# EDGAR Filing Document

**Accession Number:** 0001272950
**File Stem:** 0001193125-26-141781
**Filing Date:** 2026-4
**Character Count:** 816747
**Document Hash:** 28e2e34276c317ae0ffdbea4fe405c64
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-141781.hdr.sgml**: 20260403

**ACCESSION NUMBER**: 0001193125-26-141781

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260403

**DATE AS OF CHANGE**: 20260403

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBC FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001272950

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21475
- **FILM NUMBER:** 26837428

**BUSINESS ADDRESS:**
- **STREET 1:** 250 NICOLLET MALL
- **STREET 2:** SUITE 1550
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55401
- **BUSINESS PHONE:** 612-380-1198

**MAIL ADDRESS:**
- **STREET 1:** 250 NICOLLET MALL
- **STREET 2:** SUITE 1550
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TAMARACK FUNDS TRUST
- **DATE OF NAME CHANGE:** 20031212

## Series and Classes Contracts Data

### RBC BlueBay U.S. Government Money Market Fund (Series ID: S000001806)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000004729 | Institutional Class 1 | TUGXX           |
| C000071257 | Institutional Class 2 | TIMXX           |
| C000071260 | Investor Class        | TUIXX           |
| C000243226 | Class A               | RGMXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001272950

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** RBC Funds Trust

**CIK Number of Registrant:** 0001272950

**LEI of Registrant:** 549300456VUEP58RCU35

**Name of Series:** RBC BlueBay U.S. Government Money Market Fund

**LEI of Series:** 54930052Y1FH4FTCFW93

**EDGAR Series Identifier:** S000001806

**Total number of share classes in the series:** 4

**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            | RBC Global Asset Management (U.S.) Inc.                      | 801-20303         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Minneapolis<br>State: MN |  |
| Administrator                 | RBC Global Asset Management (U.S.) Inc.                      |  |
| Transfer Agent                | US Bank Global Fund Services<br>CIK: 0001094770              | 085-11357         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-111986

- **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:** 43 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $20267835626.35

- **Amortized Cost of Portfolio Securities:** $20270031317.90

- **Cash:** $0.00

- **Total Other Assets:** $49197864.30

- **Total Liabilities:** $65637119.46

- **Net Assets of Series:** $20253592062.74

- **Number of Shares Outstanding (Series):** 20253824235.4790

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $14672888856.47           | $16697488203.94            | 67.3700%                  | 76.6700%                   |
| 2026-03-03 | $14736219117.59           | $16760881431.06            | 67.4600%                  | 76.7300%                   |
| 2026-03-04 | $15206699135.94           | $17131424415.42            | 68.3500%                  | 77.0000%                   |
| 2026-03-05 | $15944339552.82           | $16769127798.31            | 72.5200%                  | 76.2700%                   |
| 2026-03-06 | $14387183650.56           | $16312160794.08            | 66.8100%                  | 75.7500%                   |
| 2026-03-09 | $15048364715.57           | $17087747504.28            | 67.8000%                  | 76.9900%                   |
| 2026-03-10 | $14857238454.21           | $17006695740.88            | 67.1800%                  | 76.9000%                   |
| 2026-03-11 | $15019949834.61           | $17169472519.24            | 67.4300%                  | 77.0700%                   |
| 2026-03-12 | $15559339326.27           | $16508927408.84            | 72.3100%                  | 76.7300%                   |
| 2026-03-13 | $15530005517.24           | $17779789793.67            | 68.1400%                  | 78.0100%                   |
| 2026-03-16 | $15575010876.97           | $17824860551.38            | 68.2200%                  | 78.0800%                   |
| 2026-03-17 | $15325476268.37           | $17572490932.70            | 67.2800%                  | 77.1500%                   |
| 2026-03-18 | $14942078992.96           | $17089159055.27            | 67.0100%                  | 76.6400%                   |
| 2026-03-19 | $15870341551.57           | $16717487011.82            | 72.3800%                  | 76.2500%                   |
| 2026-03-20 | $15142451464.31           | $17154793118.44            | 67.7000%                  | 76.7000%                   |
| 2026-03-23 | $15447208477.35           | $17556097107.21            | 68.1600%                  | 77.4600%                   |
| 2026-03-24 | $14717270818.96           | $16826221281.48            | 67.1000%                  | 76.7100%                   |
| 2026-03-25 | $14948225040.91           | $17057237336.14            | 67.4400%                  | 76.9600%                   |
| 2026-03-26 | $16132366927.87           | $17041441055.73            | 73.1600%                  | 77.2800%                   |
| 2026-03-27 | $14122057513.48           | $16231317139.40            | 65.8200%                  | 75.6500%                   |
| 2026-03-30 | $12235458245.12           | $14483981260.37            | 62.5300%                  | 74.0200%                   |
| 2026-03-31 | $12988572738.34           | $15237171594.05            | 63.9200%                  | 74.9900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7300%             |
| 2026-03-03 | 3.7300%             |
| 2026-03-04 | 3.7300%             |
| 2026-03-05 | 3.7300%             |
| 2026-03-06 | 3.7300%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7200%             |
| 2026-03-11 | 3.7100%             |
| 2026-03-12 | 3.7100%             |
| 2026-03-13 | 3.7100%             |
| 2026-03-16 | 3.7100%             |
| 2026-03-17 | 3.7200%             |
| 2026-03-18 | 3.7100%             |
| 2026-03-19 | 3.7100%             |
| 2026-03-20 | 3.7000%             |
| 2026-03-23 | 3.7000%             |
| 2026-03-24 | 3.6900%             |
| 2026-03-25 | 3.7000%             |
| 2026-03-26 | 3.7000%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7100%             |
| 2026-03-31 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 0.9999                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 0.9999                      |
|  |  |
| 2026-03-12 | 0.9999                      |
|  |  |
| 2026-03-13 | 0.9999                      |
|  |  |
| 2026-03-16 | 0.9999                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9998                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9998                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9998                      |
|  |  |
| 2026-03-27 | 0.9998                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Institutional Class 1

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $14756596475.61

- **Number of Shares Outstanding:** 14756862322.8790

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 0.9999          |
|  |  |
| 2026-03-09 | 0.9999          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $271297140.22             | $632091672.50           |
| 2026-03-03 | $446250543.88             | $227943226.75           |
| 2026-03-04 | $862199328.66             | $629654795.10           |
| 2026-03-05 | $487312828.02             | $656233509.18           |
| 2026-03-06 | $368742066.90             | $869624135.59           |
| 2026-03-09 | $483597282.16             | $269759538.62           |
| 2026-03-10 | $352919537.86             | $137421530.66           |
| 2026-03-11 | $240340790.48             | $391689277.77           |
| 2026-03-12 | $572340518.43             | $1092744623.60          |
| 2026-03-13 | $1944536552.79            | $642551120.35           |
| 2026-03-16 | $842269292.50             | $829172751.72           |
| 2026-03-17 | $567680678.68             | $462109691.08           |
| 2026-03-18 | $292119035.15             | $770458153.65           |
| 2026-03-19 | $112271555.70             | $390109559.92           |
| 2026-03-20 | $989623153.03             | $560917212.26           |
| 2026-03-23 | $454386234.27             | $185884413.20           |
| 2026-03-24 | $599935610.82             | $1301515065.61          |
| 2026-03-25 | $932014502.05             | $665176938.69           |
| 2026-03-26 | $509065681.72             | $863922955.12           |
| 2026-03-27 | $430652601.55             | $1108436625.66          |
| 2026-03-30 | $525442856.23             | $2242256398.48          |
| 2026-03-31 | $1673012172.97            | $790281763.63           |

**Total Gross Subscriptions (Month):** $13958009964.07

**Total Gross Redemptions (Month):** $15719954959.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.6000%           |
| 2026-03-06 | 3.5900%           |
| 2026-03-09 | 3.5900%           |
| 2026-03-10 | 3.5800%           |
| 2026-03-11 | 3.5800%           |
| 2026-03-12 | 3.5800%           |
| 2026-03-13 | 3.5800%           |
| 2026-03-16 | 3.5800%           |
| 2026-03-17 | 3.5800%           |
| 2026-03-18 | 3.5800%           |
| 2026-03-19 | 3.5800%           |
| 2026-03-20 | 3.5700%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5800%           |
| 2026-03-31 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 18.8000%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.9300%          | 0.0000%              |
| Broker-dealer                                       |  | 8.6000%          | 0.0000%              |
| Broker-dealer                                       |  | 5.7200%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.0800%          | 0.0000%              |

### Class: Institutional Class 2

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $3557058076.24

- **Number of Shares Outstanding:** 3557005987.8100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $44134511.76              | $3687555.19             |
| 2026-03-03 | $131479575.04             | $0.00                   |
| 2026-03-04 | $0.00                     | $13512114.76            |
| 2026-03-05 | $0.00                     | $40817412.17            |
| 2026-03-06 | $78014829.00              | $0.00                   |
| 2026-03-09 | $0.00                     | $29905598.39            |
| 2026-03-10 | $29749657.98              | $0.00                   |
| 2026-03-11 | $0.00                     | $23778408.06            |
| 2026-03-12 | $29570904.97              | $9919854.88             |
| 2026-03-13 | $0.00                     | $34681078.90            |
| 2026-03-16 | $57959803.90              | $27313331.08            |
| 2026-03-17 | $29214472.27              | $0.00                   |
| 2026-03-18 | $0.00                     | $8817473.34             |
| 2026-03-19 | $0.00                     | $100419759.10           |
| 2026-03-20 | $4324862.37               | $0.00                   |
| 2026-03-23 | $25382979.32              | $10351504.03            |
| 2026-03-24 | $0.00                     | $31781747.29            |
| 2026-03-25 | $0.00                     | $44428191.49            |
| 2026-03-26 | $12545657.25              | $0.00                   |
| 2026-03-27 | $9325037.00               | $0.00                   |
| 2026-03-30 | $0.00                     | $27471496.62            |
| 2026-03-31 | $977197.29                | $0.00                   |

**Total Gross Subscriptions (Month):** $452679488.15

**Total Gross Redemptions (Month):** $406885525.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4600%           |
| 2026-03-03 | 3.4600%           |
| 2026-03-04 | 3.4600%           |
| 2026-03-05 | 3.4600%           |
| 2026-03-06 | 3.4600%           |
| 2026-03-09 | 3.4500%           |
| 2026-03-10 | 3.4500%           |
| 2026-03-11 | 3.4400%           |
| 2026-03-12 | 3.4400%           |
| 2026-03-13 | 3.4400%           |
| 2026-03-16 | 3.4400%           |
| 2026-03-17 | 3.4500%           |
| 2026-03-18 | 3.4400%           |
| 2026-03-19 | 3.4400%           |
| 2026-03-20 | 3.4300%           |
| 2026-03-23 | 3.4300%           |
| 2026-03-24 | 3.4200%           |
| 2026-03-25 | 3.4300%           |
| 2026-03-26 | 3.4300%           |
| 2026-03-27 | 3.4400%           |
| 2026-03-30 | 3.4400%           |
| 2026-03-31 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $379712202.68

- **Number of Shares Outstanding:** 379755541.3200

- **Expense Reimbursement/Waiver:** 38157.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9999          |
|  |  |
| 2026-03-03 | 0.9999          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 0.9999          |
|  |  |
| 2026-03-06 | 0.9998          |
|  |  |
| 2026-03-09 | 0.9998          |
|  |  |
| 2026-03-10 | 0.9999          |
|  |  |
| 2026-03-11 | 0.9998          |
|  |  |
| 2026-03-12 | 0.9998          |
|  |  |
| 2026-03-13 | 0.9998          |
|  |  |
| 2026-03-16 | 0.9998          |
|  |  |
| 2026-03-17 | 0.9998          |
|  |  |
| 2026-03-18 | 0.9998          |
|  |  |
| 2026-03-19 | 0.9998          |
|  |  |
| 2026-03-20 | 0.9997          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9997          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9997          |
|  |  |
| 2026-03-27 | 0.9997          |
|  |  |
| 2026-03-30 | 0.9998          |
|  |  |
| 2026-03-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2269742.69               | $0.00                   |
| 2026-03-03 | $7994029.48               | $0.00                   |
| 2026-03-04 | $0.00                     | $1715976.77             |
| 2026-03-05 | $0.00                     | $4846905.68             |
| 2026-03-06 | $2152352.09               | $0.00                   |
| 2026-03-09 | $0.00                     | $5308151.28             |
| 2026-03-10 | $0.00                     | $5960352.16             |
| 2026-03-11 | $0.00                     | $2519176.23             |
| 2026-03-12 | $4073103.21               | $0.00                   |
| 2026-03-13 | $1378171.23               | $0.00                   |
| 2026-03-16 | $0.00                     | $3433233.81             |
| 2026-03-17 | $4030235.76               | $0.00                   |
| 2026-03-18 | $0.00                     | $856736.49              |
| 2026-03-19 | $385323.01                | $0.00                   |
| 2026-03-20 | $2609864.77               | $0.00                   |
| 2026-03-23 | $855071.46                | $0.00                   |
| 2026-03-24 | $795848.62                | $0.00                   |
| 2026-03-25 | $6161405.99               | $0.00                   |
| 2026-03-26 | $0.00                     | $3267678.75             |
| 2026-03-27 | $0.00                     | $1077649.98             |
| 2026-03-30 | $0.00                     | $1269704.65             |
| 2026-03-31 | $0.00                     | $3845914.93             |

**Total Gross Subscriptions (Month):** $32705148.31

**Total Gross Redemptions (Month):** $34101480.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 2.7300%           |
| 2026-03-03 | 2.7300%           |
| 2026-03-04 | 2.7300%           |
| 2026-03-05 | 2.7300%           |
| 2026-03-06 | 2.7300%           |
| 2026-03-09 | 2.7200%           |
| 2026-03-10 | 2.7200%           |
| 2026-03-11 | 2.7100%           |
| 2026-03-12 | 2.7100%           |
| 2026-03-13 | 2.7100%           |
| 2026-03-16 | 2.7100%           |
| 2026-03-17 | 2.7200%           |
| 2026-03-18 | 2.7100%           |
| 2026-03-19 | 2.7100%           |
| 2026-03-20 | 2.7000%           |
| 2026-03-23 | 2.7000%           |
| 2026-03-24 | 2.6900%           |
| 2026-03-25 | 2.6900%           |
| 2026-03-26 | 2.7000%           |
| 2026-03-27 | 2.7100%           |
| 2026-03-30 | 2.7100%           |
| 2026-03-31 | 2.7100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: A

- **Minimum Initial Investment:** $250.00

- **Net Assets of Class:** $1560225308.21

- **Number of Shares Outstanding:** 1560200383.4700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $11775333.10              | $13547117.84            |
| 2026-03-03 | $6475216.17               | $3017421.77             |
| 2026-03-04 | $5657690.25               | $28630901.98            |
| 2026-03-05 | $7591113.18               | $7032966.45             |
| 2026-03-06 | $5152497.47               | $7875800.86             |
| 2026-03-09 | $168039667.23             | $11469666.89            |
| 2026-03-10 | $6293336.86               | $5548655.92             |
| 2026-03-11 | $8046901.80               | $3379571.04             |
| 2026-03-12 | $3889594.81               | $10422549.80            |
| 2026-03-13 | $9112998.28               | $7486701.96             |
| 2026-03-16 | $6773333.90               | $10548463.26            |
| 2026-03-17 | $10772697.59              | $5212140.94             |
| 2026-03-18 | $11306780.13              | $6141119.34             |
| 2026-03-19 | $7951167.46               | $3363397.50             |
| 2026-03-20 | $15294828.32              | $17074079.16            |
| 2026-03-23 | $17362953.13              | $6743768.23             |
| 2026-03-24 | $6737706.21               | $5362561.21             |
| 2026-03-25 | $11014863.06              | $12081755.91            |
| 2026-03-26 | $11810469.60              | $6601223.21             |
| 2026-03-27 | $29588413.19              | $8517566.37             |
| 2026-03-30 | $16008189.57              | $12337095.71            |
| 2026-03-31 | $5533338.00               | $11978377.48            |

**Total Gross Subscriptions (Month):** $382189089.31

**Total Gross Redemptions (Month):** $204372902.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5000%           |
| 2026-03-03 | 3.5000%           |
| 2026-03-04 | 3.5000%           |
| 2026-03-05 | 3.5000%           |
| 2026-03-06 | 3.5000%           |
| 2026-03-09 | 3.4900%           |
| 2026-03-10 | 3.4900%           |
| 2026-03-11 | 3.4800%           |
| 2026-03-12 | 3.4800%           |
| 2026-03-13 | 3.4800%           |
| 2026-03-16 | 3.4900%           |
| 2026-03-17 | 3.4900%           |
| 2026-03-18 | 3.4800%           |
| 2026-03-19 | 3.4800%           |
| 2026-03-20 | 3.4700%           |
| 2026-03-23 | 3.4700%           |
| 2026-03-24 | 3.4700%           |
| 2026-03-25 | 3.4700%           |
| 2026-03-26 | 3.4700%           |
| 2026-03-27 | 3.4800%           |
| 2026-03-30 | 3.4800%           |
| 2026-03-31 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: CITIGROUP GLOBAL MARKETS INC REPO 3.68 4/06/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.68 4/06/2026 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173080174, C.5 - Other ID: 1730801746
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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

**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% | $38400.00          | $38397.26          | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $72656300.00       | $99999962.84       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $1938800.00        | $1960782.51        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $800.00            | $814.25            | U.S. Treasuries (including strips) |

### Security 2: CITIGROUP GLOBAL MARKETS INC REPO 3.7 04/23/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.7 04/23/2026 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173102860, C.5 - Other ID: 1731028608
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $38400.00          | $38397.26          | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $800.00            | $814.25            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $72656300.00       | $99999962.84       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $1938800.00        | $1960782.51        | U.S. Treasuries (including strips) |

### Security 3: CITIGROUP GLOBAL MARKETS INC REPO 3.71 05/22/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.71 05/22/2026 3.710000%
- **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: 173106435, C.5 - Other ID: 1731064355
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $10075040.00       | $483458.23         | Agency Debentures and Agency Strips |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $6645200.00        | $6157047.21        | U.S. Treasuries (including strips)  |
| GNMA          | 2042-07-20      | 4.0000%  | 0.0000% | $1350000.00        | $75984.87          | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $8304667.00        | $376309.46         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-20      | 3.5000%  | 0.0000% | $23999000.00       | $1569877.74        | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-20      | 5.0000%  | 0.0000% | $4350000.00        | $166449.49         | Agency Debentures and Agency Strips |
| GNMA          | 2041-08-20      | 4.5000%  | 0.0000% | $8044933.00        | $345148.97         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 4.0000%  | 0.0000% | $6201664.00        | $313003.98         | Agency Debentures and Agency Strips |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $9638400.00        | $9574404.22        | U.S. Treasuries (including strips)  |
| GNMA          | 2042-06-20      | 4.0000%  | 0.0000% | $1000000.00        | $53976.20          | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-20      | 4.5000%  | 0.0000% | $215847118.00      | $8142147.30        | Agency Debentures and Agency Strips |
| GNMA          | 2041-04-20      | 4.5000%  | 0.0000% | $3268110.00        | $103201.23         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 4.0000%  | 0.0000% | $5346810.00        | $196047.29         | Agency Debentures and Agency Strips |
| GNMA          | 2041-04-15      | 4.5000%  | 0.0000% | $3658905.00        | $126071.13         | Agency Debentures and Agency Strips |
| GNMA          | 2041-04-15      | 4.6250%  | 0.0000% | $2361476.00        | $158951.51         | Agency Debentures and Agency Strips |
| GNMA          | 2041-04-15      | 4.2500%  | 0.0000% | $1651462.00        | $65169.39          | Agency Debentures and Agency Strips |
| GNMA          | 2042-05-15      | 3.0000%  | 0.0000% | $942489.00         | $76612.57          | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-15      | 3.5000%  | 0.0000% | $5000000.00        | $786301.99         | Agency Debentures and Agency Strips |
| GNMA          | 2041-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $97312.35          | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $1573564.00        | $82621.43          | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 4.5000%  | 0.0000% | $1716363.00        | $259611.02         | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-15      | 4.5000%  | 0.0000% | $1803271.00        | $338455.26         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $3611108.00        | $136482.91         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $2272723.00        | $58754.31          | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-15      | 4.2500%  | 0.0000% | $3306495.00        | $349432.30         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $2046857.00        | $115567.23         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $9336000.00        | $740823.94         | Agency Debentures and Agency Strips |
| GNMA          | 2042-04-15      | 3.5000%  | 0.0000% | $250000.00         | $60908.99          | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $2820451.00        | $518426.10         | Agency Debentures and Agency Strips |
| GNMA          | 2042-02-15      | 3.5000%  | 0.0000% | $2700000.00        | $191347.39         | Agency Debentures and Agency Strips |
| GNMA          | 2042-06-15      | 3.5000%  | 0.0000% | $720000.00         | $115173.91         | Agency Debentures and Agency Strips |
| GNMA          | 2042-06-15      | 4.0000%  | 0.0000% | $5051991.00        | $578624.35         | Agency Debentures and Agency Strips |
| GNMA          | 2042-06-15      | 3.5000%  | 0.0000% | $1301000.00        | $61663.89          | Agency Debentures and Agency Strips |
| GNMA          | 2041-12-15      | 3.0000%  | 0.0000% | $2326410.00        | $460544.41         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-15      | 3.0000%  | 0.0000% | $1438335.00        | $95760.87          | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 3.0000%  | 0.0000% | $1252420.00        | $233288.37         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 3.0000%  | 0.0000% | $1044986.00        | $168267.88         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.7500%  | 0.0000% | $3636973.00        | $197611.23         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $1454441.00        | $91963.05          | Agency Debentures and Agency Strips |
| GNMA          | 2041-12-15      | 4.2500%  | 0.0000% | $1855650.00        | $197511.75         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.7500%  | 0.0000% | $5203021.00        | $629391.99         | Agency Debentures and Agency Strips |
| GNMA          | 2042-03-15      | 3.0000%  | 0.0000% | $2166605.00        | $116292.18         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $755847.00         | $147946.34         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $3795000.00        | $263214.52         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $1090176.00        | $150143.72         | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $964775.00         | $188602.47         | Agency Debentures and Agency Strips |
| GNMA          | 2042-02-15      | 3.5000%  | 0.0000% | $3009698.00        | $145112.52         | Agency Debentures and Agency Strips |
| GNMA          | 2042-03-15      | 3.0000%  | 0.0000% | $2913279.00        | $460829.11         | Agency Debentures and Agency Strips |
| GNMA          | 2042-05-15      | 3.5000%  | 0.0000% | $1288244.00        | $119626.94         | Agency Debentures and Agency Strips |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $1045171.00        | $209537.65         | Agency Debentures and Agency Strips |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $1342707.00        | $298358.54         | Agency Debentures and Agency Strips |
| GNMA          | 2042-05-15      | 3.0000%  | 0.0000% | $1206957.00        | $108197.92         | Agency Debentures and Agency Strips |
| GNMA          | 2042-07-15      | 3.5000%  | 0.0000% | $2853396.00        | $318230.96         | Agency Debentures and Agency Strips |
| GNMA          | 2042-07-15      | 3.5000%  | 0.0000% | $3440566.00        | $235236.72         | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-15      | 4.0000%  | 0.0000% | $891952.00         | $207318.69         | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-15      | 4.0000%  | 0.0000% | $367922.00         | $80040.65          | Agency Debentures and Agency Strips |
| GNMA          | 2042-04-20      | 4.0000%  | 0.0000% | $9296674.00        | $470461.11         | Agency Debentures and Agency Strips |
| GNMA          | 2042-05-20      | 3.5000%  | 0.0000% | $43079550.00       | $2962759.43        | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-20      | 3.0000%  | 0.0000% | $2198000.00        | $205787.13         | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $713000.00         | $64273.61          | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-20      | 2.0000%  | 0.0000% | $139064.00         | $86648.03          | Agency Debentures and Agency Strips |
| GNMA          | 2041-12-20      | 4.0000%  | 0.0000% | $475673.00         | $336719.04         | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-20      | 3.5000%  | 0.0000% | $2899601.00        | $1786697.74        | Agency Debentures and Agency Strips |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $417808.00         | $224436.29         | Agency Debentures and Agency Strips |
| GNMA          | 2040-11-20      | 2.5000%  | 0.0000% | $254857.00         | $171569.85         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 5.5000%  | 0.0000% | $2666941.00        | $1399008.26        | Agency Debentures and Agency Strips |
| GNMA          | 2042-08-20      | 4.0000%  | 0.0000% | $1275505.00        | $272612.38         | Agency Debentures and Agency Strips |
| GNMA          | 2041-01-20      | 3.5000%  | 0.0000% | $222169.00         | $81372.08          | Agency Debentures and Agency Strips |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $777246.00         | $508527.90         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $1583657.00        | $168253.65         | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $2384275.00        | $1628055.72        | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 5.5000%  | 0.0000% | $2684487.00        | $104811.50         | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $47683737.00       | $1616385.53        | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-20      | 4.5000%  | 0.0000% | $12380000.00       | $425628.80         | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $24014379.00       | $758816.74         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 5.0000%  | 0.0000% | $16796692.00       | $625171.61         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $7122893.00        | $170506.88         | Agency Debentures and Agency Strips |
| GNMA          | 2040-09-20      | 4.0000%  | 0.0000% | $11847054.00       | $504612.64         | Agency Debentures and Agency Strips |
| GNMA          | 2040-09-20      | 4.5000%  | 0.0000% | $147400446.00      | $5750789.01        | Agency Debentures and Agency Strips |
| GNMA          | 2040-09-20      | 5.0000%  | 0.0000% | $13556788.00       | $514019.95         | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $4850000.00        | $87107.40          | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-20      | 4.5000%  | 0.0000% | $4581724.00        | $195754.74         | Agency Debentures and Agency Strips |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $114337664.00      | $5334994.69        | Agency Debentures and Agency Strips |
| GNMA          | 2040-11-20      | 4.5000%  | 0.0000% | $10090628.00       | $473832.87         | Agency Debentures and Agency Strips |
| GNMA          | 2040-11-20      | 5.0000%  | 0.0000% | $3395865.00        | $137831.75         | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 6.0000%  | 0.0000% | $2852451.00        | $95139.95          | Agency Debentures and Agency Strips |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $12469388.00       | $596434.02         | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-20      | 5.0000%  | 0.0000% | $5648400.00        | $188103.27         | Agency Debentures and Agency Strips |
| GNMA          | 2041-04-20      | 5.0000%  | 0.0000% | $3448430.00        | $106171.93         | Agency Debentures and Agency Strips |
| GNMA          | 2041-05-20      | 4.0000%  | 0.0000% | $12560932.00       | $678595.49         | Agency Debentures and Agency Strips |
| GNMA          | 2041-05-20      | 4.5000%  | 0.0000% | $8742665.00        | $321686.93         | Agency Debentures and Agency Strips |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $6375000.00        | $210381.18         | Agency Debentures and Agency Strips |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $1573000.00        | $53597.87          | Agency Debentures and Agency Strips |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $14739906.00       | $159260.78         | Agency Debentures and Agency Strips |
| GNMA          | 2041-08-20      | 4.0000%  | 0.0000% | $4929266.00        | $73738.80          | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 4.0000%  | 0.0000% | $107967407.00      | $4418383.71        | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $21097700.00       | $865447.53         | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 5.0000%  | 0.0000% | $3812635.00        | $137767.35         | Agency Debentures and Agency Strips |
| GNMA          | 2041-08-20      | 5.0000%  | 0.0000% | $3379291.00        | $121657.24         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $9723842.00        | $448026.28         | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-20      | 4.0000%  | 0.0000% | $6690000.00        | $307981.02         | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $214923264.00      | $9817106.34        | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-20      | 4.0000%  | 0.0000% | $155260896.00      | $184810.39         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-20      | 4.0000%  | 0.0000% | $12026266.00       | $599750.12         | Agency Debentures and Agency Strips |
| GNMA          | 2041-12-20      | 4.0000%  | 0.0000% | $5358091.00        | $259939.16         | Agency Debentures and Agency Strips |
| GNMA          | 2041-12-20      | 4.5000%  | 0.0000% | $1076947.00        | $54429.14          | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $2600000.00        | $56332.29          | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $59099.80          | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-20      | 4.6250%  | 0.0000% | $1342222.00        | $76214.69          | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $4036607.00        | $125517.33         | Agency Debentures and Agency Strips |
| GNMA          | 2040-09-15      | 4.5000%  | 0.0000% | $11831548.00       | $335854.51         | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $7602.00           | $371.38            | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $1000.00           | $65.48             | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-15      | 4.5000%  | 0.0000% | $500583.00         | $18941.45          | Agency Debentures and Agency Strips |
| GNMA          | 2041-02-15      | 4.5000%  | 0.0000% | $3138651.00        | $75463.06          | Agency Debentures and Agency Strips |
| GNMA          | 2040-05-15      | 4.5000%  | 0.0000% | $3000000.00        | $76545.35          | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-15      | 4.0000%  | 0.0000% | $1106000.00        | $117430.04         | Agency Debentures and Agency Strips |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $2815000.00        | $250924.00         | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $3180337.00        | $207061.87         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $7063012.00        | $53243.50          | Agency Debentures and Agency Strips |
| GNMA          | 2040-05-15      | 5.1250%  | 0.0000% | $5014091.00        | $287747.62         | Agency Debentures and Agency Strips |
| GNMA          | 2040-05-15      | 5.1250%  | 0.0000% | $6067250.00        | $311807.50         | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-15      | 4.7500%  | 0.0000% | $2283135.00        | $105952.52         | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-15      | 5.1250%  | 0.0000% | $7187079.00        | $231268.56         | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-15      | 5.1250%  | 0.0000% | $4465674.00        | $139690.42         | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $3000000.00        | $109789.25         | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $2674552.00        | $66410.91          | Agency Debentures and Agency Strips |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $7224636.00        | $82833.38          | Agency Debentures and Agency Strips |
| GNMA          | 2041-04-15      | 5.0000%  | 0.0000% | $621470.00         | $72808.88          | Agency Debentures and Agency Strips |
| GNMA          | 2042-03-15      | 4.5000%  | 0.0000% | $505000.00         | $115246.65         | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 5.0000%  | 0.0000% | $8962783.00        | $417273.58         | Agency Debentures and Agency Strips |
| GNMA          | 2040-10-15      | 4.5000%  | 0.0000% | $3683284.00        | $129313.63         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $2665000.00        | $108174.30         | Agency Debentures and Agency Strips |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $1528196.00        | $70691.88          | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-15      | 4.5000%  | 0.0000% | $750000.00         | $60756.62          | Agency Debentures and Agency Strips |
| GNMA          | 2041-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $380249.55         | Agency Debentures and Agency Strips |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $2250000.00        | $620600.88         | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-15      | 5.0000%  | 0.0000% | $223000.00         | $159556.89         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-15      | 5.5000%  | 0.0000% | $5491000.00        | $3470654.02        | Agency Debentures and Agency Strips |
| GNMA          | 2041-02-15      | 3.5000%  | 0.0000% | $3304568.00        | $160870.72         | Agency Debentures and Agency Strips |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $1496938.00        | $171201.30         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 3.8750%  | 0.0000% | $11628633.00       | $1283851.70        | Agency Debentures and Agency Strips |
| GNMA          | 2041-05-20      | 4.5000%  | 0.0000% | $2243202.00        | $100185.48         | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $1983359.00        | $95422.96          | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $11746950.00       | $367902.79         | Agency Debentures and Agency Strips |
| GNMA          | 2040-08-15      | 5.5000%  | 0.0000% | $1837845.00        | $80974.48          | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $7872515.00        | $261156.93         | Agency Debentures and Agency Strips |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $69000000.00       | $5284877.32        | Agency Debentures and Agency Strips |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $20652202.00       | $848838.84         | Agency Debentures and Agency Strips |
| GNMA          | 2041-06-15      | 5.0000%  | 0.0000% | $2512666.00        | $58901.03          | Agency Debentures and Agency Strips |
| GNMA          | 2041-08-15      | 4.7500%  | 0.0000% | $5250000.00        | $181288.10         | Agency Debentures and Agency Strips |
| GNMA          | 2041-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $346455.36         | Agency Debentures and Agency Strips |

### Security 4: WELLS FARGO SECURITIES LLC REPO 3.7 05/01/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 05/01/2026 3.700000%
- **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: 173111241, C.5 - Other ID: 1731112410
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $120903271.00      | $102000000.10      | Agency Debentures and Agency Strips |

### Security 5: WELLS FARGO SECURITIES LLC REPO 3.7 04/02/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 04/02/2026 3.700000%
- **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: 173111241, C.5 - Other ID: 1731112415
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $317000.00         | $211993.06         | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $1566707.00        | $115927.93         | Agency Debentures and Agency Strips |
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $35000.00          | $2371.23           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $19219122.00       | $17222992.89       | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $8959683.00        | $7532212.74        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1968343.00        | $1992231.27        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $32392.00          | $31227.13          | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 5.5000%  | 0.0000% | $1026581.00        | $1033615.06        | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1126432.00        | $728158.90         | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $570828.00         | $182422.89         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10286.61          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $3170000.00        | $2520666.30        | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $118000.00         | $97029.56          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $60489734.00       | $53051792.48       | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  | 0.0000% | $1466000.00        | $711187.85         | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 3.5000%  | 0.0000% | $1705000.00        | $197985.10         | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $200000.00         | $76825.54          | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $18035502.00       | $16281073.60       | Agency Debentures and Agency Strips |

### Security 6: CITIGROUP GLOBAL MARKETS INC REPO 3.7 06/03/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.7 06/03/2026 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173115993, C.5 - Other ID: 1731159930
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $73994700.00       | $74719772.43       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-28      | 3.7500%  | 0.0000% | $27871500.00       | $27280316.70       | U.S. Treasuries (including strips) |

### Security 7: WELLS FARGO SECURITIES LLC REPO 3.7 06/05/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 06/05/2026 3.700000%
- **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: 173155827, C.5 - Other ID: 1731558276
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $76083000.00       | $86327406.88       | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $647000.00         | $568642.55         | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $2247000.00        | $2149965.93        | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-24      | 1.8750%  | 0.0000% | $1064000.00        | $1054714.03        | Agency Debentures and Agency Strips |
| FMAC          | 2027-09-22      | 3.7700%  | 0.0000% | $1591000.00        | $1594315.91        | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $9437000.00        | $10305035.18       | Agency Debentures and Agency Strips |

### Security 8: WELLS FARGO SECURITIES LLC REPO 3.7 06/15/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.7 06/15/2026 3.700000%
- **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: 173168732, C.5 - Other ID: 1731687327
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-07-15      | 0.0000%  | 0.0000% | $5004000.00        | $3807193.32        | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-15      | 0.0000%  | 0.0000% | $600000.00         | $515826.00         | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $1061000.00        | $1158593.02        | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.0000%  | 0.0000% | $97000.00          | $91381.76          | Agency Debentures and Agency Strips |
| FHLB          | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $38965.44          | Agency Debentures and Agency Strips |
| FHLB          | 2028-03-10      | 4.5000%  | 0.0000% | $455000.00         | $461322.68         | Agency Debentures and Agency Strips |
| FHLB          | 2032-09-10      | 4.8750%  | 0.0000% | $25815000.00       | $26748825.36       | Agency Debentures and Agency Strips |
| FHLB          | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10118.05          | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $265000.00         | $290344.89         | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 0.0000%  | 0.0000% | $8894000.00        | $7270311.36        | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $20500000.00       | $23660195.72       | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 0.0000%  | 0.0000% | $4919000.00        | $4078146.14        | Agency Debentures and Agency Strips |
| FHLB          | 2029-03-09      | 2.8750%  | 0.0000% | $250000.00         | $243121.24         | Agency Debentures and Agency Strips |
| FHLB          | 2031-03-14      | 4.1250%  | 0.0000% | $8840000.00        | $8908403.18        | Agency Debentures and Agency Strips |
| FHLB          | 2028-11-24      | 3.4760%  | 0.0000% | $24670000.00       | $24484728.30       | Agency Debentures and Agency Strips |
| FHLB          | 2030-02-15      | 7.1250%  | 0.0000% | $210000.00         | $235995.10         | Agency Debentures and Agency Strips |

