (excl. sponsor support):** $49009136.63
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18604252.63
- **C.18.a - Value (excl. sponsor support):** $18604252.63
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20005638.37
- **C.18.a - Value (excl. sponsor support):** $20005638.37
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000722.12
- **C.18.a - Value (excl. sponsor support):** $20000722.12
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020748.88
- **C.18.a - Value (excl. sponsor support):** $50020748.88
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30012516.46
- **C.18.a - Value (excl. sponsor support):** $30012516.46
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003551.31
- **C.18.a - Value (excl. sponsor support):** $20003551.31
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35009550.71
- **C.18.a - Value (excl. sponsor support):** $35009550.71
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20002338.12
- **C.18.a - Value (excl. sponsor support):** $20002338.12
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000938.93
- **C.18.a - Value (excl. sponsor support):** $30000938.93
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74960501.23
- **C.18.a - Value (excl. sponsor support):** $74960501.23
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997314.46
- **C.18.a - Value (excl. sponsor support):** $89997314.46
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29987768.02
- **C.18.a - Value (excl. sponsor support):** $29987768.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.802149%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30061772.54
- **C.18.a - Value (excl. sponsor support):** $30061772.54
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.767149%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50128198.86
- **C.18.a - Value (excl. sponsor support):** $50128198.86
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14001279.92
- **C.18.a - Value (excl. sponsor support):** $14001279.92
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $35011430.84
- **C.18.a - Value (excl. sponsor support):** $35011430.84
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $74958550.37
- **C.18.a - Value (excl. sponsor support):** $74958550.37
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $21995796.92
- **C.18.a - Value (excl. sponsor support):** $21995796.92
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $46981691.87
- **C.18.a - Value (excl. sponsor support):** $46981691.87
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $9992485.34
- **C.18.a - Value (excl. sponsor support):** $9992485.34
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.8200 20260102

