# EDGAR Filing Document

**Accession Number:** 0000316968
**File Stem:** 0001193125-26-144611
**Filing Date:** 2026-4
**Character Count:** 546642
**Document Hash:** 37e050f02ce60dd8e33498c2ddd95cce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-144611.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-144611

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02603
- **FILM NUMBER:** 26843073

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000316968

**LEI of Registrant:** 549300COJR8LK71W1S28

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

**LEI of Series:** 549300PQ9RZN8WL3QX79

**EDGAR Series Identifier:** S000002140

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 50 days

- **WAL:** 94 days

- **Total Value of Portfolio Securities:** $13793749753.16

- **Amortized Cost of Portfolio Securities:** $13794388943.03

- **Cash:** $2610.10

- **Total Other Assets:** $29688047.65

- **Total Liabilities:** $78548623.34

- **Net Assets of Series:** $13745530977.44

- **Number of Shares Outstanding (Series):** 13744831776.6258

- **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 | $11000163106.36           | $11664163106.36            | 79.5000%                  | 84.3000%                   |
| 2026-03-03 | $11147668952.48           | $11584668952.48            | 81.0300%                  | 84.2100%                   |
| 2026-03-04 | $11112620402.71           | $11796620402.71            | 79.5400%                  | 84.4400%                   |
| 2026-03-05 | $11774896248.23           | $12021896248.23            | 82.9400%                  | 84.6800%                   |
| 2026-03-06 | $11088243374.41           | $11846243374.41            | 79.0600%                  | 84.4700%                   |
| 2026-03-09 | $11611171762.28           | $12369171762.28            | 79.8100%                  | 85.0200%                   |
| 2026-03-10 | $11385167931.19           | $11896167931.19            | 80.8800%                  | 84.5100%                   |
| 2026-03-11 | $11413895150.59           | $12173895150.59            | 79.5100%                  | 84.8100%                   |
| 2026-03-12 | $11572414447.11           | $11821414447.11            | 82.2300%                  | 84.0000%                   |
| 2026-03-13 | $10944507748.00           | $11786507748.00            | 77.8400%                  | 83.8300%                   |
| 2026-03-16 | $10898584273.57           | $11740584273.57            | 77.4000%                  | 83.3800%                   |
| 2026-03-17 | $11117249866.75           | $11710249866.75            | 79.1200%                  | 83.3400%                   |
| 2026-03-18 | $10793258192.77           | $11650258192.77            | 77.1500%                  | 83.2700%                   |
| 2026-03-19 | $11367972582.59           | $11631972582.59            | 81.3600%                  | 83.2500%                   |
| 2026-03-20 | $10848962248.64           | $11736962248.64            | 77.0500%                  | 83.3500%                   |
| 2026-03-23 | $10741523542.34           | $11629523542.34            | 76.8800%                  | 83.2300%                   |
| 2026-03-24 | $11060898899.17           | $11684898899.17            | 78.8500%                  | 83.3000%                   |
| 2026-03-25 | $10851992830.27           | $11741992830.27            | 77.0400%                  | 83.3600%                   |
| 2026-03-26 | $11203790731.84           | $11469790731.84            | 81.1000%                  | 83.0300%                   |
| 2026-03-27 | $10560522916.53           | $11377522916.53            | 76.9400%                  | 82.8900%                   |
| 2026-03-30 | $10568455991.43           | $11385455991.43            | 76.7600%                  | 82.7000%                   |
| 2026-03-31 | $10899780132.89           | $11450780132.89            | 78.8500%                  | 82.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7500%             |
| 2026-03-03 | 3.7500%             |
| 2026-03-04 | 3.7400%             |
| 2026-03-05 | 3.7400%             |
| 2026-03-06 | 3.7400%             |
| 2026-03-09 | 3.7500%             |
| 2026-03-10 | 3.7400%             |
| 2026-03-11 | 3.7400%             |
| 2026-03-12 | 3.7400%             |
| 2026-03-13 | 3.7400%             |
| 2026-03-16 | 3.7400%             |
| 2026-03-17 | 3.7400%             |
| 2026-03-18 | 3.7400%             |
| 2026-03-19 | 3.7400%             |
| 2026-03-20 | 3.7300%             |
| 2026-03-23 | 3.7200%             |
| 2026-03-24 | 3.7200%             |
| 2026-03-25 | 3.7200%             |
| 2026-03-26 | 3.7200%             |
| 2026-03-27 | 3.7300%             |
| 2026-03-30 | 3.7300%             |
| 2026-03-31 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0002                      |
|  |  |
| 2026-03-03 | 1.0002                      |
|  |  |
| 2026-03-04 | 1.0001                      |
|  |  |
| 2026-03-05 | 1.0001                      |
|  |  |
| 2026-03-06 | 1.0002                      |
|  |  |
| 2026-03-09 | 1.0001                      |
|  |  |
| 2026-03-10 | 1.0001                      |
|  |  |
| 2026-03-11 | 1.0001                      |
|  |  |
| 2026-03-12 | 1.0001                      |
|  |  |
| 2026-03-13 | 1.0001                      |
|  |  |
| 2026-03-16 | 1.0001                      |
|  |  |
| 2026-03-17 | 1.0001                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 1.0000                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 1.0000                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: I