### Security 9: CITIGROUP GLOBAL MARKETS INC REPO 3.72 06/18/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.72 06/18/2026 3.720000%
- **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: 173168735, C.5 - Other ID: 1731687356
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $4.00              | $1.23              | U.S. Treasuries (including strips)  |
| GNMA          | 2031-07-20      | 4.0000%  | 0.0000% | $2500000.00        | $288898.01         | Agency Debentures and Agency Strips |
| GNMA          | 2031-08-20      | 4.0000%  | 0.0000% | $1000000.00        | $107174.19         | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-20      | 3.5000%  | 0.0000% | $870844.00         | $179255.94         | Agency Debentures and Agency Strips |
| GNMA          | 2032-11-15      | 7.2000%  | 0.0000% | $665000.00         | $293844.02         | Agency Debentures and Agency Strips |
| GNMA          | 2033-04-15      | 5.7500%  | 0.0000% | $940000.00         | $411148.86         | Agency Debentures and Agency Strips |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $519502.00         | $227990.46         | Agency Debentures and Agency Strips |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $604192.00         | $255786.72         | Agency Debentures and Agency Strips |
| GNMA          | 2033-06-15      | 5.8000%  | 0.0000% | $274400.00         | $120534.58         | Agency Debentures and Agency Strips |
| GNMA          | 2033-06-15      | 5.7500%  | 0.0000% | $1026600.00        | $442956.40         | Agency Debentures and Agency Strips |
| GNMA          | 2033-06-15      | 5.5000%  | 0.0000% | $741000.00         | $313843.00         | Agency Debentures and Agency Strips |
| GNMA          | 2033-06-15      | 6.0000%  | 0.0000% | $652500.00         | $306748.11         | Agency Debentures and Agency Strips |
| GNMA          | 2032-02-15      | 6.4500%  | 0.0000% | $2125000.00        | $69546.29          | Agency Debentures and Agency Strips |
| GNMA          | 2033-07-15      | 4.3750%  | 0.0000% | $842100.00         | $327149.43         | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-15      | 7.2500%  | 0.0000% | $255200.00         | $108630.22         | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $666800.00         | $285087.75         | Agency Debentures and Agency Strips |
| GNMA          | 2033-07-15      | 4.4500%  | 0.0000% | $1300000.00        | $508481.81         | Agency Debentures and Agency Strips |
| GNMA          | 2032-10-15      | 5.7500%  | 0.0000% | $567000.00         | $226475.56         | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 5.7200%  | 0.0000% | $1633700.00        | $684303.03         | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 6.0000%  | 0.0000% | $1067500.00        | $456600.09         | Agency Debentures and Agency Strips |
| GNMA          | 2029-07-15      | 4.5000%  | 0.0000% | $5000000.00        | $179979.40         | Agency Debentures and Agency Strips |
| GNMA          | 2033-04-15      | 5.2500%  | 0.0000% | $302400.00         | $123496.72         | Agency Debentures and Agency Strips |
| GNMA          | 2033-07-15      | 5.4500%  | 0.0000% | $250000.00         | $106701.50         | Agency Debentures and Agency Strips |
| GNMA          | 2033-08-15      | 5.7300%  | 0.0000% | $250000.00         | $110892.21         | Agency Debentures and Agency Strips |
| GNMA          | 2032-11-15      | 6.0000%  | 0.0000% | $430391.00         | $178455.91         | Agency Debentures and Agency Strips |
| GNMA          | 2030-12-15      | 5.6000%  | 0.0000% | $650000.00         | $197625.17         | Agency Debentures and Agency Strips |
| GNMA          | 2033-10-15      | 5.8500%  | 0.0000% | $622000.00         | $275143.51         | Agency Debentures and Agency Strips |
| GNMA          | 2029-08-15      | 5.0000%  | 0.0000% | $513000.00         | $113288.22         | Agency Debentures and Agency Strips |
| GNMA          | 2032-08-15      | 5.0000%  | 0.0000% | $413000.00         | $151327.74         | Agency Debentures and Agency Strips |
| GNMA          | 2029-06-15      | 7.8750%  | 0.0000% | $8069904.00        | $2019645.85        | Agency Debentures and Agency Strips |
| GNMA          | 2033-09-15      | 6.0500%  | 0.0000% | $617659.00         | $131116.95         | Agency Debentures and Agency Strips |
| GNMA          | 2033-03-15      | 8.3750%  | 0.0000% | $388900.00         | $183406.13         | Agency Debentures and Agency Strips |
| GNMA          | 2031-11-15      | 6.8700%  | 0.0000% | $922900.00         | $361210.45         | Agency Debentures and Agency Strips |
| GNMA          | 2031-08-15      | 5.8600%  | 0.0000% | $300000.00         | $111803.65         | Agency Debentures and Agency Strips |
| GNMA          | 2030-02-15      | 5.3500%  | 0.0000% | $920200.00         | $242133.22         | Agency Debentures and Agency Strips |
| GNMA          | 2040-03-15      | 5.3200%  | 0.0000% | $678700.00         | $430144.32         | Agency Debentures and Agency Strips |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $20.00             | $5.22              | U.S. Treasuries (including strips)  |
| FHLB          | 2037-07-27      | 5.1800%  | 0.0000% | $10050000.00       | $9998291.63        | Agency Debentures and Agency Strips |
| FHLB          | 2029-03-02      | 3.7000%  | 0.0000% | $10000.00          | $9937.01           | Agency Debentures and Agency Strips |
| FCSB          | 2031-01-28      | 3.7500%  | 0.0000% | $69000.00          | $68683.88          | Agency Debentures and Agency Strips |
| FCSB          | 2029-03-16      | 3.9400%  | 0.0000% | $1000.00           | $995.54            | Agency Debentures and Agency Strips |
| FCSB          | 2041-03-11      | 4.9500%  | 0.0000% | $250000.00         | $245462.50         | Agency Debentures and Agency Strips |
| FCSB          | 2029-03-27      | 3.8750%  | 0.0000% | $47650000.00       | $47594418.92       | Agency Debentures and Agency Strips |
| FMAC          | 2032-10-15      | 1.4900%  | 0.0000% | $9185000.00        | $7793486.79        | Agency Debentures and Agency Strips |
| FMAC          | 2031-02-12      | 4.2100%  | 0.0000% | $391000.00         | $389907.26         | Agency Debentures and Agency Strips |
| FNMA          | 2026-04-22      | 0.0000%  | 0.0000% | $500000.00         | $498860.00         | Agency Debentures and Agency Strips |
| FNMA          | 2031-01-13      | 4.2500%  | 0.0000% | $1000.00           | $1003.68           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-10      | 4.2300%  | 0.0000% | $3492000.00        | $3490297.65        | Agency Debentures and Agency Strips |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $4000000.00        | $68525.84          | Agency Debentures and Agency Strips |
| GNMA          | 2028-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $219357.40         | Agency Debentures and Agency Strips |
| GNMA          | 2030-03-20      | 4.0000%  | 0.0000% | $1808807.00        | $53648.48          | Agency Debentures and Agency Strips |
| GNMA          | 2031-03-20      | 4.0000%  | 0.0000% | $1079916.00        | $63737.27          | Agency Debentures and Agency Strips |
| GNMA          | 2030-05-20      | 3.5000%  | 0.0000% | $7733540.00        | $451380.60         | Agency Debentures and Agency Strips |
| GNMA          | 2030-03-20      | 2.0000%  | 0.0000% | $1249336.00        | $57670.18          | Agency Debentures and Agency Strips |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $2188071.00        | $223134.41         | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-20      | 7.0000%  | 0.0000% | $274724.00         | $51072.26          | Agency Debentures and Agency Strips |
| GNMA          | 2032-09-20      | 3.5000%  | 0.0000% | $925000.00         | $92017.48          | Agency Debentures and Agency Strips |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $231634.00         | $87716.86          | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-20      | 5.5000%  | 0.0000% | $6357464.00        | $4486766.57        | Agency Debentures and Agency Strips |
| GNMA          | 2028-01-15      | 3.5000%  | 0.0000% | $2468461.00        | $63188.31          | Agency Debentures and Agency Strips |
| GNMA          | 2028-04-15      | 3.0000%  | 0.0000% | $10000000.00       | $151502.64         | Agency Debentures and Agency Strips |
| GNMA          | 2030-08-15      | 2.5000%  | 0.0000% | $3853969.00        | $279342.81         | Agency Debentures and Agency Strips |
| GNMA          | 2033-01-15      | 5.2500%  | 0.0000% | $3195168.00        | $141446.35         | Agency Debentures and Agency Strips |
| GNMA          | 2033-02-15      | 5.2500%  | 0.0000% | $1033609.00        | $62879.71          | Agency Debentures and Agency Strips |
| GNMA          | 2033-03-15      | 5.2500%  | 0.0000% | $4103767.00        | $223257.43         | Agency Debentures and Agency Strips |
| GNMA          | 2033-02-15      | 5.7000%  | 0.0000% | $642870.00         | $63961.95          | Agency Debentures and Agency Strips |
| GNMA          | 2033-03-15      | 5.2500%  | 0.0000% | $1243112.00        | $92133.12          | Agency Debentures and Agency Strips |
| GNMA          | 2033-08-15      | 5.0000%  | 0.0000% | $10556487.00       | $105007.46         | Agency Debentures and Agency Strips |
| GNMA          | 2034-05-15      | 5.5000%  | 0.0000% | $15132649.00       | $101783.21         | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $12920075.00       | $92305.11          | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $25002459.00       | $152333.68         | Agency Debentures and Agency Strips |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $21764135.00       | $119003.35         | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $16828698.00       | $60708.03          | Agency Debentures and Agency Strips |
| GNMA          | 2032-08-15      | 6.5000%  | 0.0000% | $10522388.00       | $112023.03         | Agency Debentures and Agency Strips |
| GNMA          | 2033-12-20      | 4.5000%  | 0.0000% | $9281930.00        | $269712.57         | Agency Debentures and Agency Strips |
| GNMA          | 2034-02-20      | 5.5000%  | 0.0000% | $5944000.00        | $67172.57          | Agency Debentures and Agency Strips |
| GNMA          | 2031-09-20      | 6.5000%  | 0.0000% | $128716690.00      | $157028.47         | Agency Debentures and Agency Strips |
| GNMA          | 2032-01-20      | 5.5000%  | 0.0000% | $18900075.00       | $76638.18          | Agency Debentures and Agency Strips |
| GNMA          | 2032-02-20      | 6.0000%  | 0.0000% | $506505432.00      | $1515207.39        | Agency Debentures and Agency Strips |
| GNMA          | 2032-04-20      | 6.5000%  | 0.0000% | $141106196.00      | $240506.55         | Agency Debentures and Agency Strips |
| GNMA          | 2032-06-20      | 5.5000%  | 0.0000% | $18919722.00       | $98663.17          | Agency Debentures and Agency Strips |
| GNMA          | 2033-01-20      | 5.0000%  | 0.0000% | $29907219.00       | $274162.79         | Agency Debentures and Agency Strips |
| GNMA          | 2033-09-20      | 5.0000%  | 0.0000% | $14866938.00       | $177891.56         | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-20      | 4.5000%  | 0.0000% | $1649507.00        | $52923.83          | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-20      | 5.0000%  | 0.0000% | $11767949.00       | $306708.29         | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-20      | 6.0000%  | 0.0000% | $4573665.00        | $91392.35          | Agency Debentures and Agency Strips |
| GNMA          | 2039-09-20      | 5.5000%  | 0.0000% | $5655000.00        | $171314.58         | Agency Debentures and Agency Strips |
| GNMA          | 2040-03-20      | 5.0000%  | 0.0000% | $3660000.00        | $107493.45         | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-20      | 4.5000%  | 0.0000% | $21900000.00       | $788032.94         | Agency Debentures and Agency Strips |
| GNMA          | 2031-01-20      | 8.0000%  | 0.0000% | $1349785.00        | $74453.86          | Agency Debentures and Agency Strips |
| GNMA          | 2030-01-20      | 3.0000%  | 0.0000% | $1083312.00        | $107602.50         | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $9000208.00        | $92240.19          | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $24557345.00       | $225964.00         | Agency Debentures and Agency Strips |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $22361970.00       | $150584.28         | Agency Debentures and Agency Strips |
| GNMA          | 2039-12-15      | 5.0000%  | 0.0000% | $3688325.00        | $230034.53         | Agency Debentures and Agency Strips |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $3003052.00        | $50809.41          | Agency Debentures and Agency Strips |
| GNMA          | 2039-12-15      | 4.5000%  | 0.0000% | $4463361.00        | $157581.07         | Agency Debentures and Agency Strips |
| GNMA          | 2040-01-15      | 4.5000%  | 0.0000% | $1139460.00        | $54152.22          | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-15      | 5.0000%  | 0.0000% | $2500000.00        | $69378.70          | Agency Debentures and Agency Strips |
| GNMA          | 2039-11-15      | 4.5000%  | 0.0000% | $2310000.00        | $164531.79         | Agency Debentures and Agency Strips |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $2680000.00        | $259378.78         | Agency Debentures and Agency Strips |
| GNMA          | 2040-01-15      | 5.0000%  | 0.0000% | $2886500.00        | $189512.47         | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-15      | 5.1250%  | 0.0000% | $2077280.00        | $188862.12         | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $4916520.00        | $240185.64         | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $6833146.00        | $447458.51         | Agency Debentures and Agency Strips |
| GNMA          | 2040-04-15      | 4.5000%  | 0.0000% | $2866742.00        | $108474.04         | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-15      | 4.5000%  | 0.0000% | $5286052.00        | $93114.94          | Agency Debentures and Agency Strips |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $6625628.00        | $142349.05         | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-15      | 4.5000%  | 0.0000% | $2197606.00        | $51534.85          | Agency Debentures and Agency Strips |
| GNMA          | 2030-10-15      | 4.0000%  | 0.0000% | $10419292.00       | $373449.13         | Agency Debentures and Agency Strips |
| GNMA          | 2034-01-15      | 6.0000%  | 0.0000% | $5970487.00        | $124135.81         | Agency Debentures and Agency Strips |
| GNMA          | 2032-08-15      | 6.5000%  | 0.0000% | $1030186.00        | $74990.56          | Agency Debentures and Agency Strips |
| GNMA          | 2032-11-15      | 7.0000%  | 0.0000% | $1000426.00        | $63619.46          | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $22785311.00       | $62212.01          | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $35572540.00       | $113973.25         | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $35640468.00       | $153056.84         | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $25117732.00       | $112957.41         | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $16615881.00       | $116842.43         | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $9025143.00        | $83815.06          | Agency Debentures and Agency Strips |
| GNMA          | 2034-02-15      | 5.0000%  | 0.0000% | $15000000.00       | $179822.37         | Agency Debentures and Agency Strips |
| GNMA          | 2034-05-15      | 5.0000%  | 0.0000% | $16766000.00       | $241139.71         | Agency Debentures and Agency Strips |
| GNMA          | 2029-02-15      | 7.5000%  | 0.0000% | $419987440.00      | $91077.89          | Agency Debentures and Agency Strips |
| GNMA          | 2032-08-15      | 6.0000%  | 0.0000% | $39870654.00       | $171797.15         | Agency Debentures and Agency Strips |
| GNMA          | 2040-02-20      | 5.5000%  | 0.0000% | $11110611.00       | $447774.13         | Agency Debentures and Agency Strips |
| GNMA          | 2028-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $319153.99         | Agency Debentures and Agency Strips |
| GNMA          | 2039-12-15      | 5.0000%  | 0.0000% | $3308529.00        | $331944.11         | Agency Debentures and Agency Strips |
| GNMA          | 2031-12-15      | 2.5000%  | 0.0000% | $1184750.00        | $335337.13         | Agency Debentures and Agency Strips |
| GNMA          | 2033-12-15      | 4.5000%  | 0.0000% | $30438528.00       | $389437.68         | Agency Debentures and Agency Strips |
| GNMA          | 2039-11-15      | 4.5000%  | 0.0000% | $1669773.00        | $148281.28         | Agency Debentures and Agency Strips |
| GNMA          | 2039-12-15      | 6.0000%  | 0.0000% | $22340565.00       | $343638.47         | Agency Debentures and Agency Strips |
| GNMA          | 2033-07-15      | 5.0000%  | 0.0000% | $9668000.00        | $92414.37          | Agency Debentures and Agency Strips |
| GNMA          | 2033-08-15      | 5.5000%  | 0.0000% | $3082656.00        | $72001.57          | Agency Debentures and Agency Strips |
| GNMA          | 2033-09-15      | 5.0000%  | 0.0000% | $21533342.00       | $302480.26         | Agency Debentures and Agency Strips |
| GNMA          | 2040-03-15      | 3.5000%  | 0.0000% | $400000.00         | $214685.31         | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-15      | 4.5000%  | 0.0000% | $2042397.00        | $293099.30         | Agency Debentures and Agency Strips |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $9867094.00        | $529060.03         | Agency Debentures and Agency Strips |
| GNMA          | 2039-10-15      | 4.5000%  | 0.0000% | $2070899.00        | $98643.03          | Agency Debentures and Agency Strips |
| GNMA          | 2028-10-15      | 4.5000%  | 0.0000% | $963519.00         | $109976.81         | Agency Debentures and Agency Strips |
| GNMA          | 2030-10-15      | 4.5000%  | 0.0000% | $1070968.00        | $157607.85         | Agency Debentures and Agency Strips |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $32.00             | $8.06              | U.S. Treasuries (including strips)  |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $177727.72         | $60435.60          | U.S. Treasuries (including strips)  |

### Security 10: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.62 04/02/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.62 04/02/2026 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173183014, C.5 - Other ID: 1731830146
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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          | 2045-02-15      | 0.0000%  | 0.0000% | $100.00            | $38.74             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $47.92             | $24.42             | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $5.76              | $2.72              | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $5.40              | $4.05              | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $41.35             | $30.27             | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $99.13             | $70.75             | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $79.49             | $53.98             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $13752008.21       | $8857255.93        | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $32172282.62       | $15901536.75       | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $36.68             | $17.86             | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $93.76             | $44.92             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $12381900.00       | $13488678.74       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $2958400.00        | $2755324.00        | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $189.43            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $900.00            | $898.37            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $5270400.00        | $4991577.31        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $200.75            | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $65.61             | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $14224800.00       | $3597565.72        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $315.97            | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $300.00            | $347.00            | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $95.76             | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $6510100.00        | $5307891.45        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $35886900.00       | $34102926.31       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $2256900.00        | $2290889.28        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $369100.00         | $374844.56         | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $25140900.00       | $25226017.23       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8124%  | 0.0000% | $200.00            | $201.41            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $26081800.00       | $27208337.40       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $300.00            | $290.77            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $684800.00         | $697299.65         | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 2.5000%  | 0.0000% | $14227100.00       | $22458504.67       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $559100.00         | $620900.23         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $35944300.00       | $35596912.41       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $189.31            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $600.00            | $614.38            | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $400.00            | $394.50            | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $200.00            | $104.09            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $76700.00          | $77019.78          | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $218000.00         | $225240.32         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-02      | 0.0000%  | 0.0000% | $9500.00           | $9411.36           | U.S. Treasuries (including strips) |
| USTR          | 2026-06-02      | 0.0000%  | 0.0000% | $28900.00          | $28716.77          | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $164.92            | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $3000.00           | $2966.28           | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $52.31             | $41.56             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $46.68             | $33.76             | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $316.97            | $223.54            | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $7.38              | $5.07              | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $2.92              | $1.91              | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $30.70             | $26.33             | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $23.36             | $13.84             | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $166.96            | $87.76             | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $8.27              | $4.28              | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $0.05              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $51.35             | $23.88             | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $26.90             | $11.98             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $66.06             | $26.45             | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $31.97             | $12.43             | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5.84              | $2.24              | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $30.80             | $11.32             | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $28.73             | $10.44             | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $545625.00         | $174931.74         | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $8.77              | $2.64              | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |

### Security 11: CITIGROUP GLOBAL MARKETS INC REPO 3.64 04/02/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.64 04/02/2026 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173183014, C.5 - Other ID: 1731830148
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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          | 2034-11-15      | 0.0000%  | 0.0000% | $521853.98         | $358780.87         | U.S. Treasuries (including strips)  |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $552000.53         | $370194.19         | U.S. Treasuries (including strips)  |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.42              | U.S. Treasuries (including strips)  |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.29              | U.S. Treasuries (including strips)  |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $512000.00         | $298906.62         | U.S. Treasuries (including strips)  |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $15.00             | $5.75              | U.S. Treasuries (including strips)  |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $512000.00         | $325350.40         | U.S. Treasuries (including strips)  |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $559600.00         | $336539.52         | U.S. Treasuries (including strips)  |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $1583.00           | $713.88            | U.S. Treasuries (including strips)  |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $50.00             | $15.22             | U.S. Treasuries (including strips)  |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $838071.00         | $510638.34         | U.S. Treasuries (including strips)  |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $1318999.00        | $1001430.21        | U.S. Treasuries (including strips)  |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $1194219.00        | $885101.38         | U.S. Treasuries (including strips)  |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $1541376.11        | $1087029.30        | U.S. Treasuries (including strips)  |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $512000.00         | $334565.38         | U.S. Treasuries (including strips)  |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $5.00              | $2.83              | U.S. Treasuries (including strips)  |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $12.00             | $6.50              | U.S. Treasuries (including strips)  |
| USTR          | 2038-11-15      | 0.0000%  | 0.0000% | $512000.00         | $281675.78         | U.S. Treasuries (including strips)  |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $512000.00         | $273445.89         | U.S. Treasuries (including strips)  |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $512000.00         | $264888.83         | U.S. Treasuries (including strips)  |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $842000.58         | $422701.97         | U.S. Treasuries (including strips)  |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $512000.00         | $241709.57         | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $11.00             | $4.16              | U.S. Treasuries (including strips)  |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $21.00             | $7.52              | U.S. Treasuries (including strips)  |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $2.11              | $0.73              | U.S. Treasuries (including strips)  |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $124.00            | $42.17             | U.S. Treasuries (including strips)  |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $0.98              | $0.33              | U.S. Treasuries (including strips)  |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $31.00             | $10.06             | U.S. Treasuries (including strips)  |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $26434900.00       | $26418142.32       | U.S. Treasuries (including strips)  |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $11.00             | $3.07              | U.S. Treasuries (including strips)  |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.24              | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $21.00             | $5.61              | U.S. Treasuries (including strips)  |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $2731000.00        | $1003541.45        | U.S. Treasuries (including strips)  |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $58.00             | $17.47             | U.S. Treasuries (including strips)  |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $79.00             | $22.61             | U.S. Treasuries (including strips)  |
| FMAC          | 2038-11-15      | 0.0000%  | 0.0000% | $18000.00          | $9870.12           | Agency Debentures and Agency Strips |
| FHLB          | 2027-02-25      | 2.0000%  | 0.0000% | $50000.00          | $49272.00          | Agency Debentures and Agency Strips |
| FCSB          | 2029-07-30      | 1.1200%  | 0.0000% | $5000.00           | $4570.68           | Agency Debentures and Agency Strips |
| FCSB          | 2026-05-08      | 4.7500%  | 0.0000% | $4000.00           | $4078.55           | Agency Debentures and Agency Strips |
| FCSB          | 2028-02-16      | 3.5000%  | 0.0000% | $22000.00          | $21874.67          | Agency Debentures and Agency Strips |
| FCSB          | 2028-03-27      | 3.8750%  | 0.0000% | $55034000.00       | $55016639.83       | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-13      | 2.2200%  | 0.0000% | $2000.00           | $1427.02           | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-13      | 2.1500%  | 0.0000% | $44000.00          | $30883.09          | Agency Debentures and Agency Strips |
| FMAC          | 2029-03-23      | 4.2500%  | 0.0000% | $43143000.00       | $43039562.26       | Agency Debentures and Agency Strips |
| FMAC          | 2031-02-12      | 4.2100%  | 0.0000% | $8933000.00        | $8908034.75        | Agency Debentures and Agency Strips |
| FMAC          | 2029-02-20      | 3.9000%  | 0.0000% | $45323000.00       | $45160592.58       | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-10      | 4.2300%  | 0.0000% | $16299000.00       | $16291054.24       | Agency Debentures and Agency Strips |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $949002.00         | $737509.31         | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $57.00             | $14.51             | U.S. Treasuries (including strips)  |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $9.00              | $2.24              | U.S. Treasuries (including strips)  |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $25.13             | $10.20             | U.S. Treasuries (including strips)  |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $931000.00         | $309114.34         | U.S. Treasuries (including strips)  |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $101.00            | $28.59             | U.S. Treasuries (including strips)  |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.24              | U.S. Treasuries (including strips)  |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $2.00              | $0.48              | U.S. Treasuries (including strips)  |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $1.00              | $0.24              | U.S. Treasuries (including strips)  |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $35.00             | $8.30              | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.23              | U.S. Treasuries (including strips)  |
| USTR          | 2055-11-15      | 0.0000%  | 0.0000% | $9.00              | $2.09              | U.S. Treasuries (including strips)  |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $137.01            | $31.59             | U.S. Treasuries (including strips)  |

### Security 12: Goldman Sachs & Co. LLC REPO 3.63 04/02/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.63 04/02/2026 3.630000%
- **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: 173183015, C.5 - Other ID: 1731830150
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $3800000.00        | $2682726.54        | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 3.0000%  | 0.0000% | $148000.00         | $16111.07          | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $3117000.00        | $2963880.26        | Agency Debentures and Agency Strips |
| FMAC          | 2034-01-01      | 6.0000%  | 0.0000% | $8265824.00        | $39733.88          | Agency Debentures and Agency Strips |
| FMAC          | 2033-03-01      | 3.5000%  | 0.0000% | $1557740.00        | $372193.53         | Agency Debentures and Agency Strips |
| FMAC          | 2044-01-01      | 4.0000%  | 0.0000% | $3950136.00        | $172853.47         | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $160922.00         | $36350.28          | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $21163.00          | $7444.34           | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.0000%  | 0.0000% | $383000.00         | $56954.36          | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.0000%  | 0.0000% | $202908.00         | $35238.42          | Agency Debentures and Agency Strips |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $1099990.00        | $141248.45         | Agency Debentures and Agency Strips |
| FMAC          | 2034-06-01      | 6.0000%  | 0.0000% | $2240000.00        | $24582.08          | Agency Debentures and Agency Strips |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $490000.00         | $10544.78          | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 5.5000%  | 0.0000% | $2731360.00        | $33295.24          | Agency Debentures and Agency Strips |
| FMAC          | 2030-02-01      | 3.0000%  | 0.0000% | $1145000.00        | $78271.04          | Agency Debentures and Agency Strips |
| FMAC          | 2036-04-01      | 6.0000%  | 0.0000% | $1421000.00        | $291027.96         | Agency Debentures and Agency Strips |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $566000.00         | $69253.05          | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 2.0000%  | 0.0000% | $855196.00         | $454081.94         | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $5458510.00        | $2264161.83        | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1675000.00        | $803743.62         | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $646332.28         | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 3.5000%  | 0.0000% | $1946178.00        | $536942.40         | Agency Debentures and Agency Strips |
| FMAC          | 2050-08-01      | 3.0000%  | 0.0000% | $66516.00          | $29966.56          | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $1561644.00        | $596918.96         | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 6.0000%  | 0.0000% | $2000000.00        | $5490.84           | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $510000.00         | $30311.68          | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 2.0000%  | 0.0000% | $160572.00         | $5506.75           | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $1836849.00        | $12181.72          | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 7.0000%  | 0.0000% | $2997820.00        | $13602.87          | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 6.0000%  | 0.0000% | $1900000.00        | $9224.77           | Agency Debentures and Agency Strips |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $158000.00         | $15619.39          | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  | 0.0000% | $314051.00         | $37056.33          | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $220531.00         | $39822.82          | Agency Debentures and Agency Strips |
| FNMA          | 2041-06-01      | 6.0000%  | 0.0000% | $39000.00          | $9194.33           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $800000.00         | $367761.93         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $16000.00          | $12935.04          | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2576590.00        | $2619043.01        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $1352228.00        | $1404375.32        | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $7250552.00        | $6276755.11        | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $339000.00         | $175829.53         | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $513378.00         | $289582.81         | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $22104.00          | $15171.57          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-02      | 3.0000%  | 0.0000% | $8098400.00        | $5547491.75        | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $28150016.00       | $20586876.21       | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $5198720.00        | $3825671.85        | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 6.0000%  | 0.0000% | $145000.00         | $11461.21          | Agency Debentures and Agency Strips |
| FNMA          | 2038-07-01      | 6.0000%  | 0.0000% | $4557880.00        | $288376.58         | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $7000000.00        | $632557.08         | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $15000.00          | $8704.91           | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $2008360.00        | $74578.39          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $2197016.00        | $2303809.92        | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 4.0000%  | 0.0000% | $6000.00           | $5444.99           | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $300000.00         | $239773.14         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $6718368.00        | $6735281.39        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $8727616.00        | $8887552.47        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $141111000.00      | $128028059.31      | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3060747.00        | $3121038.61        | Agency Debentures and Agency Strips |

### Security 13: TD SECURITIES INC REPO 3.64 04/02/2026

- **C.1 - Title:** TD SECURITIES INC REPO 3.64 04/02/2026 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173183015, C.5 - Other ID: 1731830152
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $99337169.00       | $72692228.03       | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $5025433.00        | $5139098.47        | Agency Debentures and Agency Strips |
| GNMA          | 2052-11-20      | 4.5000%  | 0.0000% | $3619000.00        | $2674946.80        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $5000000.00        | $3399569.85        | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $2579883.00        | $2624288.63        | Agency Debentures and Agency Strips |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $5984568.00        | $4991136.10        | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $3190681.00        | $3284180.80        | Agency Debentures and Agency Strips |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $3216184.00        | $3042603.91        | Agency Debentures and Agency Strips |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $4372188.00        | $4304183.22        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4460357.00        | $4581735.19        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3355568.00        | $3423200.59        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1281445.00        | $1323496.90        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2662945.00        | $2741933.24        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $4077664.00        | $4090673.74        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $4083216.00        | $4159209.81        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4381647.00        | $4512358.96        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $5049054.00        | $5146356.00        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $5049672.00        | $5149142.12        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2860497.00        | $2924524.46        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2517466.00        | $2561413.93        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $4667168.00        | $4806199.71        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3412936.00        | $3562913.22        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2671319.00        | $2759958.57        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $5061586.00        | $5155887.55        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3194403.00        | $3214476.03        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2612106.00        | $2699410.42        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3473026.00        | $3492369.60        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2740266.00        | $2796435.97        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $5002320.00        | $4981053.47        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4927435.00        | $4908906.20        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4974631.00        | $4953482.19        | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $4502679.00        | $4607272.92        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3623194.00        | $3690402.14        | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $4642637.00        | $4725498.65        | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4733963.00        | $4879453.61        | Agency Debentures and Agency Strips |

### Security 14: WELLS FARGO SECURITIES LLC REPO 3.65 04/02/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.65 04/02/2026 3.650000%
- **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: 173183015, C.5 - Other ID: 1731830154
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16957.35          | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $9000.00           | $6344.71           | Agency Debentures and Agency Strips |
| FNMA          | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $6753.80           | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $19140.84          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $85000.00          | $62109.30          | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.0000%  | 0.0000% | $4330868.00        | $356286.17         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 4.0000%  | 0.0000% | $24000.00          | $21914.44          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $236000.00         | $137599.09         | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1666755.00        | $1356855.13        | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $8000.00           | $993.52            | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $9181435.00        | $4547958.33        | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $19000.00          | $16193.56          | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $120571.22         | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $2450000.00        | $67843.96          | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $30164941.00       | $3469451.78        | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 5.0000%  | 0.0000% | $75000.00          | $544.23            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $28136000.00       | $25049716.07       | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 6.0000%  | 0.0000% | $2091945.00        | $1705914.71        | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 6.0000%  | 0.0000% | $1957664.00        | $1822601.34        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $5498667.00        | $5506883.71        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1042623.00        | $1071452.47        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1958349.00        | $1934854.66        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $4441344.00        | $4543619.66        | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 4.0000%  | 0.0000% | $5279791.00        | $792784.23         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $3497228.00        | $636084.97         | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 1.5000%  | 0.0000% | $467705.00         | $226051.15         | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $375000.00         | $206144.20         | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $316418.82         | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $794102.00         | $504593.71         | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 5.0000%  | 0.0000% | $94701.00          | $8841.15           | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 5.0000%  | 0.0000% | $1567000.00        | $797998.97         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $385534.50         | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $628500.00         | $501048.31         | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $84492146.00       | $83465031.34       | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 7.0000%  | 0.0000% | $2583594.00        | $2734613.68        | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $30000.00          | $3245.98           | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $67000.00          | $14844.51          | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $413000.00         | $359876.41         | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 5.0000%  | 0.0000% | $50000.00          | $583.32            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $166815.00         | $14169.29          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.0000%  | 0.0000% | $1959000.00        | $218015.99         | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 2.5000%  | 0.0000% | $534724.00         | $230783.58         | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $191813940.00      | $161823759.91      | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $970864.00         | $917016.18         | Agency Debentures and Agency Strips |

### Security 15: WELLS FARGO SECURITIES LLC REPO 3.67 04/01/2026

- **C.1 - Title:** WELLS FARGO SECURITIES LLC REPO 3.67 04/01/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185912, C.5 - Other ID: 1731859125
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $1476919619.00     | $1020000000.47     | Agency Debentures and Agency Strips |

### Security 16: Goldman Sachs & Co. LLC REPO 3.64 04/01/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.64 04/01/2026 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185912, C.5 - Other ID: 1731859126
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2040-12-15      | 5.0000%  | 0.0000% | $625830.00         | $17971.64          | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $67575000.00       | $6609777.69        | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $108353920.00      | $73217772.75       | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $11283220.00       | $11151260.85       | Agency Debentures and Agency Strips |
| GNMA          | 2033-09-15      | 5.0000%  | 0.0000% | $25511936.00       | $181460.14         | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6334000.00        | $4214219.74        | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $3192760.00        | $459557.33         | Agency Debentures and Agency Strips |
| FMAC          | 2033-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $1629620.17        | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $257718.00         | $195390.69         | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $21233472.00       | $15863783.00       | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $6100000.00        | $4725413.64        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $2551856.00        | $2344545.06        | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1078750.00        | $207001.91         | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $116000.00         | $98865.95          | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 5.0000%  | 0.0000% | $41430464.00       | $41107624.03       | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $56364416.00       | $51202602.21       | Agency Debentures and Agency Strips |
| GNMA          | 2048-03-20      | 3.0000%  | 0.0000% | $570306.00         | $31083.66          | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2150852.00        | $2026286.46        | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1293574.00        | $1382011.34        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $85041152.00       | $75715231.64       | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1140668.00        | $1173332.76        | Agency Debentures and Agency Strips |
| GNMA          | 2034-08-20      | 6.0000%  | 0.0000% | $785244.00         | $7682.45           | Agency Debentures and Agency Strips |
| GNMA          | 2038-01-20      | 6.0000%  | 0.0000% | $4650000.00        | $42654.31          | Agency Debentures and Agency Strips |
| GNMA          | 2039-09-15      | 4.0000%  | 0.0000% | $981050.00         | $59093.52          | Agency Debentures and Agency Strips |
| GNMA          | 2040-01-15      | 5.0000%  | 0.0000% | $81000.00          | $10308.39          | Agency Debentures and Agency Strips |
| GNMA          | 2041-09-15      | 4.0000%  | 0.0000% | $2042580.00        | $167014.35         | Agency Debentures and Agency Strips |
| GNMA          | 2041-11-15      | 4.0000%  | 0.0000% | $161715.00         | $10019.12          | Agency Debentures and Agency Strips |
| GNMA          | 2031-06-20      | 6.0000%  | 0.0000% | $3016488.00        | $5295.09           | Agency Debentures and Agency Strips |
| GNMA          | 2031-07-15      | 7.0000%  | 0.0000% | $64999424.00       | $60645.93          | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-20      | 7.0000%  | 0.0000% | $19987600.00       | $11673295.60       | Agency Debentures and Agency Strips |
| GNMA          | 2035-01-15      | 4.0000%  | 0.0000% | $4471832.00        | $384615.26         | Agency Debentures and Agency Strips |
| GNMA          | 2038-04-15      | 5.0000%  | 0.0000% | $308886.00         | $5285.03           | Agency Debentures and Agency Strips |
| GNMA          | 2029-05-15      | 6.5000%  | 0.0000% | $5009032.00        | $9641.57           | Agency Debentures and Agency Strips |
| GNMA          | 2038-09-15      | 6.0000%  | 0.0000% | $5579632.00        | $9636.75           | Agency Debentures and Agency Strips |

### Security 17: Bank of Montreal REPO 3.64 04/01/2026

- **C.1 - Title:** Bank of Montreal REPO 3.64 04/01/2026 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185912, C.5 - Other ID: 1731859127
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $5091500.00        | $5062497.13        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $106106900.00      | $105516668.84      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 3.6250%  | 0.0000% | $68867800.00       | $67920867.75       | U.S. Treasuries (including strips) |

### Security 18: CREDIT AGRICOLE SECURITIES USA INC REPO 3.65 04/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.65 04/01/2026 3.650000%
- **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: 173185912, C.5 - Other ID: 1731859128
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2054-09-01      | 5.5000%  | 0.0000% | $2089776.00        | $2065168.20        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1850000.00        | $1635416.17        | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1591246.00        | $1440370.08        | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $49999000.00       | $31748949.99       | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $3559672.00        | $2704838.15        | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $2078964.00        | $1564946.99        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $16778100.00       | $10491612.60       | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $20534400.00       | $17116042.73       | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $10466592.00       | $1962521.82        | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $3467888.00        | $3148385.70        | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1048.00           | $679.36            | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $2093596.00        | $1991159.52        | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1245772.00        | $975759.66         | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $534.06            | Agency Debentures and Agency Strips |
| FMAC          | 2044-05-01      | 5.5000%  | 0.0000% | $999000.00         | $582611.90         | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $6041592.00        | $889708.28         | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $624.43            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2868864.00        | $1875435.98        | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1921408.00        | $1236193.37        | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2612584.00        | $2626234.52        | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1421836.00        | $1517480.47        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $459800.00         | $481598.10         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $227079.00         | $240097.50         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.02           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $551792.00         | $572094.06         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $433457.00         | $455008.92         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 7.0000%  | 0.0000% | $372207.00         | $252276.07         | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $10967488.00       | $1985515.33        | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $3780892.00        | $919329.59         | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $5825160.00        | $2082228.03        | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $574284.00         | $398975.16         | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $2585032.00        | $2690969.20        | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $678.79            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $4998000.00        | $2823261.12        | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $583.11            | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1299000.00        | $1069810.65        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $874.12            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $2760476.00        | $2484845.00        | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $899.44            | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $251313.00         | $264491.11         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.10           | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $2301136.00        | $2415379.15        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $43398.00          | $44940.36          | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1004.00           | $838.00            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $18291747.00       | $17638545.29       | Agency Debentures and Agency Strips |

### Security 19: CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 04/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185912, C.5 - Other ID: 1731859129
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $530.79            | Agency Debentures and Agency Strips |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $193800.00         | $174365.35         | U.S. Treasuries (including strips)  |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $232634048.00      | $127218711.04      | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $10528199.00       | $2461541.64        | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $139381000.00      | $46096239.71       | Agency Debentures and Agency Strips |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $59569100.00       | $62566466.16       | U.S. Treasuries (including strips)  |
| GNMA          | 2044-09-20      | 4.0000%  | 0.0000% | $5699.00           | $358.93            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $230787.00         | $166165.66         | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $695.68            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $907.87            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $625.32            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $541.20            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $1271112.00        | $481095.00         | Agency Debentures and Agency Strips |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $5752.00           | $2704.23           | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1008.00           | $189.00            | Agency Debentures and Agency Strips |
| FMAC          | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $189.32            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $904933.00         | $759935.66         | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $230797.00         | $134666.95         | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $951.07            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $783.26            | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $1024.00           | $534.06            | Agency Debentures and Agency Strips |
| FMAC          | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $583.20            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $14190944.00       | $9466952.78        | Agency Debentures and Agency Strips |
| FMAC          | 2038-07-01      | 5.0000%  | 0.0000% | $1308980.00        | $863371.49         | Agency Debentures and Agency Strips |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $114.39            | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1004.00           | $147.85            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $653.72            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $643.38            | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $5953.00           | $6440.37           | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $6800176.00        | $6380258.46        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.33           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $385729.00         | $405796.05         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.72           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $528.92            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2534174.00        | $2276571.10        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.98           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $14175998.00       | $6185676.04        | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $30726.00          | $15315.86          | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $823.56            | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1606000.00        | $1128715.84        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $21628736.00       | $18462945.07       | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $900.15            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1214692.00        | $1250628.13        | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1003.00           | $1046.18           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1392.00           | $1161.85           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $14732440.00       | $11194187.27       | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $23022320.00       | $22961195.20       | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $1016480.00        | $437094.99         | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $539.45            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $646.17            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1142307.00        | $801631.94         | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 4.0000%  | 0.0000% | $1048000.00        | $159629.96         | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $3400000.00        | $305919.53         | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $207451786.00      | $175016622.94      | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $934.09            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $2783595.00        | $2560394.83        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $978.35            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $231468.00         | $244484.30         | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $1001.00           | $1067.47           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $416638.00         | $436342.44         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $1002.00           | $1054.68           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1001.00           | $1049.32           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $2280317.00        | $2281746.19        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.71           | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $998237.00         | $1035559.85        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.84           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.36           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.56           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 7.5000%  | 0.0000% | $1881020.00        | $2034602.31        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $2611920.00        | $2808907.08        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $27591.00          | $29094.55          | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $191446.00         | $193782.19         | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $409318.00         | $431038.60         | Agency Debentures and Agency Strips |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $989.10            | U.S. Treasuries (including strips)  |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $530000.00         | $534674.31         | U.S. Treasuries (including strips)  |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $1000.00           | $1004.17           | U.S. Treasuries (including strips)  |

### Security 20: CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 04/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859130
- **C.18 - Value (incl. sponsor support):** $67000000.00
- **C.18.a - Value (excl. sponsor support):** $67000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.08             | U.S. Treasuries (including strips)  |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $16629600.00       | $16886714.01       | U.S. Treasuries (including strips)  |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $1996800.00        | $2040123.17        | U.S. Treasuries (including strips)  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $886.19            | Agency Debentures and Agency Strips |
| USTR          | 2055-02-15      | 2.3750%  | 0.0000% | $200.00            | $192.17            | U.S. Treasuries (including strips)  |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $713500.00         | $661086.68         | U.S. Treasuries (including strips)  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $10481.00          | $7864.33           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1286210.00        | $1188089.97        | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1023.00           | $920.13            | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $476.20            | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $488.60            | Agency Debentures and Agency Strips |
| GNMA          | 2053-03-20      | 5.0000%  | 0.0000% | $4522632.00        | $3353603.55        | Agency Debentures and Agency Strips |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $3973100.00        | $3970057.42        | U.S. Treasuries (including strips)  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1054.00           | $748.30            | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $301720.00         | $261040.83         | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $915.13            | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1360.00           | $1074.23           | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $14346880.00       | $8214818.03        | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $12935020.00       | $10053499.66       | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $2865000.00        | $2094410.86        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $899.29            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1536.00           | $1295.40           | Agency Debentures and Agency Strips |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $800.00            | $831.08            | U.S. Treasuries (including strips)  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.43            | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1565656.00        | $1468732.19        | Agency Debentures and Agency Strips |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $84.20             | U.S. Treasuries (including strips)  |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $608.39            | Agency Debentures and Agency Strips |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $300.00            | $404.95            | U.S. Treasuries (including strips)  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $1024.00           | $638.06            | Agency Debentures and Agency Strips |
| USTR          | 2030-12-31      | 3.6250%  | 0.0000% | $600.00            | $596.40            | U.S. Treasuries (including strips)  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1777.00           | $333.19            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1131.00           | $867.46            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1023.00           | $1039.90           | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1006063.00        | $1051029.66        | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $726998.00         | $541146.51         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $994376.00         | $1018243.07        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $425417.00         | $420235.16         | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.65           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $584708.00         | $354398.58         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $578908.00         | $607730.89         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $3587124.00        | $3201649.68        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1022.00           | $1017.73           | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $1832518.00        | $1910443.97        | Agency Debentures and Agency Strips |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $2368.00           | $316.50            | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $586.17            | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 3.0000%  | 0.0000% | $14855640.00       | $9005324.96        | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $1002.00           | $668.04            | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $187.90            | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $2000.00           | $668.77            | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $1000.00           | $511.63            | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $554.25            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $402.89            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $831.69            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $714.57            | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1054.49           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.77           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.74           | Agency Debentures and Agency Strips |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $2000.00           | $1974.68           | Agency Debentures and Agency Strips |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $2024.00           | $1638.60           | Agency Debentures and Agency Strips |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1076.00           | $575.69            | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1024.00           | $49.14             | Agency Debentures and Agency Strips |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $1028.00           | $87.93             | Agency Debentures and Agency Strips |
| GNMA          | 2039-07-15      | 5.5000%  | 0.0000% | $6435.00           | $558.27            | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-15      | 5.5000%  | 0.0000% | $1000.00           | $31.38             | Agency Debentures and Agency Strips |

### Security 21: CITIGROUP GLOBAL MARKETS INC REPO 3.66 04/01/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859131
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $46900.00          | $50061.68          | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $1100.00           | $964.10            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $6760900.00        | $6862720.26        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 3.5000%  | 0.0000% | $87800.00          | $86224.72          | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 3.8750%  | 0.0000% | $351649200.00      | $349999965.25      | U.S. Treasuries (including strips) |