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.8200 20260102 3.820000%
- **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: 3379854G7, C.5 - Other ID: 3379854G7
- **C.18 - Value (incl. sponsor support):** $2070000000.00
- **C.18.a - Value (excl. sponsor support):** $2070000000.00
- **C.19 - Percentage of Net Assets:** 15.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $163.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $26580.00          | $1097.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $3686.00           | $130.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $62711.00          | $818.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-05-01      | 5.0000%  | 0.0000% | $18289.00          | $206.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $7426.00           | $21.37             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $14968408.00       | $408001.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $1049.00           | $10.80             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $9008.00           | $82.56             | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $1019.00           | $8.30              | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $156.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2039-03-01      | 7.0000%  | 0.0000% | $1001.00           | $39.03             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1001.00           | $94.32             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $5210.00           | $386.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $1023.00           | $3.89              | Agency Mortgage-Backed Securities |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.37              | Agency Mortgage-Backed Securities |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $2048.00           | $11.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $11519.00          | $35.69             | Agency Mortgage-Backed Securities |
| FMAC          | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $104.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 4.5000%  | 0.0000% | $1536.00           | $1.18              | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1001.00           | $39.70             | Agency Mortgage-Backed Securities |
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $34307990.00       | $4683687.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1149000.00        | $172992.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $276.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $215.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $233.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $327.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $270.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.57            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1416222.00        | $327771.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $133648727.00      | $12125003.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $84.02             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $253.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $23302157.00       | $5795616.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $305.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $14105876.00       | $2668992.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $228.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $3397456.00        | $1138158.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $9636824.00        | $2135803.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1556300.00        | $562439.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $249.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2470379.00        | $559332.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $4990000.00        | $367564.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $44777886.00       | $4250385.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $249.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2038-08-01      | 5.5000%  | 0.0000% | $1011.00           | $10.22             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $24919522.00       | $5782704.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-03-01      | 3.0000%  | 0.0000% | $497000.00         | $144289.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $115278.00         | $101012.89         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-06-01      | 2.5000%  | 0.0000% | $1770521.00        | $447395.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $445.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1638.00           | $1084.74           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.5000%  | 0.0000% | $848000.00         | $615421.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $738.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $696.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $768.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $900.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $96000.00          | $82119.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $62833.00          | $54717.82          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $809.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $2851776.00        | $2522487.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $1111246.00        | $838011.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1756.02           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $91000.00          | $79966.47          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $246439.00         | $240043.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $12315.00          | $11395.06          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $960.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $964.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74088576.00       | $70712738.80       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $183.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $783.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $76620309.00       | $72962521.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $3622008.00        | $2794129.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $824.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $12036377.00       | $9845725.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $70742781.00       | $51916248.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $794.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $780.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $7241000.00        | $5654822.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $757.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $762.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $244.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $96.77             | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $3000.00           | $298.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $2000.00           | $177.65            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $97.64             | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $15878483.00       | $1955306.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $105.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $4004.00           | $773.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $126.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $241.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $4000.00           | $485.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $2025.00           | $450.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $2000.00           | $98.65             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $141.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $255.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $519.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $339.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-05-01      | 4.0000%  | 0.0000% | $3000.00           | $627.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.11             | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $168.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $137.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $483.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $817.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $11461648.00       | $2763524.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1016.00           | $137.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $121.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $1903475.00        | $250217.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $4672707.00        | $515688.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1030.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $118.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $7171.00           | $1367.64           | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $155.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $486.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $1054.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $678.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $212.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1012206.00        | $214818.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $3001.00           | $479.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $27542400.00       | $5807230.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $298.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $147.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $324.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $579.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $241.03            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $427.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $4001.00           | $388.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $9008.00           | $2533.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1752310.00        | $617677.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $315.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $652451.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $368.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $748.40            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $1024.00           | $359.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $390.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $257.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $263.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $251.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.86            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $279.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $550.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $255.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $329.34            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $315.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $455.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1001.00           | $192.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $401.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $382.51            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $377.18            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $218.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $314.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $272.68            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $227.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $273.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1024.00           | $187.01            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $239.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $339.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $6002.00           | $1940.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $439929.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $2065299.00        | $314020.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $280.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $285.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $2000.00           | $794.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $2000.00           | $318.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $282.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $337.12            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $102.79            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $331.52            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $264.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.05             | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $246.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $597.50            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2184396.00        | $628424.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $698.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1017.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $395.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $198.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $286.59            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1499450.00        | $677835.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $300.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $204.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $236.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.60            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $289.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $166.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5402186.00        | $2361215.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $353.96            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $353.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $281.93            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $339.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $722.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $872957.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $185.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $324.49            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $271.47            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $294.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1005.00           | $363.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $335.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $6861497.00        | $1823749.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.5000%  | 0.0000% | $1001.00           | $487.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $2005.00           | $714.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $316.91            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $297.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $384.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $643.94            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $760.02            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $93.76             | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $417.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $5005.00           | $2283.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $403.23            | Agency Mortgage-Backed Securities |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $327033.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $159000.00         | $73942.68          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $5058087.00        | $2534103.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $2075.00           | $1071.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $658.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $619.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1260643.00        | $757673.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $587.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $711.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1029916.00        | $853933.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1593.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2780288.00        | $2167198.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $773.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $810.38            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $959.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1066923.00        | $889637.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $727.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3574.00           | $2258.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1047469.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $532897.00         | $457299.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $616.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $531.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1312.20           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $8022.00           | $4714.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $584.98            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1560.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1157478.00        | $1112944.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $10750738.00       | $8145824.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3736.94           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $765.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1550.79           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2525.18           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $831.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1143.41           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5446.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1002.00           | $730.87            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1206.32           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $699.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1653.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $755.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $2008.00           | $1454.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $805.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $743.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $703.81            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1129616.00        | $877124.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1023735.00        | $722917.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $763.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $4001.00           | $2671.04           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $3087171.00        | $2279444.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $3000.00           | $2101.55           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6070.00           | $3267.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $808.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3761098.00        | $2156599.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1229.13           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $592.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2035.00           | $1583.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6025118.00        | $4775234.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $828.25            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $543.39            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3001.00           | $2175.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $470.45            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $746.70            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1154116.00        | $796935.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $4008.00           | $1600.25           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $4032.00           | $3390.78           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4423749.00        | $2298581.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $765.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $688.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $585.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1052.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1218273.00        | $1039138.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1001.00           | $674.71            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $2488194.00        | $1764831.89        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $615.26            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $15127560.00       | $12527067.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1965.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1875.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $3131434.00        | $2504574.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $3049.00           | $2890.30           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $682.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $705.78            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $821.88            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $567.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1376.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $547.90            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $8000.00           | $7765.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $857.20            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $875.76            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1248.77           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.58           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $776.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $704.63            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $7007.00           | $5161.15           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $872.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $292.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5892768.00        | $4799497.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $398622.00         | $387545.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1294342.00        | $975850.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $8295357.00        | $6238445.00        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $889.56            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1029.00           | $780.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1397.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $9000.00           | $7461.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1415.82           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1503.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1030.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.87           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1008.98           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3992.92           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1060302.00        | $821983.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $601.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $738.09            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $843.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $706.82            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $592.55            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $4067.00           | $4015.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $1953.29           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $2032710.00        | $1715558.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $629.19            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $797.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1009.00           | $817.21            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $700.11            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1001.00           | $758.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $640.83            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2077.12           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $808.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.0000%  | 0.0000% | $198000.00         | $192461.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1001.00           | $775.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1042.51           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $869.10            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $601059.00         | $510350.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1487.73           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $895205.00         | $855130.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $671.17            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.0000%  | 0.0000% | $1001.00           | $937.89            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $848.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $806.53            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1399.72           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3732.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $5144424.00        | $5094011.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $854.33            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $988.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $804.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $289000.00         | $113083.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 2.0000%  | 0.0000% | $1000.00           | $470.05            | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 1.5000%  | 0.0000% | $7704224.00        | $3885090.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $532.64            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $105.41            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $2337260.00        | $1474263.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $601.28            | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $1050000.00        | $641086.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $632.35            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $633.04            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3787.16           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $622.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $2417184.00        | $1748861.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $465000.00         | $355347.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $769.36            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $829.72            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $845.58            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $872.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $808.00            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1011000.00        | $928810.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2070.00           | $1670.67           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $85512801.00       | $65988586.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3039.00           | $2486.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $633.99            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $157113.00         | $120624.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $4096.00           | $3859.75           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1695.00           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $925.92            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $2638004.00        | $2398283.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1646.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2439933.00        | $2005106.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $807.30            | Agency Mortgage-Backed Securities |
| FMAC          | 2045-01-01      | 5.0000%  | 0.0000% | $1193661.00        | $1195640.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 5.0000%  | 0.0000% | $1160000.00        | $686596.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $889.62            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1116246.00        | $865038.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2072.00           | $2016.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $4002.00           | $3350.48           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $936.66            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1033.00           | $950.73            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1808.42           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $349228.00         | $280622.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1710.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $853779.00         | $826709.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $4076272.00        | $2429848.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1005.00           | $945.42            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $3005.00           | $1767.34           | Agency Mortgage-Backed Securities |