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $9284375963.23

- **Number of Shares Outstanding:** 9283898940.9247

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0002          |
|  |  |
| 2026-03-03 | 1.0002          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0002          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $51618150.00              | $24113345.40            |
| 2026-03-03 | $24649471.51              | $27574234.75            |
| 2026-03-04 | $30715629.25              | $57926920.01            |
| 2026-03-05 | $269510156.64             | $26676078.41            |
| 2026-03-06 | $120316951.76             | $20765532.65            |
| 2026-03-09 | $37454880.16              | $22771735.45            |
| 2026-03-10 | $38192441.76              | $89402107.16            |
| 2026-03-11 | $41886224.88              | $29481597.73            |
| 2026-03-12 | $58766414.12              | $17113964.54            |
| 2026-03-13 | $20043582.00              | $101510046.83           |
| 2026-03-16 | $20795619.79              | $18602419.83            |
| 2026-03-17 | $31720032.51              | $22897896.51            |
| 2026-03-18 | $20528185.78              | $17861753.64            |
| 2026-03-19 | $38350609.13              | $91623494.06            |
| 2026-03-20 | $21977579.75              | $22258213.73            |
| 2026-03-23 | $29776897.87              | $23469213.30            |
| 2026-03-24 | $28420072.21              | $25643440.37            |
| 2026-03-25 | $29412082.44              | $16257079.64            |
| 2026-03-26 | $15806753.71              | $307019727.92           |
| 2026-03-27 | $21830893.17              | $19544635.67            |
| 2026-03-30 | $20102733.42              | $71860839.61            |
| 2026-03-31 | $42882100.17              | $98478944.20            |

**Total Gross Subscriptions (Month):** $1014757462.03

**Total Gross Redemptions (Month):** $1152853221.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.4200%           |
| 2026-03-03 | 3.4200%           |
| 2026-03-04 | 3.4200%           |
| 2026-03-05 | 3.4200%           |
| 2026-03-06 | 3.4300%           |
| 2026-03-09 | 3.4300%           |
| 2026-03-10 | 3.4300%           |
| 2026-03-11 | 3.4300%           |
| 2026-03-12 | 3.4300%           |
| 2026-03-13 | 3.4300%           |
| 2026-03-16 | 3.4300%           |
| 2026-03-17 | 3.4300%           |
| 2026-03-18 | 3.4300%           |
| 2026-03-19 | 3.4200%           |
| 2026-03-20 | 3.4200%           |
| 2026-03-23 | 3.4100%           |
| 2026-03-24 | 3.4000%           |
| 2026-03-25 | 3.4100%           |
| 2026-03-26 | 3.4100%           |
| 2026-03-27 | 3.4100%           |
| 2026-03-30 | 3.4100%           |
| 2026-03-31 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 28.2900%         | 21.5200%             |
| Non-financial corporation |  | 28.2900%         | 1.2300%              |
| Non-financial corporation |  | 28.2900%         | 0.9800%              |
| Non-financial corporation |  | 28.2900%         | 0.6800%              |
| Non-financial corporation |  | 28.2900%         | 0.6100%              |
| Non-financial corporation |  | 28.2900%         | 0.6000%              |
| Non-financial corporation |  | 28.2900%         | 0.5400%              |
| Non-financial corporation |  | 28.2900%         | 0.3100%              |
| Non-financial corporation |  | 28.2900%         | 0.2300%              |
| Non-financial corporation |  | 28.2900%         | 0.1300%              |
| Non-financial corporation |  | 28.2900%         | 0.0900%              |
| Non-financial corporation |  | 28.2900%         | 0.0900%              |
| Non-financial corporation |  | 28.2900%         | 0.0400%              |
| Non-financial corporation |  | 28.2900%         | 0.0300%              |
| Non-financial corporation |  | 28.2900%         | 0.0300%              |
| Non-financial corporation |  | 28.2900%         | 0.0100%              |
| Non-financial corporation |  | 28.2900%         | 0.0100%              |
| Non-financial corporation |  | 28.2900%         | 0.0100%              |
| Broker-dealer             |  | 28.2900%         | 1.1300%              |