### Security 22: CITIGROUP GLOBAL MARKETS INC REPO 3.66 04/01/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859132
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-01-01      | 3.0000%  | 0.0000% | $18000.00          | $6260.96           | Agency Debentures and Agency Strips |
| FMAC          | 2035-10-01      | 2.5000%  | 0.0000% | $38000.00          | $13520.43          | Agency Debentures and Agency Strips |
| FMAC          | 2044-01-01      | 3.5000%  | 0.0000% | $106688.00         | $18344.79          | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $13000.00          | $7988.75           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 5.0000%  | 0.0000% | $82100.00          | $5903.74           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $3115.26           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $10000.00          | $7412.96           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $20000.00          | $15230.31          | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $10000.00          | $8046.45           | Agency Debentures and Agency Strips |
| FMAC          | 2049-01-01      | 4.0000%  | 0.0000% | $138000.00         | $8534.59           | Agency Debentures and Agency Strips |
| FMAC          | 2040-01-01      | 6.0000%  | 0.0000% | $11000.00          | $6094.54           | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1851.59           | Agency Debentures and Agency Strips |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $60000.00          | $11577.60          | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $4000.00           | $589.65            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1058.70           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.5000%  | 0.0000% | $67000.00          | $20746.93          | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $38000.00          | $22204.92          | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.5000%  | 0.0000% | $381764.00         | $1167.49           | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $54000.00          | $8827.65           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $16000.00          | $11494.57          | Agency Debentures and Agency Strips |
| FMAC          | 2033-01-01      | 3.0000%  | 0.0000% | $68000.00          | $7526.12           | Agency Debentures and Agency Strips |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $14000.00          | $600.39            | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $25000.00          | $14944.81          | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $3000.00           | $487.58            | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $179401.00         | $20113.85          | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $397.64            | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 4.5000%  | 0.0000% | $23000.00          | $2433.88           | Agency Debentures and Agency Strips |
| FNMA          | 2036-10-01      | 5.0000%  | 0.0000% | $2440000.00        | $24576.64          | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $244.58            | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 3.0000%  | 0.0000% | $20000.00          | $16509.65          | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $45000.00          | $6168.78           | Agency Debentures and Agency Strips |
| FNMA          | 2044-11-01      | 5.0000%  | 0.0000% | $2000.00           | $962.73            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $155980.00         | $15935.95          | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $30000.00          | $17546.55          | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $35000.00          | $6023.51           | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $13000.00          | $11465.18          | Agency Debentures and Agency Strips |
| FMAC          | 2044-05-01      | 3.5000%  | 0.0000% | $57524.00          | $5696.57           | Agency Debentures and Agency Strips |
| FMAC          | 2044-07-01      | 3.5000%  | 0.0000% | $42532.00          | $8693.10           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2047.84           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $19000.00          | $14570.55          | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 3.5000%  | 0.0000% | $61000.00          | $6929.31           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $3000.00           | $1680.50           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $10000.00          | $6157.49           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1283.94           | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3164.45           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $16000.00          | $12035.38          | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $29000.00          | $21588.23          | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $25710.00          | $24630.23          | Agency Debentures and Agency Strips |
| FMAC          | 2027-10-01      | 2.5000%  | 0.0000% | $752901.00         | $18265.70          | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 7.0000%  | 0.0000% | $3845767.00        | $24490.92          | Agency Debentures and Agency Strips |
| FMAC          | 2039-11-01      | 4.0000%  | 0.0000% | $430000.00         | $21466.00          | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 5.5000%  | 0.0000% | $1425000.00        | $23213.46          | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $43000.00          | $5129.55           | Agency Debentures and Agency Strips |
| FMAC          | 2043-10-01      | 4.0000%  | 0.0000% | $410000.00         | $23047.13          | Agency Debentures and Agency Strips |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $156.73            | Agency Debentures and Agency Strips |
| FMAC          | 2046-10-01      | 4.0000%  | 0.0000% | $185000.00         | $23024.95          | Agency Debentures and Agency Strips |
| FMAC          | 2033-11-01      | 3.5000%  | 0.0000% | $114000.00         | $9344.59           | Agency Debentures and Agency Strips |
| FMAC          | 2028-04-01      | 5.0000%  | 0.0000% | $5678267.00        | $10603.60          | Agency Debentures and Agency Strips |
| FMAC          | 2028-05-01      | 5.0000%  | 0.0000% | $4477715.00        | $7981.98           | Agency Debentures and Agency Strips |
| FMAC          | 2027-01-01      | 3.0000%  | 0.0000% | $3337960.00        | $13003.83          | Agency Debentures and Agency Strips |
| FMAC          | 2039-02-01      | 4.5000%  | 0.0000% | $2241109.00        | $21211.40          | Agency Debentures and Agency Strips |
| FMAC          | 2027-09-01      | 2.5000%  | 0.0000% | $1266590.00        | $17785.08          | Agency Debentures and Agency Strips |
| FMAC          | 2033-11-01      | 3.5000%  | 0.0000% | $57000.00          | $12718.44          | Agency Debentures and Agency Strips |
| FMAC          | 2034-04-01      | 3.5000%  | 0.0000% | $101000.00         | $12183.04          | Agency Debentures and Agency Strips |
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $2186496.00        | $20968.35          | Agency Debentures and Agency Strips |
| FMAC          | 2026-12-01      | 3.0000%  | 0.0000% | $6760.00           | $35.78             | Agency Debentures and Agency Strips |
| FMAC          | 2029-01-01      | 3.5000%  | 0.0000% | $500000.00         | $24926.61          | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 3.5000%  | 0.0000% | $320000.00         | $21418.17          | Agency Debentures and Agency Strips |
| FMAC          | 2043-11-01      | 4.5000%  | 0.0000% | $175000.00         | $24799.27          | Agency Debentures and Agency Strips |
| FMAC          | 2032-10-01      | 3.5000%  | 0.0000% | $150000.00         | $8324.88           | Agency Debentures and Agency Strips |
| FMAC          | 2034-02-01      | 3.5000%  | 0.0000% | $1000.00           | $75.10             | Agency Debentures and Agency Strips |
| FMAC          | 2038-03-01      | 3.5000%  | 0.0000% | $32332.00          | $4823.37           | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.0000%  | 0.0000% | $258644.00         | $24036.57          | Agency Debentures and Agency Strips |
| FMAC          | 2028-12-01      | 3.0000%  | 0.0000% | $600000.00         | $22525.13          | Agency Debentures and Agency Strips |
| FMAC          | 2033-01-01      | 2.0000%  | 0.0000% | $101390.00         | $24277.31          | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $9000.00           | $694.93            | Agency Debentures and Agency Strips |
| FMAC          | 2032-05-01      | 7.0000%  | 0.0000% | $6200000.00        | $23151.11          | Agency Debentures and Agency Strips |
| FMAC          | 2038-04-01      | 5.5000%  | 0.0000% | $4096711.00        | $24731.62          | Agency Debentures and Agency Strips |
| FMAC          | 2038-08-01      | 5.5000%  | 0.0000% | $2517190.00        | $23827.29          | Agency Debentures and Agency Strips |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $1800382.00        | $23032.93          | Agency Debentures and Agency Strips |
| FMAC          | 2027-04-01      | 3.0000%  | 0.0000% | $1300000.00        | $11022.52          | Agency Debentures and Agency Strips |
| FMAC          | 2041-06-01      | 5.5000%  | 0.0000% | $92000.00          | $22671.27          | Agency Debentures and Agency Strips |
| FMAC          | 2034-03-01      | 3.5000%  | 0.0000% | $242000.00         | $18800.75          | Agency Debentures and Agency Strips |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $28000.00          | $2586.51           | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 3.0000%  | 0.0000% | $40000.00          | $22520.51          | Agency Debentures and Agency Strips |
| FMAC          | 2034-05-01      | 3.5000%  | 0.0000% | $59000.00          | $7006.18           | Agency Debentures and Agency Strips |
| FMAC          | 2034-04-01      | 3.5000%  | 0.0000% | $23000.00          | $4481.78           | Agency Debentures and Agency Strips |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $31121.00          | $14980.50          | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $7000.00           | $4007.78           | Agency Debentures and Agency Strips |
| FMAC          | 2039-02-01      | 5.0000%  | 0.0000% | $27000.00          | $15215.65          | Agency Debentures and Agency Strips |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $5000.00           | $3380.26           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1413.93           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  | 0.0000% | $18000.00          | $13412.48          | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $7433.36           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7836.97           | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $27585.00          | $24503.33          | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  | 0.0000% | $5000.00           | $4117.59           | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $48000.00          | $5727.89           | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $23000.00          | $3865.09           | Agency Debentures and Agency Strips |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $33000.00          | $5838.48           | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $9000.00           | $4500.17           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 2.0000%  | 0.0000% | $6000.00           | $3998.78           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $3787.09           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $14000.00          | $10598.15          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3809.88           | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $722.54            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $18000.00          | $13265.73          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $20000.00          | $12930.96          | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1535.81           | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 4.0000%  | 0.0000% | $16000.00          | $12831.11          | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2635.72           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1820.01           | Agency Debentures and Agency Strips |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $225000.00         | $23733.50          | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 4.5000%  | 0.0000% | $92728.00          | $6834.85           | Agency Debentures and Agency Strips |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $235000.00         | $24878.91          | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $173000.00         | $13677.89          | Agency Debentures and Agency Strips |
| FMAC          | 2043-10-01      | 4.0000%  | 0.0000% | $225000.00         | $23120.23          | Agency Debentures and Agency Strips |
| FMAC          | 2044-12-01      | 4.5000%  | 0.0000% | $73000.00          | $5495.46           | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 5.6250%  | 0.0000% | $443760.00         | $24238.68          | Agency Debentures and Agency Strips |
| FMAC          | 2050-02-01      | 3.0000%  | 0.0000% | $38500.00          | $19647.88          | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $27968.00          | $21181.91          | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $28708.00          | $19156.84          | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $80000.00          | $13299.47          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $34000.00          | $10804.41          | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $836.62            | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $675.79            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $19204.79          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4553.80           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $8300.00           | $5716.98           | Agency Debentures and Agency Strips |
| FMAC          | 2031-06-01      | 1.5000%  | 0.0000% | $60000.00          | $21307.50          | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.0000%  | 0.0000% | $45000.00          | $22554.10          | Agency Debentures and Agency Strips |
| FMAC          | 2028-09-01      | 2.5000%  | 0.0000% | $200000.00         | $17325.32          | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $33594.00          | $24532.45          | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 7.0000%  | 0.0000% | $11904811.00       | $3434.08           | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 7.5000%  | 0.0000% | $200000.00         | $17.45             | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 7.0000%  | 0.0000% | $12000.00          | $1.81              | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 4.5000%  | 0.0000% | $672178.00         | $18708.67          | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $22000.00          | $3601.77           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2117.97           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $35000.00          | $20173.69          | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $5000.00           | $4205.18           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $110000.00         | $16325.76          | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $13000.00          | $2689.62           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.5000%  | 0.0000% | $49000.00          | $20612.91          | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.38            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2312.69           | Agency Debentures and Agency Strips |
| FNMA          | 2037-12-01      | 7.0000%  | 0.0000% | $100000.00         | $858.03            | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $60000.00          | $8092.71           | Agency Debentures and Agency Strips |
| FNMA          | 2048-04-01      | 3.5000%  | 0.0000% | $2000.00           | $246.60            | Agency Debentures and Agency Strips |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $186000.00         | $24330.82          | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $4000.00           | $2351.97           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4882.41           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $31000.00          | $23101.76          | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $17000.00          | $13596.97          | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $10000.00          | $8285.96           | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.0000%  | 0.0000% | $26000.00          | $23189.61          | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $916.14            | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $19530.14          | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $25000.00          | $2226.33           | Agency Debentures and Agency Strips |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $155000.00         | $14470.29          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $591.69            | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  | 0.0000% | $106000.00         | $20037.19          | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.5000%  | 0.0000% | $200000.00         | $24535.65          | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $10200573.00       | $7094129.06        | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3204.07           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $4000.00           | $2801.10           | Agency Debentures and Agency Strips |
| FNMA          | 2026-07-01      | 5.0000%  | 0.0000% | $460000.00         | $68.95             | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 5.5000%  | 0.0000% | $1900118.00        | $14772.76          | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $60000.00          | $17586.62          | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $183000.00         | $13952.17          | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $16598.00          | $3473.33           | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 4.0000%  | 0.0000% | $10000.00          | $8147.87           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $3000.00           | $803.67            | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 5.5000%  | 0.0000% | $1339588.00        | $18816.09          | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $127000.00         | $12883.94          | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $111998.00         | $12553.80          | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $852.66            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $8259.00           | $6203.71           | Agency Debentures and Agency Strips |
| FMAC          | 2027-10-20      | 8.5000%  | 0.0000% | $4243476.00        | $812.83            | Agency Debentures and Agency Strips |
| FMAC          | 2027-08-20      | 8.0000%  | 0.0000% | $2251745.00        | $2994.77           | Agency Debentures and Agency Strips |
| FMAC          | 2030-11-15      | 8.0000%  | 0.0000% | $2786337.00        | $6856.41           | Agency Debentures and Agency Strips |
| FMAC          | 2027-10-20      | 6.2000%  | 0.0000% | $4990605.00        | $2930.96           | Agency Debentures and Agency Strips |
| FMAC          | 2039-01-15      | 7.0000%  | 0.0000% | $1128123.00        | $12177.88          | Agency Debentures and Agency Strips |
| FMAC          | 2039-02-20      | 7.0000%  | 0.0000% | $202033.00         | $18745.07          | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $188.52            | Agency Debentures and Agency Strips |
| FNMA          | 2032-09-01      | 7.5000%  | 0.0000% | $608520.00         | $1013.18           | Agency Debentures and Agency Strips |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $2685663.00        | $21774.10          | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $15000.00          | $13046.16          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $7000.00           | $970.18            | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $13000.00          | $2318.99           | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 6.0000%  | 0.0000% | $1630000.00        | $24453.74          | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $119553.00         | $10019.51          | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1308.06           | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $14000.00          | $8196.32           | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $6000.00           | $4232.27           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 3.5000%  | 0.0000% | $36000.00          | $2051.95           | Agency Debentures and Agency Strips |
| GNMA          | 2063-04-20      | 4.0150%  | 0.0000% | $590000.00         | $16854.73          | Agency Debentures and Agency Strips |
| GNMA          | 2062-11-15      | 2.7400%  | 0.0000% | $500000.00         | $423247.97         | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-15      | 2.6500%  | 0.0000% | $500000.00         | $421183.24         | Agency Debentures and Agency Strips |
| GNMA          | 2064-03-15      | 2.8000%  | 0.0000% | $500000.00         | $405748.49         | Agency Debentures and Agency Strips |
| GNMA          | 2064-02-15      | 2.4000%  | 0.0000% | $500000.00         | $398490.36         | Agency Debentures and Agency Strips |
| GNMA          | 2064-02-15      | 2.5000%  | 0.0000% | $250000.00         | $207817.62         | Agency Debentures and Agency Strips |
| GNMA          | 2063-10-15      | 2.6200%  | 0.0000% | $500000.00         | $419088.13         | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-15      | 2.7000%  | 0.0000% | $500000.00         | $422614.92         | Agency Debentures and Agency Strips |
| GNMA          | 2063-11-15      | 3.6900%  | 0.0000% | $3500000.00        | $3183480.34        | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-15      | 2.6400%  | 0.0000% | $500000.00         | $420422.72         | Agency Debentures and Agency Strips |
| GNMA          | 2063-12-15      | 2.7000%  | 0.0000% | $100000.00         | $84441.36          | Agency Debentures and Agency Strips |
| GNMA          | 2063-11-15      | 2.9200%  | 0.0000% | $100000.00         | $85819.55          | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-15      | 2.7000%  | 0.0000% | $100000.00         | $84547.68          | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-15      | 2.9000%  | 0.0000% | $500000.00         | $428832.70         | Agency Debentures and Agency Strips |
| GNMA          | 2064-07-15      | 2.9000%  | 0.0000% | $500000.00         | $428929.03         | Agency Debentures and Agency Strips |
| GNMA          | 2064-01-15      | 2.7400%  | 0.0000% | $500000.00         | $422282.18         | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-15      | 4.0300%  | 0.0000% | $375000.00         | $349152.79         | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-20      | 5.2000%  | 0.0000% | $63227.00          | $26.77             | Agency Debentures and Agency Strips |
| GNMA          | 2074-12-20      | 4.5420%  | 0.0000% | $450578.00         | $320864.84         | Agency Debentures and Agency Strips |
| GNMA          | 2075-03-20      | 4.1600%  | 0.0000% | $621117.00         | $556165.71         | Agency Debentures and Agency Strips |
| GNMA          | 2075-06-20      | 4.2960%  | 0.0000% | $1161281.00        | $717563.76         | Agency Debentures and Agency Strips |
| GNMA          | 2040-07-15      | 6.1100%  | 0.0000% | $1067600.00        | $1108377.23        | Agency Debentures and Agency Strips |
| GNMA          | 2064-02-20      | 5.2000%  | 0.0000% | $145000.00         | $45.94             | Agency Debentures and Agency Strips |
| GNMA          | 2062-04-20      | 4.7000%  | 0.0000% | $2450000.00        | $15755.09          | Agency Debentures and Agency Strips |
| GNMA          | 2059-09-20      | 5.6850%  | 0.0000% | $100000.00         | $1.20              | Agency Debentures and Agency Strips |
| FMAC          | 2032-04-01      | 7.0000%  | 0.0000% | $18771968.00       | $13388.14          | Agency Debentures and Agency Strips |
| FMAC          | 2033-02-01      | 3.5000%  | 0.0000% | $14000.00          | $2085.42           | Agency Debentures and Agency Strips |
| FMAC          | 2040-04-01      | 4.5000%  | 0.0000% | $8000.00           | $6490.02           | Agency Debentures and Agency Strips |
| FMAC          | 2036-02-01      | 2.0000%  | 0.0000% | $31962.00          | $13831.20          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $653.89            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2193.36           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $12000.00          | $8816.79           | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $12000.00          | $5274.32           | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $25000.00          | $14749.23          | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $35000.00          | $18803.13          | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2859.01           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $14000.00          | $10010.58          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 2.5000%  | 0.0000% | $25000.00          | $17320.31          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.0000%  | 0.0000% | $4000.00           | $2819.42           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $12000.00          | $9045.17           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $20000.00          | $12341.78          | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3126.04           | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1885.64           | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $10000.00          | $6904.85           | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $28.99             | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 3.5000%  | 0.0000% | $67000.00          | $4029.02           | Agency Debentures and Agency Strips |
| FNMA          | 2042-09-01      | 4.5000%  | 0.0000% | $8000.00           | $954.97            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 4.5000%  | 0.0000% | $56000.00          | $13473.22          | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 3.5000%  | 0.0000% | $34000.00          | $3401.58           | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 1.5000%  | 0.0000% | $28445.00          | $14579.45          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $266.28            | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 3.5000%  | 0.0000% | $14911.00          | $4705.69           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9005.20           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $17822.00          | $11567.60          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $26000.00          | $18189.74          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1678.91           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $29000.00          | $18234.67          | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $15000.00          | $9276.20           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $698.75            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1352.70           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.0000%  | 0.0000% | $7000.00           | $5592.73           | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $14000.00          | $1695.18           | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $89000.00          | $11871.30          | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3034.16           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4082.55           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $8230.00           | $6131.96           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2392.90           | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $809.33            | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 5.5000%  | 0.0000% | $7000.00           | $3674.36           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $12000.00          | $10754.37          | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1845.08           | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 3.5000%  | 0.0000% | $130000.00         | $9000.78           | Agency Debentures and Agency Strips |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $22000.00          | $14303.19          | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $25000.00          | $6007.97           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1438.05           | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  | 0.0000% | $7000.00           | $418.12            | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 4.5000%  | 0.0000% | $1000.00           | $98.99             | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $38832.00          | $6608.95           | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $87000.00          | $22034.96          | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $30989.00          | $20728.85          | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1438.84           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3209.06           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $17000.00          | $12108.87          | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5790.64           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $11000.00          | $7858.69           | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $7000.00           | $604.76            | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1708.77           | Agency Debentures and Agency Strips |
| FNMA          | 2037-12-01      | 3.5000%  | 0.0000% | $19000.00          | $11177.33          | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $18000.00          | $13247.50          | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 5.0000%  | 0.0000% | $14000.00          | $10168.32          | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 5.5000%  | 0.0000% | $13000.00          | $10948.34          | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $11000.00          | $7400.17           | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 4.5000%  | 0.0000% | $21000.00          | $4478.31           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2418.78           | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $790.37            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 4.0000%  | 0.0000% | $6000.00           | $3685.00           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.0000%  | 0.0000% | $775000.00         | $3798.59           | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $210.79            | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.8200%  | 0.0000% | $5633000.00        | $5933787.81        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.2200%  | 0.0000% | $500000.00         | $506295.11         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.6500%  | 0.0000% | $1025723.00        | $1063998.86        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $934375.00         | $973339.07         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.5300%  | 0.0000% | $250000.00         | $258203.78         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.5300%  | 0.0000% | $1179259.00        | $1217956.52        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.6900%  | 0.0000% | $3614100.00        | $3780778.41        | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.9200%  | 0.0000% | $1773291.00        | $1880717.76        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.3300%  | 0.0000% | $625100.00         | $633204.18         | Agency Debentures and Agency Strips |
| FMAC          | 2033-07-01      | 3.0000%  | 0.0000% | $86000.00          | $7192.36           | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.5000%  | 0.0000% | $1350600.00        | $1270.72           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $13000.00          | $7146.24           | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 3.5000%  | 0.0000% | $3000.00           | $250.65            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  | 0.0000% | $36000.00          | $3614.09           | Agency Debentures and Agency Strips |
| GNMA          | 2060-08-15      | 4.5000%  | 0.0000% | $209173.00         | $202973.83         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 4.5300%  | 0.0000% | $227450.00         | $219981.73         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $968500.00         | $984711.00         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $408500.00         | $415337.58         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $806750.00         | $820253.59         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 6.0000%  | 0.0000% | $5715461.00        | $5977598.28        | Agency Debentures and Agency Strips |
| FMAC          | 2038-09-01      | 6.0000%  | 0.0000% | $449811.00         | $9980.88           | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $826.61            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $751.06            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 4.5000%  | 0.0000% | $9000.00           | $8211.21           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $855.03            | Agency Debentures and Agency Strips |
| FMAC          | 2027-09-01      | 3.0000%  | 0.0000% | $431000.00         | $5841.07           | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4728.54           | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $1543628.00        | $5015.71           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 3.0000%  | 0.0000% | $500000.00         | $20491.41          | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 4.0000%  | 0.0000% | $112000.00         | $4381.56           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $13000.00          | $6345.97           | Agency Debentures and Agency Strips |
| GNMA          | 2063-04-20      | 4.6300%  | 0.0000% | $386162.00         | $117.56            | Agency Debentures and Agency Strips |
| GNMA          | 2064-06-20      | 4.7790%  | 0.0000% | $110460.00         | $48.09             | Agency Debentures and Agency Strips |
| GNMA          | 2064-12-20      | 4.2040%  | 0.0000% | $710026.00         | $2681.62           | Agency Debentures and Agency Strips |
| GNMA          | 2065-10-20      | 4.6570%  | 0.0000% | $1000000.00        | $26511.99          | Agency Debentures and Agency Strips |
| GNMA          | 2067-05-15      | 9.9500%  | 0.0000% | $16908099.00       | $17213943.97       | Agency Debentures and Agency Strips |
| GNMA          | 2075-10-20      | 4.1730%  | 0.0000% | $548915.00         | $481260.41         | Agency Debentures and Agency Strips |
| GNMA          | 2075-11-20      | 4.2070%  | 0.0000% | $661694.00         | $608862.11         | Agency Debentures and Agency Strips |
| GNMA          | 2066-01-20      | 4.6860%  | 0.0000% | $712689.00         | $6029.70           | Agency Debentures and Agency Strips |
| GNMA          | 2066-11-20      | 4.4590%  | 0.0000% | $550000.00         | $58078.05          | Agency Debentures and Agency Strips |
| GNMA          | 2066-07-20      | 4.3900%  | 0.0000% | $150000.00         | $8494.89           | Agency Debentures and Agency Strips |
| GNMA          | 2067-01-20      | 4.5660%  | 0.0000% | $95000.00          | $21307.88          | Agency Debentures and Agency Strips |
| GNMA          | 2067-02-20      | 4.5650%  | 0.0000% | $700000.00         | $93274.72          | Agency Debentures and Agency Strips |
| GNMA          | 2067-02-20      | 4.6780%  | 0.0000% | $135000.00         | $17388.72          | Agency Debentures and Agency Strips |
| GNMA          | 2064-09-20      | 5.2000%  | 0.0000% | $100000.00         | $33.93             | Agency Debentures and Agency Strips |
| GNMA          | 2072-05-20      | 4.5930%  | 0.0000% | $3000000.00        | $2764576.80        | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $15000.00          | $10957.27          | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 7.0000%  | 0.0000% | $1061322.00        | $3530.56           | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 5.5000%  | 0.0000% | $1250000.00        | $7217.03           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $28773.00          | $14826.78          | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $12000.00          | $7582.02           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $29000.00          | $19833.28          | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $27233.00          | $21359.18          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.0000%  | 0.0000% | $61000.00          | $5999.37           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $13000.00          | $9438.46           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  | 0.0000% | $23999.00          | $20819.79          | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 4.3600%  | 0.0000% | $3388700.00        | $3241807.10        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $1000000.00        | $1007586.01        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $1000000.00        | $1007585.97        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $787500.00         | $793473.99         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $1000000.00        | $1007586.01        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $597500.00         | $602032.62         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.1500%  | 0.0000% | $392500.00         | $397005.61         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $478750.00         | $486763.44         | Agency Debentures and Agency Strips |
| FMAC          | 2037-12-01      | 5.0000%  | 0.0000% | $4000000.00        | $11821.53          | Agency Debentures and Agency Strips |
| FMAC          | 2028-02-01      | 6.5000%  | 0.0000% | $50482176.00       | $6464.28           | Agency Debentures and Agency Strips |
| FMAC          | 2031-12-01      | 6.5000%  | 0.0000% | $1364246.00        | $8909.65           | Agency Debentures and Agency Strips |
| FMAC          | 2035-02-01      | 5.5000%  | 0.0000% | $1200000.00        | $10329.26          | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-01      | 7.0000%  | 0.0000% | $702000.00         | $1647.81           | Agency Debentures and Agency Strips |
| FMAC          | 2033-05-01      | 6.0000%  | 0.0000% | $4400000.00        | $12576.55          | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 5.6000%  | 0.0000% | $608923.00         | $21250.11          | Agency Debentures and Agency Strips |
| FMAC          | 2037-10-01      | 5.6000%  | 0.0000% | $2476126.00        | $8212.88           | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 7.0000%  | 0.0000% | $1902365.00        | $5206.56           | Agency Debentures and Agency Strips |
| FMAC          | 2032-09-01      | 5.5000%  | 0.0000% | $1125000.00        | $6755.88           | Agency Debentures and Agency Strips |
| FMAC          | 2035-12-01      | 5.5000%  | 0.0000% | $346259.00         | $5280.08           | Agency Debentures and Agency Strips |
| FMAC          | 2026-11-01      | 6.5000%  | 0.0000% | $1090490.00        | $5704.27           | Agency Debentures and Agency Strips |
| FMAC          | 2027-01-01      | 6.5000%  | 0.0000% | $974680.00         | $7449.71           | Agency Debentures and Agency Strips |
| FMAC          | 2029-04-01      | 5.0000%  | 0.0000% | $2686018.00        | $23388.09          | Agency Debentures and Agency Strips |
| FMAC          | 2035-07-01      | 5.0000%  | 0.0000% | $210502.00         | $5589.85           | Agency Debentures and Agency Strips |
| FMAC          | 2036-07-01      | 7.0000%  | 0.0000% | $297657.00         | $7804.38           | Agency Debentures and Agency Strips |
| FMAC          | 2036-08-01      | 6.0000%  | 0.0000% | $985000.00         | $9284.11           | Agency Debentures and Agency Strips |
| FMAC          | 2036-08-01      | 7.0000%  | 0.0000% | $225588.00         | $7394.17           | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 6.0000%  | 0.0000% | $1217558.00        | $18667.01          | Agency Debentures and Agency Strips |
| FMAC          | 2037-10-01      | 6.0000%  | 0.0000% | $1896758.00        | $11688.38          | Agency Debentures and Agency Strips |
| FMAC          | 2035-05-01      | 5.5000%  | 0.0000% | $874000.00         | $7791.29           | Agency Debentures and Agency Strips |
| FMAC          | 2035-06-01      | 5.5000%  | 0.0000% | $1110000.00        | $8052.98           | Agency Debentures and Agency Strips |
| FMAC          | 2035-12-01      | 6.0000%  | 0.0000% | $745000.00         | $9849.58           | Agency Debentures and Agency Strips |
| FMAC          | 2035-06-01      | 5.5000%  | 0.0000% | $570000.00         | $5981.38           | Agency Debentures and Agency Strips |
| FMAC          | 2036-10-01      | 5.5000%  | 0.0000% | $1379000.00        | $6226.55           | Agency Debentures and Agency Strips |
| FMAC          | 2035-11-01      | 5.5000%  | 0.0000% | $1079000.00        | $9294.65           | Agency Debentures and Agency Strips |
| FMAC          | 2036-12-01      | 5.5000%  | 0.0000% | $1277000.00        | $8057.73           | Agency Debentures and Agency Strips |
| FMAC          | 2036-12-01      | 5.5000%  | 0.0000% | $2250000.00        | $8763.60           | Agency Debentures and Agency Strips |
| FMAC          | 2037-11-01      | 5.5000%  | 0.0000% | $3000.00           | $15.90             | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 6.5000%  | 0.0000% | $4675030.00        | $13854.45          | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $2129600.00        | $7837.72           | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $1448359.00        | $12960.63          | Agency Debentures and Agency Strips |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $1886919.00        | $11381.32          | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 6.0000%  | 0.0000% | $1998056.00        | $10993.30          | Agency Debentures and Agency Strips |
| FMAC          | 2038-12-01      | 5.5000%  | 0.0000% | $1202568.00        | $6191.44           | Agency Debentures and Agency Strips |
| FMAC          | 2039-01-01      | 5.0000%  | 0.0000% | $2185000.00        | $17150.50          | Agency Debentures and Agency Strips |
| FMAC          | 2035-07-01      | 5.5000%  | 0.0000% | $519682.00         | $8188.92           | Agency Debentures and Agency Strips |
| FMAC          | 2041-10-01      | 4.0000%  | 0.0000% | $570000.00         | $22228.15          | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $700000.00         | $18993.92          | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $350000.00         | $10312.28          | Agency Debentures and Agency Strips |
| FMAC          | 2038-09-01      | 6.5000%  | 0.0000% | $638000.00         | $7952.59           | Agency Debentures and Agency Strips |
| FMAC          | 2038-12-01      | 5.5000%  | 0.0000% | $800000.00         | $11813.46          | Agency Debentures and Agency Strips |
| FMAC          | 2040-12-01      | 4.0000%  | 0.0000% | $98000.00          | $5088.65           | Agency Debentures and Agency Strips |
| FMAC          | 2041-02-01      | 4.0000%  | 0.0000% | $195000.00         | $12511.40          | Agency Debentures and Agency Strips |
| FMAC          | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $10839.65          | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 6.5000%  | 0.0000% | $800000.00         | $22730.63          | Agency Debentures and Agency Strips |
| FMAC          | 2043-02-01      | 3.0000%  | 0.0000% | $60902.00          | $10588.47          | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 5.5000%  | 0.0000% | $151000.00         | $6438.58           | Agency Debentures and Agency Strips |
| FMAC          | 2039-03-01      | 7.0000%  | 0.0000% | $300000.00         | $11164.00          | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 6.5000%  | 0.0000% | $200000.00         | $10981.37          | Agency Debentures and Agency Strips |
| FMAC          | 2040-05-01      | 6.0000%  | 0.0000% | $171330.00         | $9272.95           | Agency Debentures and Agency Strips |
| FMAC          | 2039-04-01      | 6.0000%  | 0.0000% | $100000.00         | $10229.35          | Agency Debentures and Agency Strips |
| FMAC          | 2041-10-01      | 5.0000%  | 0.0000% | $102519.00         | $10182.75          | Agency Debentures and Agency Strips |
| FMAC          | 2042-05-01      | 4.5000%  | 0.0000% | $56000.00          | $5499.32           | Agency Debentures and Agency Strips |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $108000.00         | $17678.52          | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 3.5000%  | 0.0000% | $176000.00         | $21515.70          | Agency Debentures and Agency Strips |
| FMAC          | 2027-06-01      | 3.0000%  | 0.0000% | $925000.00         | $9394.76           | Agency Debentures and Agency Strips |
| FMAC          | 2028-01-01      | 2.5000%  | 0.0000% | $310000.00         | $10885.58          | Agency Debentures and Agency Strips |
| FMAC          | 2028-04-01      | 3.0000%  | 0.0000% | $328000.00         | $7432.38           | Agency Debentures and Agency Strips |
| FMAC          | 2027-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $14718.18          | Agency Debentures and Agency Strips |
| FMAC          | 2030-04-01      | 3.5000%  | 0.0000% | $152000.00         | $8186.15           | Agency Debentures and Agency Strips |
| FMAC          | 2030-06-01      | 3.5000%  | 0.0000% | $15000.00          | $938.87            | Agency Debentures and Agency Strips |
| FMAC          | 2029-01-01      | 2.5000%  | 0.0000% | $169885.00         | $6582.47           | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 2.5000%  | 0.0000% | $183000.00         | $24153.78          | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-01      | 3.5000%  | 0.0000% | $42000.00          | $6405.24           | Agency Debentures and Agency Strips |
| FMAC          | 2026-09-01      | 4.5000%  | 0.0000% | $24000.00          | $0.02              | Agency Debentures and Agency Strips |
| FMAC          | 2033-05-01      | 3.0000%  | 0.0000% | $45000.00          | $6020.75           | Agency Debentures and Agency Strips |
| FMAC          | 2033-09-01      | 4.0000%  | 0.0000% | $85000.00          | $9467.62           | Agency Debentures and Agency Strips |
| FMAC          | 2034-03-01      | 4.0000%  | 0.0000% | $6000.00           | $1252.57           | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $106.56            | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $108000.00         | $11899.29          | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.0000%  | 0.0000% | $80000.00          | $11477.25          | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.5000%  | 0.0000% | $80858.00          | $10054.27          | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.0000%  | 0.0000% | $173000.00         | $25143.49          | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 3.5000%  | 0.0000% | $100000.00         | $6995.07           | Agency Debentures and Agency Strips |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $154000.00         | $12249.21          | Agency Debentures and Agency Strips |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $75000.00          | $7122.92           | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $112000.00         | $7675.15           | Agency Debentures and Agency Strips |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $215000.00         | $12327.69          | Agency Debentures and Agency Strips |
| FMAC          | 2049-01-01      | 5.0000%  | 0.0000% | $155599.00         | $12958.46          | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $92000.00          | $8095.41           | Agency Debentures and Agency Strips |
| FMAC          | 2049-06-01      | 3.0000%  | 0.0000% | $1000.00           | $99.80             | Agency Debentures and Agency Strips |
| FMAC          | 2038-03-01      | 5.0000%  | 0.0000% | $1663000.00        | $10740.96          | Agency Debentures and Agency Strips |
| FMAC          | 2038-05-01      | 6.0000%  | 0.0000% | $522502.00         | $5731.87           | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 5.5000%  | 0.0000% | $823761.00         | $7664.76           | Agency Debentures and Agency Strips |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $220000.00         | $5000.59           | Agency Debentures and Agency Strips |
| FMAC          | 2041-02-01      | 4.5000%  | 0.0000% | $130000.00         | $5546.21           | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 3.0000%  | 0.0000% | $210000.00         | $16775.70          | Agency Debentures and Agency Strips |
| FMAC          | 2043-08-01      | 3.0000%  | 0.0000% | $83952.00          | $13207.42          | Agency Debentures and Agency Strips |
| FMAC          | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $63.35             | Agency Debentures and Agency Strips |
| FMAC          | 2045-01-01      | 3.5000%  | 0.0000% | $283000.00         | $23256.04          | Agency Debentures and Agency Strips |
| FMAC          | 2045-01-01      | 4.0000%  | 0.0000% | $211000.00         | $15475.56          | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 3.0000%  | 0.0000% | $64532.00          | $7287.94           | Agency Debentures and Agency Strips |
| FMAC          | 2045-08-01      | 3.5000%  | 0.0000% | $142000.00         | $13316.19          | Agency Debentures and Agency Strips |
| FMAC          | 2046-03-01      | 3.0000%  | 0.0000% | $69742.00          | $8831.31           | Agency Debentures and Agency Strips |
| FMAC          | 2045-10-01      | 4.5000%  | 0.0000% | $88000.00          | $11749.08          | Agency Debentures and Agency Strips |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $248000.00         | $23020.66          | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $194.59            | Agency Debentures and Agency Strips |
| FMAC          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $92.19             | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 4.5000%  | 0.0000% | $82809.00          | $7994.81           | Agency Debentures and Agency Strips |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $44797.00          | $5792.24           | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  | 0.0000% | $97066.00          | $9731.18           | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 4.0000%  | 0.0000% | $80000.00          | $11014.74          | Agency Debentures and Agency Strips |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $199.88            | Agency Debentures and Agency Strips |
| FMAC          | 2029-12-01      | 3.0000%  | 0.0000% | $150000.00         | $7341.47           | Agency Debentures and Agency Strips |
| FMAC          | 2030-10-01      | 3.0000%  | 0.0000% | $11000.00          | $820.67            | Agency Debentures and Agency Strips |
| FMAC          | 2030-05-01      | 2.5000%  | 0.0000% | $4920.00           | $369.73            | Agency Debentures and Agency Strips |
| FMAC          | 2030-05-01      | 3.5000%  | 0.0000% | $114783.00         | $8550.04           | Agency Debentures and Agency Strips |
| FMAC          | 2030-06-01      | 3.0000%  | 0.0000% | $125618.00         | $9127.21           | Agency Debentures and Agency Strips |
| FMAC          | 2032-03-01      | 2.5000%  | 0.0000% | $118000.00         | $17693.90          | Agency Debentures and Agency Strips |
| FMAC          | 2032-12-01      | 2.5000%  | 0.0000% | $53000.00          | $7026.01           | Agency Debentures and Agency Strips |
| FMAC          | 2032-04-01      | 3.5000%  | 0.0000% | $151167.00         | $13631.41          | Agency Debentures and Agency Strips |
| FMAC          | 2033-02-01      | 3.5000%  | 0.0000% | $95000.00          | $11650.38          | Agency Debentures and Agency Strips |
| FMAC          | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $8719.66           | Agency Debentures and Agency Strips |
| FMAC          | 2034-04-01      | 3.5000%  | 0.0000% | $113000.00         | $8416.00           | Agency Debentures and Agency Strips |
| FMAC          | 2034-04-01      | 4.0000%  | 0.0000% | $103000.00         | $12528.82          | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-01      | 3.5000%  | 0.0000% | $127768.00         | $9106.28           | Agency Debentures and Agency Strips |
| FMAC          | 2033-06-01      | 3.0000%  | 0.0000% | $51000.00          | $5546.90           | Agency Debentures and Agency Strips |
| FMAC          | 2026-05-01      | 5.0000%  | 0.0000% | $1896.00           | $0.08              | Agency Debentures and Agency Strips |
| FMAC          | 2029-10-01      | 5.0000%  | 0.0000% | $2392557.00        | $25001.28          | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 4.5000%  | 0.0000% | $1114360.00        | $15213.22          | Agency Debentures and Agency Strips |
| FMAC          | 2030-03-01      | 5.0000%  | 0.0000% | $483675.00         | $6194.21           | Agency Debentures and Agency Strips |
| FMAC          | 2030-04-01      | 5.0000%  | 0.0000% | $470169.00         | $6542.71           | Agency Debentures and Agency Strips |
| FMAC          | 2030-06-01      | 5.0000%  | 0.0000% | $1101546.00        | $17042.34          | Agency Debentures and Agency Strips |
| FMAC          | 2030-10-01      | 4.5000%  | 0.0000% | $470000.00         | $9551.97           | Agency Debentures and Agency Strips |
| FMAC          | 2032-03-01      | 3.0000%  | 0.0000% | $76000.00          | $5100.79           | Agency Debentures and Agency Strips |
| FMAC          | 2035-09-01      | 4.0000%  | 0.0000% | $170000.00         | $21103.13          | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 3.0000%  | 0.0000% | $33000.00          | $5595.56           | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 3.0000%  | 0.0000% | $63000.00          | $8920.72           | Agency Debentures and Agency Strips |
| FMAC          | 2038-09-01      | 4.0000%  | 0.0000% | $61000.00          | $5601.17           | Agency Debentures and Agency Strips |
| FMAC          | 2038-10-01      | 4.5000%  | 0.0000% | $165000.00         | $21089.28          | Agency Debentures and Agency Strips |
| FMAC          | 2027-01-01      | 3.0000%  | 0.0000% | $884116.00         | $3747.29           | Agency Debentures and Agency Strips |
| FMAC          | 2027-05-01      | 3.0000%  | 0.0000% | $6000000.00        | $18304.34          | Agency Debentures and Agency Strips |
| FMAC          | 2027-03-01      | 3.0000%  | 0.0000% | $3865000.00        | $23376.74          | Agency Debentures and Agency Strips |
| FMAC          | 2027-06-01      | 3.0000%  | 0.0000% | $1385000.00        | $17928.91          | Agency Debentures and Agency Strips |
| FMAC          | 2038-11-01      | 5.5000%  | 0.0000% | $2022537.00        | $7762.85           | Agency Debentures and Agency Strips |
| FMAC          | 2029-02-01      | 6.5000%  | 0.0000% | $10454488.00       | $6178.80           | Agency Debentures and Agency Strips |
| FMAC          | 2033-04-01      | 6.0000%  | 0.0000% | $1245316.00        | $5930.33           | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-01      | 5.5000%  | 0.0000% | $3050000.00        | $17297.29          | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 6.0000%  | 0.0000% | $595329.00         | $6863.30           | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 7.0000%  | 0.0000% | $98997.00          | $14514.14          | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $198000.00         | $5384.55           | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 5.0000%  | 0.0000% | $332000.00         | $6727.80           | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 5.5000%  | 0.0000% | $2971425.00        | $9733.28           | Agency Debentures and Agency Strips |
| FMAC          | 2043-05-01      | 3.5000%  | 0.0000% | $75000.00          | $7929.43           | Agency Debentures and Agency Strips |
| FMAC          | 2028-08-01      | 6.0000%  | 0.0000% | $4954105.00        | $8265.21           | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 4.5000%  | 0.0000% | $255000.00         | $13802.11          | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 4.0000%  | 0.0000% | $220000.00         | $17125.25          | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 4.5000%  | 0.0000% | $120000.00         | $8572.69           | Agency Debentures and Agency Strips |
| FMAC          | 2039-12-01      | 4.5000%  | 0.0000% | $315107.00         | $17886.06          | Agency Debentures and Agency Strips |
| FMAC          | 2040-04-01      | 4.5000%  | 0.0000% | $365000.00         | $8125.21           | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $552265.00         | $11377.56          | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 4.0000%  | 0.0000% | $742308.00         | $20891.72          | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-01      | 4.5000%  | 0.0000% | $445946.00         | $11381.20          | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 5.0000%  | 0.0000% | $275000.00         | $6829.26           | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $205000.00         | $10966.52          | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $134404.00         | $10537.31          | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $385310.00         | $15051.92          | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $99000.00          | $5445.10           | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $300387.00         | $19308.89          | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $141435.00         | $10209.43          | Agency Debentures and Agency Strips |
| FMAC          | 2040-10-01      | 4.0000%  | 0.0000% | $144615.00         | $14709.37          | Agency Debentures and Agency Strips |
| FMAC          | 2041-02-01      | 4.0000%  | 0.0000% | $375000.00         | $16147.56          | Agency Debentures and Agency Strips |
| FMAC          | 2041-02-01      | 4.0000%  | 0.0000% | $219000.00         | $8899.36           | Agency Debentures and Agency Strips |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $900000.00         | $21075.58          | Agency Debentures and Agency Strips |
| FMAC          | 2026-10-01      | 3.0000%  | 0.0000% | $1917373.00        | $4836.07           | Agency Debentures and Agency Strips |
| FMAC          | 2026-11-01      | 3.0000%  | 0.0000% | $5000000.00        | $12888.49          | Agency Debentures and Agency Strips |
| FMAC          | 2033-07-01      | 5.5000%  | 0.0000% | $1014000.00        | $5216.09           | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 5.0000%  | 0.0000% | $705070.00         | $10816.67          | Agency Debentures and Agency Strips |
| FMAC          | 2030-01-01      | 7.0000%  | 0.0000% | $103811.00         | $1295.36           | Agency Debentures and Agency Strips |
| FMAC          | 2034-01-01      | 5.0000%  | 0.0000% | $1986000.00        | $9982.57           | Agency Debentures and Agency Strips |
| FMAC          | 2034-07-01      | 5.5000%  | 0.0000% | $81000.00          | $738.09            | Agency Debentures and Agency Strips |
| FMAC          | 2034-07-01      | 7.0000%  | 0.0000% | $188009.00         | $7211.18           | Agency Debentures and Agency Strips |
| FMAC          | 2034-05-01      | 6.0000%  | 0.0000% | $31900.00          | $711.97            | Agency Debentures and Agency Strips |
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $26000.00          | $867.93            | Agency Debentures and Agency Strips |
| FMAC          | 2034-08-01      | 5.0000%  | 0.0000% | $5000.00           | $390.45            | Agency Debentures and Agency Strips |
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $1999000.00        | $5967.78           | Agency Debentures and Agency Strips |
| FMAC          | 2034-08-01      | 7.0000%  | 0.0000% | $110348.00         | $3090.94           | Agency Debentures and Agency Strips |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $95700.00          | $897.51            | Agency Debentures and Agency Strips |
| FMAC          | 2034-12-01      | 7.0000%  | 0.0000% | $77661.00          | $2272.63           | Agency Debentures and Agency Strips |
| FMAC          | 2035-03-01      | 5.0000%  | 0.0000% | $400000.00         | $9571.23           | Agency Debentures and Agency Strips |
| FMAC          | 2034-12-01      | 7.0000%  | 0.0000% | $103811.00         | $5315.63           | Agency Debentures and Agency Strips |
| FMAC          | 2035-02-01      | 7.0000%  | 0.0000% | $143397.00         | $1955.88           | Agency Debentures and Agency Strips |
| FMAC          | 2035-07-01      | 5.0000%  | 0.0000% | $108520.00         | $4140.15           | Agency Debentures and Agency Strips |
| FMAC          | 2035-10-01      | 5.0000%  | 0.0000% | $21000.00          | $274.88            | Agency Debentures and Agency Strips |
| FMAC          | 2039-06-01      | 4.5000%  | 0.0000% | $29000.00          | $7452.03           | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 4.5000%  | 0.0000% | $27000.00          | $8374.95           | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 7.5000%  | 0.0000% | $320201.00         | $262.67            | Agency Debentures and Agency Strips |
| FMAC          | 2030-04-01      | 8.5000%  | 0.0000% | $286960.00         | $3419.99           | Agency Debentures and Agency Strips |
| FMAC          | 2030-11-01      | 6.5000%  | 0.0000% | $2141567.00        | $746.64            | Agency Debentures and Agency Strips |
| FMAC          | 2030-10-01      | 7.5000%  | 0.0000% | $25000.00          | $21.53             | Agency Debentures and Agency Strips |
| FMAC          | 2030-09-01      | 6.5000%  | 0.0000% | $322099.00         | $401.27            | Agency Debentures and Agency Strips |
| FMAC          | 2031-02-01      | 7.5000%  | 0.0000% | $173937.00         | $2273.08           | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 7.5000%  | 0.0000% | $289737.00         | $1475.05           | Agency Debentures and Agency Strips |
| FMAC          | 2031-05-01      | 7.5000%  | 0.0000% | $627237.00         | $6248.28           | Agency Debentures and Agency Strips |
| FMAC          | 2031-05-01      | 6.5000%  | 0.0000% | $8836830.00        | $11400.86          | Agency Debentures and Agency Strips |
| FMAC          | 2030-11-01      | 8.0000%  | 0.0000% | $710400.00         | $3399.40           | Agency Debentures and Agency Strips |
| FMAC          | 2031-10-01      | 6.5000%  | 0.0000% | $15146990.00       | $160359.89         | Agency Debentures and Agency Strips |
| FMAC          | 2027-11-01      | 3.0000%  | 0.0000% | $525000.00         | $5025.77           | Agency Debentures and Agency Strips |
| FMAC          | 2027-12-01      | 2.5000%  | 0.0000% | $955000.00         | $15143.72          | Agency Debentures and Agency Strips |
| FMAC          | 2028-09-01      | 3.0000%  | 0.0000% | $250000.00         | $6926.32           | Agency Debentures and Agency Strips |
| FMAC          | 2029-08-01      | 3.5000%  | 0.0000% | $364706.00         | $15358.19          | Agency Debentures and Agency Strips |
| FMAC          | 2030-05-01      | 2.5000%  | 0.0000% | $113141.00         | $9019.51           | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 3.0000%  | 0.0000% | $166834.00         | $14060.92          | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 2.5000%  | 0.0000% | $103871.00         | $7284.45           | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 2.5000%  | 0.0000% | $175000.00         | $14831.28          | Agency Debentures and Agency Strips |
| FMAC          | 2030-08-01      | 3.0000%  | 0.0000% | $182611.00         | $15768.68          | Agency Debentures and Agency Strips |
| FMAC          | 2032-12-01      | 3.0000%  | 0.0000% | $53000.00          | $7690.50           | Agency Debentures and Agency Strips |
| FMAC          | 2034-03-01      | 3.5000%  | 0.0000% | $92000.00          | $7937.40           | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-01      | 7.0000%  | 0.0000% | $2209503.00        | $6171.05           | Agency Debentures and Agency Strips |
| FMAC          | 2035-08-01      | 5.5000%  | 0.0000% | $999900.00         | $5421.61           | Agency Debentures and Agency Strips |
| FMAC          | 2038-08-01      | 6.0000%  | 0.0000% | $2046201.00        | $14939.17          | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 5.5000%  | 0.0000% | $1575000.00        | $7910.21           | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 5.5000%  | 0.0000% | $798370.00         | $6635.53           | Agency Debentures and Agency Strips |
| FMAC          | 2039-01-01      | 7.0000%  | 0.0000% | $779473.00         | $10929.67          | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 4.5000%  | 0.0000% | $303000.00         | $15666.75          | Agency Debentures and Agency Strips |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $500000.00         | $16275.82          | Agency Debentures and Agency Strips |
| FMAC          | 2041-04-01      | 4.5000%  | 0.0000% | $125243.00         | $5965.02           | Agency Debentures and Agency Strips |
| FMAC          | 2031-10-01      | 7.0000%  | 0.0000% | $1350000.00        | $11467.63          | Agency Debentures and Agency Strips |
| FMAC          | 2030-11-01      | 7.5000%  | 0.0000% | $1000.00           | $0.33              | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 7.0000%  | 0.0000% | $1611657.00        | $7518.56           | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 6.0000%  | 0.0000% | $640000.00         | $9806.23           | Agency Debentures and Agency Strips |
| FMAC          | 2026-04-25      | 3.5000%  | 0.0000% | $32620000.00       | $1199.54           | Agency Debentures and Agency Strips |
| FMAC          | 2026-04-25      | 3.5000%  | 0.0000% | $227000.00         | $25.59             | Agency Debentures and Agency Strips |
| FMAC          | 2026-04-25      | 4.5000%  | 0.0000% | $3960000.00        | $324.67            | Agency Debentures and Agency Strips |
| FMAC          | 2026-05-01      | 3.5000%  | 0.0000% | $707500.00         | $320.27            | Agency Debentures and Agency Strips |
| FMAC          | 2026-05-01      | 3.5000%  | 0.0000% | $344356.00         | $176.19            | Agency Debentures and Agency Strips |
| FMAC          | 2026-12-01      | 3.0000%  | 0.0000% | $5417244.00        | $15636.42          | Agency Debentures and Agency Strips |
| FMAC          | 2027-05-01      | 4.0000%  | 0.0000% | $388355.00         | $9493.71           | Agency Debentures and Agency Strips |
| FMAC          | 2031-12-01      | 2.5000%  | 0.0000% | $136501.00         | $17467.61          | Agency Debentures and Agency Strips |
| FMAC          | 2037-04-01      | 6.5000%  | 0.0000% | $3350000.00        | $16660.95          | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 5.5000%  | 0.0000% | $4450000.00        | $17675.06          | Agency Debentures and Agency Strips |
| FMAC          | 2037-07-01      | 6.5000%  | 0.0000% | $1200000.00        | $6832.39           | Agency Debentures and Agency Strips |
| FMAC          | 2033-08-01      | 3.5000%  | 0.0000% | $117724.00         | $16647.65          | Agency Debentures and Agency Strips |
| FMAC          | 2027-06-01      | 7.5000%  | 0.0000% | $1012277.00        | $8557.27           | Agency Debentures and Agency Strips |
| FMAC          | 2030-10-01      | 6.5000%  | 0.0000% | $13000000.00       | $13666.11          | Agency Debentures and Agency Strips |
| FMAC          | 2036-01-01      | 4.5000%  | 0.0000% | $1150000.00        | $4945.83           | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 6.5000%  | 0.0000% | $350000.00         | $14405.30          | Agency Debentures and Agency Strips |
| FMAC          | 2041-08-01      | 4.5000%  | 0.0000% | $261035.00         | $15304.98          | Agency Debentures and Agency Strips |
| FMAC          | 2041-08-01      | 5.0000%  | 0.0000% | $582000.00         | $17515.29          | Agency Debentures and Agency Strips |
| FMAC          | 2046-10-01      | 2.5000%  | 0.0000% | $29775.00          | $7008.88           | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $86086.00          | $19445.76          | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $100000.00         | $16367.94          | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $122155.00         | $22904.31          | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $100000.00         | $17584.35          | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 5.4600%  | 0.0000% | $25000.00          | $15483.03          | Agency Debentures and Agency Strips |
| FMAC          | 2032-11-01      | 4.0000%  | 0.0000% | $200000.00         | $6765.36           | Agency Debentures and Agency Strips |