| FMAC          | 2037-07-01      | 4.0000%  | 0.0000% | $831059.00         | $521597.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 4.5000%  | 0.0000% | $1000.00           | $815.15            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 4.5000%  | 0.0000% | $1001.00           | $979.24            | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $885.31            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $3001.00           | $763.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1471.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $10058.00          | $68.91             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $2047.00           | $13.35             | Agency Mortgage-Backed Securities |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $23781028.00       | $55360.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 5.0000%  | 0.0000% | $1011.00           | $6.41              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1.49              | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $4003.00           | $638.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $5248797.00        | $2196.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $147661.00         | $163.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1236284.00        | $50399.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $6000.00           | $365.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $317210.00         | $20336.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $1298000.00        | $114480.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $788001.00         | $48561.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $41551281.00       | $485318.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $968556.00         | $130786.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1992.00           | $74.04             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $306.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-11-01      | 2.8750%  | 0.0000% | $322689.00         | $151688.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $16387.00          | $1455.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $3215054.00        | $74637.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $54351.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $29999500.00       | $2365453.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $114.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $1983532.00        | $30265.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2048.00           | $146.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $1447.00           | $109.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $63382479.00       | $4899733.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $23.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2000.00           | $163.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1155.00           | $159.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $13298.00          | $681.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $5200.00           | $849.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $8042070.00        | $85471.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $113.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $2028.00           | $360.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1991.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 3.0000%  | 0.0000% | $3085713.00        | $72019.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $12065260.00       | $2058915.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $2007.00           | $149.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $400000.00         | $48027.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1021.00           | $183.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-09-01      | 4.0000%  | 0.0000% | $540059.00         | $31953.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $12000.00          | $911.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $2913.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $1195002.00        | $166009.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $191.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $208.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $345.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1006.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $3072.00           | $529.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $4000.00           | $729.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $12288.00          | $1946.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $198.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $107.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.0000%  | 0.0000% | $1000.00           | $81.95             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1437.41           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2016.00           | $236.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $3037.00           | $364.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2077.00           | $277.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $8194.00           | $602.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $164.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $2000.00           | $253.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $206.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $5122.00           | $463.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $3001.00           | $405.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $98.64             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $1008.00           | $151.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $3000.00           | $307.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $299.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $258.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $199000.00         | $22131.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $3000.00           | $333.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $2006.00           | $189.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3000.00           | $152.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1030.00           | $118.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $5325887.00        | $346767.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $252.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $12456464.00       | $1350405.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $66166656.00       | $9400914.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $2096699.00        | $448089.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $401.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3004.00           | $723.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $214000.00         | $38834.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1120.00           | $131.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $2001.00           | $234.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $9961616.00        | $1703949.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2699.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2439.00           | $598.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $198000.00         | $66463.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $9001.00           | $1549.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $3001.00           | $514.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1213748.00        | $230241.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $479913.00         | $82453.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $4032.00           | $381.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2016.00           | $186.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $5116023.00        | $1169602.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $2079.00           | $391.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $660000.00         | $128236.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1299.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $4096.00           | $825.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $111.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $486630.19         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $7147.00           | $880.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $4145.00           | $578.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $532537.00         | $62717.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $599998.00         | $114304.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1080.00           | $91.31             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $10005.00          | $695.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $251432.00         | $54646.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $24544.00          | $2512.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $75911424.00       | $16322653.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5120.00           | $1022.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $28883110.00       | $2116009.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5374.00           | $508.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $131.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $63577984.00       | $8986028.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $2144.00           | $289.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $20379393.00       | $1749164.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3077.00           | $565.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $249.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $4123.00           | $751.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1040.00           | $230.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $358.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $228.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1280.00           | $77.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $35919.00          | $3378.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $166.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $4096.00           | $459.03            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9769365.00        | $2152473.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $13195127.00       | $2595271.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $232.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $3072.00           | $218.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $4231.00           | $289.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $73057000.00       | $4995203.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $125.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $2896.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $135.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $8116.00           | $1815.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $2049.00           | $573.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $3072.00           | $338.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1065.00           | $148.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $462.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $51477200.00       | $7215844.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $9980666.00        | $1492211.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $619029.00         | $125211.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $239.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $670000.00         | $99115.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $7706767.00        | $2021852.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $3072.00           | $923.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 3.0000%  | 0.0000% | $395572.00         | $44147.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $421.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $11680688.00       | $2351407.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $300.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $617716.00         | $130714.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $548000.00         | $47228.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-03-01      | 3.5000%  | 0.0000% | $240000.00         | $33697.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $9192576.00        | $2177269.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $425.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 3.5000%  | 0.0000% | $975000.00         | $112607.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $240.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $1001.00           | $256.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $4024.00           | $902.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $9350.00           | $1716.33           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $12396032.00       | $2262008.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $348.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $325000.00         | $38899.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $371.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $3001.00           | $340.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $196.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $29545155.00       | $4927235.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1285976.00        | $169574.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2973664.00        | $511762.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $251.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $4007.00           | $471.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $293066.00         | $54756.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $7002.00           | $737.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $7804288.00        | $1810435.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1124549.00        | $135262.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $2003.00           | $181.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $111.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $209000.00         | $35154.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $3678289.00        | $395100.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $261.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1002.00           | $46.38             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $296666.00         | $44616.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 2.5000%  | 0.0000% | $1734733.00        | $162883.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $3002.00           | $720.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $4003.00           | $543.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2044-03-01      | 4.5000%  | 0.0000% | $726770.00         | $81402.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $1250795.00        | $115994.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1278000.00        | $68829.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $3000.00           | $344.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $428.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $21567532.00       | $299975.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $8073.00           | $1107.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1552144.00        | $77610.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1159402.00        | $24139.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1197684.00        | $100918.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $107.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $5120.00           | $509.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $180.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1444005.00        | $106296.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $159.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2000.00           | $117.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $324.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $197.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 3.5000%  | 0.0000% | $1046858.00        | $109957.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $220.01            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $141.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $95.04             | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $10959760.00       | $2313275.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $2002.00           | $541.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $3000.00           | $575.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $3275000.00        | $636057.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $220.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2007.00           | $323.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $219.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $1245000.00        | $63352.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2446000.00        | $611167.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $10000000.00       | $149461.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $3417829.00        | $28407.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $9523218.00        | $100886.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $1679.00           | $11.87             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $3072.00           | $17.26             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 6.0000%  | 0.0000% | $2098.00           | $4.77              | Agency Mortgage-Backed Securities |
| FNMA          | 2034-02-01      | 5.5000%  | 0.0000% | $19944375.00       | $107664.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $1020.00           | $29.55             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $3375.00           | $37.18             | Agency Mortgage-Backed Securities |
| FNMA          | 2034-10-01      | 6.0000%  | 0.0000% | $12753216.00       | $561455.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2057.00           | $13.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $42158.00          | $559.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $12166.00          | $130.25            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3289.00           | $21.49             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1106.00           | $1.55              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7226.00           | $20.47             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $8331.00           | $33.45             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48578627.00       | $97618.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $103774539.00      | $241772.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $10645.00          | $94.42             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $7.05              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $4107.00           | $23.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $3000.00           | $12.05             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $76019.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5498.00           | $52.20             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $3000.00           | $27.99             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2062.00           | $28.03             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1027.00           | $10.41             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2046.00           | $3.92              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3276.00           | $11.54             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2049.00           | $22.93             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2155.00           | $5.26              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58276439.00       | $66734.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $4.44              | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3082.00           | $22.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3848.00           | $24.19             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6173.00           | $72.35             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $33222.00          | $176.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1075.00           | $6.78              | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $6000.00           | $4484.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $388949.00         | $338058.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $1688.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $4127.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1555.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1400000.00        | $720058.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $784440.00         | $664157.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $3002.00           | $2790.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6000.00           | $3520.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $10000.00          | $6348.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $890.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $99389.00          | $90768.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $64777.00          | $54367.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2809.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2001.00           | $1540.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $970.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $300612.00         | $235132.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1025.00           | $863.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3093.00           | $3005.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2106.00           | $1994.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $6000.00           | $6297.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $89799.00          | $82670.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $60000.00          | $55947.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $986.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $687214.00         | $744160.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2053.00           | $1998.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $931.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2752650.00        | $2741340.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1235700.00        | $1229632.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $2659912.00        | $2531915.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $2157696.00        | $2038169.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2321160.00        | $2133083.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $910899.00         | $760989.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1033.00           | $787.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $3081.00           | $2527.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2073.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1019.00           | $973.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2425.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1238893.00        | $1112198.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $412652.00         | $411654.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1441982.00        | $929066.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1488.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3153500.00        | $3065235.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $937.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2005.00           | $1851.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1637.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1838.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1097000.00        | $1083185.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2001472.00        | $1384921.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $711976.00         | $262155.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1785757.00        | $1845150.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $7000.00           | $7373.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1023.00           | $854.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $1007.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2471953.00        | $2322638.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $6000.00           | $6179.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1308133.00        | $1336570.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $1415355.00        | $1510333.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $839.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $3505.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $898.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $309000.00         | $271404.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $1566160.00        | $1236990.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2358814.00        | $2382749.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1628633.00        | $1476480.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $1394.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2841603.00        | $2779998.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $7052.00           | $5936.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2828762.00        | $1969210.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2004.00           | $1801.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5205.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1291800.00        | $1070699.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4062.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7006.00           | $6615.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $954.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $862.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1983.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $841.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1011781.00        | $1032145.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $355529.00         | $288339.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $24428761.00       | $21624865.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3028.00           | $2877.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $526501.00         | $550181.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2094022.00        | $2059410.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1835.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $27163.00          | $26925.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3067.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2313276.00        | $2340331.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $2287932.00        | $2390560.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $6014.00           | $6165.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2379521.00        | $2462532.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1065774.00        | $939690.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1117690.00        | $1133862.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2783602.00        | $2871592.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3113.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4981.45           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1086.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $8000.00           | $8052.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $900.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1323390.00        | $1329189.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1396732.00        | $1279265.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1002.00           | $996.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1004114.00        | $1066349.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1037029.00        | $1039684.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2206748.00        | $1974041.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1759200.00        | $653193.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1197750.00        | $1241412.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $884.83            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1074250.00        | $1094201.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1544384.00        | $715302.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $7339568.00        | $7446894.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3033.00           | $2797.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1104411.00        | $1135218.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1117418.00        | $925125.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5000.00           | $5140.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $608.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $842.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3002.00           | $1771.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2071.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2001.00           | $2167.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2050.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1882.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1620577.00        | $1567315.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2213856.00        | $2318184.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1938.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1777858.00        | $1621490.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $7003.00           | $7063.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $8000.00           | $8014.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1502825.00        | $1539993.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2790732.00        | $2610171.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $2135558.00        | $2083291.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2324870.00        | $1971713.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $983807.00         | $990909.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $8000.00           | $8327.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2286607.00        | $2288119.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2691820.00        | $2747345.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2400427.00        | $2520982.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1705770.00        | $1601291.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2103265.00        | $2213355.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1569958.00        | $1664576.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $2010.00           | $1967.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2009.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2161908.00        | $2200317.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1614595.00        | $1683365.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $980.75            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $109351.00         | $114109.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4643.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1135100.00        | $1195072.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1001.00           | $1000.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1509738.00        | $1541237.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1346400.00        | $1125329.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1040800.00        | $1104346.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1156278.00        | $1182880.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1261000.00        | $1131432.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1332200.00        | $1353815.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $986.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $6989.00           | $7242.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1017.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4057.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1392932.00        | $1397507.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1077481.00        | $1151649.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1071050.00        | $1101517.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $6000.00           | $6313.18           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1212828.00        | $1220567.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2001.00           | $2043.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1171447.00        | $1197034.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1250202.00        | $1228896.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2051.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1987.00           | $2007.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $3492472.00        | $578245.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $998000.00         | $52178.09          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $3025.00           | $311.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $491644.00         | $73546.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $2135338.00        | $111444.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $448.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $125.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3328.00           | $470.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1104.00           | $202.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $333.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $246.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $669030.00         | $75396.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2518784.00        | $916679.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $286.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1096000.00        | $268080.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $6000.00           | $476.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $1102726.00        | $138095.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1007.00           | $238.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $451.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $12644880.00       | $1846665.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1213550.00        | $128986.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $301.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $4296.00           | $893.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $349796.00         | $96780.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1183.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $397.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $3913.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1973.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $226.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $500.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1953.95           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2419.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $214.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $306.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1001.00           | $314.27            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $7006.00           | $1388.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.0000%  | 0.0000% | $1504002.00        | $566189.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $174000.00         | $28362.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $1016.00           | $256.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $2000.00           | $602.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $191.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-06-01      | 4.0000%  | 0.0000% | $2000.00           | $547.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-03-01      | 3.0000%  | 0.0000% | $2007.00           | $590.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2057-01-01      | 3.5000%  | 0.0000% | $40823.00          | $14013.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2057-09-01      | 3.5000%  | 0.0000% | $3000.00           | $964.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $505905.00         | $102905.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $738000.00         | $140029.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $241.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $236.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1829.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2058-05-01      | 3.5000%  | 0.0000% | $4000.00           | $1343.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $406.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 3.0000%  | 0.0000% | $291891.00         | $73890.86          | Agency Mortgage-Backed Securities |