### Class: 1I

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $4461155014.21

- **Number of Shares Outstanding:** 4460932835.7011

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0002          |
|  |  |
| 2026-03-03 | 1.0002          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0002          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $193840970.87             | $163164245.78           |
| 2026-03-03 | $183704588.64             | $186615832.95           |
| 2026-03-04 | $343019858.46             | $180113331.71           |
| 2026-03-05 | $359445636.40             | $301064793.33           |
| 2026-03-06 | $152737936.38             | $353337972.03           |
| 2026-03-09 | $532992567.71             | $152019385.12           |
| 2026-03-10 | $237470499.18             | $532667642.07           |
| 2026-03-11 | $499216708.67             | $235059281.62           |
| 2026-03-12 | $96412845.02              | $491468616.60           |
| 2026-03-13 | $176400048.27             | $94453107.04            |
| 2026-03-16 | $171440703.59             | $171256432.85           |
| 2026-03-17 | $205022369.61             | $174874614.07           |
| 2026-03-18 | $131411869.46             | $195077836.94           |
| 2026-03-19 | $189124275.52             | $154961308.74           |
| 2026-03-20 | $265250825.13             | $176620469.48           |
| 2026-03-23 | $147405153.88             | $264222337.70           |
| 2026-03-24 | $211233238.57             | $143965855.76           |
| 2026-03-25 | $205681904.04             | $197998465.80           |
| 2026-03-26 | $235121967.83             | $180906090.35           |
| 2026-03-27 | $136792514.55             | $232730409.20           |
| 2026-03-30 | $196674387.45             | $139205239.52           |
| 2026-03-31 | $305405760.81             | $194448296.65           |

**Total Gross Subscriptions (Month):** $5175806630.04

**Total Gross Redemptions (Month):** $4916231565.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5400%           |
| 2026-03-03 | 3.5400%           |
| 2026-03-04 | 3.5400%           |
| 2026-03-05 | 3.5300%           |
| 2026-03-06 | 3.5400%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5300%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5300%           |
| 2026-03-19 | 3.5300%           |
| 2026-03-20 | 3.5200%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5200%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5200%           |
| 2026-03-31 | 3.5300%           |

## Part C: Schedule of Portfolio Securities

### Security 1: BANK OF AMERICA SEC TREASURY REPO 3.6500 20270312

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6500 20270312 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: 0609971M5, C.4 - ISIN: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609971M5
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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          | 2027-06-30      | 3.2500%  | 0.0000% | $22424500.00       | $22439078.40       | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $27682100.00       | $28427219.09       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $20027200.00       | $20533777.29       | U.S. Treasuries (including strips) |

### Security 2: BANK OF AMERICA SEC TREASURY REPO 3.6900 20261117

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.6900 20261117 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609971S2, C.4 - ISIN: N/A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 0609971S2
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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          | 2042-02-15      | 0.7500%  | 0.0000% | $10619900.00       | $11781907.63       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $59932000.00       | $59591328.21       | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $29000.00          | $25732.19          | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $104.85            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $800.00            | $831.08            | U.S. Treasuries (including strips) |

### Security 3: BANK OF AMERICA SEC TREASURY REPO 3.5500 20260401

- **C.1 - Title:** BANK OF AMERICA SEC TREASURY REPO 3.5500 20260401 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0609972L6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0609972L6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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:** Fitch, Inc.: F-1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2052-11-15      | 4.0000%  | 0.0000% | $99509500.00       | $87011666.47       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $14820300.00       | $14988335.59       | U.S. Treasuries (including strips) |

### Security 4: BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** BMO CAPITAL MARKETS MORTGAGE REPO 3.6700 20260401 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: 0639925Q0, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 0639925Q0
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **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:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $4391973.00        | $3130262.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $108296281.00      | $107029737.88      | Agency Mortgage-Backed Securities |