| FMAC          | 2027-09-01      | 3.0000%  | 0.0000% | $371000.00         | $5022.80           | Agency Debentures and Agency Strips |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $100000.00         | $12698.49          | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $34.49             | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $11000.00          | $932.05            | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 7.0000%  | 0.0000% | $5796017.00        | $6762.59           | Agency Debentures and Agency Strips |
| FMAC          | 2032-05-01      | 7.0000%  | 0.0000% | $3540122.00        | $8521.48           | Agency Debentures and Agency Strips |
| FMAC          | 2032-06-01      | 7.0000%  | 0.0000% | $5651178.00        | $13830.97          | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-01      | 7.5000%  | 0.0000% | $3376344.00        | $14462.37          | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-01      | 5.5000%  | 0.0000% | $3335703.00        | $18894.57          | Agency Debentures and Agency Strips |
| FMAC          | 2031-05-01      | 4.5000%  | 0.0000% | $583000.00         | $16177.30          | Agency Debentures and Agency Strips |
| FMAC          | 2034-08-01      | 3.5000%  | 0.0000% | $62000.00          | $4766.24           | Agency Debentures and Agency Strips |
| FMAC          | 2036-01-01      | 3.5000%  | 0.0000% | $39000.00          | $4883.41           | Agency Debentures and Agency Strips |
| FMAC          | 2035-06-01      | 3.5000%  | 0.0000% | $50000.00          | $6030.23           | Agency Debentures and Agency Strips |
| FMAC          | 2035-10-01      | 3.5000%  | 0.0000% | $203000.00         | $23612.72          | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 3.0000%  | 0.0000% | $97000.00          | $13719.37          | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $76000.00          | $8325.66           | Agency Debentures and Agency Strips |
| FMAC          | 2048-12-01      | 4.5000%  | 0.0000% | $220451.00         | $11551.86          | Agency Debentures and Agency Strips |
| FMAC          | 2034-03-01      | 5.5000%  | 0.0000% | $2428639.00        | $12904.09          | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 5.5000%  | 0.0000% | $2542000.00        | $18228.82          | Agency Debentures and Agency Strips |
| FMAC          | 2027-09-01      | 7.0000%  | 0.0000% | $5000.00           | $0.91              | Agency Debentures and Agency Strips |
| FMAC          | 2032-05-01      | 7.5000%  | 0.0000% | $4135535.00        | $10778.49          | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 5.5000%  | 0.0000% | $1090910.00        | $5088.17           | Agency Debentures and Agency Strips |
| FMAC          | 2039-01-01      | 6.5000%  | 0.0000% | $174271.00         | $5057.51           | Agency Debentures and Agency Strips |
| FMAC          | 2039-05-01      | 4.5000%  | 0.0000% | $426901.00         | $10980.64          | Agency Debentures and Agency Strips |
| FMAC          | 2031-04-01      | 9.0000%  | 0.0000% | $1954571.00        | $17442.45          | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 5.5000%  | 0.0000% | $2070110.00        | $20835.50          | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 5.5000%  | 0.0000% | $616036.00         | $7133.20           | Agency Debentures and Agency Strips |
| FMAC          | 2034-07-01      | 7.0000%  | 0.0000% | $1000000.00        | $6561.03           | Agency Debentures and Agency Strips |
| FMAC          | 2038-12-01      | 5.5000%  | 0.0000% | $600000.00         | $8849.36           | Agency Debentures and Agency Strips |
| FMAC          | 2041-10-01      | 4.5000%  | 0.0000% | $3962.00           | $211.82            | Agency Debentures and Agency Strips |
| FMAC          | 2041-06-01      | 5.5000%  | 0.0000% | $132189.00         | $9651.20           | Agency Debentures and Agency Strips |
| FMAC          | 2031-07-01      | 4.5000%  | 0.0000% | $166941.00         | $6007.02           | Agency Debentures and Agency Strips |
| FMAC          | 2034-07-01      | 7.0000%  | 0.0000% | $513555.00         | $5789.64           | Agency Debentures and Agency Strips |
| FMAC          | 2044-07-01      | 4.5000%  | 0.0000% | $8000.00           | $885.05            | Agency Debentures and Agency Strips |
| FMAC          | 2036-09-01      | 6.5000%  | 0.0000% | $1187000.00        | $8651.20           | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $100000.00         | $10685.40          | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.0000%  | 0.0000% | $143865.00         | $20614.12          | Agency Debentures and Agency Strips |
| FMAC          | 2048-06-01      | 3.5000%  | 0.0000% | $113000.00         | $9518.50           | Agency Debentures and Agency Strips |
| FMAC          | 2026-05-01      | 4.5000%  | 0.0000% | $10200000.00       | $1281.09           | Agency Debentures and Agency Strips |
| FMAC          | 2027-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $4844.25           | Agency Debentures and Agency Strips |
| FMAC          | 2033-03-01      | 3.0000%  | 0.0000% | $5319.00           | $816.16            | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 3.5000%  | 0.0000% | $50000.00          | $1398.58           | Agency Debentures and Agency Strips |
| FMAC          | 2030-08-01      | 4.0000%  | 0.0000% | $30000.00          | $1911.63           | Agency Debentures and Agency Strips |
| FMAC          | 2032-02-01      | 3.0000%  | 0.0000% | $75000.00          | $10438.37          | Agency Debentures and Agency Strips |
| FMAC          | 2026-06-01      | 5.0000%  | 0.0000% | $4855170.00        | $197.83            | Agency Debentures and Agency Strips |
| FMAC          | 2029-08-01      | 5.0000%  | 0.0000% | $5869454.00        | $20623.55          | Agency Debentures and Agency Strips |
| FMAC          | 2026-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $5026.51           | Agency Debentures and Agency Strips |
| FMAC          | 2027-02-01      | 3.5000%  | 0.0000% | $150000.00         | $1112.98           | Agency Debentures and Agency Strips |
| FMAC          | 2029-01-01      | 3.5000%  | 0.0000% | $135000.00         | $5493.98           | Agency Debentures and Agency Strips |
| FMAC          | 2029-02-01      | 3.5000%  | 0.0000% | $136000.00         | $4866.45           | Agency Debentures and Agency Strips |
| FMAC          | 2030-11-01      | 3.0000%  | 0.0000% | $147000.00         | $11228.57          | Agency Debentures and Agency Strips |
| FMAC          | 2031-06-01      | 3.0000%  | 0.0000% | $18000.00          | $1533.87           | Agency Debentures and Agency Strips |
| FMAC          | 2032-04-01      | 3.5000%  | 0.0000% | $53000.00          | $4773.98           | Agency Debentures and Agency Strips |
| FMAC          | 2032-08-01      | 3.5000%  | 0.0000% | $34000.00          | $4228.65           | Agency Debentures and Agency Strips |
| FMAC          | 2033-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1685.55           | Agency Debentures and Agency Strips |
| FMAC          | 2033-03-01      | 3.5000%  | 0.0000% | $19000.00          | $1706.76           | Agency Debentures and Agency Strips |
| FMAC          | 2026-08-01      | 5.0000%  | 0.0000% | $11111746.00       | $766.44            | Agency Debentures and Agency Strips |
| FMAC          | 2027-09-01      | 6.0000%  | 0.0000% | $9585278.00        | $18329.36          | Agency Debentures and Agency Strips |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $2640.00           | $462.20            | Agency Debentures and Agency Strips |
| FMAC          | 2033-05-01      | 3.5000%  | 0.0000% | $39000.00          | $3499.62           | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 5.0000%  | 0.0000% | $800000.00         | $10785.05          | Agency Debentures and Agency Strips |
| FMAC          | 2029-09-01      | 5.0000%  | 0.0000% | $868425.00         | $2777.86           | Agency Debentures and Agency Strips |
| FMAC          | 2036-04-01      | 3.5000%  | 0.0000% | $50000.00          | $8587.02           | Agency Debentures and Agency Strips |
| FMAC          | 2028-12-01      | 6.0000%  | 0.0000% | $192500.00         | $2686.18           | Agency Debentures and Agency Strips |
| FMAC          | 2032-09-01      | 3.5000%  | 0.0000% | $240715.00         | $16393.62          | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $96094.00          | $11183.48          | Agency Debentures and Agency Strips |
| FMAC          | 2037-06-01      | 6.0000%  | 0.0000% | $300000.00         | $868.97            | Agency Debentures and Agency Strips |
| FMAC          | 2035-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $10760.01          | Agency Debentures and Agency Strips |
| FMAC          | 2034-02-01      | 3.5000%  | 0.0000% | $100000.00         | $6158.16           | Agency Debentures and Agency Strips |
| FMAC          | 2049-03-01      | 3.5000%  | 0.0000% | $38695.00          | $2728.75           | Agency Debentures and Agency Strips |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $30000.00          | $1922.77           | Agency Debentures and Agency Strips |
| FMAC          | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $796.73            | Agency Debentures and Agency Strips |
| FMAC          | 2029-07-01      | 3.5000%  | 0.0000% | $56180.00          | $2451.04           | Agency Debentures and Agency Strips |
| FMAC          | 2026-05-01      | 6.0000%  | 0.0000% | $4595968.00        | $2534.52           | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 4.0000%  | 0.0000% | $14000.00          | $1409.10           | Agency Debentures and Agency Strips |
| FMAC          | 2049-01-01      | 5.0000%  | 0.0000% | $200000.00         | $16635.54          | Agency Debentures and Agency Strips |
| FMAC          | 2034-01-01      | 4.5000%  | 0.0000% | $79000.00          | $8328.99           | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $15000.00          | $1862.97           | Agency Debentures and Agency Strips |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $17000.00          | $1203.15           | Agency Debentures and Agency Strips |
| FMAC          | 2034-04-01      | 3.0000%  | 0.0000% | $104860.00         | $8393.46           | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $49000.00          | $4409.81           | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $28000.00          | $2231.78           | Agency Debentures and Agency Strips |
| FMAC          | 2035-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2215.39           | Agency Debentures and Agency Strips |
| FMAC          | 2032-09-01      | 3.5000%  | 0.0000% | $2291000.00        | $16874.91          | Agency Debentures and Agency Strips |
| FMAC          | 2034-10-01      | 2.5000%  | 0.0000% | $11000.00          | $3105.98           | Agency Debentures and Agency Strips |
| FMAC          | 2034-10-01      | 2.5000%  | 0.0000% | $5000.00           | $1270.42           | Agency Debentures and Agency Strips |
| FMAC          | 2034-11-01      | 2.5000%  | 0.0000% | $5000.00           | $1306.60           | Agency Debentures and Agency Strips |
| FMAC          | 2034-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1139.59           | Agency Debentures and Agency Strips |
| FMAC          | 2033-04-01      | 3.0000%  | 0.0000% | $31000.00          | $5125.16           | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $28000.00          | $16501.74          | Agency Debentures and Agency Strips |
| FMAC          | 2040-12-01      | 5.0000%  | 0.0000% | $1000.00           | $949.54            | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 3.5000%  | 0.0000% | $21176.00          | $13201.34          | Agency Debentures and Agency Strips |
| FMAC          | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1277.72           | Agency Debentures and Agency Strips |
| FMAC          | 2039-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3145.21           | Agency Debentures and Agency Strips |
| FMAC          | 2038-02-01      | 2.5000%  | 0.0000% | $3000.00           | $2347.93           | Agency Debentures and Agency Strips |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $10000.00          | $7102.39           | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 5.5000%  | 0.0000% | $7000.00           | $5495.44           | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1606.19           | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 1.5000%  | 0.0000% | $20000.00          | $10150.38          | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 1.5000%  | 0.0000% | $34518.00          | $20278.45          | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $28757.00          | $15885.57          | Agency Debentures and Agency Strips |
| FMAC          | 2037-11-01      | 4.5000%  | 0.0000% | $12000.00          | $6456.44           | Agency Debentures and Agency Strips |
| FMAC          | 2037-12-01      | 3.5000%  | 0.0000% | $7000.00           | $4027.00           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1137.90           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 4.0000%  | 0.0000% | $37000.00          | $20166.72          | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 3.5000%  | 0.0000% | $38000.00          | $22757.04          | Agency Debentures and Agency Strips |
| FMAC          | 2038-10-01      | 4.0000%  | 0.0000% | $27657.00          | $18494.87          | Agency Debentures and Agency Strips |
| FMAC          | 2038-10-01      | 5.0000%  | 0.0000% | $23000.00          | $12590.84          | Agency Debentures and Agency Strips |
| FMAC          | 2038-05-01      | 5.5000%  | 0.0000% | $9000.00           | $4502.16           | Agency Debentures and Agency Strips |
| FMAC          | 2038-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1695.35           | Agency Debentures and Agency Strips |
| FMAC          | 2038-12-01      | 5.5000%  | 0.0000% | $10000.00          | $4640.75           | Agency Debentures and Agency Strips |
| FMAC          | 2039-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1148.99           | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 5.5000%  | 0.0000% | $27000.00          | $15013.68          | Agency Debentures and Agency Strips |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $1000.00           | $690.72            | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $639.04            | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 6.0000%  | 0.0000% | $11000.00          | $6653.76           | Agency Debentures and Agency Strips |
| FMAC          | 2039-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1319.62           | Agency Debentures and Agency Strips |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1400.78           | Agency Debentures and Agency Strips |
| FMAC          | 2042-09-01      | 3.0000%  | 0.0000% | $26000.00          | $18739.06          | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $40000.00          | $24322.93          | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $20000.00          | $12028.90          | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $25000.00          | $16684.76          | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $37342.00          | $20649.14          | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $3004.00           | $2097.97           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $18906.12          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $10000.00          | $6961.74           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $10985.00          | $8225.64           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2079.10           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.5000%  | 0.0000% | $14000.00          | $10407.65          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $11000.00          | $8032.34           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1428.13           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2307.35           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1576.51           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $6000.00           | $4550.48           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $9000.00           | $6759.89           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $730.73            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $698.76            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 3.0000%  | 0.0000% | $8000.00           | $6025.74           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1597.28           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $818.97            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $30000.00          | $23441.59          | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $8100.00           | $6207.68           | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $20000.00          | $13241.92          | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.0000%  | 0.0000% | $4000.00           | $3431.37           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $802.21            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $9000.00           | $7975.77           | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 3.5000%  | 0.0000% | $6000.00           | $5030.22           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4296.42           | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $20000.00          | $15271.60          | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $18000.00          | $14612.75          | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $29000.00          | $2992.91           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 4.0000%  | 0.0000% | $22000.00          | $2176.23           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.0000%  | 0.0000% | $132000.00         | $13734.31          | Agency Debentures and Agency Strips |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $5000.00           | $645.10            | Agency Debentures and Agency Strips |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $26000.00          | $4020.58           | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1683.30           | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 2.5000%  | 0.0000% | $3000.00           | $705.72            | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 5.0000%  | 0.0000% | $25836.00          | $2723.82           | Agency Debentures and Agency Strips |
| FMAC          | 2050-08-01      | 4.0000%  | 0.0000% | $52000.00          | $10396.90          | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.5000%  | 0.0000% | $23000.00          | $10940.58          | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1122.58           | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $51000.00          | $22418.33          | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1913.65           | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1172.27           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3083.54           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $39000.00          | $22926.93          | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $7529.32           | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1942.31           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2789.21           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 2.5000%  | 0.0000% | $6000.00           | $4088.68           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2942.86           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $23000.00          | $17059.24          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $13000.00          | $9929.38           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $28200.00          | $21707.59          | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 3.5000%  | 0.0000% | $9000.00           | $7053.73           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $25000.00          | $19970.11          | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $728.78            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $12000.00          | $9025.89           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 4.0000%  | 0.0000% | $7000.00           | $5419.73           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $19000.00          | $15663.01          | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 4.0000%  | 0.0000% | $3000.00           | $2623.88           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3553.13           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $13000.00          | $9232.37           | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $6000.00           | $4660.83           | Agency Debentures and Agency Strips |
| FMAC          | 2036-10-01      | 6.5000%  | 0.0000% | $195000.00         | $3408.79           | Agency Debentures and Agency Strips |
| FMAC          | 2036-08-01      | 6.0000%  | 0.0000% | $4000.00           | $28.62             | Agency Debentures and Agency Strips |
| FMAC          | 2027-06-01      | 3.0000%  | 0.0000% | $500000.00         | $6220.44           | Agency Debentures and Agency Strips |
| FMAC          | 2028-09-01      | 3.0000%  | 0.0000% | $616392.00         | $22269.26          | Agency Debentures and Agency Strips |
| FMAC          | 2028-07-01      | 3.0000%  | 0.0000% | $213000.00         | $4262.29           | Agency Debentures and Agency Strips |
| FMAC          | 2028-07-01      | 3.0000%  | 0.0000% | $260000.00         | $7152.17           | Agency Debentures and Agency Strips |
| FMAC          | 2041-05-01      | 5.0000%  | 0.0000% | $62000.00          | $3042.80           | Agency Debentures and Agency Strips |
| FMAC          | 2041-04-01      | 4.0000%  | 0.0000% | $23286.00          | $1393.87           | Agency Debentures and Agency Strips |
| FMAC          | 2041-05-01      | 4.5000%  | 0.0000% | $55003.00          | $1582.51           | Agency Debentures and Agency Strips |
| FMAC          | 2041-08-01      | 4.5000%  | 0.0000% | $8000.00           | $211.36            | Agency Debentures and Agency Strips |
| FMAC          | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $44.02             | Agency Debentures and Agency Strips |
| FMAC          | 2041-10-01      | 4.0000%  | 0.0000% | $119295.00         | $13985.55          | Agency Debentures and Agency Strips |
| FMAC          | 2041-09-01      | 4.5000%  | 0.0000% | $355000.00         | $8990.42           | Agency Debentures and Agency Strips |
| FMAC          | 2041-09-01      | 4.5000%  | 0.0000% | $90000.00          | $1834.75           | Agency Debentures and Agency Strips |
| FMAC          | 2041-11-01      | 4.0000%  | 0.0000% | $25000.00          | $959.79            | Agency Debentures and Agency Strips |
| FMAC          | 2041-10-01      | 4.0000%  | 0.0000% | $393523.00         | $23798.13          | Agency Debentures and Agency Strips |
| FMAC          | 2041-11-01      | 4.0000%  | 0.0000% | $140000.00         | $11555.18          | Agency Debentures and Agency Strips |
| FMAC          | 2042-04-01      | 3.5000%  | 0.0000% | $40000.00          | $4496.26           | Agency Debentures and Agency Strips |
| FMAC          | 2042-04-01      | 3.5000%  | 0.0000% | $82964.00          | $9432.77           | Agency Debentures and Agency Strips |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $51000.00          | $6310.24           | Agency Debentures and Agency Strips |
| FMAC          | 2042-05-01      | 3.5000%  | 0.0000% | $17000.00          | $2355.40           | Agency Debentures and Agency Strips |
| FMAC          | 2042-05-01      | 3.0000%  | 0.0000% | $54516.00          | $4536.98           | Agency Debentures and Agency Strips |
| FMAC          | 2042-06-01      | 3.5000%  | 0.0000% | $11000.00          | $890.34            | Agency Debentures and Agency Strips |
| FMAC          | 2042-08-01      | 3.0000%  | 0.0000% | $54610.00          | $6217.57           | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $200000.00         | $22951.40          | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $100000.00         | $17516.46          | Agency Debentures and Agency Strips |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $100000.00         | $17927.28          | Agency Debentures and Agency Strips |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $100000.00         | $16678.82          | Agency Debentures and Agency Strips |
| FMAC          | 2042-12-01      | 3.5000%  | 0.0000% | $100000.00         | $8037.71           | Agency Debentures and Agency Strips |
| FMAC          | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $10885.79          | Agency Debentures and Agency Strips |
| FMAC          | 2042-06-01      | 3.5000%  | 0.0000% | $130000.00         | $15419.08          | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $100000.00         | $5080.01           | Agency Debentures and Agency Strips |
| FMAC          | 2044-03-01      | 4.5000%  | 0.0000% | $100000.00         | $13821.82          | Agency Debentures and Agency Strips |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $100000.00         | $17956.50          | Agency Debentures and Agency Strips |
| FMAC          | 2042-10-01      | 3.0000%  | 0.0000% | $27569.00          | $4945.83           | Agency Debentures and Agency Strips |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $148479.00         | $7949.93           | Agency Debentures and Agency Strips |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $160000.00         | $16117.61          | Agency Debentures and Agency Strips |
| FMAC          | 2042-08-01      | 3.5000%  | 0.0000% | $200262.00         | $22949.54          | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.0000%  | 0.0000% | $58692.00          | $8824.16           | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 5.0000%  | 0.0000% | $445567.00         | $21552.75          | Agency Debentures and Agency Strips |
| FMAC          | 2033-05-01      | 3.5000%  | 0.0000% | $28000.00          | $2515.45           | Agency Debentures and Agency Strips |
| FMAC          | 2031-07-01      | 5.0000%  | 0.0000% | $1060562.00        | $13675.79          | Agency Debentures and Agency Strips |
| FMAC          | 2035-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1355.70           | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 4.0000%  | 0.0000% | $2145.00           | $331.96            | Agency Debentures and Agency Strips |
| FMAC          | 2034-10-01      | 4.5000%  | 0.0000% | $57000.00          | $5377.61           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 2.5000%  | 0.0000% | $100000.00         | $19275.15          | Agency Debentures and Agency Strips |
| FMAC          | 2037-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1259.99           | Agency Debentures and Agency Strips |
| FMAC          | 2035-11-01      | 4.0000%  | 0.0000% | $49000.00          | $8988.53           | Agency Debentures and Agency Strips |
| FMAC          | 2031-09-01      | 5.0000%  | 0.0000% | $210172.00         | $121.15            | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $15920.33          | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $16203.16          | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13036.94          | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13553.13          | Agency Debentures and Agency Strips |
| FMAC          | 2043-07-01      | 3.5000%  | 0.0000% | $17000.00          | $4068.17           | Agency Debentures and Agency Strips |
| FMAC          | 2043-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3243.00           | Agency Debentures and Agency Strips |
| FMAC          | 2043-08-01      | 3.0000%  | 0.0000% | $25321.00          | $3889.34           | Agency Debentures and Agency Strips |
| FMAC          | 2043-10-01      | 3.5000%  | 0.0000% | $48146.00          | $12374.21          | Agency Debentures and Agency Strips |
| FMAC          | 2043-10-01      | 4.0000%  | 0.0000% | $300000.00         | $10453.68          | Agency Debentures and Agency Strips |
| FMAC          | 2030-03-01      | 2.5000%  | 0.0000% | $172189.00         | $13305.78          | Agency Debentures and Agency Strips |
| FMAC          | 2030-05-01      | 2.5000%  | 0.0000% | $254545.00         | $21936.98          | Agency Debentures and Agency Strips |
| FMAC          | 2030-09-01      | 2.5000%  | 0.0000% | $202543.00         | $19717.94          | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 2.5000%  | 0.0000% | $81150.00          | $6365.34           | Agency Debentures and Agency Strips |
| FMAC          | 2039-12-01      | 5.5000%  | 0.0000% | $7000.00           | $747.75            | Agency Debentures and Agency Strips |
| FMAC          | 2043-08-01      | 3.5000%  | 0.0000% | $102867.00         | $19722.02          | Agency Debentures and Agency Strips |
| FMAC          | 2043-10-01      | 4.5000%  | 0.0000% | $18000.00          | $2731.61           | Agency Debentures and Agency Strips |
| FMAC          | 2041-02-01      | 4.0000%  | 0.0000% | $184693.00         | $12495.49          | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 4.0000%  | 0.0000% | $35019.00          | $5492.73           | Agency Debentures and Agency Strips |
| FMAC          | 2043-10-01      | 4.5000%  | 0.0000% | $1253281.00        | $21240.14          | Agency Debentures and Agency Strips |
| FMAC          | 2045-05-01      | 4.0000%  | 0.0000% | $122000.00         | $13112.21          | Agency Debentures and Agency Strips |
| FMAC          | 2044-01-01      | 4.0000%  | 0.0000% | $80000.00          | $11862.72          | Agency Debentures and Agency Strips |
| FMAC          | 2047-04-01      | 4.5000%  | 0.0000% | $20000.00          | $2061.48           | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $140000.00         | $24812.73          | Agency Debentures and Agency Strips |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $178000.00         | $17924.62          | Agency Debentures and Agency Strips |
| FMAC          | 2044-03-01      | 4.5000%  | 0.0000% | $147000.00         | $9576.77           | Agency Debentures and Agency Strips |
| FMAC          | 2044-04-01      | 4.5000%  | 0.0000% | $100000.00         | $13818.83          | Agency Debentures and Agency Strips |
| FMAC          | 2044-09-01      | 3.5000%  | 0.0000% | $130000.00         | $19219.08          | Agency Debentures and Agency Strips |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $43000.00          | $3723.77           | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 4.0000%  | 0.0000% | $45000.00          | $3406.92           | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 3.0000%  | 0.0000% | $57000.00          | $9370.92           | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 3.0000%  | 0.0000% | $57000.00          | $9014.96           | Agency Debentures and Agency Strips |
| FMAC          | 2045-04-01      | 3.0000%  | 0.0000% | $70000.00          | $12483.40          | Agency Debentures and Agency Strips |
| FMAC          | 2045-07-01      | 4.0000%  | 0.0000% | $170057.00         | $13826.60          | Agency Debentures and Agency Strips |
| FMAC          | 2045-09-01      | 3.5000%  | 0.0000% | $85000.00          | $16918.54          | Agency Debentures and Agency Strips |
| FMAC          | 2046-02-01      | 4.0000%  | 0.0000% | $1194.00           | $121.93            | Agency Debentures and Agency Strips |
| FMAC          | 2046-03-01      | 4.5000%  | 0.0000% | $100000.00         | $20577.82          | Agency Debentures and Agency Strips |
| FMAC          | 2049-01-01      | 3.0000%  | 0.0000% | $60000.00          | $5798.79           | Agency Debentures and Agency Strips |
| FMAC          | 2046-04-01      | 3.5000%  | 0.0000% | $10000.00          | $1001.28           | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  | 0.0000% | $200000.00         | $22487.29          | Agency Debentures and Agency Strips |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $15675.56          | Agency Debentures and Agency Strips |
| FMAC          | 2046-07-01      | 4.5000%  | 0.0000% | $6783.00           | $935.57            | Agency Debentures and Agency Strips |
| FMAC          | 2046-07-01      | 3.0000%  | 0.0000% | $59261.00          | $10341.33          | Agency Debentures and Agency Strips |
| FMAC          | 2046-10-01      | 4.0000%  | 0.0000% | $59449.00          | $13334.61          | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 4.5000%  | 0.0000% | $6000.00           | $3014.51           | Agency Debentures and Agency Strips |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $55000.00          | $9306.14           | Agency Debentures and Agency Strips |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $75000.00          | $8904.90           | Agency Debentures and Agency Strips |
| FMAC          | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $113.32            | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 3.0000%  | 0.0000% | $103044.00         | $16813.78          | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  | 0.0000% | $125419.00         | $18289.89          | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $70000.00          | $8172.40           | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 3.5000%  | 0.0000% | $115000.00         | $20605.00          | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $90000.00          | $12519.27          | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 4.0000%  | 0.0000% | $78449.00          | $13437.75          | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $98000.00          | $20341.61          | Agency Debentures and Agency Strips |
| FMAC          | 2048-03-01      | 4.0000%  | 0.0000% | $47358.00          | $6655.03           | Agency Debentures and Agency Strips |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $51763.00          | $8423.74           | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $3000.00           | $250.19            | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1229.58           | Agency Debentures and Agency Strips |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $74995.00          | $9490.05           | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $85000.00          | $8283.51           | Agency Debentures and Agency Strips |
| FMAC          | 2049-06-01      | 5.0000%  | 0.0000% | $125000.00         | $6710.18           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $9000.00           | $1205.43           | Agency Debentures and Agency Strips |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $25000.00          | $7157.14           | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1403.80           | Agency Debentures and Agency Strips |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $9000.00           | $1333.00           | Agency Debentures and Agency Strips |
| FMAC          | 2045-10-01      | 3.5000%  | 0.0000% | $125000.00         | $21752.56          | Agency Debentures and Agency Strips |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $134.57            | Agency Debentures and Agency Strips |
| FMAC          | 2046-01-01      | 4.0000%  | 0.0000% | $20008.00          | $3149.96           | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $49000.00          | $5951.92           | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1875.09           | Agency Debentures and Agency Strips |
| FMAC          | 2044-07-01      | 4.0000%  | 0.0000% | $167000.00         | $19461.78          | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $24573.00          | $3894.07           | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $19000.00          | $4253.97           | Agency Debentures and Agency Strips |
| FMAC          | 2041-05-01      | 5.0000%  | 0.0000% | $29000.00          | $5537.24           | Agency Debentures and Agency Strips |
| FMAC          | 2046-04-01      | 4.5000%  | 0.0000% | $19000.00          | $4605.85           | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 5.0000%  | 0.0000% | $128000.00         | $13552.37          | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $100000.00         | $9240.67           | Agency Debentures and Agency Strips |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $33000.00          | $10059.95          | Agency Debentures and Agency Strips |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $17000.00          | $3866.88           | Agency Debentures and Agency Strips |
| FMAC          | 2041-09-01      | 5.5000%  | 0.0000% | $59000.00          | $13944.93          | Agency Debentures and Agency Strips |
| FMAC          | 2026-07-01      | 8.0000%  | 0.0000% | $201488.00         | $1.75              | Agency Debentures and Agency Strips |
| FMAC          | 2026-04-15      | 7.0000%  | 0.0000% | $10000.00          | $0.03              | Agency Debentures and Agency Strips |
| FMAC          | 2026-06-01      | 7.5000%  | 0.0000% | $59000.00          | $0.89              | Agency Debentures and Agency Strips |
| FMAC          | 2026-09-01      | 8.0000%  | 0.0000% | $1685000.00        | $67.05             | Agency Debentures and Agency Strips |
| FMAC          | 2026-12-01      | 8.0000%  | 0.0000% | $1609483.00        | $206.99            | Agency Debentures and Agency Strips |
| FMAC          | 2039-05-01      | 6.8750%  | 0.0000% | $110000.00         | $1785.60           | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 9.0000%  | 0.0000% | $250000.00         | $141.06            | Agency Debentures and Agency Strips |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $164301.00         | $7276.81           | Agency Debentures and Agency Strips |
| FMAC          | 2037-03-01      | 5.6250%  | 0.0000% | $1046809.00        | $13020.71          | Agency Debentures and Agency Strips |
| FMAC          | 2049-09-01      | 5.0000%  | 0.0000% | $82169.00          | $9137.02           | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 4.0000%  | 0.0000% | $68000.00          | $9838.87           | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $10000.00          | $1597.48           | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $91000.00          | $20688.91          | Agency Debentures and Agency Strips |
| FMAC          | 2050-02-01      | 4.5000%  | 0.0000% | $26000.00          | $4920.22           | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $17000.00          | $6898.42           | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $49592.00          | $22252.68          | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $48000.00          | $24169.63          | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2505.77           | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.0000%  | 0.0000% | $27500.00          | $18681.49          | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $28000.00          | $16418.84          | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $2389645.00        | $1730835.51        | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $25223.00          | $15502.47          | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1252.81           | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $35000.00          | $23125.86          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $15795.42          | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $9000.00           | $6378.44           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1332.00           | $1016.21           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2282.97           | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $4000.00           | $2533.71           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $12000.00          | $8669.25           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $15334.00          | $10248.96          | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2340.80           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $27000.00          | $20283.57          | Agency Debentures and Agency Strips |
| FMAC          | 2035-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1224.77           | Agency Debentures and Agency Strips |
| FMAC          | 2037-01-01      | 2.0000%  | 0.0000% | $34817.00          | $22133.13          | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 4.0000%  | 0.0000% | $69000.00          | $12055.08          | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $94000.00          | $16253.07          | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.5000%  | 0.0000% | $38697.00          | $18849.66          | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $30471.00          | $16202.54          | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  | 0.0000% | $7000.00           | $4105.03           | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $18305.00          | $11370.62          | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $16000.00          | $10624.62          | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $4429.00           | $3080.01           | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $22000.00          | $15101.11          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $5000.00           | $3428.39           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $3207.00           | $2445.56           | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $6175.14           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $881.93            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4720.58           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $29797.00          | $23941.06          | Agency Debentures and Agency Strips |
| FMAC          | 2040-04-01      | 3.0000%  | 0.0000% | $50000.00          | $10787.73          | Agency Debentures and Agency Strips |
| FMAC          | 2040-11-01      | 2.5000%  | 0.0000% | $50000.00          | $20328.87          | Agency Debentures and Agency Strips |
| FMAC          | 2043-05-01      | 5.5000%  | 0.0000% | $27000.00          | $15901.53          | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 2.0000%  | 0.0000% | $8000.00           | $3759.71           | Agency Debentures and Agency Strips |
| FMAC          | 2030-04-01      | 3.0000%  | 0.0000% | $3526.00           | $537.23            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-25      | 6.5000%  | 0.0000% | $3000.00           | $2800.76           | Agency Debentures and Agency Strips |
| FMAC          | 2037-10-01      | 4.5000%  | 0.0000% | $33000.00          | $20166.52          | Agency Debentures and Agency Strips |
| FMAC          | 2037-11-01      | 5.0000%  | 0.0000% | $25255.00          | $16487.25          | Agency Debentures and Agency Strips |
| FMAC          | 2039-09-01      | 4.0000%  | 0.0000% | $25000.00          | $17704.37          | Agency Debentures and Agency Strips |
| FMAC          | 2040-10-01      | 4.0000%  | 0.0000% | $26265.00          | $24939.95          | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $72000.00          | $13806.68          | Agency Debentures and Agency Strips |
| FMAC          | 2049-11-01      | 2.5000%  | 0.0000% | $15000.00          | $4916.84           | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  | 0.0000% | $107000.00         | $1987.01           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $25.80             | Agency Debentures and Agency Strips |
| FNMA          | 2026-06-01      | 7.5000%  | 0.0000% | $727696.00         | $4.30              | Agency Debentures and Agency Strips |
| FNMA          | 2026-06-01      | 7.0000%  | 0.0000% | $10000.00          | $0.02              | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 7.5000%  | 0.0000% | $3143400.00        | $44.66             | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 7.5000%  | 0.0000% | $1732598.00        | $101.25            | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 9.0000%  | 0.0000% | $745840.00         | $5.09              | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 7.0000%  | 0.0000% | $990937.00         | $80.28             | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 7.0000%  | 0.0000% | $2509858.00        | $73.34             | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 7.0000%  | 0.0000% | $49000.00          | $7.09              | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 6.5000%  | 0.0000% | $300000.00         | $621.24            | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 7.0000%  | 0.0000% | $11251000.00       | $6957.37           | Agency Debentures and Agency Strips |
| FNMA          | 2028-03-01      | 6.5000%  | 0.0000% | $6000.00           | $0.87              | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 7.5000%  | 0.0000% | $3000000.00        | $1606.79           | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 6.0000%  | 0.0000% | $84000.00          | $80.31             | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 7.0000%  | 0.0000% | $3750000.00        | $3098.84           | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 6.5000%  | 0.0000% | $270000.00         | $395.75            | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 7.0000%  | 0.0000% | $8890294.00        | $9245.73           | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 6.5000%  | 0.0000% | $341419.00         | $580.60            | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 7.0000%  | 0.0000% | $12000000.00       | $7258.52           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 6.5000%  | 0.0000% | $1200000.00        | $686.02            | Agency Debentures and Agency Strips |
| FNMA          | 2029-06-01      | 7.0000%  | 0.0000% | $5000.00           | $4.88              | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-01      | 6.5000%  | 0.0000% | $255260.00         | $564.30            | Agency Debentures and Agency Strips |
| FNMA          | 2029-06-01      | 7.0000%  | 0.0000% | $155737.00         | $181.34            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 7.5000%  | 0.0000% | $4000400.00        | $5884.15           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 7.0000%  | 0.0000% | $1459816.00        | $812.05            | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 7.0000%  | 0.0000% | $9000.00           | $3.32              | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 7.5000%  | 0.0000% | $532181.00         | $207.53            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 7.0000%  | 0.0000% | $5000.00           | $3.23              | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 7.5000%  | 0.0000% | $150000.00         | $95.04             | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 8.5000%  | 0.0000% | $394158.00         | $102.95            | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.5000%  | 0.0000% | $250000.00         | $341.51            | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.0000%  | 0.0000% | $458755.00         | $350.37            | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 7.5000%  | 0.0000% | $88000.00          | $53.79             | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 8.0000%  | 0.0000% | $50000.00          | $22.62             | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 8.5000%  | 0.0000% | $6307107.00        | $5029.78           | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 7.5000%  | 0.0000% | $150215.00         | $69.00             | Agency Debentures and Agency Strips |
| FNMA          | 2030-06-01      | 8.5000%  | 0.0000% | $1653912.00        | $1326.36           | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 8.5000%  | 0.0000% | $45643411.00       | $6360.61           | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 8.5000%  | 0.0000% | $790739.00         | $165.25            | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 8.5000%  | 0.0000% | $4042756.00        | $739.38            | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.5000%  | 0.0000% | $702839.00         | $528.94            | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $275000.00         | $1919.01           | Agency Debentures and Agency Strips |
| FNMA          | 2031-01-01      | 8.5000%  | 0.0000% | $2121024.00        | $2832.52           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 7.0000%  | 0.0000% | $6696796.00        | $5586.21           | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 5.0000%  | 0.0000% | $11000.00          | $64.11             | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 5.0000%  | 0.0000% | $3100000.00        | $17089.13          | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 8.5000%  | 0.0000% | $198161.00         | $375.68            | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.0000%  | 0.0000% | $2286920.00        | $1782.57           | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 7.0000%  | 0.0000% | $4605576.00        | $4287.29           | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.5000%  | 0.0000% | $195912.00         | $105.06            | Agency Debentures and Agency Strips |
| FNMA          | 2030-12-01      | 8.0000%  | 0.0000% | $2000000.00        | $397.36            | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 8.0000%  | 0.0000% | $365400.00         | $175.45            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.0000%  | 0.0000% | $6000.00           | $11.10             | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 7.0000%  | 0.0000% | $10397903.00       | $22362.43          | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.0000%  | 0.0000% | $1550000.00        | $596.76            | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.0000%  | 0.0000% | $500000.00         | $336.23            | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 5.5000%  | 0.0000% | $1000000.00        | $2753.57           | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $150000.00         | $873.17            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 7.0000%  | 0.0000% | $357918.00         | $2123.28           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 5.5000%  | 0.0000% | $2536000.00        | $23396.78          | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 5.5000%  | 0.0000% | $350000.00         | $3147.33           | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 6.0000%  | 0.0000% | $1900000.00        | $968.97            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 6.0000%  | 0.0000% | $650000.00         | $1785.82           | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 6.5000%  | 0.0000% | $61378.00          | $126.52            | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 5.5000%  | 0.0000% | $440716.00         | $1044.25           | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 5.5000%  | 0.0000% | $550000.00         | $473.72            | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 5.0000%  | 0.0000% | $79000.00          | $466.46            | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 5.0000%  | 0.0000% | $13000.00          | $101.72            | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 6.5000%  | 0.0000% | $37274.00          | $0.84              | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 5.5000%  | 0.0000% | $1480000.00        | $11028.61          | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 6.5000%  | 0.0000% | $1481183.00        | $291.27            | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 5.0000%  | 0.0000% | $1806000.00        | $1378.30           | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 6.5000%  | 0.0000% | $2216870.00        | $1075.63           | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 6.5000%  | 0.0000% | $877051.00         | $352.02            | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 6.5000%  | 0.0000% | $9988993.00        | $18031.75          | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 6.0000%  | 0.0000% | $2400000.00        | $4748.77           | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 6.0000%  | 0.0000% | $3177500.00        | $5328.31           | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $270000.00         | $505.73            | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-01      | 6.5000%  | 0.0000% | $5234363.00        | $11080.41          | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 7.0000%  | 0.0000% | $375000.00         | $4691.75           | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 6.5000%  | 0.0000% | $2500000.00        | $10397.45          | Agency Debentures and Agency Strips |
| FNMA          | 2028-02-01      | 5.5000%  | 0.0000% | $747000.00         | $1722.38           | Agency Debentures and Agency Strips |
| FNMA          | 2028-03-01      | 5.0000%  | 0.0000% | $5880361.00        | $10020.47          | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $333708.00         | $744.19            | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 5.5000%  | 0.0000% | $1530000.00        | $20064.65          | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 5.0000%  | 0.0000% | $82000.00          | $179.23            | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 7.0000%  | 0.0000% | $20000.00          | $0.01              | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 7.5000%  | 0.0000% | $100000.00         | $675.51            | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 3.5000%  | 0.0000% | $10000.00          | $2.21              | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $375000.00         | $11639.52          | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 5.5000%  | 0.0000% | $39000.00          | $3460.50           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 6.5000%  | 0.0000% | $2600000.00        | $870.53            | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 7.0000%  | 0.0000% | $21000.00          | $3.50              | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 7.0000%  | 0.0000% | $155869.00         | $43.94             | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 7.0000%  | 0.0000% | $583616.00         | $120.35            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $748844.00         | $493.98            | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 7.5000%  | 0.0000% | $25668.00          | $3.63              | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 5.5000%  | 0.0000% | $170000.00         | $1316.81           | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 7.5000%  | 0.0000% | $85700.00          | $8.85              | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 7.5000%  | 0.0000% | $58000.00          | $3.33              | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 8.5000%  | 0.0000% | $438735.00         | $349.95            | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 7.5000%  | 0.0000% | $351000.00         | $78.30             | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 7.0000%  | 0.0000% | $355365.00         | $31.50             | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-01      | 7.0000%  | 0.0000% | $137267.00         | $47.98             | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-01      | 7.5000%  | 0.0000% | $1356285.00        | $300.92            | Agency Debentures and Agency Strips |
| FNMA          | 2028-01-01      | 7.5000%  | 0.0000% | $375000.00         | $191.07            | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 7.0000%  | 0.0000% | $891715.00         | $22352.04          | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 6.0000%  | 0.0000% | $2100000.00        | $822.56            | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 7.0000%  | 0.0000% | $865508.00         | $1853.73           | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 5.5000%  | 0.0000% | $600000.00         | $1677.68           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $100000.00         | $101.13            | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 7.0000%  | 0.0000% | $3614157.00        | $650.53            | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 7.0000%  | 0.0000% | $336539.00         | $1857.96           | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 6.5000%  | 0.0000% | $3549000.00        | $2145.18           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $3350516.00        | $1985.42           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 7.5000%  | 0.0000% | $1303035.00        | $2105.27           | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 6.5000%  | 0.0000% | $147000.00         | $185.71            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 7.0000%  | 0.0000% | $590000.00         | $5794.82           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 7.5000%  | 0.0000% | $3357761.00        | $10176.26          | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 7.0000%  | 0.0000% | $1923767.00        | $449.36            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 7.0000%  | 0.0000% | $7000.00           | $15.15             | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 7.5000%  | 0.0000% | $82994.00          | $3.88              | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 7.5000%  | 0.0000% | $372157.00         | $944.31            | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 8.5000%  | 0.0000% | $1140807.00        | $1300.40           | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 7.5000%  | 0.0000% | $155432.00         | $197.63            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 7.0000%  | 0.0000% | $3324578.00        | $2518.19           | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 8.5000%  | 0.0000% | $1857242.00        | $599.05            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 7.0000%  | 0.0000% | $12311547.00       | $6760.21           | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 7.5000%  | 0.0000% | $400000.00         | $101.36            | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 7.0000%  | 0.0000% | $2135972.00        | $770.59            | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 7.0000%  | 0.0000% | $5264560.00        | $2049.80           | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 8.5000%  | 0.0000% | $17640599.00       | $8196.08           | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 7.0000%  | 0.0000% | $2925905.00        | $1361.56           | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 7.0000%  | 0.0000% | $3079969.00        | $587.25            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 8.5000%  | 0.0000% | $1174169.00        | $206.02            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 8.5000%  | 0.0000% | $2823743.00        | $1349.96           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 7.0000%  | 0.0000% | $9085392.00        | $4129.65           | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 7.0000%  | 0.0000% | $447515.00         | $162.74            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 7.0000%  | 0.0000% | $4894362.00        | $1596.45           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 6.0000%  | 0.0000% | $800000.00         | $1285.05           | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 7.0000%  | 0.0000% | $135445.00         | $102.02            | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 8.5000%  | 0.0000% | $289263.00         | $17.77             | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 9.0000%  | 0.0000% | $2900000.00        | $1221.78           | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 6.0000%  | 0.0000% | $21000.00          | $1014.51           | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 8.5000%  | 0.0000% | $460698.00         | $2059.74           | Agency Debentures and Agency Strips |
| FNMA          | 2032-03-01      | 7.0000%  | 0.0000% | $19707863.00       | $21198.45          | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 7.5000%  | 0.0000% | $276045.00         | $124.47            | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.5000%  | 0.0000% | $407393.00         | $262.80            | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.0000%  | 0.0000% | $3225000.00        | $2109.77           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.5000%  | 0.0000% | $2353030.00        | $1091.13           | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.0000%  | 0.0000% | $8667012.00        | $8657.27           | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.0000%  | 0.0000% | $601699.00         | $526.30            | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 6.5000%  | 0.0000% | $5817830.00        | $7544.65           | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $5164854.00        | $4510.17           | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 8.0000%  | 0.0000% | $6603007.00        | $6629.40           | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 7.0000%  | 0.0000% | $3776716.00        | $1723.43           | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 7.0000%  | 0.0000% | $409495.00         | $497.51            | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 8.5000%  | 0.0000% | $379035.00         | $268.46            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 8.5000%  | 0.0000% | $49729.00          | $781.99            | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 8.5000%  | 0.0000% | $199999.00         | $294.61            | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 7.0000%  | 0.0000% | $795918.00         | $718.66            | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 7.0000%  | 0.0000% | $2593840.00        | $2963.93           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 5.5000%  | 0.0000% | $1550000.00        | $5648.35           | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 5.0000%  | 0.0000% | $1881050.00        | $10399.58          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $6310145.00        | $24671.51          | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 5.5000%  | 0.0000% | $496000.00         | $2062.80           | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 5.5000%  | 0.0000% | $80000.00          | $406.59            | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 7.5000%  | 0.0000% | $1923766.00        | $186.08            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 8.5000%  | 0.0000% | $1840006.00        | $919.07            | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 9.0000%  | 0.0000% | $10000000.00       | $3211.31           | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 8.0000%  | 0.0000% | $31900.00          | $151.78            | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-01      | 8.5000%  | 0.0000% | $1216215.00        | $1405.32           | Agency Debentures and Agency Strips |
| FNMA          | 2031-01-01      | 7.0000%  | 0.0000% | $4329198.00        | $1704.55           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 7.5000%  | 0.0000% | $1310000.00        | $3457.01           | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 7.5000%  | 0.0000% | $1000000.00        | $2392.83           | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-01      | 8.5000%  | 0.0000% | $574012.00         | $2744.43           | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-01      | 9.0000%  | 0.0000% | $125000.00         | $36.71             | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.5000%  | 0.0000% | $1322546.00        | $14482.98          | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 8.5000%  | 0.0000% | $5101835.00        | $18514.80          | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 7.5000%  | 0.0000% | $8312733.00        | $794.47            | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 7.0000%  | 0.0000% | $5483122.00        | $345.53            | Agency Debentures and Agency Strips |
| FNMA          | 2031-01-01      | 8.5000%  | 0.0000% | $98419.00          | $36.48             | Agency Debentures and Agency Strips |
| FNMA          | 2028-11-01      | 7.0000%  | 0.0000% | $3156285.00        | $358.13            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 8.0000%  | 0.0000% | $10000000.00       | $5392.27           | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.5000%  | 0.0000% | $10925000.00       | $15145.24          | Agency Debentures and Agency Strips |
| FNMA          | 2029-06-01      | 7.0000%  | 0.0000% | $1642807.00        | $5474.34           | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 6.5000%  | 0.0000% | $195616.00         | $1659.63           | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 6.0000%  | 0.0000% | $109111.00         | $235.14            | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 8.5000%  | 0.0000% | $1778882.00        | $7615.13           | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 8.5000%  | 0.0000% | $1214889.00        | $1770.25           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.0000%  | 0.0000% | $2366072.00        | $2949.20           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.0000%  | 0.0000% | $8983609.00        | $3098.91           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.0000%  | 0.0000% | $342066.00         | $636.35            | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 8.0000%  | 0.0000% | $250000.00         | $1629.94           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.0000%  | 0.0000% | $2680557.00        | $669.58            | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 7.0000%  | 0.0000% | $1246824.00        | $1058.12           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.0000%  | 0.0000% | $1448585.00        | $1299.15           | Agency Debentures and Agency Strips |
| FNMA          | 2031-06-01      | 7.0000%  | 0.0000% | $2606969.00        | $693.32            | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.0000%  | 0.0000% | $1942557.00        | $1036.66           | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 8.5000%  | 0.0000% | $16127642.00       | $15272.19          | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.0000%  | 0.0000% | $4000.00           | $7.48              | Agency Debentures and Agency Strips |
| FNMA          | 2032-03-01      | 6.0000%  | 0.0000% | $625000.00         | $782.60            | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.0000%  | 0.0000% | $612321.00         | $416.69            | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.0000%  | 0.0000% | $1000.00           | $0.44              | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.0000%  | 0.0000% | $2500000.00        | $6534.82           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 6.5000%  | 0.0000% | $493859.00         | $606.89            | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.0000%  | 0.0000% | $6622287.00        | $14838.22          | Agency Debentures and Agency Strips |
| FNMA          | 2031-09-01      | 7.0000%  | 0.0000% | $4094361.00        | $891.14            | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 7.0000%  | 0.0000% | $2060510.00        | $3302.73           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.0000%  | 0.0000% | $102681.00         | $243.79            | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 6.5000%  | 0.0000% | $50000.00          | $44.12             | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.0000%  | 0.0000% | $1092134.00        | $8722.75           | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 7.5000%  | 0.0000% | $46040.00          | $221.78            | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.0000%  | 0.0000% | $223200.00         | $87.88             | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.5000%  | 0.0000% | $448800.00         | $2310.22           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 7.5000%  | 0.0000% | $38360.00          | $203.63            | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 7.0000%  | 0.0000% | $220719.00         | $448.68            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 7.5000%  | 0.0000% | $296000.00         | $725.72            | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 7.0000%  | 0.0000% | $2205290.00        | $3361.49           | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 7.0000%  | 0.0000% | $3083394.00        | $14889.94          | Agency Debentures and Agency Strips |
| FNMA          | 2031-01-01      | 8.0000%  | 0.0000% | $170000.00         | $318.10            | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.0000%  | 0.0000% | $985672.00         | $2906.66           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $3104404.00        | $3010.30           | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 6.5000%  | 0.0000% | $107085.00         | $261.20            | Agency Debentures and Agency Strips |
| FNMA          | 2032-01-01      | 7.0000%  | 0.0000% | $691621.00         | $3234.53           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 7.0000%  | 0.0000% | $2007636.00        | $1610.27           | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 7.0000%  | 0.0000% | $800000.00         | $4013.18           | Agency Debentures and Agency Strips |