| FNMA          | 2059-01-01      | 5.5000%  | 0.0000% | $1002.00           | $489.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 4.0000%  | 0.0000% | $120000.00         | $46718.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $1000.00           | $370.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $432.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2062-06-01      | 2.5000%  | 0.0000% | $128427.00         | $85586.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2062-06-01      | 4.0000%  | 0.0000% | $2048.00           | $1476.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1120.00           | $761.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $2165736.00        | $1652588.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2058-01-01      | 3.5000%  | 0.0000% | $3000.00           | $2606.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $236999.00         | $41449.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $6008.00           | $1153.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $239.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $439.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2049.00           | $311.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $258.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $337.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $285.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1657.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2092668.00        | $800612.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $708.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3356.00           | $488.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $294.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $796.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $257.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $68574970.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $4667467.00        | $1092460.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $163000.00         | $42326.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $961000.00         | $136976.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $1003.00           | $325.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $483.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $8448.00           | $1359.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2115.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $513.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $502582.00         | $94945.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 3.0000%  | 0.0000% | $202000.00         | $82192.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $496000.00         | $43354.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $166255.00         | $33092.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $218.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5358957.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $12727426.00       | $2321644.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.0000%  | 0.0000% | $512457.00         | $79541.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5561344.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $121724.00         | $43548.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $219.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $842.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $934.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1990.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $535.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1004.00           | $306.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2002.00           | $787.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2204.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $388.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $253.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $415.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $247.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $156999.00         | $37154.00          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $667.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $213.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $378.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $616.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $8000.00           | $3089.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $4001.00           | $1461.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $701.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $561000.00         | $125444.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $303.98            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $592000.00         | $63238.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $2048.00           | $607.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $201000.00         | $26891.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $5215.00           | $1538.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $842.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $337995.00         | $53071.84          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $21223.00          | $5250.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $174.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $5661530.00        | $1636426.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $283000.00         | $57406.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $5175.00           | $1501.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $30051071.00       | $5710454.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $472000.00         | $91997.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-05-01      | 4.0000%  | 0.0000% | $5455014.00        | $1292982.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $665003.00         | $50597.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2169.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $438.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $646987.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $593.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $640155.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $507000.00         | $42713.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $5007.00           | $682.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.85             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3001.00           | $766.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $263.84            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3178.00           | $844.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $447.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.57            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2330.00           | $567.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3025.00           | $1258.47           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $304.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1992276.00        | $394606.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $415.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $571.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $3002.00           | $688.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $236.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1480811.00        | $229170.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $10674105.00       | $224137.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $3973767.00        | $189558.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $366.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $15602.00          | $4209.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $5000.00           | $1341.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $308.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $992498.00         | $182833.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $9463.00           | $160.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $6000.00           | $730.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $333.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $476.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1051.00           | $114.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $8795802.00        | $1997509.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $4000.00           | $951.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $331.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $900000.00         | $111486.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $4003.00           | $797.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $414.53            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $2001.00           | $499.74            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $45.34             | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $449.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $6050.00           | $937.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1619.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $442.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2048.00           | $701.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $323.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $4012.00           | $964.05            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $5417.00           | $1690.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $286.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3003.00           | $1106.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $186.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1487.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $830000.00         | $147581.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $424.81            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1008.00           | $311.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $362.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $336.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $128000.00         | $34674.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1271.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $335.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $5001.00           | $2191.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1142.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $373.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1004.00           | $176.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $461.08            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $259.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $793.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4001.00           | $1539.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3225532.00        | $1146921.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1784.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $715.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $435.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2559.00           | $1167.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2019.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $363.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $3831779.00        | $2162501.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1459176.00        | $242910.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $6328470.00        | $1463730.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $420.85            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.0000%  | 0.0000% | $5120.00           | $2203.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $621741.00         | $134712.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $6120.00           | $2263.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $105706924.00      | $48183495.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $414000.00         | $92718.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $3048.00           | $1518.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $233766774.00      | $120029200.29      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $8000.00           | $2797.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1314000.00        | $532861.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4023240.00        | $2200227.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $540.56            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $6400.00           | $3581.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $595.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2542836.00        | $1516547.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $606.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1204.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2016.00           | $843.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2048.00           | $1181.48           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $6780296.00        | $3725739.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $4866712.00        | $1898629.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $588.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1275.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $198000.00         | $132878.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $51333.00          | $37118.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $10000000.00       | $5569918.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1126554.00        | $522806.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $503.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1004.00           | $767.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1786.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $135443.00         | $77413.25          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $42997.00          | $34977.56          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $507646.00         | $356420.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1275.84           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $6556110.00        | $4962041.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $50032435.00       | $44815401.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $414129.00         | $386285.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $789.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2564018.00        | $2176146.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $8000.00           | $5329.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $90000.00          | $86018.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2722079.00        | $2071487.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $3144000.00        | $1923018.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.0000%  | 0.0000% | $2378400.00        | $2334399.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1023.00           | $773.48            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $749.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1615.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $56679.64          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1945442.00        | $2005233.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $2028220.00        | $1949166.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $843041.00         | $608813.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $778977.00         | $571792.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $919.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $819758.00         | $599961.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2006.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $13000.00          | $9443.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6004.00           | $4252.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $6144.00           | $4494.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $3019.00           | $1828.54           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $694.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1191.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $656.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1391.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3711760.00        | $2710463.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $787.36            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $5109.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1601.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $688000.00         | $534247.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1606.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1375.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1113.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $450000.00         | $353271.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $737.61            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1136934.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2718.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $855.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.10           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1340.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $725.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $586.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3079.00           | $2009.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $655.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3839088.00        | $2790425.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $3700.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2918322.00        | $2556742.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000800.00        | $728023.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2998402.00        | $2024545.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $6000.00           | $4248.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $900.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $676.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4422.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3797.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4085.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2011.00           | $1508.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3967.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $820.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $5352.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1552.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1310.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $945.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $791.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $534.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $599.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $713.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $528.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3003.00           | $815.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1676.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $5758.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $650.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2207.75           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1585.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2375.07           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1172062.00        | $831385.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $1904.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $632.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1630.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $837.69            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3505.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $968.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1512.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $756.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $5040.00           | $4319.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1183.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $13000.00          | $9849.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $5074.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1722.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1355.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $17001.00          | $12281.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1026656.00        | $596484.01         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $685.12            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $961.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2687313.00        | $1879904.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3032.00           | $2242.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $6037.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1925.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4601.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1267.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.49            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2521.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2627.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2781040.00        | $2250881.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $920971.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5838.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $4160.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $103819.00         | $68234.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1725810.00        | $1033977.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $453.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $726.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2632.72           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $5004.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $810.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $318720.00         | $215564.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $450.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $733.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $763.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3462340.00        | $2266123.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $708.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $792327.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1437.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3475944.00        | $2800422.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3002.00           | $2103.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $5001.00           | $3033.91           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $923.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $4713.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1785.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2190.00           | $1331.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5755.58           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1560.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $775.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1876.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1239.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1030804.00        | $511651.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $730.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1975.21           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1952.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2982.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $4000.00           | $3281.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $12359.00          | $9322.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $632.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1130624.00        | $681351.17         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $994.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $814.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1113.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $5001.00           | $2305.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $16301136.00       | $13401567.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $606.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $121000.00         | $94172.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1442.83           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1775.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2055.00           | $1173.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $575.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3025.00           | $2424.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8467.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3017.00           | $2352.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $19000.00          | $13818.16          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1333745.00        | $952189.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2310.27           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $568.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1073.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $753.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3934.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3333.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1427416.00        | $774024.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4172.00           | $2998.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $14348040.00       | $11875773.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $649.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5001.00           | $4397.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $6000.00           | $4170.09           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4001.00           | $1809.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1604.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $6001.00           | $4395.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4216.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4703.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2164028.00        | $1295820.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $520.50            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1450850.00        | $762980.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $5001.00           | $2413.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1652114.00        | $1002048.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1132.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $6027.00           | $4693.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2097.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1349.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $963.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $774.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $707.17            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1587.02           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $31039.00          | $20318.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $99999.00          | $63584.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3029.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1011.00           | $877.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $948.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1598.62           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $11013.00          | $6755.16           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4012.00           | $3110.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $3012.00           | $3055.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2123.28           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1376376.00        | $916024.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $3284.26           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2692.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.35           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1879.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1626.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1616.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2002.00           | $1489.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1616898.00        | $1638878.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $4566.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $8000.00           | $7392.86           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2404.