### Security 5: CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** CANADIAN IMPERIAL BANK NY MORTGAGE REPO 3.6700 20260401 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: 1360983Z1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1360983Z1
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **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:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $600.00            | $724.99            | U.S. Treasuries (including strips) |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2886.00           | $433.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $769.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2032.00           | $1670.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-09-01      | 3.1000%  | 0.0000% | $48247.00          | $39640.03          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $43997065.00       | $31051164.21       | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-01-01      | 6.5000%  | 0.0000% | $24955.00          | $26.47             | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-02-01      | 6.5000%  | 0.0000% | $1013.00           | $27.63             | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $2406.00           | $362.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $1075.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1076.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $998.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 5.0000%  | 0.0000% | $6315.00           | $949.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $447076.00         | $94356.61          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1079.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.2750%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1894.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1010.00           | $1025.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $287686.00         | $284666.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $3025552.00        | $3000239.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $2397636.00        | $2458352.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $6289753.00        | $6096679.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $4381096.00        | $4335815.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1020.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1282.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $993.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2400832.00        | $2367360.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1120.00           | $1119.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1003.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1120.00           | $1108.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $9565.00           | $2471.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $97999.00          | $35936.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $41000.00          | $36609.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $136000.00         | $129069.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $2240.00           | $2120.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1678600.00        | $1744022.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $6443.00           | $80.83             | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1468.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $993.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $998.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $999.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1036.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $1306000.00        | $1207932.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $55199100.00       | $54048620.30       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $13238358.00       | $13461719.00       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1034.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $1014.00           | $1022.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1019.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.0000%  | 0.0000% | $1040.00           | $1015.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $223610.00         | $228054.59         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1020.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $2140.00           | $2126.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 5.5000%  | 0.0000% | $10058111.00       | $9538839.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $995.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $333510.00         | $335969.42         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $29510000.00       | $3705049.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $17831840.00       | $10914148.84       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $7820582.00        | $4873020.39        | Agency Mortgage-Backed Securities  |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $400.00            | $265.72            | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $182.14            | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $168.36            | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $800.00            | $1025.28           | U.S. Treasuries (including strips) |
| USTR          | 2031-07-15      | 0.1250%  | 0.0000% | $1500.00           | $1701.74           | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $300.00            | $324.12            | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $800.00            | $864.32            | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $700.00            | $740.35            | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.80             | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 1.6250%  | 0.0000% | $3300.00           | $3707.50           | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $6073800.00        | $6122609.89        | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $200.00            | $209.96            | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $105.73            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $109.02            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.53            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $1900.00           | $1903.97           | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $2947300.00        | $2917581.27        | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  | 0.0000% | $900.00            | $893.28            | U.S. Treasuries (including strips) |

### Security 6: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260402

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6400 20260402 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: 1729919D5, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729919D5
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **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:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $1888400.00        | $2549001.72        | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $131374300.00      | $129999968.01      | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.6250%  | 0.0000% | $50300.00          | $50007.32          | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $120.09            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.92             | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.8584%  | 0.0000% | $800.00            | $805.70            | U.S. Treasuries (including strips) |