| FNMA          | 2032-01-01      | 7.0000%  | 0.0000% | $378168.00         | $461.23            | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 6.5000%  | 0.0000% | $106631.00         | $146.00            | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 8.5000%  | 0.0000% | $2253759.00        | $3133.37           | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 7.0000%  | 0.0000% | $600000.00         | $1047.39           | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 7.0000%  | 0.0000% | $2157292.00        | $6133.24           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 7.5000%  | 0.0000% | $58800.00          | $442.14            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $695727.00         | $2979.30           | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.0000%  | 0.0000% | $1368811.00        | $369.91            | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $894900.00         | $8969.59           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $2001606.00        | $3748.66           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $1000740.00        | $3856.05           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $71000.00          | $2639.51           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $190018.00         | $5350.16           | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $47000.00          | $2138.92           | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 3.5000%  | 0.0000% | $250000.00         | $14105.35          | Agency Debentures and Agency Strips |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $48000.00          | $3238.16           | Agency Debentures and Agency Strips |
| FNMA          | 2026-04-25      | 3.5000%  | 0.0000% | $60000.00          | $6.41              | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $500000.00         | $4948.31           | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $5000.00           | $323.26            | Agency Debentures and Agency Strips |
| FNMA          | 2026-04-25      | 4.0000%  | 0.0000% | $895592.00         | $173.37            | Agency Debentures and Agency Strips |
| FNMA          | 2026-04-25      | 4.0000%  | 0.0000% | $39000.00          | $5.60              | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 4.0000%  | 0.0000% | $2216970.00        | $496.61            | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $165000.00         | $11182.45          | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 3.5000%  | 0.0000% | $848511.00         | $164.41            | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 4.0000%  | 0.0000% | $84644.00          | $35.85             | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $695000.00         | $11012.55          | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 4.0000%  | 0.0000% | $55000.00          | $18.27             | Agency Debentures and Agency Strips |
| FNMA          | 2041-06-01      | 4.5000%  | 0.0000% | $2000.00           | $119.88            | Agency Debentures and Agency Strips |
| FNMA          | 2026-06-01      | 4.0000%  | 0.0000% | $2605000.00        | $1440.61           | Agency Debentures and Agency Strips |
| FNMA          | 2041-07-01      | 5.0000%  | 0.0000% | $2000.00           | $156.04            | Agency Debentures and Agency Strips |
| FNMA          | 2026-07-01      | 3.5000%  | 0.0000% | $50000.00          | $70.05             | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $488522.00         | $2136.71           | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 4.5000%  | 0.0000% | $2573.00           | $55.14             | Agency Debentures and Agency Strips |
| FNMA          | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $28.20             | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 3.5000%  | 0.0000% | $530000.00         | $782.96            | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 3.5000%  | 0.0000% | $611000.00         | $725.99            | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-01      | 3.5000%  | 0.0000% | $25000.00          | $30.97             | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-01      | 3.5000%  | 0.0000% | $102000.00         | $175.10            | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $37.42             | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 3.5000%  | 0.0000% | $23000.00          | $49.69             | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $4620894.00        | $14998.87          | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.5000%  | 0.0000% | $41000.00          | $80.79             | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.5000%  | 0.0000% | $17000.00          | $52.57             | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $2962722.00        | $13455.69          | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $22000.00          | $253.37            | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.5000%  | 0.0000% | $50000.00          | $146.29            | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $638000.00         | $24863.19          | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $13109.59          | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.5000%  | 0.0000% | $676493.00         | $1601.41           | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $18000.00          | $79.61             | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $223367.00         | $852.37            | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.5000%  | 0.0000% | $30000.00          | $123.54            | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.5000%  | 0.0000% | $75000.00          | $332.10            | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $155000.00         | $1820.64           | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $69000.00          | $425.55            | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $41000.00          | $625.22            | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $72000.00          | $904.97            | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $234000.00         | $1887.39           | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 3.5000%  | 0.0000% | $268059.00         | $532.89            | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 5.0000%  | 0.0000% | $6874931.00        | $774.86            | Agency Debentures and Agency Strips |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.48             | Agency Debentures and Agency Strips |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $42000.00          | $2006.23           | Agency Debentures and Agency Strips |
| FNMA          | 2026-05-01      | 4.0000%  | 0.0000% | $1462976.00        | $240.43            | Agency Debentures and Agency Strips |
| FNMA          | 2026-06-01      | 4.5000%  | 0.0000% | $520000.00         | $242.81            | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 5.0000%  | 0.0000% | $868900.00         | $24398.29          | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 3.5000%  | 0.0000% | $285000.00         | $1916.53           | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-01      | 4.5000%  | 0.0000% | $17000.00          | $5.95              | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 4.5000%  | 0.0000% | $213000.00         | $172.78            | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-01      | 4.5000%  | 0.0000% | $229000.00         | $24.68             | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 4.5000%  | 0.0000% | $2110748.00        | $1367.74           | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 7.0000%  | 0.0000% | $15000.00          | $503.21            | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 4.5000%  | 0.0000% | $171465.00         | $42.17             | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $193727.00         | $6037.85           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.0000%  | 0.0000% | $60000.00          | $131.81            | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-01      | 2.5000%  | 0.0000% | $25000.00          | $479.82            | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 4.0000%  | 0.0000% | $24000.00          | $61.05             | Agency Debentures and Agency Strips |
| FNMA          | 2026-04-25      | 4.5000%  | 0.0000% | $695000.00         | $74.57             | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 4.0000%  | 0.0000% | $236984.00         | $118.88            | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $66000.00          | $65.84             | Agency Debentures and Agency Strips |
| FNMA          | 2026-06-01      | 4.5000%  | 0.0000% | $6800000.00        | $106.01            | Agency Debentures and Agency Strips |
| FNMA          | 2026-06-01      | 5.0000%  | 0.0000% | $2513000.00        | $11.27             | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $39555.00          | $2.20              | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-01      | 4.0000%  | 0.0000% | $51000.00          | $12.30             | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 4.0000%  | 0.0000% | $1206268.00        | $157.08            | Agency Debentures and Agency Strips |
| FNMA          | 2038-12-01      | 5.5000%  | 0.0000% | $606136.00         | $23112.60          | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.0000%  | 0.0000% | $1500000.00        | $8891.65           | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $18640.83          | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 4.5000%  | 0.0000% | $4536000.00        | $3448.39           | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 5.0000%  | 0.0000% | $16334511.00       | $1538.83           | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 3.0000%  | 0.0000% | $9000.00           | $96.03             | Agency Debentures and Agency Strips |
| FNMA          | 2028-01-01      | 3.5000%  | 0.0000% | $97000.00          | $15.29             | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 4.0000%  | 0.0000% | $130000.00         | $178.87            | Agency Debentures and Agency Strips |
| FNMA          | 2028-07-01      | 3.5000%  | 0.0000% | $156000.00         | $1949.52           | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 3.5000%  | 0.0000% | $14929.00          | $134.65            | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-01      | 3.5000%  | 0.0000% | $55000.00          | $0.11              | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $5805.00           | $0.36              | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 3.5000%  | 0.0000% | $85000.00          | $2863.59           | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $255897.00         | $2.33              | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.5000%  | 0.0000% | $33400.00          | $56.78             | Agency Debentures and Agency Strips |
| FNMA          | 2042-04-01      | 4.5000%  | 0.0000% | $49000.00          | $3936.85           | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $38.03             | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 4.0000%  | 0.0000% | $594000.00         | $410.67            | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $1683140.00        | $56.86             | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $176000.00         | $346.65            | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 4.0000%  | 0.0000% | $25000.00          | $2981.77           | Agency Debentures and Agency Strips |
| FNMA          | 2044-04-01      | 4.5000%  | 0.0000% | $15000.00          | $888.00            | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-01      | 3.5000%  | 0.0000% | $111000.00         | $4302.12           | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 3.5000%  | 0.0000% | $100000.00         | $473.10            | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 4.5000%  | 0.0000% | $208000.00         | $20981.92          | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $60000.00          | $5052.99           | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 3.5000%  | 0.0000% | $78000.00          | $44.54             | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 4.0000%  | 0.0000% | $24000.00          | $10.87             | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 5.0000%  | 0.0000% | $327376.00         | $23952.16          | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 4.5000%  | 0.0000% | $373000.00         | $126.51            | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 4.0000%  | 0.0000% | $71000.00          | $883.32            | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.5000%  | 0.0000% | $2000.00           | $106.72            | Agency Debentures and Agency Strips |
| FNMA          | 2032-01-01      | 4.5000%  | 0.0000% | $130000.00         | $6484.27           | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 5.0000%  | 0.0000% | $1550963.00        | $14439.10          | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 5.0000%  | 0.0000% | $295000.00         | $10425.78          | Agency Debentures and Agency Strips |
| FNMA          | 2045-01-01      | 4.0000%  | 0.0000% | $150000.00         | $16528.35          | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 3.5000%  | 0.0000% | $88984.00          | $5867.43           | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $113.99            | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 4.0000%  | 0.0000% | $144000.00         | $15941.53          | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 3.5000%  | 0.0000% | $3000.00           | $492.68            | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 5.0000%  | 0.0000% | $65000.00          | $8625.45           | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $54000.00          | $51.28             | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 3.5000%  | 0.0000% | $220000.00         | $5799.97           | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 6.5000%  | 0.0000% | $10000.00          | $1143.49           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1121.67           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.0000%  | 0.0000% | $150000.00         | $1081.65           | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 3.5000%  | 0.0000% | $8000.00           | $685.76            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 3.5000%  | 0.0000% | $242690.00         | $1504.35           | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 6.0000%  | 0.0000% | $452562.00         | $3329.13           | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 3.0000%  | 0.0000% | $89000.00          | $5954.16           | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-01      | 4.0000%  | 0.0000% | $14000.00          | $51.40             | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 4.0000%  | 0.0000% | $42000.00          | $22.22             | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-01      | 3.5000%  | 0.0000% | $54000.00          | $4795.03           | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 3.0000%  | 0.0000% | $129434.00         | $14656.48          | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-01      | 3.5000%  | 0.0000% | $185000.00         | $11082.75          | Agency Debentures and Agency Strips |
| FNMA          | 2030-12-01      | 3.5000%  | 0.0000% | $11000.00          | $487.97            | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 4.0000%  | 0.0000% | $491501.00         | $902.32            | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 5.0000%  | 0.0000% | $91715.00          | $15627.61          | Agency Debentures and Agency Strips |
| FNMA          | 2036-10-01      | 3.0000%  | 0.0000% | $32983.00          | $6624.43           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 3.5000%  | 0.0000% | $9000.00           | $748.35            | Agency Debentures and Agency Strips |
| FNMA          | 2036-10-01      | 4.0000%  | 0.0000% | $36000.00          | $5054.65           | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 3.5000%  | 0.0000% | $1621.00           | $136.96            | Agency Debentures and Agency Strips |
| FNMA          | 2044-06-01      | 3.5000%  | 0.0000% | $75000.00          | $11208.38          | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 3.5000%  | 0.0000% | $115000.00         | $8522.98           | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 4.0000%  | 0.0000% | $12000.00          | $184.32            | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $482.25            | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 3.0000%  | 0.0000% | $25000.00          | $2467.69           | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  | 0.0000% | $146657.00         | $8109.02           | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $203800.00         | $2037.98           | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $102000.00         | $9875.17           | Agency Debentures and Agency Strips |
| FNMA          | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $81.58             | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1561.17           | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 4.5000%  | 0.0000% | $3000.00           | $455.55            | Agency Debentures and Agency Strips |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $1651.00           | $242.90            | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 3.5000%  | 0.0000% | $55000.00          | $192.81            | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 3.0000%  | 0.0000% | $695085.00         | $5711.24           | Agency Debentures and Agency Strips |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $30000.00          | $1792.45           | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 3.0000%  | 0.0000% | $98141.00          | $936.45            | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 4.5000%  | 0.0000% | $220385.00         | $10054.05          | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 3.0000%  | 0.0000% | $9000.00           | $100.98            | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 2.5000%  | 0.0000% | $507205.00         | $7197.49           | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.5000%  | 0.0000% | $68000.00          | $373.54            | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.5000%  | 0.0000% | $878000.00         | $3237.36           | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.0000%  | 0.0000% | $293355.00         | $4743.88           | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.0000%  | 0.0000% | $642508.00         | $6513.24           | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 2.5000%  | 0.0000% | $126000.00         | $12065.34          | Agency Debentures and Agency Strips |
| FNMA          | 2027-09-01      | 2.5000%  | 0.0000% | $475602.00         | $11386.82          | Agency Debentures and Agency Strips |
| FNMA          | 2032-10-01      | 3.0000%  | 0.0000% | $183000.00         | $16248.16          | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $92985.00          | $14884.60          | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $65219.00          | $10889.72          | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $158402.00         | $20900.21          | Agency Debentures and Agency Strips |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $88302.00          | $13700.14          | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 2.5000%  | 0.0000% | $190000.00         | $4084.59           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $6000.00           | $5145.20           | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 2.5000%  | 0.0000% | $39000.00          | $4788.02           | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $10000.00          | $435.23            | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 2.5000%  | 0.0000% | $69000.00          | $13016.37          | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100000.00         | $13375.09          | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $134550.00         | $13841.81          | Agency Debentures and Agency Strips |
| FNMA          | 2028-07-01      | 3.5000%  | 0.0000% | $59000.00          | $1445.09           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $116733.00         | $14363.21          | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 2.5000%  | 0.0000% | $2000.00           | $444.06            | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 3.5000%  | 0.0000% | $232000.00         | $7162.21           | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 3.5000%  | 0.0000% | $56000.00          | $1594.24           | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 3.5000%  | 0.0000% | $14000.00          | $470.05            | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $17000.00          | $604.26            | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 5.0000%  | 0.0000% | $33000.00          | $2091.34           | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $59.80             | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.0000%  | 0.0000% | $100000.00         | $4070.01           | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.5000%  | 0.0000% | $104328.00         | $3557.87           | Agency Debentures and Agency Strips |
| FNMA          | 2029-06-01      | 3.0000%  | 0.0000% | $90000.00          | $4327.98           | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $50000.00          | $3392.98           | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 3.0000%  | 0.0000% | $137000.00         | $8192.61           | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.5000%  | 0.0000% | $58000.00          | $3649.66           | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 4.0000%  | 0.0000% | $5305.00           | $302.70            | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $19788.00          | $654.14            | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 3.0000%  | 0.0000% | $25000.00          | $2067.99           | Agency Debentures and Agency Strips |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $9000.00           | $1036.50           | Agency Debentures and Agency Strips |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $89.03             | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 4.0000%  | 0.0000% | $83000.00          | $7445.16           | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 3.0000%  | 0.0000% | $275175.00         | $15699.93          | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $4000.00           | $735.29            | Agency Debentures and Agency Strips |
| FNMA          | 2030-04-01      | 2.0000%  | 0.0000% | $36570.00          | $2791.72           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 4.5000%  | 0.0000% | $77842.00          | $6002.81           | Agency Debentures and Agency Strips |
| FNMA          | 2030-12-01      | 2.5000%  | 0.0000% | $3000.00           | $329.19            | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $105000.00         | $15902.20          | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 2.5000%  | 0.0000% | $52459.00          | $4193.64           | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1681.64           | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $13000.00          | $1009.21           | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $92.17             | Agency Debentures and Agency Strips |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $100582.00         | $7222.76           | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $163.45            | Agency Debentures and Agency Strips |
| FNMA          | 2031-01-01      | 2.5000%  | 0.0000% | $10000.00          | $985.66            | Agency Debentures and Agency Strips |
| FNMA          | 2046-02-01      | 4.5000%  | 0.0000% | $4000.00           | $328.26            | Agency Debentures and Agency Strips |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $91.21             | Agency Debentures and Agency Strips |
| FNMA          | 2036-02-01      | 3.5000%  | 0.0000% | $7000.00           | $675.29            | Agency Debentures and Agency Strips |
| FNMA          | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $32.59             | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 4.0000%  | 0.0000% | $63000.00          | $14697.64          | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 2.5000%  | 0.0000% | $96162.00          | $16756.35          | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 2.5000%  | 0.0000% | $139000.00         | $13762.87          | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 2.5000%  | 0.0000% | $28000.00          | $3611.94           | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $115000.00         | $13805.42          | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $2438.00           | $497.60            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $103.28            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $124.02            | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 2.5000%  | 0.0000% | $2000.00           | $60.11             | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.0000%  | 0.0000% | $141000.00         | $5227.78           | Agency Debentures and Agency Strips |
| FNMA          | 2043-09-01      | 4.0000%  | 0.0000% | $5000.00           | $278.05            | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 2.5000%  | 0.0000% | $290000.00         | $9823.03           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $121471.00         | $12912.44          | Agency Debentures and Agency Strips |
| FNMA          | 2028-08-01      | 2.5000%  | 0.0000% | $15000.00          | $546.57            | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.0000%  | 0.0000% | $1000.00           | $29.50             | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 3.5000%  | 0.0000% | $841298.00         | $16095.37          | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 3.0000%  | 0.0000% | $65000.00          | $1673.72           | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 3.5000%  | 0.0000% | $4000.00           | $53.44             | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 3.0000%  | 0.0000% | $282000.00         | $16016.15          | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $105000.00         | $8374.48           | Agency Debentures and Agency Strips |
| FNMA          | 2043-12-01      | 4.0000%  | 0.0000% | $31000.00          | $3078.02           | Agency Debentures and Agency Strips |
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $22000.00          | $3698.92           | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  | 0.0000% | $501000.00         | $23479.38          | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  | 0.0000% | $230000.00         | $7358.15           | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  | 0.0000% | $161883.00         | $3287.31           | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 3.5000%  | 0.0000% | $48956.00          | $867.95            | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.5000%  | 0.0000% | $1000.00           | $33.12             | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $106.86            | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $400515.00         | $24170.87          | Agency Debentures and Agency Strips |
| FNMA          | 2044-03-01      | 4.5000%  | 0.0000% | $21000.00          | $575.15            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.0000%  | 0.0000% | $198000.00         | $9098.09           | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.5000%  | 0.0000% | $105000.00         | $2869.10           | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-01      | 3.5000%  | 0.0000% | $295112.00         | $16500.55          | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-01      | 3.0000%  | 0.0000% | $73000.00          | $5298.10           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 3.0000%  | 0.0000% | $441515.00         | $17025.94          | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 3.0000%  | 0.0000% | $754000.00         | $18993.62          | Agency Debentures and Agency Strips |
| FNMA          | 2044-06-01      | 5.0000%  | 0.0000% | $62704.00          | $2665.25           | Agency Debentures and Agency Strips |
| FNMA          | 2044-06-01      | 4.0000%  | 0.0000% | $5000.00           | $612.74            | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $97.29             | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.5000%  | 0.0000% | $885085.00         | $1966.70           | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 3.5000%  | 0.0000% | $28360.00          | $5912.70           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 3.0000%  | 0.0000% | $55000.00          | $2521.35           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $37915.00          | $1421.04           | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 3.5000%  | 0.0000% | $8000.00           | $607.58            | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $40000.00          | $3293.75           | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 3.0000%  | 0.0000% | $128000.00         | $1367.76           | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 3.5000%  | 0.0000% | $434350.00         | $24023.70          | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $164.96            | Agency Debentures and Agency Strips |
| FNMA          | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $155.83            | Agency Debentures and Agency Strips |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $115000.00         | $696.17            | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.0000%  | 0.0000% | $70000.00          | $45.13             | Agency Debentures and Agency Strips |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $8000.00           | $948.81            | Agency Debentures and Agency Strips |
| FNMA          | 2029-11-01      | 3.5000%  | 0.0000% | $90000.00          | $6116.62           | Agency Debentures and Agency Strips |
| FNMA          | 2044-12-01      | 4.5000%  | 0.0000% | $8000.00           | $961.46            | Agency Debentures and Agency Strips |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $179.08            | Agency Debentures and Agency Strips |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $50000.00          | $6401.01           | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 3.5000%  | 0.0000% | $11000.00          | $918.04            | Agency Debentures and Agency Strips |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $38296.00          | $10670.24          | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 3.5000%  | 0.0000% | $180000.00         | $3311.73           | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 2.5000%  | 0.0000% | $24493.00          | $6426.95           | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1395.08           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 4.0000%  | 0.0000% | $33000.00          | $3291.05           | Agency Debentures and Agency Strips |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $6295.00           | $963.56            | Agency Debentures and Agency Strips |
| FNMA          | 2030-06-01      | 3.5000%  | 0.0000% | $43000.00          | $2274.45           | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $21336.00          | $4642.30           | Agency Debentures and Agency Strips |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $18356.00          | $2815.49           | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  | 0.0000% | $4000.00           | $383.63            | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $78000.00          | $7801.08           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $6000.00           | $218.76            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $4003196.00        | $13400.39          | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $895470.00         | $5237.10           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $1000000.00        | $23687.51          | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 7.0000%  | 0.0000% | $2833984.00        | $544.35            | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $500000.00         | $1472.74           | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 7.0000%  | 0.0000% | $2514615.00        | $3522.53           | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $8331.00           | $42.31             | Agency Debentures and Agency Strips |
| FNMA          | 2032-07-01      | 6.5000%  | 0.0000% | $64000.00          | $243.99            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.0000%  | 0.0000% | $1073957.00        | $5522.62           | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 7.5000%  | 0.0000% | $240000.00         | $1613.41           | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 7.0000%  | 0.0000% | $5000000.00        | $5036.12           | Agency Debentures and Agency Strips |
| FNMA          | 2032-10-01      | 7.0000%  | 0.0000% | $193699.00         | $1579.11           | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 7.0000%  | 0.0000% | $550000.00         | $4587.90           | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 4.7500%  | 0.0000% | $1725000.00        | $16588.88          | Agency Debentures and Agency Strips |
| FNMA          | 2032-09-01      | 7.0000%  | 0.0000% | $91027.00          | $547.40            | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 5.5000%  | 0.0000% | $5302000.00        | $16561.26          | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 6.0000%  | 0.0000% | $47000.00          | $648.74            | Agency Debentures and Agency Strips |
| FNMA          | 2033-02-01      | 5.5000%  | 0.0000% | $278000.00         | $6469.17           | Agency Debentures and Agency Strips |
| FNMA          | 2032-10-01      | 7.0000%  | 0.0000% | $719856.00         | $3845.18           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 7.5000%  | 0.0000% | $3900000.00        | $9708.96           | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 5.0000%  | 0.0000% | $1000000.00        | $4196.83           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 5.0000%  | 0.0000% | $15000.00          | $196.07            | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 5.8700%  | 0.0000% | $54049.00          | $11191.49          | Agency Debentures and Agency Strips |
| FNMA          | 2033-03-01      | 5.5000%  | 0.0000% | $907267.00         | $10433.06          | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 7.0000%  | 0.0000% | $1192998.00        | $20528.17          | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 5.5000%  | 0.0000% | $900000.00         | $3773.55           | Agency Debentures and Agency Strips |
| FNMA          | 2033-03-01      | 5.5000%  | 0.0000% | $2000000.00        | $22589.19          | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 5.5000%  | 0.0000% | $150000.00         | $1384.40           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 5.5000%  | 0.0000% | $8300.00           | $18.01             | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $763000.00         | $5012.65           | Agency Debentures and Agency Strips |
| FNMA          | 2033-03-01      | 7.5000%  | 0.0000% | $47420.00          | $1049.01           | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 4.5000%  | 0.0000% | $3765000.00        | $13802.98          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 5.0000%  | 0.0000% | $2000000.00        | $12535.92          | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 5.5000%  | 0.0000% | $434320.00         | $1358.14           | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 5.0000%  | 0.0000% | $650000.00         | $5096.55           | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 5.5000%  | 0.0000% | $282405.00         | $1645.66           | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $8563.72           | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 7.0000%  | 0.0000% | $1194689.00        | $12106.21          | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $119000.00         | $718.05            | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 7.0000%  | 0.0000% | $745235.00         | $535.99            | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 5.0000%  | 0.0000% | $1900000.00        | $11436.56          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 5.5000%  | 0.0000% | $1596413.00        | $14641.49          | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 5.5000%  | 0.0000% | $3430000.00        | $24999.34          | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 5.5000%  | 0.0000% | $1562000.00        | $12258.69          | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $950000.00         | $8271.43           | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 6.0000%  | 0.0000% | $285000.00         | $1681.12           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.5000%  | 0.0000% | $190000.00         | $1634.19           | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 5.5000%  | 0.0000% | $60000.00          | $232.62            | Agency Debentures and Agency Strips |
| FNMA          | 2036-02-01      | 5.0000%  | 0.0000% | $520000.00         | $4626.17           | Agency Debentures and Agency Strips |
| FNMA          | 2035-12-01      | 5.5000%  | 0.0000% | $2200000.00        | $23269.35          | Agency Debentures and Agency Strips |
| FNMA          | 2036-03-01      | 5.0000%  | 0.0000% | $148000.00         | $1338.15           | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 5.0000%  | 0.0000% | $387000.00         | $3419.16           | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 5.0000%  | 0.0000% | $76171.00          | $273.22            | Agency Debentures and Agency Strips |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $13981.00          | $49.60             | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 7.0000%  | 0.0000% | $35000.00          | $448.41            | Agency Debentures and Agency Strips |
| FNMA          | 2033-11-01      | 5.5000%  | 0.0000% | $3886305.00        | $22913.60          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 6.0000%  | 0.0000% | $1000000.00        | $18671.15          | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $52.86             | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 5.5000%  | 0.0000% | $21000.00          | $212.16            | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 5.5000%  | 0.0000% | $270000.00         | $1605.18           | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $3473.25           | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 5.0000%  | 0.0000% | $15000.00          | $33.00             | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $600000.00         | $4578.21           | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 7.0000%  | 0.0000% | $107557.00         | $299.20            | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 5.0000%  | 0.0000% | $1243.00           | $1.46              | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 4.5000%  | 0.0000% | $2520000.00        | $20948.97          | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $6000.00           | $85.40             | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 5.5000%  | 0.0000% | $35902.00          | $104.75            | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 5.5000%  | 0.0000% | $2685159.00        | $11152.29          | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 8.0000%  | 0.0000% | $4000000.00        | $24301.63          | Agency Debentures and Agency Strips |
| FNMA          | 2029-07-01      | 6.5000%  | 0.0000% | $4158927.00        | $13000.11          | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 5.0000%  | 0.0000% | $202657.00         | $368.32            | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 5.5000%  | 0.0000% | $875000.00         | $7284.66           | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 8.0000%  | 0.0000% | $2016384.00        | $3413.51           | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 5.0000%  | 0.0000% | $2330560.00        | $21245.89          | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 5.5000%  | 0.0000% | $243344.00         | $17494.41          | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 5.5000%  | 0.0000% | $20000.00          | $182.78            | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $8720.96           | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 5.0000%  | 0.0000% | $18000.00          | $113.96            | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $441923.00         | $12079.25          | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $315099.00         | $10204.56          | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $1600026.00        | $15511.64          | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $87600.00          | $870.17            | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $111135.00         | $1889.46           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 5.0000%  | 0.0000% | $71911.00          | $836.67            | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $168663.00         | $5576.61           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $151.94            | Agency Debentures and Agency Strips |
| FNMA          | 2035-10-01      | 5.0000%  | 0.0000% | $5000.00           | $39.42             | Agency Debentures and Agency Strips |
| FNMA          | 2026-07-01      | 6.5000%  | 0.0000% | $574378.00         | $16.97             | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 5.0000%  | 0.0000% | $2339844.00        | $5048.75           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 5.0000%  | 0.0000% | $1001518.00        | $3835.84           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 5.0000%  | 0.0000% | $330181.00         | $1866.12           | Agency Debentures and Agency Strips |
| FNMA          | 2035-10-01      | 5.5000%  | 0.0000% | $11279.00          | $29.39             | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 5.0000%  | 0.0000% | $278016.00         | $2624.52           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 4.8500%  | 0.0000% | $150000.00         | $19442.08          | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 4.4900%  | 0.0000% | $629000.00         | $16806.42          | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 4.8500%  | 0.0000% | $261000.00         | $16944.26          | Agency Debentures and Agency Strips |
| FNMA          | 2035-12-01      | 6.5000%  | 0.0000% | $2710997.00        | $18630.48          | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 6.5000%  | 0.0000% | $2658495.00        | $15862.23          | Agency Debentures and Agency Strips |
| FNMA          | 2036-03-01      | 5.0000%  | 0.0000% | $2400000.00        | $17551.67          | Agency Debentures and Agency Strips |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $20000.00          | $14090.30          | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $34058.00          | $13693.70          | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3319.83           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $37576.00          | $24485.25          | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $20000.00          | $15460.86          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.95           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $25289.00          | $21035.23          | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 7.0000%  | 0.0000% | $50276.00          | $23091.93          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2744.75           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $30742.00          | $20700.74          | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1964.96           | Agency Debentures and Agency Strips |
| FNMA          | 2026-04-25      | 3.5000%  | 0.0000% | $64000.00          | $1.06              | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $30000.00          | $4144.25           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $6000.00           | $319.01            | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $175000.00         | $16358.27          | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $20625.00          | $1847.96           | Agency Debentures and Agency Strips |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $67000.00          | $13428.04          | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 2.5000%  | 0.0000% | $4139.00           | $648.14            | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $16000.00          | $2736.35           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 2.5000%  | 0.0000% | $15000.00          | $1476.09           | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $45000.00          | $1457.75           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 3.5000%  | 0.0000% | $67038.00          | $2548.67           | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $2000.00           | $331.55            | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $5000.00           | $611.75            | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.5000%  | 0.0000% | $23293.00          | $1506.92           | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.5000%  | 0.0000% | $18079.00          | $1989.91           | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $22553.00          | $1335.54           | Agency Debentures and Agency Strips |
| FNMA          | 2032-01-01      | 3.0000%  | 0.0000% | $73000.00          | $6803.58           | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $135.48            | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $262.23            | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $140000.00         | $23106.54          | Agency Debentures and Agency Strips |
| FNMA          | 2041-06-01      | 4.0000%  | 0.0000% | $100000.00         | $21574.64          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $4468.00           | $1588.49           | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $187.11            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $90000.00          | $5168.65           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $65000.00          | $7280.69           | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 2.5000%  | 0.0000% | $19192.00          | $2409.11           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1422.75           | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.5000%  | 0.0000% | $51000.00          | $15272.51          | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 4.5000%  | 0.0000% | $64848.00          | $682.99            | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 4.5000%  | 0.0000% | $54756.00          | $2556.82           | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $65000.00          | $9990.82           | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 3.5000%  | 0.0000% | $51000.00          | $11514.05          | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 3.5000%  | 0.0000% | $34000.00          | $6865.18           | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $33000.00          | $7042.83           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $40000.00          | $20001.76          | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $17709.00          | $1841.53           | Agency Debentures and Agency Strips |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $233335.00         | $13455.93          | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $13000.00          | $2106.96           | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $8066.00           | $976.59            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $19700.00          | $1033.30           | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $235000.00         | $23373.37          | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $22000.00          | $1168.41           | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $45000.00          | $15280.44          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 3.0000%  | 0.0000% | $300000.00         | $14881.55          | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $179.19            | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $115.52            | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $41000.00          | $2624.54           | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $201000.00         | $19256.38          | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-01      | 3.5000%  | 0.0000% | $178000.00         | $8377.37           | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 3.5000%  | 0.0000% | $253000.00         | $22858.26          | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 3.0000%  | 0.0000% | $11000.00          | $1557.55           | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 3.0000%  | 0.0000% | $275000.00         | $15028.12          | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 4.5000%  | 0.0000% | $128042.00         | $9911.82           | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 4.0000%  | 0.0000% | $154000.00         | $19404.07          | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $83.89             | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $203.52            | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 3.5000%  | 0.0000% | $16000.00          | $3624.21           | Agency Debentures and Agency Strips |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $19000.00          | $4278.54           | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1479.20           | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 3.5000%  | 0.0000% | $30000.00          | $6897.60           | Agency Debentures and Agency Strips |
| FNMA          | 2045-06-01      | 5.0000%  | 0.0000% | $109000.00         | $16878.55          | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $44000.00          | $11001.88          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 4.0000%  | 0.0000% | $8000.00           | $998.84            | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $5107.00           | $985.10            | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 4.0000%  | 0.0000% | $30000.00          | $3455.14           | Agency Debentures and Agency Strips |
| FNMA          | 2032-03-01      | 3.5000%  | 0.0000% | $20000.00          | $105.88            | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.0000%  | 0.0000% | $14000.00          | $2326.42           | Agency Debentures and Agency Strips |
| FNMA          | 2026-07-01      | 4.0000%  | 0.0000% | $2620191.00        | $16.18             | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 3.0000%  | 0.0000% | $531070.00         | $10038.80          | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 3.0000%  | 0.0000% | $375000.00         | $4512.27           | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 4.0000%  | 0.0000% | $99508.00          | $12965.63          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $12239.58          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $167.21            | Agency Debentures and Agency Strips |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $27000.00          | $3926.40           | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 2.5000%  | 0.0000% | $70000.00          | $21345.82          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $65000.00          | $16643.68          | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 4.5000%  | 0.0000% | $25000.00          | $3508.51           | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $75000.00          | $5910.44           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 3.5000%  | 0.0000% | $225000.00         | $17179.41          | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $2161.00           | $429.23            | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $194000.00         | $15994.29          | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-01      | 4.0000%  | 0.0000% | $2859.00           | $9.45              | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $30000.00          | $6124.34           | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 6.0000%  | 0.0000% | $9408.00           | $1654.67           | Agency Debentures and Agency Strips |
| FNMA          | 2030-02-01      | 3.0000%  | 0.0000% | $50000.00          | $7773.36           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $25000.00          | $12889.30          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $75000.00          | $8317.84           | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $250000.00         | $22138.04          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 5.0000%  | 0.0000% | $401087.00         | $24616.80          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $12000.00          | $1229.95           | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $55000.00          | $3402.06           | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 4.0000%  | 0.0000% | $43000.00          | $10949.65          | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 3.0000%  | 0.0000% | $27545.00          | $2484.32           | Agency Debentures and Agency Strips |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $33000.00          | $6179.19           | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $50000.00          | $11895.49          | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 3.5000%  | 0.0000% | $295000.00         | $22332.57          | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 3.5000%  | 0.0000% | $83000.00          | $19961.50          | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 3.5000%  | 0.0000% | $87000.00          | $8801.26           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $61000.00          | $7948.83           | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $110000.00         | $15201.29          | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1409.00           | $380.76            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1065.38           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $2320.41           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $29000.00          | $9314.32           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $27691.00          | $8267.16           | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $66000.00          | $12233.15          | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $51000.00          | $3471.37           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 5.0000%  | 0.0000% | $25468.00          | $7700.12           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $19000.00          | $7810.03           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $3270.16           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $12000.00          | $3549.52           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 2.0000%  | 0.0000% | $20000.00          | $6705.51           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $20000.00          | $8795.19           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $35569.00          | $5578.26           | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $32020.00          | $19339.09          | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2981.00           | $1501.12           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $27512.00          | $17343.33          | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $27162.00          | $7963.89           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $36000.00          | $21170.93          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $10000.00          | $5383.55           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1024.00           | $664.43            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $29124.00          | $16870.69          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $30000.00          | $19602.56          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $12000.00          | $8832.65           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $25000.00          | $14367.03          | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $30868.00          | $15944.29          | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1388.28           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $27996.00          | $19162.78          | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $19924.00          | $10458.32          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $35000.00          | $24571.22          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1402.08           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1427.07           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2080.38           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $32000.00          | $22048.41          | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $25176.00          | $14639.23          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 3.5000%  | 0.0000% | $72260.00          | $23662.73          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $695.31            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $20000.00          | $14797.92          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 2.0000%  | 0.0000% | $28283.00          | $17275.47          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $9000.00           | $6690.24           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $765.51            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1628.68           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $826.86            | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 3.0000%  | 0.0000% | $1000.00           | $828.46            | Agency Debentures and Agency Strips |
| FNMA          | 2032-08-01      | 3.5000%  | 0.0000% | $84843.00          | $7995.56           | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $58051.00          | $4330.52           | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $449.32            | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $183655.00         | $20853.36          | Agency Debentures and Agency Strips |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $52000.00          | $10448.87          | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $105000.00         | $24412.79          | Agency Debentures and Agency Strips |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $119000.00         | $12664.11          | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $447.94            | Agency Debentures and Agency Strips |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $24000.00          | $3469.85           | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $753.26            | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $101000.00         | $8013.83           | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $100000.00         | $7861.44           | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $19000.00          | $4758.59           | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $140000.00         | $9583.02           | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.0000%  | 0.0000% | $61000.00          | $4474.63           | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 4.5000%  | 0.0000% | $93000.00          | $9372.37           | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $175.51            | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $50000.00          | $13112.81          | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $15000.00          | $1653.53           | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $14000.00          | $1869.70           | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  | 0.0000% | $100000.00         | $20081.42          | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $261.25            | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $17000.00          | $3731.63           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.5000%  | 0.0000% | $18000.00          | $4889.90           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1659.26           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $104000.00         | $23897.11          | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $1692.00           | $741.72            | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $4000.00           | $1583.38           | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $5000.00           | $1284.46           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $46000.00          | $18006.16          | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1617.12           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $22000.00          | $11177.46          | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $8000.00           | $4131.36           | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1589.76           | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $25533.00          | $14882.34          | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $37000.00          | $19940.80          | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $30154.00          | $14680.20          | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $51000.00          | $24098.08          | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $14699.00          | $7391.26           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 1.5000%  | 0.0000% | $24000.00          | $8733.72           | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 3.5000%  | 0.0000% | $13530.00          | $5461.48           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $2024646.00        | $1408514.39        | Agency Debentures and Agency Strips |
| FNMA          | 2036-08-01      | 3.5000%  | 0.0000% | $10220.00          | $3730.46           | Agency Debentures and Agency Strips |
| FNMA          | 2036-08-01      | 3.5000%  | 0.0000% | $6775.00           | $3054.78           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  | 0.0000% | $30689.00          | $18024.55          | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2053.68           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $26776.00          | $16813.68          | Agency Debentures and Agency Strips |
| FNMA          | 2036-10-01      | 2.0000%  | 0.0000% | $20176.00          | $12316.34          | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3275.22           | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1297.00           | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 2.0000%  | 0.0000% | $28770.00          | $17384.49          | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $20872.00          | $12779.26          | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $688.84            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $703.48            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $33412.00          | $20672.52          | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 2.5000%  | 0.0000% | $4000.00           | $2684.64           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $10000.00          | $6811.27           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $38000.00          | $22774.96          | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $26000.00          | $16555.16          | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $5298.36           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $27000.00          | $17941.22          | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4214.62           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $30000.00          | $20963.15          | Agency Debentures and Agency Strips |
| FNMA          | 2047-06-01      | 3.0000%  | 0.0000% | $29000.00          | $19804.36          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $720.94            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $25971.00          | $18073.29          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $741.91            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $12000.00          | $9097.90           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $13000.00          | $9268.32           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $20000.00          | $12879.94          | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 5.0000%  | 0.0000% | $29000.00          | $18445.46          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $4000.00           | $2982.82           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1449.99           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $35000.00          | $24106.64          | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.0000%  | 0.0000% | $27000.00          | $24158.52          | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $26000.00          | $21967.92          | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1610.94           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1555.94           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1704.59           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $899.10            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2919.59           | Agency Debentures and Agency Strips |
| FNMA          | 2039-12-01      | 5.0000%  | 0.0000% | $3165.00           | $2481.82           | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1805.29           | Agency Debentures and Agency Strips |
| FNMA          | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $666.54            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1499.64           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $6000.00           | $4933.71           | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $17059.00          | $14920.75          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $827.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $3010.00           | $2892.06           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $2048.00           | $2009.75           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $8000.00           | $6240.81           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $6914.00           | $6583.67           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 4.0000%  | 0.0000% | $13000.00          | $12041.17          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $10936.00          | $9332.66           | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 5.0000%  | 0.0000% | $17031.00          | $16280.85          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $8000.00           | $7111.10           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.73           | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $810.94            | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $1978063.00        | $350.52            | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  | 0.0000% | $43000.00          | $6923.40           | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 4.0000%  | 0.0000% | $25000.00          | $2438.61           | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 3.5000%  | 0.0000% | $60000.00          | $2137.51           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 4.0000%  | 0.0000% | $132272.00         | $22120.77          | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 2.5000%  | 0.0000% | $2000.00           | $361.60            | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 4.0000%  | 0.0000% | $6000.00           | $1267.84           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $106.69            | Agency Debentures and Agency Strips |
| FNMA          | 2034-07-01      | 3.5000%  | 0.0000% | $24000.00          | $3721.45           | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.0000%  | 0.0000% | $42000.00          | $15873.50          | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $138000.00         | $19396.51          | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $21000.00          | $2638.30           | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $301000.00         | $24675.41          | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $178000.00         | $20028.38          | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $172000.00         | $16153.69          | Agency Debentures and Agency Strips |
| FNMA          | 2030-07-01      | 3.0000%  | 0.0000% | $164000.00         | $18001.59          | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 4.0000%  | 0.0000% | $48000.00          | $10192.74          | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $63000.00          | $6816.56           | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $51534.00          | $9856.61           | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $34000.00          | $4490.39           | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $54000.00          | $10868.34          | Agency Debentures and Agency Strips |