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $861.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $886.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $7654168.00        | $6735020.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2025.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1292730.00        | $835004.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $674.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $213445.00         | $149332.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1005.00           | $819.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $307.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3250.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $3648.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3363.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $869.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $465205.00         | $409094.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $509.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $767.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $716.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $534318.00         | $508618.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1800.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3018.00           | $2199.13           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $808.95            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $772.60            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $818.09            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1301.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1633.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $717.15            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $4003.00           | $3155.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2978.38           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $335.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6959659.00        | $5879617.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $100091.00         | $96462.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $670.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2295.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2994.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3035.00           | $2590.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $670.26            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1447.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1123553.00        | $692754.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3445.87           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4001.00           | $3522.79           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2840.67           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1199940.00        | $1073717.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2652.12           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $812.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $335762.00         | $265351.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $714.70            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $562.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2065.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3106.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1540.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $725.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $750.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $688.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1004.00           | $478.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $5001.00           | $1167.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $7000.00           | $5765.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1606.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3588.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $9000.00           | $6834.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3046.50           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4136.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $4608.00           | $679.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $7122.00           | $1323.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $209.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1035.00           | $288.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $4801984.00        | $894544.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $10000.00          | $3040.76           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $616.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2049.00           | $395.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $14740.00          | $1589.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3380842.00        | $639002.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $12281.00          | $1351.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $3840.00           | $570.45            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $225.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $251.34            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $176.30            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10108.00          | $2905.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10304.00          | $1475.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $5121.00           | $625.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $3024.00           | $566.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $10951045.00       | $2367397.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $51343914.00       | $11857205.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $5312.00           | $515.71            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $2000.00           | $493.55            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $3072.00           | $228.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $79462541.00       | $20763729.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $286000.00         | $50515.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $379.44            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $14274125.00       | $2833212.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3122.00           | $930.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $147.04            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $301.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $3000.00           | $418.22            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $227.40            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $202.72            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $359.39            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $460000.00         | $102004.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $142.16            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $520.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1033.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $288000.00         | $59499.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $1008.00           | $192.28            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $12357.00          | $2974.31           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $3033.00           | $764.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $2016.00           | $594.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 5.5000%  | 0.0000% | $206210.00         | $51604.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $3006.00           | $443.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2008.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $3072.00           | $1025.00           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $7104.00           | $2011.78           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $479.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1008.00           | $114.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $123000.00         | $34403.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $13672.00          | $3472.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1658.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $146889.00         | $35136.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $2077.00           | $769.54            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1280.00           | $263.62            | Agency Mortgage-Backed Securities |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $307.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $207.79            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $3498753.00        | $1345830.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 2.5000%  | 0.0000% | $1274.00           | $499.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $306.10            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $2048.00           | $682.59            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $390.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $38239362.00       | $17146395.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $3873000.00        | $881825.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $2097.00           | $1008.93           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1025.00           | $390.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $7003.00           | $2804.82           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2048.00           | $873.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1373.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $533.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3063.00           | $1517.98           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1314.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $160739059.00      | $57722521.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $418.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $2048.00           | $938.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $3360.00           | $1257.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $396.42            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $32441797.00       | $11985305.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $2048.00           | $830.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $117678146.00      | $46228772.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $108654.00         | $49124.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4037.00           | $1956.73           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $185001.00         | $75201.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $377.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $483.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $2112.00           | $873.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1195.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $390.13            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4713715.00        | $2452472.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $503.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4131.00           | $2043.39           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $70376.00          | $34582.66          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3155.00           | $1601.64           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $10874239.00       | $5287574.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $74279296.00       | $35219263.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $429.51            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2138624.00        | $1103611.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $20956713.00       | $10515186.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $143549633.00      | $71117133.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3840.00           | $2057.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3049.00           | $1646.81           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $505.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1143.00           | $614.99            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $591.66            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $15360.00          | $7849.55           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3107.00           | $1646.30           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3022.00           | $1624.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $33715751.00       | $18909905.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $561.67            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2312047.00        | $1437163.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $6802728.00        | $3821208.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $6000.00           | $3029.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $9344.00           | $3885.37           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $8772.00           | $4435.19           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $7235.00           | $3675.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $9003.00           | $4618.23           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1661.59           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3075.00           | $1609.24           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $551.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4453456.00        | $2477456.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1051.00           | $546.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $28130528.00       | $14685448.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3173.00           | $1651.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $5652.00           | $2895.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $535.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $124450305.00      | $56045884.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1652.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $35766328.00       | $18956778.92       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $557.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $562.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $6450620.00        | $2930518.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $5036.00           | $2306.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $978.07            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $565.31            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $97665280.00       | $54597133.38       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1051.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $19455.00          | $10941.20          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $4000.00           | $766.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $124996952.00      | $72746012.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $3733.00           | $2161.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $504.94            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $495.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $5334.00           | $3166.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.5000%  | 0.0000% | $11610896.00       | $5807667.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $495.37            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $55000.00          | $32517.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $89050518.00       | $53652225.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $190747.00         | $119085.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $596.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $119606.00         | $73732.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-08-01      | 2.0000%  | 0.0000% | $55981.00          | $33896.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $683940.00         | $412091.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 3.0000%  | 0.0000% | $137934.00         | $49903.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.21            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1148856.00        | $767796.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $521000.00         | $310537.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $505.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $90000.00          | $60673.59          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $607.35            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $123114.00         | $76750.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $689.02            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $8032.00           | $5489.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $75000.00          | $48754.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $617.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $591.82            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $703.41            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $342005.00         | $216985.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1932.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $176000.00         | $106053.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $140942.00         | $85804.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $669.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $681.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $2048.00           | $1399.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1383.70           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $6600.00           | $5288.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $2084.00           | $1705.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $717.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $721.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $24948.00          | $19308.47          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $651506.00         | $473501.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $2024.00           | $1458.08           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $725.24            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $99000.00          | $62931.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1008.00           | $737.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1469969.00        | $1068220.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $795000.00         | $581292.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $164000.00         | $118370.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $2712743.00        | $2195529.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $13536560.00       | $9793253.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $786.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $92385228.00       | $71242051.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $746.96            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $637.58            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1244.60           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $679.78            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $768.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $53000.00          | $39574.90          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1379687.00        | $993513.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $5236.00           | $3970.88           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $30986354.00       | $23701055.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $10579392.00       | $8076543.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2183.00           | $1685.49           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $762.23            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1012.00           | $734.97            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $759.11            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $13517997.00       | $11949565.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $419946.00         | $377733.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $752.91            | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2050.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1006.00           | $1014.11           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1221100.00        | $1241592.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $104659.00         | $104759.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $212695.00         | $189954.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1915.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1019.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1023.00           | $1057.20           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $1001.00           | $300.46            | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $453.29            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $1747834.00        | $792030.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $116.52            | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1077.00           | $650.86            | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $579380.00         | $447553.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $975.89            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1060.00           | $982.47            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $12591.00          | $73.31             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $15074565.00       | $89354.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 6.0000%  | 0.0000% | $56792832.00       | $102361.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 7.0000%  | 0.0000% | $109996928.00      | $380190.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 5.5000%  | 0.0000% | $5315.00           | $27.69             | Agency Mortgage-Backed Securities |
| FNMA          | 2039-04-01      | 5.5000%  | 0.0000% | $2007.00           | $32.20             | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $123.80            | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $22733.00          | $104.33            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $37395.00          | $43.24             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $7000.00           | $28.73             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $20563.00          | $49.84             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.5000%  | 0.0000% | $1000.00           | $10.16             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $5153.00           | $15.98             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.5000%  | 0.0000% | $5113.00           | $49.95             | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 6.5000%  | 0.0000% | $8110.00           | $93.99             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 5.5000%  | 0.0000% | $13514.00          | $12.26             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.5000%  | 0.0000% | $33660608.00       | $262400.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 7.0000%  | 0.0000% | $2127.00           | $23.74             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 5.5000%  | 0.0000% | $78236160.00       | $135267.00         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1160.00           | $14.04             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 7.0000%  | 0.0000% | $1017.00           | $30.35             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 6.0000%  | 0.0000% | $2000.00           | $118.88            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-12-01      | 5.5000%  | 0.0000% | $1996.00           | $17.76             | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 4.0000%  | 0.0000% | $1000.00           | $57.32             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $1061.00           | $8.03              | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $68266400.00       | $555834.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 7.0000%  | 0.0000% | $33397.00          | $162.64            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-09-01      | 6.5000%  | 0.0000% | $71597.00          | $155.68            | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 6.0000%  | 0.0000% | $73261440.00       | $378795.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $49927808.00       | $138364.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $1049.00           | $6.48              | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $18356.00          | $44.65             | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $3072.00           | $5.69              | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 6.5000%  | 0.0000% | $623217.00         | $1835.29           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 6.5000%  | 0.0000% | $2088.00           | $9.66              | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 6.0000%  | 0.0000% | $1636.00           | $2.33              | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.0000%  | 0.0000% | $23890.00          | $235.43            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 6.0000%  | 0.0000% | $1034.00           | $21.44             | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 5.5000%  | 0.0000% | $1053.00           | $6.54              | Agency Mortgage-Backed Securities |
| FNMA          | 2038-10-01      | 6.5000%  | 0.0000% | $3873.00           | $1.02              | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 6.5000%  | 0.0000% | $49999000.00       | $482751.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $1023.00           | $20.57             | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $4532.00           | $84.38             | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $3000.00           | $815.76            | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $131.06            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $5200.00           | $528.92            | Agency Mortgage-Backed Securities |
| FNMA          | 2039-08-01      | 6.0000%  | 0.0000% | $13164.00          | $467.90            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $1000.00           | $35.58             | Agency Mortgage-Backed Securities |
| FNMA          | 2030-11-01      | 4.5000%  | 0.0000% | $1000.00           | $24.72             | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $60.30             | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $11000.00          | $1067.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $4000.00           | $578.20            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $142.18            | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $139.73            | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 3.0000%  | 0.0000% | $76330.00          | $8327.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $2000.00           | $472.38            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-04-01      | 3.5000%  | 0.0000% | $7000.00           | $1660.44           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 3.0000%  | 0.0000% | $2810.00           | $328.63            | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.5000%  | 0.0000% | $16000.00          | $4297.53           | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $155.93            | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $224980.00         | $39048.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 3.0000%  | 0.0000% | $2000.00           | $282.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2038-03-01      | 4.0000%  | 0.0000% | $1000.00           | $131.14            | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $836.87            | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.0000%  | 0.0000% | $35834112.00       | $33808656.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $6567360.00        | $205353.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 6.0000%  | 0.0000% | $2048.00           | $14.66             | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $2240.00           | $98.02             | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.45           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $974.13            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.59           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1184000.00        | $1187442.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $938.67            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1020.00           | $1037.26           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $966.22            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $123281533.00      | $112243557.18      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $922.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $992.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.24           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1040.00           | $1058.17           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $955.29            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2021.00           | $2027.01           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1050.88           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $2080.00           | $2089.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1070.00           | $1064.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $2048.00           | $2057.69           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1035.00           | $1084.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.65           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $2028.00           | $2035.63           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $877.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2048-07-01      | 3.5000%  | 0.0000% | $1024.00           | $982.48            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $910.80            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $781.97            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $852.74            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $939.43            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $892.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $883.44            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3416.00           | $2979.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $948.32            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $984.37            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.75            | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $988.07            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $982.69            | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1048.00           | $1065.70           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1120.00           | $1132.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $2048.00           | $2055.91           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $95436928.00       | $97842786.09       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-03      | 5.5000%  | 0.0000% | $2455.00           | $2491.85           | Agency Mortgage-Backed Securities |