| FNMA          | 2048-04-01      | 2.5000%  | 0.0000% | $15000.00          | $4016.74           | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 3.0000%  | 0.0000% | $31000.00          | $6948.31           | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 6.0000%  | 0.0000% | $200000.00         | $10199.32          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 4.5000%  | 0.0000% | $24000.00          | $77.08             | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3337.99           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $75000.00          | $1.93              | Agency Debentures and Agency Strips |
| FNMA          | 2030-06-01      | 3.0000%  | 0.0000% | $55000.00          | $5309.23           | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 3.0000%  | 0.0000% | $2000.00           | $348.02            | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $78000.00          | $10677.65          | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-01      | 3.5000%  | 0.0000% | $155000.00         | $142.90            | Agency Debentures and Agency Strips |
| FNMA          | 2033-02-01      | 3.5000%  | 0.0000% | $92000.00          | $12388.85          | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 2.0000%  | 0.0000% | $35000.00          | $10938.66          | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 4.5000%  | 0.0000% | $24000.00          | $4422.33           | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 3.5000%  | 0.0000% | $7530.00           | $2365.89           | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 5.0000%  | 0.0000% | $3027433.00        | $4.01              | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 4.0000%  | 0.0000% | $31000.00          | $5566.64           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $16000.00          | $8162.23           | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  | 0.0000% | $20000.00          | $5627.87           | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.0000%  | 0.0000% | $75000.00          | $21909.10          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1879.00           | $552.89            | Agency Debentures and Agency Strips |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $106000.00         | $22803.96          | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $40000.00          | $8350.35           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  | 0.0000% | $39353.00          | $14632.76          | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 4.0000%  | 0.0000% | $226000.00         | $24180.74          | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1211.07           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 4.0000%  | 0.0000% | $29000.00          | $7264.41           | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 4.0000%  | 0.0000% | $46000.00          | $13021.37          | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $20000.00          | $10175.81          | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 4.0000%  | 0.0000% | $2000.00           | $438.29            | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $306.14            | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $5000.00           | $1372.56           | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $25000.00          | $11604.36          | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 2.5000%  | 0.0000% | $5000.00           | $1264.17           | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $13651.33          | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 5.0000%  | 0.0000% | $6000.00           | $2134.64           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 5.0000%  | 0.0000% | $4000.00           | $1277.96           | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $15000.00          | $6398.50           | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $14000.00          | $7642.51           | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 4.0000%  | 0.0000% | $12000.00          | $2313.72           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 4.5000%  | 0.0000% | $4000.00           | $1100.95           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $3423611.00        | $2020.46           | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $912.09            | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.0000%  | 0.0000% | $32000.00          | $9572.11           | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.5000%  | 0.0000% | $41000.00          | $14248.71          | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $38955.00          | $23659.23          | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $5496.91           | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $4080.00           | $2414.02           | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 4.0000%  | 0.0000% | $6000.00           | $2120.41           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1436.43           | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 2.5000%  | 0.0000% | $27002.00          | $4712.96           | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.0000%  | 0.0000% | $2000.00           | $709.51            | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-02      | 4.5000%  | 0.0000% | $7238.00           | $2096.25           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $16000.00          | $5151.41           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $16980.81          | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $25000.00          | $14140.01          | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $260.56            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $1191.93           | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 3.5000%  | 0.0000% | $3000.00           | $528.92            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4320.00           | Agency Debentures and Agency Strips |
| FNMA          | 2033-12-01      | 3.0000%  | 0.0000% | $1000.00           | $303.60            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1900.00           | $1055.81           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $10000.00          | $5663.97           | Agency Debentures and Agency Strips |
| FNMA          | 2041-06-01      | 5.0000%  | 0.0000% | $26453.00          | $11985.13          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1909.34           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1177.92           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $39182.00          | $23049.17          | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $35000.00          | $21343.62          | Agency Debentures and Agency Strips |
| FNMA          | 2035-06-01      | 3.5000%  | 0.0000% | $2000.00           | $771.19            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $7000.00           | $3308.66           | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 3.0000%  | 0.0000% | $12000.00          | $6031.89           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 4.0000%  | 0.0000% | $11599.00          | $5516.26           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $25000.00          | $15640.48          | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 2.0000%  | 0.0000% | $25000.00          | $14744.59          | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1528.28           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 4.0000%  | 0.0000% | $9000.00           | $4070.23           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $602.75            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $10000.00          | $6364.71           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $300.12            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $29836.00          | $19035.73          | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 3.0000%  | 0.0000% | $28000.00          | $14228.61          | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 3.5000%  | 0.0000% | $18000.00          | $7144.47           | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $33000.00          | $17726.77          | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 3.0000%  | 0.0000% | $13000.00          | $5977.60           | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 3.5000%  | 0.0000% | $16000.00          | $7117.88           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $26000.00          | $15841.44          | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $8000.00           | $4253.65           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $732.42            | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 3.5000%  | 0.0000% | $12000.00          | $7421.84           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $11000.00          | $7046.62           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $25000.00          | $17296.80          | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  | 0.0000% | $7110.00           | $3426.15           | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 5.5000%  | 0.0000% | $6000.00           | $492.07            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $25000.00          | $15932.50          | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 4.0000%  | 0.0000% | $41112.00          | $23802.17          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $21209.16          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.0000%  | 0.0000% | $3000.00           | $2013.32           | Agency Debentures and Agency Strips |
| FNMA          | 2037-12-01      | 4.5000%  | 0.0000% | $39000.00          | $21525.65          | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 4.5000%  | 0.0000% | $40000.00          | $21526.23          | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6608.53           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $25000.00          | $16323.97          | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1396.51           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $27600.00          | $19383.57          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  | 0.0000% | $16000.00          | $11804.57          | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $7000.00           | $4225.21           | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1874071.00        | $1382426.79        | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 4.5000%  | 0.0000% | $6000.00           | $2987.82           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1409.21           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $731.03            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2251.57           | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $697.46            | Agency Debentures and Agency Strips |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $6000.00           | $3909.51           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $19000.00          | $14184.55          | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $27000.00          | $20522.32          | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 7.0000%  | 0.0000% | $20000.00          | $13575.82          | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2311.81           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2243.66           | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 4.5000%  | 0.0000% | $25000.00          | $20437.86          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 2.0000%  | 0.0000% | $27000.00          | $18806.61          | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 6.0000%  | 0.0000% | $1135.00           | $875.65            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $802.74            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $547.88            | Agency Debentures and Agency Strips |
| FNMA          | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $838.86            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $886.41            | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $9549.00           | $9269.35           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.77           | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 7.0000%  | 0.0000% | $2151000.00        | $14247.85          | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 7.0000%  | 0.0000% | $950000.00         | $2705.49           | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 6.5000%  | 0.0000% | $4245000.00        | $2073.30           | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $325000.00         | $1959.81           | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 5.0000%  | 0.0000% | $1963000.00        | $20363.17          | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 7.0000%  | 0.0000% | $350000.00         | $684.26            | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 5.5000%  | 0.0000% | $1087857.00        | $13385.75          | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 6.0000%  | 0.0000% | $500000.00         | $7253.91           | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $696518.00         | $8756.12           | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 7.5000%  | 0.0000% | $900000.00         | $3694.08           | Agency Debentures and Agency Strips |
| FNMA          | 2037-12-01      | 6.5000%  | 0.0000% | $35000.00          | $226.42            | Agency Debentures and Agency Strips |
| FNMA          | 2038-01-01      | 6.5000%  | 0.0000% | $63875.00          | $424.54            | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $390000.00         | $5561.75           | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 6.0000%  | 0.0000% | $1535000.00        | $22395.70          | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 5.5000%  | 0.0000% | $180000.00         | $2779.57           | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 3.5000%  | 0.0000% | $35000.00          | $7.78              | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 3.5000%  | 0.0000% | $100000.00         | $110.06            | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 3.5000%  | 0.0000% | $58000.00          | $309.67            | Agency Debentures and Agency Strips |
| FNMA          | 2027-09-01      | 3.5000%  | 0.0000% | $40000.00          | $60.82             | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 4.0000%  | 0.0000% | $475585.00         | $3018.24           | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 2.5000%  | 0.0000% | $40000.00          | $3980.75           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $130000.00         | $0.83              | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 5.0000%  | 0.0000% | $340000.00         | $0.13              | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 4.0000%  | 0.0000% | $68000.00          | $7437.05           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 4.0000%  | 0.0000% | $7000.00           | $941.62            | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 4.0000%  | 0.0000% | $29000.00          | $2031.90           | Agency Debentures and Agency Strips |
| FNMA          | 2036-09-01      | 7.0000%  | 0.0000% | $700000.00         | $6768.28           | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 5.5000%  | 0.0000% | $185000.00         | $354.19            | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 6.0000%  | 0.0000% | $294390.00         | $1126.24           | Agency Debentures and Agency Strips |
| FNMA          | 2036-08-01      | 5.8000%  | 0.0000% | $104614.00         | $21450.76          | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $58444.00          | $209.92            | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 5.6250%  | 0.0000% | $735748.00         | $5840.90           | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 5.0000%  | 0.0000% | $2000.00           | $10.98             | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 6.5000%  | 0.0000% | $120578.00         | $311.57            | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 6.0000%  | 0.0000% | $14000.00          | $98.07             | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 5.4900%  | 0.0000% | $271151.00         | $24670.90          | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 6.5000%  | 0.0000% | $140000.00         | $5132.99           | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 8.5000%  | 0.0000% | $225000.00         | $8190.51           | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 5.5000%  | 0.0000% | $1356000.00        | $6779.64           | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 6.5000%  | 0.0000% | $12824935.00       | $19324.55          | Agency Debentures and Agency Strips |
| FNMA          | 2038-01-01      | 5.0000%  | 0.0000% | $141624.00         | $968.58            | Agency Debentures and Agency Strips |
| FNMA          | 2038-05-01      | 5.5000%  | 0.0000% | $1890000.00        | $10021.87          | Agency Debentures and Agency Strips |
| FNMA          | 2038-12-01      | 5.5000%  | 0.0000% | $700000.00         | $15688.07          | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $30000.00          | $1635.73           | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $1283.00           | $42.12             | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 5.5000%  | 0.0000% | $380000.00         | $8674.85           | Agency Debentures and Agency Strips |
| FNMA          | 2039-03-01      | 5.0000%  | 0.0000% | $286890.00         | $9607.44           | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 5.0000%  | 0.0000% | $306356.00         | $9597.69           | Agency Debentures and Agency Strips |
| FNMA          | 2039-05-01      | 5.0000%  | 0.0000% | $20000.00          | $655.04            | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  | 0.0000% | $97519.00          | $3146.07           | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 4.5000%  | 0.0000% | $45000.00          | $1977.02           | Agency Debentures and Agency Strips |
| FNMA          | 2038-05-01      | 5.5000%  | 0.0000% | $2850000.00        | $13579.37          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $13223.32          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 5.0000%  | 0.0000% | $3000.00           | $16.72             | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 5.5000%  | 0.0000% | $2860000.00        | $10281.95          | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 5.5000%  | 0.0000% | $7000.00           | $26.21             | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 7.0000%  | 0.0000% | $20000.00          | $494.32            | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 6.5000%  | 0.0000% | $712952.00         | $5586.55           | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 5.8500%  | 0.0000% | $3380111.00        | $20086.87          | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 6.5000%  | 0.0000% | $242.00            | $0.86              | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2870.62           | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 5.5000%  | 0.0000% | $30000.00          | $224.91            | Agency Debentures and Agency Strips |
| FNMA          | 2038-03-01      | 5.0000%  | 0.0000% | $6493.00           | $43.50             | Agency Debentures and Agency Strips |
| FNMA          | 2038-05-01      | 5.0000%  | 0.0000% | $1000.00           | $9.69              | Agency Debentures and Agency Strips |
| FNMA          | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $121.72            | Agency Debentures and Agency Strips |
| FNMA          | 2038-12-01      | 5.5000%  | 0.0000% | $831613.00         | $1627.77           | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 5.0000%  | 0.0000% | $20000.00          | $346.78            | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 5.0000%  | 0.0000% | $2507.00           | $20.01             | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 5.0000%  | 0.0000% | $748858.00         | $6862.65           | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 5.5000%  | 0.0000% | $4000.00           | $20.25             | Agency Debentures and Agency Strips |
| FNMA          | 2033-04-01      | 6.0000%  | 0.0000% | $191187.00         | $4182.07           | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 5.5000%  | 0.0000% | $2194609.00        | $5371.21           | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2018.75           | Agency Debentures and Agency Strips |
| FNMA          | 2039-01-01      | 5.0000%  | 0.0000% | $4000.00           | $40.77             | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $21130.71          | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 6.5000%  | 0.0000% | $245000.00         | $3806.49           | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 5.0000%  | 0.0000% | $11000.00          | $145.83            | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 5.5000%  | 0.0000% | $83000.00          | $198.99            | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 6.0000%  | 0.0000% | $88350.00          | $971.39            | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $21821.71          | Agency Debentures and Agency Strips |
| FNMA          | 2039-01-01      | 5.0000%  | 0.0000% | $5911319.00        | $17082.70          | Agency Debentures and Agency Strips |
| FNMA          | 2039-01-01      | 5.0000%  | 0.0000% | $5000.00           | $28.48             | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 5.0000%  | 0.0000% | $890000.00         | $15866.91          | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 5.0000%  | 0.0000% | $1200000.00        | $12340.70          | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $367743.00         | $12192.08          | Agency Debentures and Agency Strips |
| FNMA          | 2039-05-01      | 5.0000%  | 0.0000% | $991894.00         | $17629.19          | Agency Debentures and Agency Strips |
| FNMA          | 2039-05-01      | 5.0000%  | 0.0000% | $138046.00         | $4003.96           | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 5.0000%  | 0.0000% | $833014.00         | $10483.68          | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  | 0.0000% | $284000.00         | $13660.22          | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 4.5000%  | 0.0000% | $115000.00         | $9040.53           | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 5.0000%  | 0.0000% | $1000.00           | $25.15             | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 4.5000%  | 0.0000% | $572973.00         | $16417.61          | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 4.5000%  | 0.0000% | $498533.00         | $18257.33          | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $3163.00           | $173.40            | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $60000.00          | $1319.43           | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.0000%  | 0.0000% | $100000.00         | $6165.19           | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $125000.00         | $6855.49           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 4.5000%  | 0.0000% | $389809.00         | $21461.07          | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $18000.00          | $657.04            | Agency Debentures and Agency Strips |
| FNMA          | 2031-02-01      | 4.0000%  | 0.0000% | $1076000.00        | $18677.57          | Agency Debentures and Agency Strips |
| FNMA          | 2041-08-01      | 4.0000%  | 0.0000% | $25000.00          | $1073.68           | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $18006.17          | Agency Debentures and Agency Strips |
| FNMA          | 2027-02-01      | 3.5000%  | 0.0000% | $125000.00         | $580.87            | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 3.5000%  | 0.0000% | $570000.00         | $2051.75           | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  | 0.0000% | $9000.00           | $30.22             | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 4.0000%  | 0.0000% | $521673.00         | $686.81            | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 3.0000%  | 0.0000% | $714515.00         | $3021.44           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $4260296.00        | $24414.54          | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 3.5000%  | 0.0000% | $4000.00           | $34.80             | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 2.0000%  | 0.0000% | $101000.00         | $2155.49           | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 3.0000%  | 0.0000% | $76000.00          | $752.33            | Agency Debentures and Agency Strips |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $45000.00          | $3697.50           | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 3.0000%  | 0.0000% | $54000.00          | $539.74            | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 2.5000%  | 0.0000% | $400000.00         | $8211.70           | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-01      | 3.5000%  | 0.0000% | $25000.00          | $291.49            | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 3.0000%  | 0.0000% | $6000.00           | $999.13            | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-01      | 2.5000%  | 0.0000% | $9000.00           | $146.31            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $5000.00           | $977.02            | Agency Debentures and Agency Strips |
| FNMA          | 2028-02-01      | 2.5000%  | 0.0000% | $485000.00         | $16193.07          | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $29.77             | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 2.5000%  | 0.0000% | $10000.00          | $1965.54           | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $50360.00          | $5751.61           | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 2.5000%  | 0.0000% | $570000.00         | $19359.91          | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.0000%  | 0.0000% | $100000.00         | $8605.45           | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $23615.81          | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 4.5000%  | 0.0000% | $75000.00          | $2281.60           | Agency Debentures and Agency Strips |
| FNMA          | 2039-09-01      | 4.5000%  | 0.0000% | $284075.00         | $16579.99          | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 5.0000%  | 0.0000% | $240000.00         | $16206.52          | Agency Debentures and Agency Strips |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $980000.00         | $16849.74          | Agency Debentures and Agency Strips |
| FNMA          | 2039-12-01      | 5.0000%  | 0.0000% | $164000.00         | $6189.50           | Agency Debentures and Agency Strips |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $63000.00          | $2087.28           | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 4.0000%  | 0.0000% | $21000.00          | $617.84            | Agency Debentures and Agency Strips |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $125000.00         | $5022.68           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 3.5000%  | 0.0000% | $109933.00         | $3152.64           | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 4.5000%  | 0.0000% | $52000.00          | $612.86            | Agency Debentures and Agency Strips |
| FNMA          | 2030-03-01      | 5.0000%  | 0.0000% | $596723.00         | $8163.57           | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 5.0000%  | 0.0000% | $1820794.00        | $20511.66          | Agency Debentures and Agency Strips |
| FNMA          | 2030-09-01      | 5.0000%  | 0.0000% | $20000.00          | $330.38            | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $20952.06          | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $188744.00         | $6762.96           | Agency Debentures and Agency Strips |
| FNMA          | 2031-04-01      | 4.5000%  | 0.0000% | $800000.00         | $16985.35          | Agency Debentures and Agency Strips |
| FNMA          | 2026-10-01      | 4.0000%  | 0.0000% | $150000.00         | $128.68            | Agency Debentures and Agency Strips |
| FNMA          | 2032-01-01      | 3.5000%  | 0.0000% | $2636.00           | $106.89            | Agency Debentures and Agency Strips |
| FNMA          | 2032-02-01      | 3.5000%  | 0.0000% | $58000.00          | $2608.10           | Agency Debentures and Agency Strips |
| FNMA          | 2027-01-01      | 4.5000%  | 0.0000% | $45000.00          | $167.64            | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.5000%  | 0.0000% | $114000.00         | $6006.62           | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 3.5000%  | 0.0000% | $29000.00          | $244.84            | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 4.0000%  | 0.0000% | $160000.00         | $7656.65           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 4.0000%  | 0.0000% | $68000.00          | $2906.91           | Agency Debentures and Agency Strips |
| FNMA          | 2032-09-01      | 3.0000%  | 0.0000% | $160000.00         | $11942.67          | Agency Debentures and Agency Strips |
| FNMA          | 2042-09-01      | 4.0000%  | 0.0000% | $200000.00         | $20840.35          | Agency Debentures and Agency Strips |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $110444.00         | $15013.99          | Agency Debentures and Agency Strips |
| FNMA          | 2043-02-01      | 2.5000%  | 0.0000% | $9000.00           | $1351.47           | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 3.0000%  | 0.0000% | $7000.00           | $154.94            | Agency Debentures and Agency Strips |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $28000.00          | $2685.82           | Agency Debentures and Agency Strips |
| FNMA          | 2033-03-01      | 3.0000%  | 0.0000% | $17000.00          | $1685.77           | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 2.5000%  | 0.0000% | $39000.00          | $7352.23           | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.0000%  | 0.0000% | $75000.00          | $1930.53           | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 3.5000%  | 0.0000% | $17000.00          | $1487.89           | Agency Debentures and Agency Strips |
| FNMA          | 2028-08-01      | 3.5000%  | 0.0000% | $250000.00         | $6410.38           | Agency Debentures and Agency Strips |
| FNMA          | 2028-10-01      | 3.5000%  | 0.0000% | $16000.00          | $549.11            | Agency Debentures and Agency Strips |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $117.85            | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 4.0000%  | 0.0000% | $50000.00          | $1788.01           | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 3.5000%  | 0.0000% | $40000.00          | $456.04            | Agency Debentures and Agency Strips |
| FNMA          | 2034-06-01      | 3.0000%  | 0.0000% | $256727.00         | $24041.05          | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $121000.00         | $7489.02           | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 3.5000%  | 0.0000% | $92000.00          | $6638.09           | Agency Debentures and Agency Strips |
| FNMA          | 2034-09-01      | 3.5000%  | 0.0000% | $76000.00          | $6264.45           | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $171538.00         | $8419.02           | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $97.59             | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.0000%  | 0.0000% | $215557.00         | $14431.66          | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $110000.00         | $10661.69          | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.0000%  | 0.0000% | $218470.00         | $19184.00          | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 3.0000%  | 0.0000% | $90523.00          | $10331.40          | Agency Debentures and Agency Strips |
| FNMA          | 2035-07-01      | 3.5000%  | 0.0000% | $57500.00          | $7206.29           | Agency Debentures and Agency Strips |
| FNMA          | 2045-09-01      | 3.0000%  | 0.0000% | $100000.00         | $10480.53          | Agency Debentures and Agency Strips |
| FNMA          | 2035-10-01      | 4.0000%  | 0.0000% | $60000.00          | $6052.64           | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 3.5000%  | 0.0000% | $14000.00          | $1548.35           | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $72000.00          | $8115.42           | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 3.5000%  | 0.0000% | $37000.00          | $3728.76           | Agency Debentures and Agency Strips |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $95000.00          | $9107.08           | Agency Debentures and Agency Strips |
| FNMA          | 2036-03-01      | 3.5000%  | 0.0000% | $44000.00          | $5102.91           | Agency Debentures and Agency Strips |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1348.65           | Agency Debentures and Agency Strips |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $102.89            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $72000.00          | $5146.28           | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $170000.00         | $12810.87          | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 3.5000%  | 0.0000% | $3000.00           | $245.68            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $79000.00          | $6200.80           | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3221.84           | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $197000.00         | $13536.78          | Agency Debentures and Agency Strips |
| FNMA          | 2029-02-01      | 3.5000%  | 0.0000% | $53000.00          | $2274.16           | Agency Debentures and Agency Strips |
| FNMA          | 2034-02-01      | 4.0000%  | 0.0000% | $31000.00          | $2328.91           | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $58000.00          | $3157.97           | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 2.0000%  | 0.0000% | $14000.00          | $79.57             | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 2.5000%  | 0.0000% | $386409.00         | $1818.06           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 2.0000%  | 0.0000% | $10000.00          | $1459.25           | Agency Debentures and Agency Strips |
| FNMA          | 2031-11-01      | 2.5000%  | 0.0000% | $2000.00           | $248.77            | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 2.5000%  | 0.0000% | $145000.00         | $20543.94          | Agency Debentures and Agency Strips |
| FNMA          | 2026-12-01      | 2.5000%  | 0.0000% | $75000.00          | $835.84            | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $749.28            | Agency Debentures and Agency Strips |
| FNMA          | 2032-01-01      | 3.0000%  | 0.0000% | $80000.00          | $7925.32           | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 3.5000%  | 0.0000% | $32000.00          | $5176.10           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 3.0000%  | 0.0000% | $41000.00          | $8732.62           | Agency Debentures and Agency Strips |
| FNMA          | 2037-03-01      | 3.5000%  | 0.0000% | $32000.00          | $4642.54           | Agency Debentures and Agency Strips |
| FNMA          | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $513.44            | Agency Debentures and Agency Strips |
| FNMA          | 2037-02-01      | 3.5000%  | 0.0000% | $40000.00          | $5852.56           | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $5000.00           | $451.54            | Agency Debentures and Agency Strips |
| FNMA          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $102.05            | Agency Debentures and Agency Strips |
| FNMA          | 2027-03-01      | 3.5000%  | 0.0000% | $3000.00           | $54.23             | Agency Debentures and Agency Strips |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $130000.00         | $13515.66          | Agency Debentures and Agency Strips |
| FNMA          | 2027-04-01      | 3.0000%  | 0.0000% | $13719.00          | $232.56            | Agency Debentures and Agency Strips |
| FNMA          | 2037-05-01      | 3.5000%  | 0.0000% | $15000.00          | $1887.04           | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.0000%  | 0.0000% | $90000.00          | $9094.02           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.0000%  | 0.0000% | $55000.00          | $8943.13           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $26000.00          | $2679.98           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $6000.00           | $565.32            | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 4.0000%  | 0.0000% | $12238.00          | $1596.28           | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 4.5000%  | 0.0000% | $5000.00           | $455.33            | Agency Debentures and Agency Strips |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3000.00           | $322.96            | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 3.5000%  | 0.0000% | $10000.00          | $245.61            | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $2000.00           | $304.02            | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $237.68            | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $126000.00         | $13566.04          | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $114.35            | Agency Debentures and Agency Strips |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $12000.00          | $1373.78           | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1205.62           | Agency Debentures and Agency Strips |
| FNMA          | 2032-11-01      | 3.0000%  | 0.0000% | $5000.00           | $540.85            | Agency Debentures and Agency Strips |
| FNMA          | 2032-12-01      | 3.5000%  | 0.0000% | $107870.00         | $12059.42          | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 3.0000%  | 0.0000% | $71000.00          | $2722.44           | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.0000%  | 0.0000% | $88000.00          | $13154.42          | Agency Debentures and Agency Strips |
| FNMA          | 2028-01-01      | 3.5000%  | 0.0000% | $34000.00          | $1016.71           | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $150000.00         | $17135.91          | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 3.5000%  | 0.0000% | $96000.00          | $12572.32          | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $12000.00          | $1541.18           | Agency Debentures and Agency Strips |
| FNMA          | 2038-03-01      | 4.0000%  | 0.0000% | $10598.00          | $1341.42           | Agency Debentures and Agency Strips |
| FNMA          | 2048-04-01      | 3.0000%  | 0.0000% | $15000.00          | $2139.89           | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 3.0000%  | 0.0000% | $379051.00         | $16549.90          | Agency Debentures and Agency Strips |
| FNMA          | 2028-05-01      | 3.5000%  | 0.0000% | $62000.00          | $2481.72           | Agency Debentures and Agency Strips |
| FNMA          | 2028-04-01      | 3.5000%  | 0.0000% | $7000.00           | $288.87            | Agency Debentures and Agency Strips |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $621.96            | Agency Debentures and Agency Strips |
| FNMA          | 2038-06-01      | 4.0000%  | 0.0000% | $19000.00          | $1909.54           | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 3.5000%  | 0.0000% | $7000.00           | $564.56            | Agency Debentures and Agency Strips |
| FNMA          | 2033-06-01      | 4.0000%  | 0.0000% | $47476.00          | $3441.00           | Agency Debentures and Agency Strips |
| FNMA          | 2028-06-01      | 3.5000%  | 0.0000% | $62000.00          | $2580.74           | Agency Debentures and Agency Strips |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $259000.00         | $19287.24          | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $221000.00         | $14124.17          | Agency Debentures and Agency Strips |
| FNMA          | 2033-09-01      | 3.5000%  | 0.0000% | $206000.00         | $14273.88          | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 4.0000%  | 0.0000% | $163000.00         | $10889.58          | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $100000.00         | $7717.94           | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $296000.00         | $24697.10          | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $446.92            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.5000%  | 0.0000% | $25000.00          | $12256.02          | Agency Debentures and Agency Strips |
| FNMA          | 2034-03-01      | 3.5000%  | 0.0000% | $281000.00         | $19405.61          | Agency Debentures and Agency Strips |
| FNMA          | 2039-03-01      | 4.0000%  | 0.0000% | $43000.00          | $3977.52           | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 3.0000%  | 0.0000% | $197284.00         | $15500.00          | Agency Debentures and Agency Strips |
| FNMA          | 2034-05-01      | 3.5000%  | 0.0000% | $114000.00         | $9585.70           | Agency Debentures and Agency Strips |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $28000.00          | $1989.57           | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $68.63             | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1760.76           | Agency Debentures and Agency Strips |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $30000.00          | $2011.35           | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $265000.00         | $21878.15          | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $66000.00          | $5910.98           | Agency Debentures and Agency Strips |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $128000.00         | $11494.73          | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1844.35           | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 4.0000%  | 0.0000% | $65000.00          | $8639.36           | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $133000.00         | $19582.55          | Agency Debentures and Agency Strips |
| FNMA          | 2034-11-01      | 3.0000%  | 0.0000% | $2000.00           | $262.25            | Agency Debentures and Agency Strips |
| FNMA          | 2034-12-01      | 3.5000%  | 0.0000% | $10000.00          | $1159.73           | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1527.74           | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 4.0000%  | 0.0000% | $5000.00           | $649.62            | Agency Debentures and Agency Strips |
| FNMA          | 2035-02-01      | 2.0000%  | 0.0000% | $39291.00          | $10274.54          | Agency Debentures and Agency Strips |
| FNMA          | 2035-03-01      | 3.5000%  | 0.0000% | $47000.00          | $6252.69           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $5000.00           | $882.61            | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $8000.00           | $1146.83           | Agency Debentures and Agency Strips |
| FNMA          | 2035-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1613.62           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  | 0.0000% | $42000.00          | $6480.50           | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.50            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.5000%  | 0.0000% | $35000.00          | $4132.17           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 2.5000%  | 0.0000% | $10417.00          | $2450.13           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 3.0000%  | 0.0000% | $57000.00          | $14591.56          | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $14000.00          | $4106.94           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $26000.00          | $6244.41           | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 4.0000%  | 0.0000% | $36000.00          | $8370.84           | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 2.0000%  | 0.0000% | $26952.00          | $8328.50           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1183.78           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $4000.00           | $1188.19           | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 1.5000%  | 0.0000% | $16000.00          | $5993.03           | Agency Debentures and Agency Strips |
| FNMA          | 2035-09-01      | 2.5000%  | 0.0000% | $2000.00           | $625.43            | Agency Debentures and Agency Strips |
| FNMA          | 2035-12-01      | 2.0000%  | 0.0000% | $24000.00          | $9653.30           | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 2.0000%  | 0.0000% | $50000.00          | $24101.40          | Agency Debentures and Agency Strips |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $60000.00          | $23743.93          | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1006.91           | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 3.0000%  | 0.0000% | $35000.00          | $12848.77          | Agency Debentures and Agency Strips |
| FNMA          | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $444.31            | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 3.5000%  | 0.0000% | $27028.00          | $10466.29          | Agency Debentures and Agency Strips |
| FNMA          | 2039-03-01      | 4.5000%  | 0.0000% | $7000.00           | $4561.99           | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $13000.00          | $7152.82           | Agency Debentures and Agency Strips |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $31000.00          | $20486.95          | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $1929.01           | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 5.0000%  | 0.0000% | $28000.00          | $17124.11          | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 2.5000%  | 0.0000% | $24000.00          | $12457.88          | Agency Debentures and Agency Strips |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1160.66           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $680.54            | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 2.0000%  | 0.0000% | $27000.00          | $16643.67          | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 3.0000%  | 0.0000% | $13000.00          | $7580.07           | Agency Debentures and Agency Strips |
| FNMA          | 2032-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1641.38           | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1553.66           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.0000%  | 0.0000% | $18226.00          | $13083.60          | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1051.09           | Agency Debentures and Agency Strips |
| FNMA          | 2037-10-01      | 2.5000%  | 0.0000% | $25130.00          | $16112.59          | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 4.5000%  | 0.0000% | $13978.00          | $7748.97           | Agency Debentures and Agency Strips |
| FNMA          | 2037-12-01      | 4.5000%  | 0.0000% | $34000.00          | $18942.83          | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3343.74           | Agency Debentures and Agency Strips |
| FNMA          | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2446.65           | Agency Debentures and Agency Strips |
| FNMA          | 2038-02-01      | 4.5000%  | 0.0000% | $6000.00           | $3417.66           | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1154.16           | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $753.02            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $27000.00          | $21306.13          | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $3853.64           | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 4.5000%  | 0.0000% | $35000.00          | $19155.08          | Agency Debentures and Agency Strips |
| FNMA          | 2038-04-01      | 5.0000%  | 0.0000% | $8000.00           | $4066.70           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3035.16           | Agency Debentures and Agency Strips |
| FNMA          | 2038-07-01      | 5.5000%  | 0.0000% | $3000.00           | $1723.33           | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 5.5000%  | 0.0000% | $15000.00          | $7740.33           | Agency Debentures and Agency Strips |
| FNMA          | 2038-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1403.73           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4787.35           | Agency Debentures and Agency Strips |
| FNMA          | 2038-08-01      | 3.5000%  | 0.0000% | $1000.00           | $595.75            | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 5.0000%  | 0.0000% | $3000.00           | $1857.83           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $809.21            | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 6.0000%  | 0.0000% | $36000.00          | $16720.94          | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 5.5000%  | 0.0000% | $36000.00          | $17756.92          | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $7000.00           | $5430.84           | Agency Debentures and Agency Strips |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $23000.00          | $12065.03          | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2463.57           | Agency Debentures and Agency Strips |
| FNMA          | 2039-07-01      | 5.5000%  | 0.0000% | $6000.00           | $3099.92           | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1781.93           | Agency Debentures and Agency Strips |
| FNMA          | 2039-08-01      | 6.0000%  | 0.0000% | $9000.00           | $4925.47           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 4.0000%  | 0.0000% | $11000.00          | $9808.92           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 3.5000%  | 0.0000% | $6000.00           | $5196.84           | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 5.5000%  | 0.0000% | $1000.00           | $603.47            | Agency Debentures and Agency Strips |
| FNMA          | 2039-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2820.86           | Agency Debentures and Agency Strips |
| FNMA          | 2039-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4077.76           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  | 0.0000% | $8000.00           | $6904.26           | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 5.0000%  | 0.0000% | $15000.00          | $10014.48          | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 5.5000%  | 0.0000% | $16000.00          | $10666.40          | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  | 0.0000% | $5000.00           | $4380.28           | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $695.27            | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 6.0000%  | 0.0000% | $20000.00          | $12500.50          | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1396.36           | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 6.0000%  | 0.0000% | $1000.00           | $654.66            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1802.14           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3693.89           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 5.5000%  | 0.0000% | $7000.00           | $5447.47           | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3578.03           | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 5.5000%  | 0.0000% | $14000.00          | $11342.74          | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $16000.00          | $11847.20          | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 3.5000%  | 0.0000% | $7500.00           | $6595.87           | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $11000.00          | $8316.40           | Agency Debentures and Agency Strips |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $1451.00           | $1195.20           | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2421.19           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 3.5000%  | 0.0000% | $8000.00           | $7221.65           | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 4.0000%  | 0.0000% | $7000.00           | $6465.14           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 3.5000%  | 0.0000% | $1000.00           | $909.82            | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5877.35           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2932.45           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 6.0000%  | 0.0000% | $1000.00           | $979.68            | Agency Debentures and Agency Strips |
| FNMA          | 2039-02-01      | 5.5000%  | 0.0000% | $178394.00         | $1829.09           | Agency Debentures and Agency Strips |
| FNMA          | 2038-12-01      | 7.0000%  | 0.0000% | $1368937.00        | $11632.77          | Agency Debentures and Agency Strips |
| FNMA          | 2028-09-01      | 6.5000%  | 0.0000% | $835000.00         | $1220.79           | Agency Debentures and Agency Strips |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $12000.00          | $410.39            | Agency Debentures and Agency Strips |
| FNMA          | 2040-01-01      | 4.5000%  | 0.0000% | $360395.00         | $14006.61          | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 5.0000%  | 0.0000% | $540000.00         | $15183.05          | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 4.5000%  | 0.0000% | $10000.00          | $560.07            | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $5000.00           | $160.68            | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 4.5000%  | 0.0000% | $190000.00         | $3699.82           | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 4.5000%  | 0.0000% | $223797.00         | $12211.65          | Agency Debentures and Agency Strips |
| FNMA          | 2040-04-01      | 5.0000%  | 0.0000% | $530000.00         | $12198.95          | Agency Debentures and Agency Strips |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $745539.00         | $12553.34          | Agency Debentures and Agency Strips |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $875000.00         | $15818.16          | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 5.0000%  | 0.0000% | $66235.00          | $8297.63           | Agency Debentures and Agency Strips |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $1499116.00        | $20346.65          | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $160000.00         | $13102.95          | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $164000.00         | $6870.02           | Agency Debentures and Agency Strips |
| FNMA          | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $60.99             | Agency Debentures and Agency Strips |
| FNMA          | 2040-03-01      | 4.5000%  | 0.0000% | $380000.00         | $8503.97           | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 4.5000%  | 0.0000% | $2000.00           | $46.59             | Agency Debentures and Agency Strips |
| FNMA          | 2033-08-01      | 6.0000%  | 0.0000% | $200000.00         | $6622.61           | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $672295.00         | $9830.80           | Agency Debentures and Agency Strips |
| FNMA          | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $18.33             | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 4.0000%  | 0.0000% | $118000.00         | $5455.38           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 4.5000%  | 0.0000% | $191383.00         | $7819.70           | Agency Debentures and Agency Strips |
| FNMA          | 2040-08-01      | 5.0000%  | 0.0000% | $84000.00          | $2130.18           | Agency Debentures and Agency Strips |
| FNMA          | 2026-08-01      | 3.5000%  | 0.0000% | $810590.00         | $435.90            | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $3000.00           | $128.43            | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $83000.00          | $3040.91           | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 5.0000%  | 0.0000% | $34000.00          | $2690.70           | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $23000.00          | $1322.95           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $26728.00          | $15241.64          | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $9766.00           | $8239.74           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1060.25           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $13038.00          | $10750.23          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $25549.00          | $23222.38          | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $11937.00          | $12145.35          | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 4.0000%  | 0.0000% | $11000.00          | $9982.48           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $9000.00           | $8663.91           | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 4.0000%  | 0.0000% | $2427.00           | $2122.77           | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2497.35           | Agency Debentures and Agency Strips |
| FMAC          | 2050-10-01      | 2.0000%  | 0.0000% | $26000.00          | $20510.80          | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $12320.00          | $12096.46          | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 3.0000%  | 0.0000% | $3329.00           | $2888.13           | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $10000.00          | $6071.14           | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $26000.00          | $23839.63          | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3127.36           | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $913.88            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $11124.00          | $10141.64          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 3.5000%  | 0.0000% | $11000.00          | $9832.78           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $928.13            | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1864.40           | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-01      | 5.5000%  | 0.0000% | $7000.00           | $5548.66           | Agency Debentures and Agency Strips |
| FMAC          | 2040-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4331.14           | Agency Debentures and Agency Strips |
| FMAC          | 2040-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1734.97           | Agency Debentures and Agency Strips |
| FMAC          | 2040-12-01      | 6.0000%  | 0.0000% | $9000.00           | $8577.51           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $2593190.00        | $2645581.08        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $5565050.00        | $5662167.54        | Agency Debentures and Agency Strips |
| GNMA          | 2062-07-20      | 4.5390%  | 0.0000% | $2915720.00        | $2067.74           | Agency Debentures and Agency Strips |
| GNMA          | 2062-05-20      | 4.6300%  | 0.0000% | $950000.00         | $433.58            | Agency Debentures and Agency Strips |
| GNMA          | 2064-04-20      | 4.4290%  | 0.0000% | $570055.00         | $664.87            | Agency Debentures and Agency Strips |
| GNMA          | 2063-10-20      | 4.3900%  | 0.0000% | $3750.00           | $0.47              | Agency Debentures and Agency Strips |
| GNMA          | 2065-05-15      | 2.2500%  | 0.0000% | $5017500.00        | $4040842.13        | Agency Debentures and Agency Strips |
| GNMA          | 2065-04-15      | 4.6500%  | 0.0000% | $243750.00         | $236220.63         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.7000%  | 0.0000% | $1137177.00        | $1189599.39        | Agency Debentures and Agency Strips |
| GNMA          | 2064-03-15      | 2.2900%  | 0.0000% | $500000.00         | $408705.88         | Agency Debentures and Agency Strips |
| GNMA          | 2065-10-15      | 4.1200%  | 0.0000% | $1231678.00        | $1123342.14        | Agency Debentures and Agency Strips |
| GNMA          | 2065-05-15      | 5.7900%  | 0.0000% | $312897.00         | $324588.04         | Agency Debentures and Agency Strips |
| GNMA          | 2065-12-15      | 5.9900%  | 0.0000% | $1976046.00        | $2097201.97        | Agency Debentures and Agency Strips |
| GNMA          | 2057-06-15      | 6.6500%  | 0.0000% | $529017.00         | $553295.77         | Agency Debentures and Agency Strips |
| GNMA          | 2065-08-15      | 5.0000%  | 0.0000% | $1200800.00        | $1206682.06        | Agency Debentures and Agency Strips |
| GNMA          | 2065-04-15      | 5.4000%  | 0.0000% | $253636.00         | $260238.71         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 4.9600%  | 0.0000% | $1448443.00        | $1452830.23        | Agency Debentures and Agency Strips |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $1053592.00        | $1112895.56        | Agency Debentures and Agency Strips |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $1032800.00        | $1108889.07        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4500%  | 0.0000% | $931250.00         | $960733.64         | Agency Debentures and Agency Strips |
| GNMA          | 2065-08-15      | 5.3400%  | 0.0000% | $5397592.00        | $5548576.61        | Agency Debentures and Agency Strips |
| GNMA          | 2055-05-15      | 7.7500%  | 0.0000% | $8621400.00        | $9320638.90        | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-15      | 5.8000%  | 0.0000% | $2091986.00        | $2193059.36        | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.6900%  | 0.0000% | $973217.00         | $1016644.86        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.4000%  | 0.0000% | $2723248.00        | $2798306.33        | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-15      | 5.2800%  | 0.0000% | $7345995.00        | $7507881.00        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.2000%  | 0.0000% | $2892357.00        | $2956659.35        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.2000%  | 0.0000% | $11394412.00       | $11647730.01       | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.5100%  | 0.0000% | $881400.00         | $909618.28         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.2400%  | 0.0000% | $600067.00         | $609156.89         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.0900%  | 0.0000% | $4955000.00        | $4995404.58        | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.2300%  | 0.0000% | $10000000.00       | $10099264.56       | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $1275300.00        | $1289954.69        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $3464500.00        | $3504311.17        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.0000%  | 0.0000% | $807700.00         | $816981.42         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-15      | 5.8800%  | 0.0000% | $356982.00         | $376853.62         | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-15      | 5.8800%  | 0.0000% | $877513.00         | $926360.28         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $716024.00         | $745844.16         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.5400%  | 0.0000% | $5650700.00        | $5873121.34        | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $9738200.00        | $10561967.40       | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $7856700.00        | $8521308.70        | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 6.5000%  | 0.0000% | $4587562.00        | $4941758.01        | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 5.6200%  | 0.0000% | $849843.00         | $882845.83         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $1000000.00        | $1016738.26        | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $881750.00         | $896508.96         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2500%  | 0.0000% | $656250.00         | $667234.48         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 6.0000%  | 0.0000% | $601166.00         | $628738.23         | Agency Debentures and Agency Strips |
| GNMA          | 2060-09-15      | 4.6300%  | 0.0000% | $199603.00         | $193045.91         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.5500%  | 0.0000% | $505469.00         | $523541.08         | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-15      | 5.6900%  | 0.0000% | $2052218.00        | $2142002.64        | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.5800%  | 0.0000% | $250000.00         | $259299.71         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.8000%  | 0.0000% | $1617200.00        | $1704516.88        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.8000%  | 0.0000% | $8990300.00        | $9475709.94        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.2400%  | 0.0000% | $869384.00         | $886035.62         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $318774.00         | $332067.09         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $862198.00         | $901295.56         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 5.6400%  | 0.0000% | $331450.00         | $345271.69         | Agency Debentures and Agency Strips |
| GNMA          | 2060-10-15      | 6.1700%  | 0.0000% | $7279850.00        | $7831153.89        | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 4.9500%  | 0.0000% | $1740000.00        | $1741923.31        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4700%  | 0.0000% | $551250.00         | $569572.13         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.0300%  | 0.0000% | $1000000.00        | $998720.55         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.2400%  | 0.0000% | $555400.00         | $564349.68         | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 4.9300%  | 0.0000% | $6333333.00        | $6363356.92        | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.3400%  | 0.0000% | $6365000.00        | $6594335.26        | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.0500%  | 0.0000% | $2940000.00        | $2927831.90        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.2700%  | 0.0000% | $12320000.00       | $12522370.98       | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $1000000.00        | $1028508.98        | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $472950.00         | $486433.32         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $275900.00         | $283765.63         | Agency Debentures and Agency Strips |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $534300.00         | $549532.35         | Agency Debentures and Agency Strips |
| GNMA          | 2060-12-15      | 5.8400%  | 0.0000% | $14507654.00       | $15101372.10       | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.3900%  | 0.0000% | $6000000.00        | $6239269.68        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $5008000.00        | $5024571.47        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $4736000.00        | $4751671.42        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $7296000.00        | $7320142.46        | Agency Debentures and Agency Strips |
| GNMA          | 2061-03-15      | 5.1600%  | 0.0000% | $4032000.00        | $4045341.89        | Agency Debentures and Agency Strips |
| GNMA          | 2076-01-20      | 4.1700%  | 0.0000% | $534216.00         | $524305.71         | Agency Debentures and Agency Strips |
| GNMA          | 2060-08-15      | 6.3000%  | 0.0000% | $2202925.00        | $2376312.01        | Agency Debentures and Agency Strips |
| GNMA          | 2075-12-20      | 4.2120%  | 0.0000% | $612965.00         | $584002.00         | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-15      | 5.2900%  | 0.0000% | $4860600.00        | $5000333.15        | Agency Debentures and Agency Strips |
| GNMA          | 2061-02-15      | 5.6200%  | 0.0000% | $7907000.00        | $8210761.69        | Agency Debentures and Agency Strips |
| GNMA          | 2061-01-15      | 5.4600%  | 0.0000% | $3872700.00        | $4004416.79        | Agency Debentures and Agency Strips |
| GNMA          | 2061-04-15      | 5.0400%  | 0.0000% | $11252250.00       | $11254579.22       | Agency Debentures and Agency Strips |
| GNMA          | 2075-11-20      | 3.2190%  | 0.0000% | $263093.00         | $235046.52         | Agency Debentures and Agency Strips |
| GNMA          | 2067-02-20      | 4.4250%  | 0.0000% | $40000.00          | $6438.13           | Agency Debentures and Agency Strips |
| GNMA          | 2067-04-20      | 4.3910%  | 0.0000% | $1400000.00        | $2430.30           | Agency Debentures and Agency Strips |
| GNMA          | 2061-08-20      | 4.6300%  | 0.0000% | $3000000.00        | $6842.21           | Agency Debentures and Agency Strips |
| GNMA          | 2062-06-20      | 4.7570%  | 0.0000% | $145000.00         | $101.73            | Agency Debentures and Agency Strips |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $13794600.00       | $3244586.48        | U.S. Treasuries (including strips)  |

### Security 23: CITIGROUP GLOBAL MARKETS INC REPO 3.67 04/01/2026

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC REPO 3.67 04/01/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859133
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $23278700.00       | $23693301.96       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-28      | 3.7500%  | 0.0000% | $80003700.00       | $78306738.91       | U.S. Treasuries (including strips) |

### Security 24: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.65 04/01/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.65 04/01/2026 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859134
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2040-02-15      | 0.0000%  | 0.0000% | $11437100.00       | $5952312.89        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $20758200.00       | $21654797.96       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $7214556.04        | $5024967.14        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $3162700.00        | $1175803.30        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $27646000.00       | $31977444.31       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $19.03             | $14.27             | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $887298.40         | $382644.77         | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $300.00            | $196.83            | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $327.31            | $233.62            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $40.80             | $27.71             | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $11.25             | $7.15              | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $19.27             | $10.13             | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $350545.17         | $170641.88         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $78679.96          | $37691.32          | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $2220.87           | $1048.45           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $200.00            | $76.47             | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $4843300.00        | $1600720.34        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $800.00            | $757.98            | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $1.64              | $0.53              | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $46671500.00       | $41840018.36       | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 2.0000%  | 0.0000% | $64241300.00       | $37541840.92       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $224.54            | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $8581700.00        | $8437835.10        | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $118283200.00      | $119923039.73      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $5400.00           | $5029.32           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $11432800.00       | $11426882.61       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $37100.00          | $37442.08          | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2236000.00        | $2022162.38        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $200.00            | $47.88             | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 1.0000%  | 0.0000% | $1300000.00        | $1192588.61        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $11321700.00       | $7066844.45        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $63360700.00       | $33433602.18       | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $740900.00         | $703414.16         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $189.31            | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $800.00            | $750.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $45116000.00       | $45136211.72       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $300.00            | $307.70            | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $21907500.00       | $22058245.02       | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $1.28              | $0.94              | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $163.84            | $105.52            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $126.07            | $97.97             | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2.20              | $1.59              | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $127.30            | $120.76            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $54.49             | $36.54             | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $4146999.28        | $3482289.21        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $101.77            | $83.60             | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $2.26              | $1.17              | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $83.99             | $42.79             | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $62.23             | $28.94             | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $17405082.84       | $5711112.43        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $70.30             | $21.17             | U.S. Treasuries (including strips) |

### Security 25: BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.66 04/01/2026

- **C.1 - Title:** BNP PARIBAS SECURITIES CORP NEW YORK REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859135
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2040-05-15      | 0.0000%  | 0.0000% | $38600.00          | $19796.24          | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $4087700.00        | $3871660.43        | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.32            | U.S. Treasuries (including strips)  |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $3100.00           | $893.11            | U.S. Treasuries (including strips)  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2135554.00        | $1271624.43        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $11000.00          | $7605.70           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $50000.00          | $35841.67          | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $855.10            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1186930.00        | $985372.22         | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $100000.00         | $82686.40          | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $553.64            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 3.0000%  | 0.0000% | $796925.00         | $581770.27         | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $791.29            | Agency Debentures and Agency Strips |
| USTR          | 2026-06-30      | 0.8750%  | 0.0000% | $1354800.00        | $1348015.72        | U.S. Treasuries (including strips)  |
| FMAC          | 2052-06-01      | 2.0000%  | 0.0000% | $200968.00         | $143951.82         | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $444928.00         | $309711.10         | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.5000%  | 0.0000% | $4314913.00        | $3004262.94        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $885.77            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $153999.00         | $64506.40          | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $622.77            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  | 0.0000% | $184927.00         | $136053.80         | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $293.91            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $1010.00           | $449.02            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $119500.00         | $86514.50          | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $16000.00          | $9546.07           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $53481.00          | $20958.71          | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $620.92            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.82            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $5745361.00        | $4457950.94        | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.0000%  | 0.0000% | $4591656.00        | $3251063.56        | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $685.79            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1025.00           | $738.44            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  | 0.0000% | $5089.00           | $4391.97           | Agency Debentures and Agency Strips |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $1000.45           | U.S. Treasuries (including strips)  |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $99.89             | U.S. Treasuries (including strips)  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $7748896.00        | $6122273.26        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $813621.00         | $811405.10         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $4024.00           | $3630.34           | Agency Debentures and Agency Strips |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $900.00            | $334.59            | U.S. Treasuries (including strips)  |
| FMAC          | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $3182504.00        | $1891922.24        | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $10001.00          | $7636.56           | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $214.33            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $415854.00         | $256460.13         | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $693.40            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $675.65            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $294478.00         | $218416.10         | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $2889943.00        | $2239476.96        | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $22946.00          | $18329.37          | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $27000.00          | $21769.01          | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $15000.00          | $7829.77           | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  | 0.0000% | $8839597.00        | $2343553.04        | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $4750000.00        | $2890147.72        | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $178709.00         | $116837.68         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $562855.00         | $486819.85         | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.5000%  | 0.0000% | $12608399.00       | $7068787.41        | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $638.87            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 5.0000%  | 0.0000% | $18000.00          | $15487.32          | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $583.49            | Agency Debentures and Agency Strips |
| FMAC          | 2040-02-01      | 3.5000%  | 0.0000% | $928407.00         | $366187.88         | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $333.09            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1707060.00        | $1271886.37        | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 6.5000%  | 0.0000% | $1022.00           | $10.92             | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $196939.00         | $14598.69          | Agency Debentures and Agency Strips |
| FMAC          | 2041-04-01      | 4.5000%  | 0.0000% | $3955056.00        | $338608.61         | Agency Debentures and Agency Strips |
| FMAC          | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $98.91             | Agency Debentures and Agency Strips |
| FMAC          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $149.24            | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  | 0.0000% | $1620.00           | $278.46            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $350.35            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $14700.00          | $9901.93           | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1012.00           | $681.74            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $664.69            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1298.10           | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $168.67            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $503.53            | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1172.00           | $632.23            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $17039.00          | $11246.13          | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1001.00           | $598.78            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $385000.00         | $289999.77         | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1006.00           | $775.67            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $2121839.00        | $1659396.33        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $6001.00           | $6195.32           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1078.00           | $1105.40           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.02           | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $6202252.00        | $6101664.37        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $3096985.00        | $3101412.97        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $882.52            | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $946.32            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1024.19           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $984.31            | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $29701.00          | $30142.02          | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1042.00           | $967.83            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.27            | Agency Debentures and Agency Strips |
| FMAC          | 2036-06-01      | 5.0000%  | 0.0000% | $1858337.00        | $28585.93          | Agency Debentures and Agency Strips |
| FMAC          | 2046-11-01      | 3.0000%  | 0.0000% | $2810000.00        | $667860.95         | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $1641403.00        | $1056022.49        | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $774.92            | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 5.5000%  | 0.0000% | $100226.00         | $6768.15           | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $72701.00          | $23613.80          | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $706.40            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.47           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $856.37            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.64           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.31            | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.81           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.0000%  | 0.0000% | $1004.00           | $941.91            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $985.01            | Agency Debentures and Agency Strips |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $1168.00           | $110.39            | Agency Debentures and Agency Strips |
| FMAC          | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $324.39            | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $1002.00           | $160.41            | Agency Debentures and Agency Strips |
| FMAC          | 2037-06-01      | 4.0000%  | 0.0000% | $1000.00           | $180.21            | Agency Debentures and Agency Strips |
| FMAC          | 2040-08-01      | 5.5000%  | 0.0000% | $1001.00           | $16.29             | Agency Debentures and Agency Strips |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $1027000.00        | $265649.12         | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 3.0000%  | 0.0000% | $377093.00         | $33140.24          | Agency Debentures and Agency Strips |
| FMAC          | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $758.00            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $197515.00         | $123644.78         | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $329000.00         | $200056.12         | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1023.00           | $722.05            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $859.11            | Agency Debentures and Agency Strips |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $139.66            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $191.09            | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $561.29            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $675.00            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  | 0.0000% | $38104.00          | $28346.74          | Agency Debentures and Agency Strips |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $158.51            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $22319296.00       | $13575280.37       | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $797986.00         | $521842.32         | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $661.09            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $4863.49           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 7.0000%  | 0.0000% | $1113434.00        | $1176144.36        | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $743.23            | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $241.06            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $671.48            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $790.68            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 4.5000%  | 0.0000% | $262569.00         | $248890.44         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $919.49            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $60000.00          | $13840.29          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $731.96            | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 6.0000%  | 0.0000% | $1970276.00        | $5625.08           | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $3095717.00        | $3100484.24        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $797.98            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2014.77           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1739.00           | $1773.40           | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $101119.00         | $101961.95         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1617.20           | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $39974.00          | $37716.09          | Agency Debentures and Agency Strips |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $211400.00         | $200704.22         | U.S. Treasuries (including strips)  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1009.00           | $838.63            | Agency Debentures and Agency Strips |
| FMAC          | 2044-03-01      | 3.8300%  | 0.0000% | $26141.00          | $19566.47          | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $923.19            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $213.62            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $80000.00          | $51244.83          | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $184940.00         | $53453.76          | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $10279501.00       | $7971947.48        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $3222423.00        | $3403884.68        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $990.67            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.20           | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $5382000.00        | $4846797.96        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.06           | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-01      | 6.5000%  | 0.0000% | $2934.00           | $37.48             | Agency Debentures and Agency Strips |
| FMAC          | 2045-03-01      | 3.5000%  | 0.0000% | $41860.00          | $5117.31           | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 3.0000%  | 0.0000% | $7271.00           | $689.24            | Agency Debentures and Agency Strips |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $1005.00           | $99.45             | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 2.5000%  | 0.0000% | $19295.00          | $2226.02           | Agency Debentures and Agency Strips |
| FMAC          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $135.36            | Agency Debentures and Agency Strips |
| FMAC          | 2044-11-01      | 4.5000%  | 0.0000% | $46396.00          | $4549.44           | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-01      | 5.5000%  | 0.0000% | $4767754.00        | $27006.20          | Agency Debentures and Agency Strips |
| FMAC          | 2037-02-01      | 7.0000%  | 0.0000% | $865000.00         | $7787.83           | Agency Debentures and Agency Strips |
| FMAC          | 2041-12-01      | 5.0000%  | 0.0000% | $6197984.00        | $429541.58         | Agency Debentures and Agency Strips |
| FMAC          | 2046-03-01      | 3.0000%  | 0.0000% | $72514.00          | $9171.03           | Agency Debentures and Agency Strips |
| FMAC          | 2033-03-01      | 3.0000%  | 0.0000% | $271098.00         | $29517.77          | Agency Debentures and Agency Strips |
| FMAC          | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $55.18             | Agency Debentures and Agency Strips |
| FMAC          | 2038-07-01      | 2.0000%  | 0.0000% | $1000.00           | $871.04            | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $608.82            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1198000.00        | $894095.74         | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $2155064.00        | $1500648.22        | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $743.99            | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $837258.00         | $538526.33         | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $794992.00         | $534954.80         | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1007.00           | $882.03            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  | 0.0000% | $5276980.00        | $1131033.96        | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $301600.00         | $227534.26         | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $3726.00           | $2226.76           | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.16            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $637.54            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $83644.00          | $58038.30          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $794.21            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 7.0000%  | 0.0000% | $25922.00          | $21016.09          | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $1608208.00        | $1413492.70        | Agency Debentures and Agency Strips |
| FCSB          | 2035-09-10      | 1.7300%  | 0.0000% | $1000.00           | $785.73            | Agency Debentures and Agency Strips |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $100000.00         | $33250.70          | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $24999.00          | $16632.06          | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $19998.00          | $15223.31          | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $539263.00         | $413915.79         | Agency Debentures and Agency Strips |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $2918144.00        | $177746.22         | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 3.0000%  | 0.0000% | $282255.00         | $19707.22          | Agency Debentures and Agency Strips |
| FNMA          | 2033-01-01      | 2.8700%  | 0.0000% | $17784.00          | $7588.05           | Agency Debentures and Agency Strips |
| FNMA          | 2029-10-01      | 3.0000%  | 0.0000% | $387998.00         | $23202.30          | Agency Debentures and Agency Strips |
| FNMA          | 2044-09-01      | 3.5000%  | 0.0000% | $249077.00         | $36721.21          | Agency Debentures and Agency Strips |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $1000.00           | $182.31            | Agency Debentures and Agency Strips |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $154.55            | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $190288.00         | $52887.04          | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $13109.00          | $14003.35          | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $1630726.00        | $1620072.91        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $588993.00         | $473242.32         | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $6953816.00        | $6213544.44        | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $771673.00         | $703056.63         | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $152512.00         | $150697.21         | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.57           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.57           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $970.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $989.63            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.98           | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $390782.00         | $414072.64         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.61           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $153.63            | Agency Debentures and Agency Strips |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $3031000.00        | $368614.95         | Agency Debentures and Agency Strips |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $275384.00         | $59642.50          | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 3.0000%  | 0.0000% | $358483.00         | $37932.39          | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.0000%  | 0.0000% | $99000.00          | $26171.07          | Agency Debentures and Agency Strips |
| FNMA          | 2046-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $325270.31         | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $1328914.00        | $338326.74         | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 4.0000%  | 0.0000% | $12221664.00       | $2047560.42        | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $1565286.00        | $319037.49         | Agency Debentures and Agency Strips |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2365150.00        | $616141.80         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $808.94            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $10410.00          | $9649.06           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1994241.00        | $1520469.56        | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $248.05            | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $1141662.00        | $201026.08         | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $23184768.00       | $5355984.51        | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1518580.00        | $661074.26         | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $3627560.00        | $1946309.07        | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $374000.00         | $283377.79         | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $580.03            | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1457402.00        | $939506.47         | Agency Debentures and Agency Strips |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1024.00           | $520.20            | Agency Debentures and Agency Strips |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $505.98            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $3772613.00        | $2252649.62        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $6517256.00        | $4231887.59        | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $476638.00         | $339138.69         | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $41000.00          | $25542.58          | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $14152564.00       | $9045539.61        | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $25000.00          | $17916.09          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $688.21            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $4991.38           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $9004.00           | $6565.38           | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1202340.00        | $814751.10         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $10433562.00       | $7981422.34        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $70000.00          | $52738.26          | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $5925582.00        | $4840391.74        | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $8978309.00        | $7625397.02        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $852.58            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $53538.00          | $48774.09          | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.81           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $829.69            | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $5608120.00        | $4572623.00        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1735400.00        | $1671239.61        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $2040.00           | $1784.92           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $4351543.00        | $4359969.25        | Agency Debentures and Agency Strips |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $2085000.00        | $520526.38         | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $41425000.00       | $7455770.44        | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 5.0000%  | 0.0000% | $1002.00           | $306.27            | Agency Debentures and Agency Strips |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $523.11            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1018250.00        | $629857.74         | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $300000.00         | $163038.95         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $4862200.00        | $3214424.77        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1094.00           | $769.08            | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $7060480.00        | $4491672.62        | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  | 0.0000% | $26317.00          | $20406.17          | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $675000.00         | $525289.84         | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 4.5000%  | 0.0000% | $9629034.00        | $6981631.10        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $6064.00           | $6086.09           | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $2871296.00        | $2885211.21        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.18           | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $24709312.00       | $25039638.65       | Agency Debentures and Agency Strips |
| FNMA          | 2029-09-01      | 4.5000%  | 0.0000% | $6652809.00        | $63906.79          | Agency Debentures and Agency Strips |
| FNMA          | 2037-11-01      | 3.5000%  | 0.0000% | $5930.00           | $744.75            | Agency Debentures and Agency Strips |
| FNMA          | 2049-06-01      | 3.0000%  | 0.0000% | $1008.00           | $95.14             | Agency Debentures and Agency Strips |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $537381.00         | $235091.76         | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1500000.00        | $781790.86         | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1104.32           | Agency Debentures and Agency Strips |
| FNMA          | 2037-01-01      | 2.0000%  | 0.0000% | $9000.00           | $4969.43           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $151587.00         | $117566.34         | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $36000.00          | $29534.16          | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $367000.00         | $309619.41         | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $961.24            | Agency Debentures and Agency Strips |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $1137.00           | $49.89             | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $841.45            | Agency Debentures and Agency Strips |
| FMAC          | 2050-06-01      | 5.0000%  | 0.0000% | $389992.00         | $319731.62         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $893.38            | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.23           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.25           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $1064.00           | $984.10            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $96138.00          | $92981.92          | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.51           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1792.00           | $1672.90           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 4.5000%  | 0.0000% | $8561141.00        | $7838699.57        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $9336192.00        | $9491091.87        | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.40            | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1128204.00        | $1111123.29        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1024.00           | $1069.54           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $268544.00         | $269555.90         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $962.61            | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $2424136.00        | $2456501.25        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.66           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.09           | Agency Debentures and Agency Strips |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $4231800.00        | $4372348.60        | U.S. Treasuries (including strips)  |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $130200.00         | $123239.30         | U.S. Treasuries (including strips)  |

### Security 26: BofA Securities Inc REPO 3.65% 04/01/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.65% 04/01/2026 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859136
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-15      | 0.1250%  | 0.0000% | $351486000.00      | $483765164.76      | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $73146000.00       | $77234865.43       | U.S. Treasuries (including strips) |

### Security 27: BofA Securities Inc REPO 3.66 04/01/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859137
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2053-11-01      | 5.0000%  | 0.0000% | $144000.00         | $122406.95         | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $17999872.00       | $14722848.30       | Agency Debentures and Agency Strips |
| FMAC          | 2043-02-01      | 2.5000%  | 0.0000% | $425000.00         | $73567.46          | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $3245064.00        | $1557134.03        | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $2503800.00        | $2085456.81        | Agency Debentures and Agency Strips |
| FNMA          | 2048-12-01      | 4.5000%  | 0.0000% | $5120.00           | $856.34            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $245978.00         | $177550.68         | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1350000.00        | $922631.22         | Agency Debentures and Agency Strips |
| FMAC          | 2033-11-01      | 3.5000%  | 0.0000% | $15999.00          | $1310.00           | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $480000.00         | $371944.43         | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $138457856.00      | $100904629.57      | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1719.71           | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3061.77           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $12496000.00       | $7357299.74        | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $36691712.00       | $30220509.09       | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $5659319.20        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.0000%  | 0.0000% | $10460768.00       | $10013534.49       | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1266562.00        | $667794.06         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $208504.00         | $194818.18         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $3997.00           | $435.39            | Agency Debentures and Agency Strips |
| FMAC          | 2047-12-01      | 3.0000%  | 0.0000% | $45998.00          | $6590.96           | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $485336.00         | $504312.53         | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $1312000.00        | $1016696.10        | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 6.5000%  | 0.0000% | $1856966.00        | $1349380.72        | Agency Debentures and Agency Strips |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $583266.00         | $414779.85         | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $425000.00         | $250070.04         | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $168458.00         | $124014.09         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $7330448.00        | $5073067.41        | Agency Debentures and Agency Strips |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $50000000.00       | $31702271.39       | Agency Debentures and Agency Strips |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $700000.00         | $43062.60          | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $4775000.00        | $36279.78          | Agency Debentures and Agency Strips |
| FMAC          | 2039-02-01      | 5.5000%  | 0.0000% | $1622000.00        | $54815.75          | Agency Debentures and Agency Strips |
| FMAC          | 2026-06-01      | 4.0000%  | 0.0000% | $2994176.00        | $1512.58           | Agency Debentures and Agency Strips |
| FMAC          | 2031-02-01      | 3.5000%  | 0.0000% | $250655.00         | $13111.17          | Agency Debentures and Agency Strips |
| FMAC          | 2042-08-01      | 4.0000%  | 0.0000% | $989802.00         | $247895.11         | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $103522432.00      | $6935248.73        | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.0000%  | 0.0000% | $1012994.00        | $145834.61         | Agency Debentures and Agency Strips |
| FMAC          | 2030-07-01      | 4.5000%  | 0.0000% | $3127184.00        | $42642.93          | Agency Debentures and Agency Strips |
| FMAC          | 2038-08-01      | 5.5000%  | 0.0000% | $780000.00         | $13356.73          | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 4.5000%  | 0.0000% | $68967.00          | $7324.59           | Agency Debentures and Agency Strips |
| FMAC          | 2026-10-01      | 3.5000%  | 0.0000% | $149979115.00      | $34957.92          | Agency Debentures and Agency Strips |
| FMAC          | 2027-11-01      | 2.5000%  | 0.0000% | $13600000.00       | $247155.27         | Agency Debentures and Agency Strips |
| FMAC          | 2028-08-01      | 3.5000%  | 0.0000% | $6000000.00        | $55021.45          | Agency Debentures and Agency Strips |
| FMAC          | 2028-02-01      | 2.0000%  | 0.0000% | $684999.00         | $26620.31          | Agency Debentures and Agency Strips |
| FMAC          | 2028-10-01      | 3.5000%  | 0.0000% | $3500000.00        | $103136.75         | Agency Debentures and Agency Strips |
| FMAC          | 2032-09-01      | 3.5000%  | 0.0000% | $9997.00           | $1133.54           | Agency Debentures and Agency Strips |
| FMAC          | 2033-05-01      | 4.0000%  | 0.0000% | $61026.00          | $5134.87           | Agency Debentures and Agency Strips |
| FMAC          | 2044-04-01      | 6.0000%  | 0.0000% | $30696000.00       | $16460394.37       | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $345000.00         | $239500.75         | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $171449.00         | $108410.49         | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $261996.00         | $22715.36          | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $300000.00         | $156751.38         | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $54839.04          | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $375000.00         | $230409.66         | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $1000000.00        | $606884.46         | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $260000.00         | $180406.95         | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2517736.00        | $1459568.56        | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $245202.00         | $185532.31         | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $105953.00         | $41486.81          | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 4.5000%  | 0.0000% | $15000.00          | $14410.22          | Agency Debentures and Agency Strips |
| FMAC          | 2046-02-01      | 5.5000%  | 0.0000% | $8922730.00        | $8957896.06        | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 1.5000%  | 0.0000% | $1671964.00        | $1006743.71        | Agency Debentures and Agency Strips |
| FMAC          | 2036-02-01      | 5.0000%  | 0.0000% | $524700.00         | $519852.39         | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1319100.00        | $1067509.43        | Agency Debentures and Agency Strips |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $5196330.00        | $639607.72         | Agency Debentures and Agency Strips |
| FNMA          | 2045-10-01      | 4.5000%  | 0.0000% | $1500000.00        | $185246.72         | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 4.5000%  | 0.0000% | $965060.00         | $896729.65         | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $333570.00         | $269699.57         | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1330930.00        | $1301878.15        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $308962.00         | $277377.51         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1952226.00        | $1889469.79        | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1713042.00        | $1782134.86        | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $307709.00         | $162514.77         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $4882300.00        | $4813876.19        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1155692.00        | $1147119.98        | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1385000.00        | $132787.38         | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $2480580.00        | $1241208.30        | Agency Debentures and Agency Strips |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $205628.00         | $143469.74         | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $506695.00         | $282463.53         | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $787624.00         | $759055.81         | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $204763.00         | $177024.18         | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $273903.00         | $206113.57         | Agency Debentures and Agency Strips |
| FNMA          | 2035-04-01      | 3.0000%  | 0.0000% | $2124120.00        | $598932.48         | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $12000.00          | $8948.45           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $38000.00          | $26547.30          | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $202249.00         | $151175.07         | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $863000.00         | $648336.89         | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 4.5000%  | 0.0000% | $111757.00         | $100638.89         | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1197316.00        | $1220548.77        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1853978.00        | $1794031.05        | Agency Debentures and Agency Strips |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $5992680.00        | $5954253.23        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1448984.00        | $1439741.78        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $20897680.00       | $21150702.14       | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $38720000.00       | $19613823.33       | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $10000000.00       | $4568006.91        | Agency Debentures and Agency Strips |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $10000000.00       | $4534763.69        | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $99044000.00       | $70372172.67       | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $10190752.00       | $10015923.66       | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $56472960.00       | $54711888.97       | Agency Debentures and Agency Strips |
| FNMA          | 2048-08-01      | 5.5000%  | 0.0000% | $49999808.00       | $427390.10         | Agency Debentures and Agency Strips |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $424305.00         | $47325.06          | Agency Debentures and Agency Strips |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $4000000.00        | $435548.90         | Agency Debentures and Agency Strips |
| FNMA          | 2033-10-01      | 3.5000%  | 0.0000% | $1282972.00        | $85317.10          | Agency Debentures and Agency Strips |
| FNMA          | 2049-10-01      | 2.5000%  | 0.0000% | $500000.00         | $93802.20          | Agency Debentures and Agency Strips |
| FNMA          | 2054-04-01      | 4.5000%  | 0.0000% | $213379.00         | $185954.57         | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 3.5000%  | 0.0000% | $1260712.00        | $673246.42         | Agency Debentures and Agency Strips |
| FNMA          | 2044-08-01      | 6.0000%  | 0.0000% | $35403000.00       | $18635455.43       | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $4904728.00        | $2946131.04        | Agency Debentures and Agency Strips |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $67867.00          | $63777.71          | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $10000.00          | $9767.91           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 7.0000%  | 0.0000% | $45845.00          | $45034.31          | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $565524.00         | $578784.41         | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $4004752.00        | $3313552.51        | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $728564.00         | $698903.81         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1160518.00        | $994529.97         | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $293256.00         | $306669.64         | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $297221.00         | $290939.87         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $813138.00         | $816625.43         | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $43082432.00       | $42412834.64       | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $55000.00          | $49864.66          | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $5122432.00        | $4567224.10        | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $494800.00         | $464873.40         | Agency Debentures and Agency Strips |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $5780304.00        | $3927190.27        | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $2569640.00        | $2477366.32        | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $2548456.00        | $2597650.31        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $255047.00         | $270558.85         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $257022.00         | $273493.28         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $217109.00         | $231486.20         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $299530.00         | $255176.80         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $226477.00         | $218313.33         | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 6.5000%  | 0.0000% | $482501.00         | $505834.43         | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $2509884.00        | $2515403.49        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $1451526.00        | $1538194.68        | Agency Debentures and Agency Strips |