### Security 54: FIXED INCOME CLEARING SSBT TREASURY REPO 3.8200 20260102

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.8200 20260102 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3379896L6, C.5 - Other ID: 3379896L6
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $132101100.00      | $178500052.60      | U.S. Treasuries (including strips) |

### Security 55: GOLDMAN SACHS GROUP INC/THE REPO 3.8200 20260102

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 3.8200 20260102 3.820000%
- **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: 3819879A6, C.5 - Other ID: 3819879A6
- **C.18 - Value (incl. sponsor support):** $303000000.00
- **C.18.a - Value (excl. sponsor support):** $303000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-03-01      | 5.0000%  | 0.0000% | $2044120.00        | $16144.26          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $600776.00         | $42619.43          | Agency Mortgage-Backed Securities |
| FMAC          | 2032-12-01      | 3.5000%  | 0.0000% | $3631328.00        | $770727.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-10-01      | 5.5000%  | 0.0000% | $6293083.00        | $10707.20          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-06-01      | 6.0000%  | 0.0000% | $2240000.00        | $26267.88          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $70811008.00       | $61138282.93       | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 3.5000%  | 0.0000% | $2231252.00        | $918938.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 5.0000%  | 0.0000% | $701000.00         | $5336.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 7.0000%  | 0.0000% | $3500000.00        | $17267.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-10-01      | 4.5000%  | 0.0000% | $2335424.00        | $287578.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $135000.00         | $23100.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $677801.00         | $60753.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $146346.00         | $98226.49          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1417864.00        | $1283634.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $7335000.00        | $6639550.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $564092.00         | $520310.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1527924.00        | $1560880.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.5000%  | 0.0000% | $370692.00         | $59748.53          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $940000.00         | $315949.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 2.5000%  | 0.0000% | $1000000.00        | $65575.73          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 5.0000%  | 0.0000% | $1965000.00        | $186332.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $2561228.00        | $2407614.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 2.5000%  | 0.0000% | $200000.00         | $117945.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 4.0000%  | 0.0000% | $77423.00          | $47751.83          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $745802.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $42299840.00       | $36721226.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 2.5000%  | 0.0000% | $13198304.00       | $11141712.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $114843.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $75000.00          | $56383.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1462600.00        | $86328.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 5.0000%  | 0.0000% | $87500.00          | $5484.06           | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $2201000.00        | $278447.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 3.5000%  | 0.0000% | $34000.00          | $27948.70          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 3.0000%  | 0.0000% | $83000.00          | $69574.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 4.0000%  | 0.0000% | $102881119.00      | $95237839.78       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $85908224.00       | $87953162.79       | Agency Mortgage-Backed Securities |

### Security 56: GOLDMAN SACHS GROUP INC/THE REPO 3.7600 20260107

- **C.1 - Title:** GOLDMAN SACHS GROUP INC/THE REPO 3.7600 20260107 3.760000%
- **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: 3819879B4, C.5 - Other ID: 3819879B4
- **C.18 - Value (incl. sponsor support):** $242000000.00
- **C.18.a - Value (excl. sponsor support):** $242000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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          | 2034-05-01      | 4.0000%  | 0.0000% | $1027568.00        | $5277.06           | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 5.0000%  | 0.0000% | $1372000.00        | $19584.37          | Agency Mortgage-Backed Securities |
| FMAC          | 2034-04-01      | 5.0000%  | 0.0000% | $229807.00         | $6403.53           | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-01      | 4.0000%  | 0.0000% | $707563.00         | $28450.64          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-05-01      | 5.0000%  | 0.0000% | $772929.00         | $26485.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 5.5000%  | 0.0000% | $1897566.00        | $214514.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $405000.00         | $112792.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-01      | 3.5000%  | 0.0000% | $76000.00          | $8667.44           | Agency Mortgage-Backed Securities |
| FMAC          | 2029-06-01      | 4.5000%  | 0.0000% | $5240840.00        | $37795.01          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 2.5000%  | 0.0000% | $1164264.00        | $188352.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-04-01      | 3.0000%  | 0.0000% | $95000.00          | $17433.32          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 6.0000%  | 0.0000% | $108140301.00      | $202658.47         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 6.0000%  | 0.0000% | $9679888.00        | $55949.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $1168000.00        | $248752.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2029-10-01      | 3.5000%  | 0.0000% | $203068.00         | $11833.49          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.0000%  | 0.0000% | $776000.00         | $213833.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.0000%  | 0.0000% | $82000.00          | $64185.51          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $818489.00         | $739243.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 1.5000%  | 0.0000% | $2747536.00        | $1508569.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $1686502.00        | $70385.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-04-01      | 5.5000%  | 0.0000% | $3309576.00        | $11724.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2031-08-01      | 7.5000%  | 0.0000% | $367803.00         | $14889.60          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 7.5000%  | 0.0000% | $981032.00         | $5038.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2041-06-01      | 5.0000%  | 0.0000% | $600000.00         | $42191.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $555000.00         | $10484.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-07-01      | 6.0000%  | 0.0000% | $547094.00         | $31614.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-01-01      | 4.5000%  | 0.0000% | $500000.00         | $76052.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $5600000.00        | $1198853.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.5000%  | 0.0000% | $174828.00         | $8646.42           | Agency Mortgage-Backed Securities |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $3567936.00        | $495343.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $102051200.00      | $18102877.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 3.5000%  | 0.0000% | $413721.00         | $48659.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-05-01      | 5.5000%  | 0.0000% | $1101654.00        | $6165.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-09-01      | 6.0000%  | 0.0000% | $485888.00         | $8589.92           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1663536.00        | $1736728.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1015514.00        | $1080237.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $14993408.00       | $14902630.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $169828.00         | $172515.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 4.0000%  | 0.0000% | $540000.00         | $93230.68          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-03-01      | 2.5000%  | 0.0000% | $827442.00         | $259472.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-11-01      | 3.5000%  | 0.0000% | $63000.00          | $14978.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $607212.00         | $140341.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $573867.00         | $409278.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.5000%  | 0.0000% | $300000.00         | $155645.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1736000.00        | $1145386.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $112184064.00      | $91123520.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $14840000.00       | $11577285.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $34159936.00       | $10799804.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $1298800.00        | $27466.08          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 6.0000%  | 0.0000% | $2500000.00        | $10081.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $4875000.00        | $706384.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 2.5000%  | 0.0000% | $1061214.00        | $92936.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 3.0000%  | 0.0000% | $783985.00         | $96969.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $400000.00         | $21477.44          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $164081.00         | $163054.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $21147712.00       | $17814238.31       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $8306336.00        | $8718489.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $18238496.00       | $15905526.96       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $1530000.00        | $1610245.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $44060159.00       | $44219774.28       | Agency Mortgage-Backed Securities |

### Security 57: Goldman Sachs Group Inc/The REPO 2.5000 20260102

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 2.5000 20260102 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819916Z6, C.5 - Other ID: 3819916Z6
- **C.18 - Value (incl. sponsor support):** $89970000.00
- **C.18.a - Value (excl. sponsor support):** $89970000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-07-15      | 0.7500%  | 0.0000% | $800.00            | $1029.56           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $1000.00           | $937.09            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $87121000.00       | $86614799.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $901400.00         | $928784.02         | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $4096000.00        | $4223751.75        | U.S. Treasuries (including strips) |

### Security 58: HSBC SEC USA INC MORTGAGE REPO 3.8400 20260102

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.8400 20260102 3.840000%
- **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: 4049896Q3, C.5 - Other ID: 4049896Q3
- **C.18 - Value (incl. sponsor support):** $182000000.00
- **C.18.a - Value (excl. sponsor support):** $182000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $186309.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-05-01      | 3.0000%  | 0.0000% | $1038646.00        | $978927.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $31252.00          | $15365.61          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $30496448.00       | $29706876.48       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1581470.00        | $1526373.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $22980598.00       | $19159951.48       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $59076160.00       | $11031278.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-02-01      | 5.0000%  | 0.0000% | $2800000.00        | $350838.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $948373.00         | $188365.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 3.5700%  | 0.0000% | $5133000.00        | $4352957.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1064000.00        | $1090555.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4187520.00        | $1338590.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 3.6600%  | 0.0000% | $5495000.00        | $5244263.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3440760.00        | $1439691.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-06-01      | 1.9800%  | 0.0000% | $15000000.00       | $13378155.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 1.8100%  | 0.0000% | $14837000.00       | $13056876.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-12-01      | 4.9700%  | 0.0000% | $3000000.00        | $3054209.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1882882.00        | $1394913.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $374335.00         | $348571.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1808450.00        | $1736728.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $3051564.00        | $1687133.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1378306.00        | $948703.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-06-01      | 5.3700%  | 0.0000% | $7500000.00        | $7810128.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $155000.00         | $47131.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $25798784.00       | $14469574.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $5342784.00        | $3527571.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $699996.00         | $520848.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2670988.00        | $2040556.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $14273008.00       | $12435214.60       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $405000.00         | $69924.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $432000.00         | $155031.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $500000.00         | $339944.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $550000.00         | $408691.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $6718304.00        | $6696171.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $26715264.00       | $24903574.05       | Agency Mortgage-Backed Securities |

### Security 59: JP MORGAN SEC LLC MORTGAGE REPO 3.8300 20260102

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.8300 20260102 3.830000%
- **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: 6169979G9, C.5 - Other ID: 6169979G9
- **C.18 - Value (incl. sponsor support):** $121000000.00
- **C.18.a - Value (excl. sponsor support):** $121000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-09-01      | 6.3750%  | 0.0000% | $225435390.00      | $1314666.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 3.5000%  | 0.0000% | $21000.00          | $17891.71          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2200464.00        | $1683233.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $875000.00         | $680034.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 6.4070%  | 0.0000% | $26320479.00       | $51478.45          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.5000%  | 0.0000% | $125517184.00      | $1927612.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 4.5000%  | 0.0000% | $253225.00         | $45195.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $2050000.00        | $185232.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $3897688.00        | $2618497.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $1722472.00        | $1014513.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1583366.00        | $1441376.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1752744.00        | $1412890.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $3534220.00        | $3430989.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $27566120.00       | $25406802.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1343402.00        | $1398935.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1215996.00        | $1239921.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $13574576.00       | $13986032.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1343956.00        | $1417347.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1020858.00        | $1077076.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $11902992.00       | $11743944.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1496100.00        | $1586390.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $12988020.00       | $13266670.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 2.7400%  | 0.0000% | $4000000.00        | $3857225.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1522854.00        | $379745.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $260306.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-08-01      | 4.1300%  | 0.0000% | $14152000.00       | $14235095.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 4.4450%  | 0.0000% | $16314000.00       | $16625110.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $180000.00         | $10370.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1557336.00        | $1105411.45        | Agency Mortgage-Backed Securities |