### Security 28: BARCLAYS BANK PLC NY REPO 3.66 04/01/2026

- **C.1 - Title:** BARCLAYS BANK PLC NY REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859138
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $50497100.00       | $51000017.64       | U.S. Treasuries (including strips) |

### Security 29: Deutsche Bank Securities Inc REPO 3.67 04/01/2026

- **C.1 - Title:** Deutsche Bank Securities Inc REPO 3.67 04/01/2026 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173185913, C.5 - Other ID: 1731859139
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2052-11-01      | 5.0000%  | 0.0000% | $19262697.00       | $14712816.31       | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 2.0000%  | 0.0000% | $3984023.00        | $2580816.38        | Agency Debentures and Agency Strips |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $4997139.00        | $3331650.69        | Agency Debentures and Agency Strips |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $3397021.00        | $2155109.24        | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 3.0000%  | 0.0000% | $7156957.00        | $4618372.89        | Agency Debentures and Agency Strips |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $1216940.00        | $899460.95         | Agency Debentures and Agency Strips |
| GNMA          | 2052-07-20      | 3.5000%  | 0.0000% | $3752979.00        | $2624164.07        | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4764916.00        | $4621504.00        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $51631424.00       | $43366744.68       | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $58141245.00       | $44511950.57       | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $55651712.00       | $44235719.42       | Agency Debentures and Agency Strips |
| FNMA          | 2062-09-01      | 3.5000%  | 0.0000% | $16125681.00       | $11111736.44       | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $49125440.00       | $45611842.05       | Agency Debentures and Agency Strips |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $32000.00          | $18112.90          | Agency Debentures and Agency Strips |

### Security 30: TD SECURITIES INC REPO 3.67 04/01/2026

- **C.1 - Title:** TD SECURITIES INC REPO 3.67 04/01/2026 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185914, C.5 - Other ID: 1731859140
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2044-11-15      | 0.0000%  | 0.0000% | $722000.00         | $283374.17         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $1000000.00        | $387370.00         | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $850000.00         | $320216.25         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $11000000.00       | $3128301.00        | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $10000000.00       | $2546370.00        | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $40000.00          | $9904.64           | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1898.09           | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 0.0000%  | 0.0000% | $18930.00          | $15551.07          | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1285.60           | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 0.0000%  | 0.0000% | $5975000.00        | $2738551.62        | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1885.09           | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $10523000.00       | $3041494.26        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $104590000.00      | $43436749.95       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $931000.00         | $311586.15         | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $38187000.00       | $12310075.88       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2121.04           | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1337.75           | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1433.45           | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $230077100.00      | $64654656.10       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2032.19           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1808.13           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 0.0000%  | 0.0000% | $53930.00          | $51159.13          | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 0.0000%  | 0.0000% | $2500.00           | $1986.28           | U.S. Treasuries (including strips) |
| USTR          | 2037-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3006.96           | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2778.25           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $6879000.00        | $3030681.03        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $80929000.00       | $32699928.95       | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $8900000.00        | $3544318.20        | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $83900000.00       | $25716692.40       | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $51300000.00       | $14779478.70       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $39300000.00       | $10805613.60       | U.S. Treasuries (including strips) |
| USTR          | 2052-11-15      | 0.0000%  | 0.0000% | $11500000.00       | $3028766.50        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $18930.00          | $15214.06          | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14865.45          | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 0.0000%  | 0.0000% | $18930.00          | $13855.78          | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 0.0000%  | 0.0000% | $6618930.00        | $4494571.18        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $18930.00          | $12531.74          | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2077.12           | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1942.86           | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2488.55           | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2396.46           | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 0.0000%  | 0.0000% | $53930.00          | $50153.01          | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 0.0000%  | 0.0000% | $53930.00          | $49189.28          | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2258.00           | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2212.74           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2167.18           | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1370.57           | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1319.14           | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2670.37           | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 0.0000%  | 0.0000% | $22905130.00       | $11670438.60       | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1260.04           | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2433.95           | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 0.0000%  | 0.0000% | $2195130.00        | $989931.19         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1939.87           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1816.57           | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1769.28           | U.S. Treasuries (including strips) |
| USTR          | 2047-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1683.74           | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 0.0000%  | 0.0000% | $9205000.00        | $2605392.40        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1380.86           | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $1033730.00        | $245021.92         | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3214.97           | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 0.0000%  | 0.0000% | $1538930.00        | $1071870.90        | U.S. Treasuries (including strips) |
| USTR          | 2037-08-15      | 0.0000%  | 0.0000% | $5130.00           | $3038.71           | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1582.87           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $19100000.00       | $5710804.50        | U.S. Treasuries (including strips) |
| USTR          | 2052-05-15      | 0.0000%  | 0.0000% | $21800000.00       | $5855240.20        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 0.0000%  | 0.0000% | $18930.00          | $14543.31          | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 0.0000%  | 0.0000% | $18930.00          | $13511.38          | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 0.0000%  | 0.0000% | $13502500.00       | $9522408.58        | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1352.23           | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1306.30           | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1277.77           | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1233.22           | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1247.44           | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 0.0000%  | 0.0000% | $5705130.00        | $2217618.26        | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 0.0000%  | 0.0000% | $15590130.00       | $4462846.20        | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1402.64           | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1207.16           | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1239.27           | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $15765000.00       | $6740467.64        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 0.0000%  | 0.0000% | $7802500.00        | $5364312.38        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 0.0000%  | 0.0000% | $6230.00           | $6143.09           | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 0.0000%  | 0.0000% | $53930.00          | $52208.99          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $46002500.00       | $30851162.60       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.0000%  | 0.0000% | $53930.00          | $45285.72          | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  | 0.0000% | $5000.00           | $3177.25           | U.S. Treasuries (including strips) |
| USTR          | 2038-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2750.74           | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1703.28           | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1562.98           | U.S. Treasuries (including strips) |
| USTR          | 2038-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2832.74           | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2586.80           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1724.80           | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1640.64           | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $18930.00          | $14194.87          | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 0.0000%  | 0.0000% | $5000.00           | $3267.24           | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 0.0000%  | 0.0000% | $53930.00          | $48209.16          | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  | 0.0000% | $53930.00          | $47232.11          | U.S. Treasuries (including strips) |
| USTR          | 2036-11-15      | 0.0000%  | 0.0000% | $17491000.00       | $10815454.90       | U.S. Treasuries (including strips) |
| USTR          | 2038-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2864.44           | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1865.82           | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2177.67           | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2442.46           | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $325130.00         | $142166.02         | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $8250000.00        | $4422536.25        | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $3767000.00        | $1931928.55        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 0.0000%  | 0.0000% | $89997000.00       | $39040158.62       | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $27600000.00       | $11625202.80       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $122249000.00      | $50048618.35       | U.S. Treasuries (including strips) |
| USTR          | 2046-05-15      | 0.0000%  | 0.0000% | $9400000.00        | $3406466.00        | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $84300000.00       | $29333786.70       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 0.0000%  | 0.0000% | $9349000.00        | $3168871.60        | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 0.0000%  | 0.0000% | $80000.00          | $19152.96          | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2240000.00        | $531574.40         | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $96000.00          | $22579.87          | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 0.0000%  | 0.0000% | $400000.00         | $269742.00         | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 0.0000%  | 0.0000% | $4000000.00        | $2665928.00        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3304.08           | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  | 0.0000% | $5130.00           | $3125.72           | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $2500.00           | $1852.89           | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 0.0000%  | 0.0000% | $2500.00           | $2347.34           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 0.0000%  | 0.0000% | $2500.00           | $2302.90           | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 0.0000%  | 0.0000% | $53930.00          | $46253.50          | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2951.04           | U.S. Treasuries (including strips) |
| USTR          | 2037-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2919.01           | U.S. Treasuries (including strips) |
| USTR          | 2039-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2696.49           | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2510.10           | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 0.0000%  | 0.0000% | $605130.00         | $299092.76         | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 0.0000%  | 0.0000% | $1050130.00        | $503060.58         | U.S. Treasuries (including strips) |
| USTR          | 2041-05-15      | 0.0000%  | 0.0000% | $6905000.00        | $3259774.54        | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 0.0000%  | 0.0000% | $11205130.00       | $5211304.27        | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 0.0000%  | 0.0000% | $1445000.00        | $643367.46         | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  | 0.0000% | $2305000.00        | $994024.34         | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  | 0.0000% | $5000.00           | $2093.38           | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $5130.00           | $2113.76           | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 0.0000%  | 0.0000% | $20005000.00       | $8121629.90        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 0.0000%  | 0.0000% | $5130.00           | $2054.02           | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1975.34           | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1918.30           | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1837.22           | U.S. Treasuries (including strips) |
| USTR          | 2046-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1790.22           | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1744.44           | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 0.0000%  | 0.0000% | $5130.00           | $1664.47           | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1603.04           | U.S. Treasuries (including strips) |
| USTR          | 2048-08-15      | 0.0000%  | 0.0000% | $5130.00           | $1623.33           | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 0.0000%  | 0.0000% | $5000.00           | $1522.00           | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 0.0000%  | 0.0000% | $6405130.00        | $1929180.32        | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1488.58           | U.S. Treasuries (including strips) |
| USTR          | 2050-02-15      | 0.0000%  | 0.0000% | $995130.00         | $292213.95         | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  | 0.0000% | $2200.00           | $527.59            | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 0.0000%  | 0.0000% | $2200.00           | $519.07            | U.S. Treasuries (including strips) |
| USTR          | 2042-08-15      | 0.0000%  | 0.0000% | $14800000.00       | $6619152.00        | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 0.0000%  | 0.0000% | $30.00             | $7.03              | U.S. Treasuries (including strips) |
| USTR          | 2049-11-15      | 0.0000%  | 0.0000% | $18000000.00       | $5444784.00        | U.S. Treasuries (including strips) |

### Security 31: State Street Bank and Trust Company REPO 3.66 04/01/2026

- **C.1 - Title:** State Street Bank and Trust Company REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185914, C.5 - Other ID: 1731859141
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $49135600.00       | $43614280.29       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $106968400.00      | $109385857.00      | U.S. Treasuries (including strips) |

### Security 32: CREDIT AGRICOLE SECURITIES USA INC REPO 3.62% 04/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.62% 04/01/2026 3.620000%
- **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: 173185915, C.5 - Other ID: 1731859154
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $1014.00           | $471.53            | Agency Debentures and Agency Strips |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $1024.00           | $641.71            | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 4.0000%  | 0.0000% | $99999000.00       | $21230208.56       | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $99900.00          | $88036.92          | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $903.43            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $679.96            | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $892.21            | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.27           | Agency Debentures and Agency Strips |
| GNMA          | 2047-06-20      | 4.0000%  | 0.0000% | $1024.00           | $95.32             | Agency Debentures and Agency Strips |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $225952768.00      | $106229007.96      | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.09           | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1008.00           | $997.48            | Agency Debentures and Agency Strips |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1024.00           | $1067.62           | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $786.60            | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $92408.00          | $70875.26          | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $16797408.00       | $15011502.50       | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $49768192.00       | $35832885.94       | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $456409.79         | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1894426.00        | $1171612.44        | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1736392.00        | $1749053.46        | Agency Debentures and Agency Strips |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $1024.00           | $168.65            | Agency Debentures and Agency Strips |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1008.00           | $492.51            | Agency Debentures and Agency Strips |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1024.00           | $600.24            | Agency Debentures and Agency Strips |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $1052.00           | $626.56            | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $727.00            | Agency Debentures and Agency Strips |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1024.00           | $731.70            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $9132400.00        | $2762407.86        | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $698.02            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1010.00           | $803.54            | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $762.75            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $817.18            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $831.69            | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1025.20           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1054.49           | Agency Debentures and Agency Strips |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.74           | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.54           | Agency Debentures and Agency Strips |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $808.84            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $10028656.00       | $10170511.78       | Agency Debentures and Agency Strips |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.46           | Agency Debentures and Agency Strips |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $8390976.00        | $8612976.05        | Agency Debentures and Agency Strips |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $6927816.00        | $592553.15         | Agency Debentures and Agency Strips |

### Security 33: BofA Securities Inc REPO 3.6% 04/01/2026

- **C.1 - Title:** BofA Securities Inc REPO 3.6% 04/01/2026 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173185915, C.5 - Other ID: 1731859155
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $9421400.00        | $9868003.82        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 0.0000%  | 0.0000% | $1658000.00        | $1087815.46        | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 0.0000%  | 0.0000% | $1108000.00        | $467050.81         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.7524%  | 0.0000% | $90054400.00       | $90577133.21       | U.S. Treasuries (including strips) |

### Security 34: Deutsche Bank Securities Inc REPO 3.66 04/01/2026

- **C.1 - Title:** Deutsche Bank Securities Inc REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173186467, C.5 - Other ID: 1731864678
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2045-08-15      | 2.8750%  | 0.0000% | $41583400.00       | $30959817.48       | U.S. Treasuries (including strips) |
| USTR          | 2049-02-15      | 3.0000%  | 0.0000% | $48436000.00       | $35512229.41       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 3.6250%  | 0.0000% | $32578100.00       | $27776807.30       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 3.1250%  | 0.0000% | $38229500.00       | $31668298.28       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $5704200.00        | $4425111.40        | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $71514000.00       | $37735861.92       | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $36637700.00       | $35921926.87       | U.S. Treasuries (including strips) |

### Security 35: CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 04/01/2026

- **C.1 - Title:** CREDIT AGRICOLE SECURITIES USA INC REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 173186494, C.5 - Other ID: 1731864946
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2040-12-20      | 4.0000%  | 0.0000% | $80036.00          | $3840.59           | Agency Debentures and Agency Strips |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $4000.00           | $2699.58           | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 4.5000%  | 0.0000% | $2600.00           | $2305.33           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1074.00           | $967.74            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $781.40            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $2434.00           | $1791.56           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $5941720.00        | $4609887.98        | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $3024.00           | $1884.51           | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.0000%  | 0.0000% | $3032.00           | $388.84            | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $5002.00           | $4382.22           | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $951.78            | Agency Debentures and Agency Strips |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4008.00           | $4042.60           | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $1015.00           | $1077.57           | Agency Debentures and Agency Strips |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $4600.00           | $4496.72           | Agency Debentures and Agency Strips |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $5189.00           | $1582.53           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1405.00           | $883.17            | Agency Debentures and Agency Strips |
| FCSB          | 2045-10-23      | 5.3700%  | 0.0000% | $4000.00           | $4028.67           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $8055520.00        | $8291260.30        | Agency Debentures and Agency Strips |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1072.46           | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $351.27            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $10652224.00       | $9587072.84        | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $9997944.00        | $8843525.33        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1116.00           | $1102.41           | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.97           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.65           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $2200.00           | $1333.45           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.60           | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 4.0000%  | 0.0000% | $1024.00           | $4.74              | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $142.91            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $10845360.00       | $7117471.30        | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $2048.00           | $1727.20           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $20161213.00       | $19919277.58       | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $92324992.00       | $91938869.16       | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 7.0000%  | 0.0000% | $2009.00           | $2140.66           | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 6.5000%  | 0.0000% | $2505020.00        | $2602657.33        | Agency Debentures and Agency Strips |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $2048.00           | $237.19            | Agency Debentures and Agency Strips |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $2015.00           | $269.32            | Agency Debentures and Agency Strips |
| GNMA          | 2051-09-20      | 2.0000%  | 0.0000% | $4104.00           | $2294.43           | Agency Debentures and Agency Strips |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $4048.00           | $2570.18           | Agency Debentures and Agency Strips |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $2000.00           | $375.80            | Agency Debentures and Agency Strips |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $1000.00           | $511.63            | Agency Debentures and Agency Strips |
| GNMA          | 2053-05-15      | 6.5000%  | 0.0000% | $1511.00           | $1616.06           | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $3000.00           | $2680.15           | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $4378.00           | $2705.07           | Agency Debentures and Agency Strips |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $1662.74           | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 7.0000%  | 0.0000% | $2001.00           | $1896.21           | Agency Debentures and Agency Strips |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $5400.00           | $3524.06           | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $859.72            | Agency Debentures and Agency Strips |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $402.89            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $3133.00           | $2673.41           | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $546.82            | Agency Debentures and Agency Strips |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $3000.00           | $2721.64           | Agency Debentures and Agency Strips |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $749.37            | Agency Debentures and Agency Strips |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $679.96            | Agency Debentures and Agency Strips |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $2000.00           | $1796.91           | Agency Debentures and Agency Strips |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1066.03           | Agency Debentures and Agency Strips |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $1999.00           | $2149.76           | Agency Debentures and Agency Strips |
| GNMA          | 2065-11-20      | 6.5000%  | 0.0000% | $1230.00           | $1288.47           | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1036.63           | Agency Debentures and Agency Strips |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3110.00           | $3090.09           | Agency Debentures and Agency Strips |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $2000.00           | $2106.13           | Agency Debentures and Agency Strips |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $6108.00           | $412.56            | Agency Debentures and Agency Strips |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1017.55           | Agency Debentures and Agency Strips |

### Security 36: Deutsche Bank Securities Inc REPO 3.66 04/01/2026

- **C.1 - Title:** Deutsche Bank Securities Inc REPO 3.66 04/01/2026 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173186495, C.5 - Other ID: 1731864955
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 3.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2028-02-29      | 4.0000%  | 0.0000% | $39085500.00       | $39323161.93       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $190759000.00      | $165540915.25      | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $158722400.00      | $162123074.77      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $160996300.00      | $162351617.55      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $120651200.00      | $108161263.79      | U.S. Treasuries (including strips) |

### Security 37: State Street Bank and Trust Company REPO 3.6% 04/01/2026

- **C.1 - Title:** State Street Bank and Trust Company REPO 3.6% 04/01/2026 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173186496, C.5 - Other ID: 1731864968
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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:** FICC

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $318519100.00      | $306000190.90      | U.S. Treasuries (including strips) |

### Security 38: Goldman Sachs & Co. LLC REPO 3.5% 04/01/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.5% 04/01/2026 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173186497, C.5 - Other ID: 1731864972
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2028-07-31      | 1.0000%  | 0.0000% | $133590900.00      | $125359407.37      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $75270000.00       | $66014278.90       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $79568000.00       | $38126370.41       | U.S. Treasuries (including strips) |

### Security 39: Goldman Sachs & Co. LLC REPO 3.5% 04/01/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3.5% 04/01/2026 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173186497, C.5 - Other ID: 1731864976
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2042-08-15      | 0.0000%  | 0.0000% | $13489.06          | $5898.21           | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $9000.00           | $8875.22           | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $1004100.00        | $998257.46         | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $1400.00           | $1604.60           | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $100036000.00      | $98093670.07       | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 0.0000%  | 0.0000% | $100.00            | $74.29             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $1177900.00        | $1188288.43        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.3750%  | 0.0000% | $25484800.00       | $25569641.28       | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  | 0.0000% | $5842647.04        | $1632575.81        | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 0.0000%  | 0.0000% | $4726.36           | $1089.87           | U.S. Treasuries (including strips) |

### Security 40: Goldman Sachs & Co. LLC REPO 3% 04/01/2026

- **C.1 - Title:** Goldman Sachs & Co. LLC REPO 3% 04/01/2026 3.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 173186498, C.5 - Other ID: 1731864980
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? 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          | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $65.61             | U.S. Treasuries (including strips) |
| USTR          | 2039-02-15      | 0.0000%  | 0.0000% | $9196.76           | $4980.68           | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 3.1250%  | 0.0000% | $281011300.00      | $229494999.69      | U.S. Treasuries (including strips) |

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130A8XY4, C.4 - ISIN: US3130A8XY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24774549.84
- **C.18.a - Value (excl. sponsor support):** $24774549.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PJ8, C.4 - ISIN: US3130B2PJ88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $58893383.87
- **C.18.a - Value (excl. sponsor support):** $58893383.87
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200108170.96
- **C.18.a - Value (excl. sponsor support):** $200108170.96
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50015309.11
- **C.18.a - Value (excl. sponsor support):** $50015309.11
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6W93, C.4 - ISIN: US3130B6W931, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100034402.09
- **C.18.a - Value (excl. sponsor support):** $100034402.09
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-06-30
- **C.13 - Final Legal Maturity Date:** 2027-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100049580.78
- **C.18.a - Value (excl. sponsor support):** $100049580.78
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 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: 3130B7RK2, C.4 - ISIN: US3130B7RK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149996471.94
- **C.18.a - Value (excl. sponsor support):** $149996471.94
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100048515.83
- **C.18.a - Value (excl. sponsor support):** $100048515.83
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93H1, C.4 - ISIN: US3130B93H13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19982785.67
- **C.18.a - Value (excl. sponsor support):** $19982785.67
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94R8, C.4 - ISIN: US3130B94R85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49971560.52
- **C.18.a - Value (excl. sponsor support):** $49971560.52
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 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: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49984426.42
- **C.18.a - Value (excl. sponsor support):** $49984426.42
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A71, C.4 - ISIN: US313385A715, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133367773.23
- **C.18.a - Value (excl. sponsor support):** $133367773.23
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115438238.06
- **C.18.a - Value (excl. sponsor support):** $115438238.06
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E51, C.4 - ISIN: US313385E519, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98367289.37
- **C.18.a - Value (excl. sponsor support):** $98367289.37
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 55: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F43, C.4 - ISIN: US313385F433, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63891041.06
- **C.18.a - Value (excl. sponsor support):** $63891041.06
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 56: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99916339.97
- **C.18.a - Value (excl. sponsor support):** $99916339.97
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 57: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199790850.80
- **C.18.a - Value (excl. sponsor support):** $199790850.80
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 58: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114568158.29
- **C.18.a - Value (excl. sponsor support):** $114568158.29
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 59: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99458259.28
- **C.18.a - Value (excl. sponsor support):** $99458259.28
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 60: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139168805.33
- **C.18.a - Value (excl. sponsor support):** $139168805.33
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 61: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XQ4, C.4 - ISIN: US313385XQ47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114232829.40
- **C.18.a - Value (excl. sponsor support):** $114232829.40
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 62: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XV3, C.4 - ISIN: US313385XV32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99280003.65
- **C.18.a - Value (excl. sponsor support):** $99280003.65
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 63: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54513615.85
- **C.18.a - Value (excl. sponsor support):** $54513615.85
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 64: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98952793.59
- **C.18.a - Value (excl. sponsor support):** $98952793.59
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 65: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45404183.50
- **C.18.a - Value (excl. sponsor support):** $45404183.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 66: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98880678.71
- **C.18.a - Value (excl. sponsor support):** $98880678.71
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 67: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49414151.55
- **C.18.a - Value (excl. sponsor support):** $49414151.55
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 68: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98807889.77
- **C.18.a - Value (excl. sponsor support):** $98807889.77
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 69: FREDDIE MAC DISCOUNT NOTES

- **C.1 - Title:** FREDDIE MAC DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397YV7, C.4 - ISIN: US313397YV78, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99025461.01
- **C.18.a - Value (excl. sponsor support):** $99025461.01
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF34, C.4 - ISIN: US3133EPF349, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10012346.35
- **C.18.a - Value (excl. sponsor support):** $10012346.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 71: 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: 3133ERLX7, C.4 - ISIN: US3133ERLX70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50100910.64
- **C.18.a - Value (excl. sponsor support):** $50100910.64
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPU9, C.4 - ISIN: US3133ERPU95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100031545.47
- **C.18.a - Value (excl. sponsor support):** $100031545.47
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60033153.10
- **C.18.a - Value (excl. sponsor support):** $60033153.10
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37013209.08
- **C.18.a - Value (excl. sponsor support):** $37013209.08
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30010788.40
- **C.18.a - Value (excl. sponsor support):** $30010788.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003670.71
- **C.18.a - Value (excl. sponsor support):** $10003670.71
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40016737.97
- **C.18.a - Value (excl. sponsor support):** $40016737.97
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD79, C.4 - ISIN: US3133ETD791, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39968687.81
- **C.18.a - Value (excl. sponsor support):** $39968687.81
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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):** $100065242.00
- **C.18.a - Value (excl. sponsor support):** $100065242.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75063641.48
- **C.18.a - Value (excl. sponsor support):** $75063641.48
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETH75, C.4 - ISIN: US3133ETH750, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90048900.47
- **C.18.a - Value (excl. sponsor support):** $90048900.47
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25010163.20
- **C.18.a - Value (excl. sponsor support):** $25010163.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100084435.55
- **C.18.a - Value (excl. sponsor support):** $100084435.55
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQ59, C.4 - ISIN: US3133ETQ595, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35009816.27
- **C.18.a - Value (excl. sponsor support):** $35009816.27
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-08-05
- **C.13 - Final Legal Maturity Date:** 2027-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 85: 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: 3133ETSC2, C.4 - ISIN: US3133ETSC27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50023311.38
- **C.18.a - Value (excl. sponsor support):** $50023311.38
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 86: 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: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40018095.82
- **C.18.a - Value (excl. sponsor support):** $40018095.82
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAX8, C.4 - ISIN: US3133EWAX84, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39970974.95
- **C.18.a - Value (excl. sponsor support):** $39970974.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998776.95
- **C.18.a - Value (excl. sponsor support):** $9998776.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9998537.51
- **C.18.a - Value (excl. sponsor support):** $9998537.51
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCQ1, C.4 - ISIN: US3133EWCQ16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19991915.33
- **C.18.a - Value (excl. sponsor support):** $19991915.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19985013.32
- **C.18.a - Value (excl. sponsor support):** $19985013.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999555.77
- **C.18.a - Value (excl. sponsor support):** $4999555.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49986939.89
- **C.18.a - Value (excl. sponsor support):** $49986939.89
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 94: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $63008750.44
- **C.18.a - Value (excl. sponsor support):** $63008750.44
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 95: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100009390.01
- **C.18.a - Value (excl. sponsor support):** $100009390.01
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 96: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100014531.40
- **C.18.a - Value (excl. sponsor support):** $100014531.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 97: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100027772.61
- **C.18.a - Value (excl. sponsor support):** $100027772.61
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 98: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $50001153.55
- **C.18.a - Value (excl. sponsor support):** $50001153.55
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 99: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100127456.03
- **C.18.a - Value (excl. sponsor support):** $100127456.03
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 100: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589WF6, C.4 - ISIN: US313589WF60, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99683495.98
- **C.18.a - Value (excl. sponsor support):** $99683495.98
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 101: FANNIE MAE DISCOUNT NOTES

- **C.1 - Title:** FANNIE MAE DISCOUNT NOTES 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589XS7, C.4 - ISIN: US313589XS72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99320231.08
- **C.18.a - Value (excl. sponsor support):** $99320231.08
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 102: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $48009069.84
- **C.18.a - Value (excl. sponsor support):** $48009069.84
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 103: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $124033444.95
- **C.18.a - Value (excl. sponsor support):** $124033444.95
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 104: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $68024816.41
- **C.18.a - Value (excl. sponsor support):** $68024816.41
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $33018190.28
- **C.18.a - Value (excl. sponsor support):** $33018190.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 106: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $40011505.29
- **C.18.a - Value (excl. sponsor support):** $40011505.29
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $32002219.72
- **C.18.a - Value (excl. sponsor support):** $32002219.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 108: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $35999709.04
- **C.18.a - Value (excl. sponsor support):** $35999709.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 109: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533F2, C.4 - ISIN: US6903533F22, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1819090.77
- **C.18.a - Value (excl. sponsor support):** $1819090.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 110: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533H8, C.4 - ISIN: US6903533H87, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21639436.00
- **C.18.a - Value (excl. sponsor support):** $21639436.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 111: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $25200000.00
- **C.18.a - Value (excl. sponsor support):** $25200000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 112: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533V7, C.4 - ISIN: US6903533V71, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2166666.58
- **C.18.a - Value (excl. sponsor support):** $2166666.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 113: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534N4, C.4 - ISIN: US6903534N47, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2727272.81
- **C.18.a - Value (excl. sponsor support):** $2727272.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2028-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 114: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1320000.00
- **C.18.a - Value (excl. sponsor support):** $1320000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 115: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534W4, C.4 - ISIN: US6903534W46, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1158333.35
- **C.18.a - Value (excl. sponsor support):** $1158333.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 116: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6861111.34
- **C.18.a - Value (excl. sponsor support):** $6861111.34
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 117: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.641900%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5833333.45
- **C.18.a - Value (excl. sponsor support):** $5833333.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 118: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.657300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4232142.92
- **C.18.a - Value (excl. sponsor support):** $4232142.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 119: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3646439.22
- **C.18.a - Value (excl. sponsor support):** $3646439.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 120: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1875001.23
- **C.18.a - Value (excl. sponsor support):** $1875001.23
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 121: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1350000.06
- **C.18.a - Value (excl. sponsor support):** $1350000.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 122: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537G6, C.4 - ISIN: US6903537G68, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6930000.00
- **C.18.a - Value (excl. sponsor support):** $6930000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 123: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833334.37
- **C.18.a - Value (excl. sponsor support):** $833334.37
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 124: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537W1, C.4 - ISIN: US6903537W19, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1099999.94
- **C.18.a - Value (excl. sponsor support):** $1099999.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-20
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 125: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $833333.53
- **C.18.a - Value (excl. sponsor support):** $833333.53
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 126: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.681100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9388679.35
- **C.18.a - Value (excl. sponsor support):** $9388679.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 127: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4125000.33
- **C.18.a - Value (excl. sponsor support):** $4125000.33
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 128: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353H75, C.4 - ISIN: US690353H752, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5274427.24
- **C.18.a - Value (excl. sponsor support):** $5274427.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 129: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2365745.86
- **C.18.a - Value (excl. sponsor support):** $2365745.86
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 130: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353P76, C.4 - ISIN: US690353P763, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20712031.60
- **C.18.a - Value (excl. sponsor support):** $20712031.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 131: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11592555.00
- **C.18.a - Value (excl. sponsor support):** $11592555.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 132: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353S57, C.4 - ISIN: US690353S577, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11399345.75
- **C.18.a - Value (excl. sponsor support):** $11399345.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 133: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8110924.31
- **C.18.a - Value (excl. sponsor support):** $8110924.31
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 134: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353WB9, C.4 - ISIN: US690353WB93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5064102.79
- **C.18.a - Value (excl. sponsor support):** $5064102.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2032-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 135: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4472000.00
- **C.18.a - Value (excl. sponsor support):** $4472000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 136: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YB7, C.4 - ISIN: US690353YB75, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7586575.78
- **C.18.a - Value (excl. sponsor support):** $7586575.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 137: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353YG6, C.4 - ISIN: US690353YG62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2948718.04
- **C.18.a - Value (excl. sponsor support):** $2948718.04
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2033-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 138: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.622000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3477766.50
- **C.18.a - Value (excl. sponsor support):** $3477766.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 139: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZU4, C.4 - ISIN: US690353ZU48, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6346154.12
- **C.18.a - Value (excl. sponsor support):** $6346154.12
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 140: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZY6, C.4 - ISIN: US690353ZY69, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5086474.95
- **C.18.a - Value (excl. sponsor support):** $5086474.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2034-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 141: US BANK MMDA GLOBAL FUND SERVICES

- **C.1 - Title:** US BANK MMDA GLOBAL FUND SERVICES 2.560000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 8AMMF0A84, C.5 - Other ID: 8AMMF0A84
- **C.18 - Value (incl. sponsor support):** $120671201.82
- **C.18.a - Value (excl. sponsor support):** $120671201.82
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 2.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2049-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.686200%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $17629615.14
- **C.18.a - Value (excl. sponsor support):** $17629615.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2028-06-20
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 143: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1026923.39
- **C.18.a - Value (excl. sponsor support):** $1026923.39
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 144: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.686200%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBR1, C.4 - ISIN: US90376PBR10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $38079167.08
- **C.18.a - Value (excl. sponsor support):** $38079167.08
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2032-09-20
- **C.13 - Final Legal Maturity Date:** 2032-09-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 145: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.681100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEP2, C.4 - ISIN: US90376PEP27, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3500000.00
- **C.18.a - Value (excl. sponsor support):** $3500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2029-08-15
- **C.13 - Final Legal Maturity Date:** 2029-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 146: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PEU1, C.4 - ISIN: US90376PEU12, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12604875.00
- **C.18.a - Value (excl. sponsor support):** $12604875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2037-11-20
- **C.13 - Final Legal Maturity Date:** 2037-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 147: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJE2, C.4 - ISIN: US90376PJE25, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6131817.62
- **C.18.a - Value (excl. sponsor support):** $6131817.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 148: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJG7, C.4 - ISIN: US90376PJG72, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10338523.08
- **C.18.a - Value (excl. sponsor support):** $10338523.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-21
- **C.12 - Maturity Date (WAL):** 2026-06-21
- **C.13 - Final Legal Maturity Date:** 2026-06-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 149: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJH5, C.4 - ISIN: US90376PJH55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9801587.64
- **C.18.a - Value (excl. sponsor support):** $9801587.64
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 150: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJK8, C.4 - ISIN: US90376PJK84, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $12736206.22
- **C.18.a - Value (excl. sponsor support):** $12736206.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 151: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJL6, C.4 - ISIN: US90376PJL67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15458074.81
- **C.18.a - Value (excl. sponsor support):** $15458074.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 152: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJR3, C.4 - ISIN: US90376PJR38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $20331514.04
- **C.18.a - Value (excl. sponsor support):** $20331514.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 153: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJT9, C.4 - ISIN: US90376PJT93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $32999878.08
- **C.18.a - Value (excl. sponsor support):** $32999878.08
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-16
- **C.13 - Final Legal Maturity Date:** 2026-08-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 154: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PJV4, C.4 - ISIN: US90376PJV40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11050134.31
- **C.18.a - Value (excl. sponsor support):** $11050134.31
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 155: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKB6, C.4 - ISIN: US90376PKB66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4679277.68
- **C.18.a - Value (excl. sponsor support):** $4679277.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 156: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKC4, C.4 - ISIN: US90376PKC40, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9253609.33
- **C.18.a - Value (excl. sponsor support):** $9253609.33
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-17
- **C.12 - Maturity Date (WAL):** 2027-01-17
- **C.13 - Final Legal Maturity Date:** 2027-01-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 157: UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP

- **C.1 - Title:** UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORP 0.0000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PKF7, C.4 - ISIN: US90376PKF70, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $15561893.99
- **C.18.a - Value (excl. sponsor support):** $15561893.99
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-01-24
- **C.12 - Maturity Date (WAL):** 2027-01-24
- **C.13 - Final Legal Maturity Date:** 2027-01-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 158: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124810981.55
- **C.18.a - Value (excl. sponsor support):** $124810981.55
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 159: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124114808.04
- **C.18.a - Value (excl. sponsor support):** $124114808.04
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 160: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $259423389.84
- **C.18.a - Value (excl. sponsor support):** $259423389.84
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 161: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199879683.88
- **C.18.a - Value (excl. sponsor support):** $199879683.88
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 162: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124748272.50
- **C.18.a - Value (excl. sponsor support):** $124748272.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 163: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199455248.34
- **C.18.a - Value (excl. sponsor support):** $199455248.34
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 164: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199316148.64
- **C.18.a - Value (excl. sponsor support):** $199316148.64
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 165: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199173421.42
- **C.18.a - Value (excl. sponsor support):** $199173421.42
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 166: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134160933.88
- **C.18.a - Value (excl. sponsor support):** $134160933.88
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 167: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134070588.11
- **C.18.a - Value (excl. sponsor support):** $134070588.11
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 168: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124050143.91
- **C.18.a - Value (excl. sponsor support):** $124050143.91
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 169: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123783859.80
- **C.18.a - Value (excl. sponsor support):** $123783859.80
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 170: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.0000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $123522747.56
- **C.18.a - Value (excl. sponsor support):** $123522747.56
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 171: 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: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59840625.00
- **C.18.a - Value (excl. sponsor support):** $59840625.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 172: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49693359.38
- **C.18.a - Value (excl. sponsor support):** $49693359.38
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 173: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98171875.00
- **C.18.a - Value (excl. sponsor support):** $98171875.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 174: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48830078.13
- **C.18.a - Value (excl. sponsor support):** $48830078.13
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 175: 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: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99757812.50
- **C.18.a - Value (excl. sponsor support):** $99757812.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 176: 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):** $49644531.25
- **C.18.a - Value (excl. sponsor support):** $49644531.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 177: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98355468.75
- **C.18.a - Value (excl. sponsor support):** $98355468.75
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 178: 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: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49416015.63
- **C.18.a - Value (excl. sponsor support):** $49416015.63
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 179: 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: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99996093.75
- **C.18.a - Value (excl. sponsor support):** $99996093.75
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 180: 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):** $124975585.94
- **C.18.a - Value (excl. sponsor support):** $124975585.94
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 181: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100078125.00
- **C.18.a - Value (excl. sponsor support):** $100078125.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 182: 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: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50105468.75
- **C.18.a - Value (excl. sponsor support):** $50105468.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 183: 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: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100394531.25
- **C.18.a - Value (excl. sponsor support):** $100394531.25
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: 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: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100453125.00
- **C.18.a - Value (excl. sponsor support):** $100453125.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKA8
- **C.18 - Value (incl. sponsor support):** $50154296.88
- **C.18.a - Value (excl. sponsor support):** $50154296.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 186: 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: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $100480468.75
- **C.18.a - Value (excl. sponsor support):** $100480468.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 187: 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: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100757812.50
- **C.18.a - Value (excl. sponsor support):** $100757812.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 188: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100082031.25
- **C.18.a - Value (excl. sponsor support):** $100082031.25
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100164062.50
- **C.18.a - Value (excl. sponsor support):** $100164062.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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:** Moody's Investors Service, Inc.: Aaa; 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: 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):** $100214843.75
- **C.18.a - Value (excl. sponsor support):** $100214843.75
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 191: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CLB5
- **C.18 - Value (incl. sponsor support):** $100210937.50
- **C.18.a - Value (excl. sponsor support):** $100210937.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 192: 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):** $199976562.50
- **C.18.a - Value (excl. sponsor support):** $199976562.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 193: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100175781.25
- **C.18.a - Value (excl. sponsor support):** $100175781.25
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 194: 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: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100324218.75
- **C.18.a - Value (excl. sponsor support):** $100324218.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 195: 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):** $100355468.75
- **C.18.a - Value (excl. sponsor support):** $100355468.75
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 196: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100304687.50
- **C.18.a - Value (excl. sponsor support):** $100304687.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 197: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200656250.00
- **C.18.a - Value (excl. sponsor support):** $200656250.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 198: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75099609.38
- **C.18.a - Value (excl. sponsor support):** $75099609.38
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 199: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.812431%
- **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):** $300258611.22
- **C.18.a - Value (excl. sponsor support):** $300258611.22
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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 200: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.752431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49991139.15
- **C.18.a - Value (excl. sponsor support):** $49991139.15
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aaa; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

## N-MFP: Signatures

**Registrant:** RBC Funds Trust

**Date:** 2026-04-06

**By:** Kathy Hegna

**Name of Signing Officer:** Kathy Hegna

**Title of Signing Officer:** Treasurer & Chief Financial Officer