### Security 60: ROYAL BANK OF CANADA NY MORTGAGE REPO 3.8000 20260102

- **C.1 - Title:** ROYAL BANK OF CANADA NY MORTGAGE REPO 3.8000 20260102 3.800000%
- **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: 7809754A3, C.5 - Other ID: 7809754A3
- **C.18 - Value (incl. sponsor support):** $303000000.00
- **C.18.a - Value (excl. sponsor support):** $303000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2037-02-15      | 4.7500%  | 0.0000% | $9791100.00        | $10465114.43       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $38646600.00       | $19352642.43       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $81987200.00       | $84526379.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $193083200.00      | $194715878.43      | U.S. Treasuries (including strips) |

### Security 61: RBC DS MORTGAGE REPO 3.8300 20260102

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.8300 20260102 3.830000%
- **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: 7809798C7, C.5 - Other ID: 7809798C7
- **C.18 - Value (incl. sponsor support):** $1159000000.00
- **C.18.a - Value (excl. sponsor support):** $1159000000.00
- **C.19 - Percentage of Net Assets:** 8.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $35384.00          | $655.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $5175.00           | $213.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $2504.00           | $88.43             | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-03-01      | 8.0000%  | 0.0000% | $1948.00           | $25.75             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $8659.00           | $112.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-11-01      | 5.5000%  | 0.0000% | $821935.00         | $81060.40          | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-07-01      | 6.0500%  | 0.0000% | $1013.00           | $37.49             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $4524.00           | $77.24             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-11-01      | 5.0000%  | 0.0000% | $5612.00           | $198.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $2841.00           | $26.03             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $775041.00         | $137115.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-09-01      | 3.5000%  | 0.0000% | $1000.00           | $81.24             | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-02-01      | 4.0000%  | 0.0000% | $742000.00         | $141479.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $2000.00           | $73.88             | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-11-01      | 3.0000%  | 0.0000% | $800000.00         | $174425.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 5.0000%  | 0.0000% | $760000.00         | $80381.29          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $2209.00           | $219.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $244.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $400000.00         | $71762.68          | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 3.5000%  | 0.0000% | $1225000.00        | $153539.82         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 4.0000%  | 0.0000% | $1356098.00        | $263659.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $395000.00         | $65788.84          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $2103.00           | $463.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $1300000.00        | $242163.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-05-01      | 3.0000%  | 0.0000% | $195000.00         | $72325.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $1086.00           | $121.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $300000.00         | $112601.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-10-01      | 3.5000%  | 0.0000% | $1000.00           | $96.57             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 3.5000%  | 0.0000% | $669463.00         | $123516.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 3.0000%  | 0.0000% | $1200000.00        | $164780.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-06-01      | 4.0000%  | 0.0000% | $1040000.00        | $147437.56         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.0000%  | 0.0000% | $700000.00         | $69621.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-03-01      | 6.5000%  | 0.0000% | $2000.00           | $37.70             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $125.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 3.0000%  | 0.0000% | $625000.00         | $95252.16          | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-07-01      | 3.0000%  | 0.0000% | $870508.00         | $81657.66          | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $221.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $211.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $975000.00         | $131102.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-10-01      | 2.5000%  | 0.0000% | $1600000.00        | $365394.07         | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-04-01      | 2.5000%  | 0.0000% | $334194.00         | $125259.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $455.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-07-01      | 6.0000%  | 0.0000% | $15000.00          | $8849.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 4.5000%  | 0.0000% | $496000.00         | $273884.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $899.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 4.0000%  | 0.0000% | $257000.00         | $145696.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-03-01      | 4.0000%  | 0.0000% | $1006.00           | $201.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $173347.00         | $72598.77          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.5000%  | 0.0000% | $1947.00           | $1080.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $970000.00         | $726771.29         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $712.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $41000.00          | $28375.90          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $707.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $154960.86         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $168000.00         | $126508.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $332933.00         | $291394.12         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $731.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $34734927.00       | $25273816.18       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 3.5000%  | 0.0000% | $525000.00         | $427861.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 3.0000%  | 0.0000% | $85000.00          | $65723.00          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $248507.00         | $203699.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $6134260.00        | $5320996.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $857.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $799467.62         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $1083.00           | $1035.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $69639731.00       | $7203057.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $115718.00         | $15440.49          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523774.00       | $2954043.37        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 2.5000%  | 0.0000% | $1000.00           | $242.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1016.00           | $946.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $37149000.00       | $20904098.26       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $15310000.00       | $8369554.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 3.5000%  | 0.0000% | $128273.00         | $61197.10          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $70000.00          | $45754.33          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $321002.00         | $216307.17         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $10000.00          | $6943.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $78000.00          | $59513.57          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1020883.00        | $782629.50         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $228025.00         | $162332.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 3.5000%  | 0.0000% | $1350000.00        | $1040190.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $826.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $10000.00          | $8005.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $813823.00         | $669197.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1009.00           | $825.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $803.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $784.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  | 0.0000% | $100000.00         | $86193.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1111808.00        | $964122.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $722.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $900000.00         | $676421.19         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-11-01      | 3.0000%  | 0.0000% | $1924000.00        | $355882.01         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $1421749.00        | $327678.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1709.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 3.5000%  | 0.0000% | $2900000.00        | $694950.39         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 3.0000%  | 0.0000% | $1497013.00        | $414157.12         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $186.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-03-01      | 5.0000%  | 0.0000% | $1014104.00        | $102283.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $743000.00         | $528558.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $995954.00         | $671225.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $3948.00           | $2805.63           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $685.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $85000.00          | $62030.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $240000.00         | $187995.00         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $734.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $209848.00         | $147354.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3268547.00        | $2543592.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $887.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $61412.15          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $300000.00         | $249895.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $726.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $803.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1610.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1013570.00        | $1024252.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $80000.00          | $68252.09          | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 6.5000%  | 0.0000% | $1675793.00        | $1746274.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $200.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $695.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $598.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $165000.00         | $117757.04         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1325237.00        | $863227.87         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $741.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $170000.00         | $130791.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $758.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $804.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $456724.00         | $374178.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $400000.00         | $284678.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $22753001.00       | $15155293.25       | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-12-01      | 2.0000%  | 0.0000% | $653288.00         | $286854.90         | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-05-01      | 1.5000%  | 0.0000% | $8950992.00        | $3291915.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-08-01      | 4.0000%  | 0.0000% | $1001.00           | $437.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 5.0000%  | 0.0000% | $1000.00           | $720.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-04-01      | 4.5000%  | 0.0000% | $718049.00         | $663205.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $119.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-09-01      | 2.0000%  | 0.0000% | $1144250.00        | $763889.19         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $720.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-04-01      | 3.0000%  | 0.0000% | $111229.00         | $86116.81          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-01-01      | 4.0000%  | 0.0000% | $66168.00          | $62549.34          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 5.0000%  | 0.0000% | $1000.00           | $877.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $975.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 4.5000%  | 0.0000% | $1056774.00        | $1028929.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $699211.00         | $686888.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $942997.00         | $824255.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1664.00           | $68.78             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-11-01      | 3.5000%  | 0.0000% | $1036.00           | $61.14             | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-03-01      | 3.0000%  | 0.0000% | $425000.00         | $37832.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $182.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $54017.00          | $47563.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $779456.00         | $712710.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-08-01      | 3.5000%  | 0.0000% | $1000.00           | $301.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-03-01      | 3.5000%  | 0.0000% | $1000.00           | $313.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 5.5000%  | 0.0000% | $1000.00           | $94.46             | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $93484930.00       | $18590982.53       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $492000.00         | $183685.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $34211812.00       | $12492781.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $2075.00           | $976.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $18891137.00       | $9878943.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $91845135.00       | $46571150.17       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $12621535.00       | $9443299.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $805.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $663170.00         | $527402.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1286691.00        | $1147639.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $941.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $61200.00          | $61483.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $936.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $11258304.00       | $10361876.06       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $759.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $879.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $23534162.00       | $23286875.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $837.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $305934.00         | $316279.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $310.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-01-01      | 5.0000%  | 0.0000% | $1000.00           | $459.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1039.00           | $665.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1066141.00        | $661925.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1889000.00        | $1230279.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $701.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $710.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $650.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1353.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $844.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $730.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1482.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $841.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $148824.00         | $124302.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $748.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $777.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $21487640.00       | $18232222.24       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $782.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1066.00           | $924.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 4.5000%  | 0.0000% | $200000.00         | $162472.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1508.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $6810197.00        | $6570265.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $2525192.00        | $2380293.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $40512320.00       | $41181696.31       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $8602580.00        | $116272.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 4.0000%  | 0.0000% | $3303776.00        | $60468.97          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 4.0000%  | 0.0000% | $5995000.00        | $111230.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-05-01      | 3.5000%  | 0.0000% | $1000.00           | $58.60             | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 1.5000%  | 0.0000% | $34204800.00       | $19392063.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $376.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $848600.00         | $625502.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $21348424.00       | $19732050.37       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $869.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $905600.00         | $764537.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $936.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $984.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $6859778.00        | $6538049.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $992.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $980.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $740.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $984.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $883.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $820.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1042.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2340.00           | $2408.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $992.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 7.5000%  | 0.0000% | $1001.00           | $883.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $2007176.00        | $2066652.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $847.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1311465.00        | $1333389.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $692.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1347366.00        | $1422369.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1030.00           | $918.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1089.00           | $1067.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $932.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $957.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $8459136.00        | $8385192.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $888.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $3441544.00        | $3146966.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $25939648.00       | $26677421.21       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $43921728.00       | $43894106.08       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $40437827.00       | $39626921.62       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $136792.00         | $137900.93         | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $300000.00         | $31187.14          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $100000.00         | $10645.17          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $99000.00          | $8975.26           | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-04-20      | 5.0000%  | 0.0000% | $3427000.00        | $186129.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $48387008.00       | $4100572.57        | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $2695.00           | $194.94            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $8911001.00        | $1017959.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $1039.00           | $157.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $310153.00         | $29978.26          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $1002.00           | $120.24            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-08-20      | 4.5000%  | 0.0000% | $1001.00           | $117.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $1027.00           | $78.39             | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-04-20      | 3.5000%  | 0.0000% | $98197353.00       | $8898853.75        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $26522528.00       | $6630776.64        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $7715086.00        | $5308508.83        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $717.25            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $573.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $65061305.00       | $46759563.12       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $40393200.00       | $20466135.43       | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $1007.00           | $586.74            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 5.0000%  | 0.0000% | $1000.00           | $448.68            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 5.0000%  | 0.0000% | $1000.00           | $493.10            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 2.0000%  | 0.0000% | $1000.00           | $614.41            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $445000.00         | $303881.97         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $33694287.00       | $22345460.38       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1008.00           | $628.72            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 4.0000%  | 0.0000% | $162764084.00      | $124796918.93      | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-11-15      | 4.5000%  | 0.0000% | $251143.00         | $239903.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-02-15      | 4.9500%  | 0.0000% | $1000.00           | $983.78            | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-04-15      | 4.5200%  | 0.0000% | $1000.00           | $944.96            | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-01-15      | 6.2000%  | 0.0000% | $1000.00           | $1076.86           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3839879.00        | $3979074.62        | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-09-20      | 6.5000%  | 0.0000% | $45939.00          | $123.63            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $2770990.00        | $1927376.37        | Agency Mortgage-Backed Securities  |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $12232100.00       | $5919203.68        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $35794900.00       | $24310087.89       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $123.97            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $84.19             | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $29288500.00       | $27128762.28       | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.64             | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $49234600.00       | $47050466.10       | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $6434800.00        | $6407297.09        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $44214900.00       | $56412341.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $300.00            | $290.08            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $45282000.00       | $42770132.32       | U.S. Treasuries (including strips) |
| USTR          | 2033-01-15      | 1.1250%  | 0.0000% | $16018600.00       | $16930323.98       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $50000000.00       | $51677596.69       | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $5817800.00        | $6128320.94        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $148882000.00      | $150181760.35      | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $7075000.00        | $7040267.19        | U.S. Treasuries (including strips) |

### Security 62: TD SECURITIES USA LLC MORTGAGE REPO 3.7800 20260102

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.7800 20260102 3.780000%
- **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: 8919942D6, C.5 - Other ID: 8919942D6
- **C.18 - Value (incl. sponsor support):** $87000000.00
- **C.18.a - Value (excl. sponsor support):** $87000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $5968863.00        | $2994660.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $99504106.00       | $85745339.76       | Agency Mortgage-Backed Securities |

### Security 63: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324652584.88
- **C.18.a - Value (excl. sponsor support):** $324652584.88
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 64: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149425477.49
- **C.18.a - Value (excl. sponsor support):** $149425477.49
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 65: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149323324.79
- **C.18.a - Value (excl. sponsor support):** $149323324.79
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 66: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134205336.76
- **C.18.a - Value (excl. sponsor support):** $134205336.76
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $221954140.24
- **C.18.a - Value (excl. sponsor support):** $221954140.24
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $570889828.01
- **C.18.a - Value (excl. sponsor support):** $570889828.01
- **C.19 - Percentage of Net Assets:** 4.2700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99209485.51
- **C.18.a - Value (excl. sponsor support):** $99209485.51
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29964843.75
- **C.18.a - Value (excl. sponsor support):** $29964843.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59880468.75
- **C.18.a - Value (excl. sponsor support):** $59880468.75
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94747656.25
- **C.18.a - Value (excl. sponsor support):** $94747656.25
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89746875.00
- **C.18.a - Value (excl. sponsor support):** $89746875.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $115392812.50
- **C.18.a - Value (excl. sponsor support):** $115392812.50
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188730859.38
- **C.18.a - Value (excl. sponsor support):** $188730859.38
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: 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):** $98828125.00
- **C.18.a - Value (excl. sponsor support):** $98828125.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 77: 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):** $39476562.50
- **C.18.a - Value (excl. sponsor support):** $39476562.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 78: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105004101.56
- **C.18.a - Value (excl. sponsor support):** $105004101.56
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127233164.06
- **C.18.a - Value (excl. sponsor support):** $127233164.06
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: 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):** $136031875.00
- **C.18.a - Value (excl. sponsor support):** $136031875.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 81: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.847149%
- **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):** $66006114.68
- **C.18.a - Value (excl. sponsor support):** $66006114.68
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 82: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $30003515.63
- **C.18.a - Value (excl. sponsor support):** $30003515.63
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $76095000.00
- **C.18.a - Value (excl. sponsor support):** $76095000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135284765.63
- **C.18.a - Value (excl. sponsor support):** $135284765.63
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.752149%
- **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):** $225034709.15
- **C.18.a - Value (excl. sponsor support):** $225034709.15
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 86: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209080625.00
- **C.18.a - Value (excl. sponsor support):** $209080625.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.784149%
- **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):** $170063588.50
- **C.18.a - Value (excl. sponsor support):** $170063588.50
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 88: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60276562.50
- **C.18.a - Value (excl. sponsor support):** $60276562.50
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225237304.69
- **C.18.a - Value (excl. sponsor support):** $225237304.69
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148537109.38
- **C.18.a - Value (excl. sponsor support):** $148537109.38
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.761149%
- **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):** $150104729.00
- **C.18.a - Value (excl. sponsor support):** $150104729.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 92: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.792149%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150132021.86
- **C.18.a - Value (excl. sponsor support):** $150132021.86
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: WELLS FARGO SECURITIES MORTGAGE REPO 3.7600 20260102

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.7600 20260102 3.760000%
- **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: 9499842D9, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499842D9
- **C.18 - Value (incl. sponsor support):** $288000000.00
- **C.18.a - Value (excl. sponsor support):** $288000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $19022.63          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $50718.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1014000.00        | $8879.01           | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $222894.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $7351605.00        | $5973604.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $2978577.00        | $2928105.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1907708.00        | $1869568.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $45178822.00       | $42232377.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1399966.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4694067.00        | $4704661.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $2590699.00        | $2710944.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $1001650.00        | $1037998.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $925000.00         | $180119.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $83486.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $1054266.00        | $835740.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 2.0000%  | 0.0000% | $138776.00         | $87086.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $323625.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $46054.00          | $29247.69          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 3.5000%  | 0.0000% | $1002615.00        | $931418.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $14173619.00       | $9772525.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2755386.00        | $1933404.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2217057.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $370000.00         | $245971.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $78995.19          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $26123480.00       | $18779527.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $391751.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $7339068.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3287036.00        | $2290845.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1671043.00        | $1762400.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 6.0000%  | 0.0000% | $21266100.00       | $18848716.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $16664610.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $8356548.00        | $6850904.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $170000.00         | $45594.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $44000000.00       | $9173747.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $155000.00         | $57899.81          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $345000.00         | $155880.85         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 5.0000%  | 0.0000% | $8000.00           | $3016.74           | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.5000%  | 0.0000% | $200000.00         | $72791.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $160000.00         | $90010.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $135000.00         | $94755.31          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $120722618.00      | $79306311.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $1388142.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $127806.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 6.0000%  | 0.0000% | $6883403.00        | $7153521.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $14087.24          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $4212355.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $3100000.00        | $1385698.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-03-01      | 5.0000%  | 0.0000% | $266747.00         | $157582.35         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 5.5000%  | 0.0000% | $187500.00         | $127534.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 5.0000%  | 0.0000% | $16738794.00       | $15023087.66       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 3.5000%  | 0.0000% | $8004037.00        | $7636961.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-12-01      | 5.0000%  | 0.0000% | $14581474.00       | $14727969.22       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2026-01-08

**By:** Alan S. Dupski

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

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