### Security 7: CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** CITIGROUP GLBL MKT INC MORTGAGE REPO 3.6700 20260401 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: 1729919H6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 1729919H6
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 6.1800%
- **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:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $7716520.00        | $3386117.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $4908593.00        | $5081258.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $6703046.00        | $3626576.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $1722581.00        | $1517729.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $3373600.00        | $3538485.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $5404888.00        | $4943388.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3344724.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $3686056.00        | $3900118.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $3259475.00        | $3455464.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $5004060.00        | $4809015.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $4787027.00        | $5075658.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $4516534.00        | $4172942.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $3763901.00        | $3765860.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $4395215.00        | $4756244.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $3727896.00        | $3877566.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $5035902.00        | $3799247.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $4744604.00        | $5094429.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4358075.00        | $4476583.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $3629457.00        | $3914173.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $3796056.00        | $3665887.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $4968986.00        | $4863126.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $3254237.00        | $3394927.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $5346604.00        | $4550027.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3451289.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3373827.00        | $3562588.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $5123904.00        | $5048863.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.5000%  | 0.0000% | $4345544.00        | $4706266.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.5000%  | 0.0000% | $3602187.00        | $3750640.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $4463836.00        | $4811073.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4310479.00        | $4548139.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $3764640.00        | $3554339.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3172759.00        | $3376374.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3226252.00        | $3431736.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3532960.00        | $3676701.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3450630.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4063703.00        | $4291870.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $4550473.00        | $4821764.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $5045896.00        | $5015619.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $4436914.00        | $4600202.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $4592967.00        | $4771316.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3952565.00        | $4173941.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3767512.00        | $4123331.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3555592.00        | $3891283.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $3426457.00        | $3708688.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $3582935.00        | $3802156.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $3605847.00        | $3874352.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3950520.00        | $4303892.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $3894086.00        | $4262415.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $4758270.00        | $5067367.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3605581.00        | $3748853.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.5000%  | 0.0000% | $3419986.00        | $3699828.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4513931.00        | $4782493.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $3422706.00        | $3385328.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $5422599.00        | $5011952.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4377797.00        | $4735944.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $4269557.00        | $4384417.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4634622.00        | $4867139.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4602779.00        | $4616675.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3296023.00        | $3449204.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3942272.00        | $4141002.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $3338028.00        | $3389434.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $3991590.00        | $3926044.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3374925.00        | $3620852.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $3562490.00        | $3855581.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $4104179.00        | $3901130.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3693617.00        | $3933265.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4682079.00        | $4832936.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $4291517.00        | $4520404.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $4229199.00        | $4384587.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3608569.00        | $3734192.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4058073.00        | $4233778.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3946450.00        | $4111355.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4970158.00        | $5129102.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4851588.00        | $4849514.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4345025.00        | $4534539.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3464267.00        | $3619185.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4022798.00        | $3992863.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4556204.00        | $4966599.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $3545858.00        | $3665366.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3712356.00        | $4048803.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4446669.00        | $4736344.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $4159035.00        | $4250893.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3280937.00        | $3433862.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4202522.00        | $4454817.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3524043.00        | $3739733.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3437749.00        | $3429043.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4459371.00        | $4601660.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4813600.00        | $4806430.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3795621.00        | $3795908.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $3490260.00        | $3796116.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3352335.00        | $3524670.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3752247.00        | $3952698.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $3416762.00        | $3381610.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4049391.00        | $4254920.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3966857.00        | $4259536.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $4042681.00        | $4342246.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4749878.00        | $4886438.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $3310287.00        | $3424958.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $4894641.00        | $5106984.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2341536.00        | $2488572.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3198126.00        | $3398219.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4230392.00        | $4497925.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $4390256.00        | $4757303.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.5000%  | 0.0000% | $3456463.00        | $3747227.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 7.0000%  | 0.0000% | $3734797.00        | $4000921.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $3855623.00        | $3837520.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4755012.00        | $5054939.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4008480.00        | $4261893.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3536617.00        | $3763283.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $3838516.00        | $3811142.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $4059225.00        | $4032803.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3573451.00        | $3764619.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $4343703.00        | $4587713.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 7.5000%  | 0.0000% | $3591293.00        | $3898693.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4335413.00        | $4662723.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3774240.00        | $3886292.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $4556055.00        | $4942871.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3551485.00        | $3747275.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3866891.00        | $3846400.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $4109506.00        | $4087711.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3716448.00        | $3831462.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3250974.00        | $3430272.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $4096548.00        | $4222529.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $4747988.00        | $4913676.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4247501.00        | $4450931.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4698942.00        | $4951184.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4404432.00        | $4389085.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $4380554.00        | $4466843.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3855554.00        | $3931498.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $3581121.00        | $3707272.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $3720044.00        | $3703574.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3369377.00        | $3480833.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3515274.00        | $3622688.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4860194.00        | $5010587.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $3538473.00        | $3736849.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3617162.00        | $3816043.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4652770.00        | $4842453.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $4355993.00        | $4545923.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $4091209.00        | $4406967.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3994205.00        | $4072269.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $3918535.00        | $4134137.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $3557059.00        | $3691988.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4664397.00        | $4878334.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3599940.00        | $3765058.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4591983.00        | $4802603.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4724310.00        | $4704225.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3455526.00        | $3523065.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $3379857.00        | $3569334.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $4912237.00        | $5017846.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $4907562.00        | $5003481.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $3931790.00        | $4196915.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $4707608.00        | $5025057.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 7.0000%  | 0.0000% | $3614103.00        | $3857817.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $5324694.00        | $4850602.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $4767685.00        | $5129081.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $4637940.00        | $3706111.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3437608.00        | $3642101.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3219997.00        | $3376553.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3747223.00        | $3356844.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $4856601.00        | $4791257.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $3239310.00        | $3390118.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4028311.00        | $4224701.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4632955.00        | $4924966.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3577317.00        | $3804625.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3729050.00        | $3967076.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3758257.00        | $3997827.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4341916.00        | $4553386.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4178057.00        | $4395207.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4542953.00        | $4795729.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4548984.00        | $4726338.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3495795.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $5000000.00        | $4982619.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3732389.00        | $3876505.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4404357.00        | $4580328.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $4500000.00        | $4457965.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $3664195.00        | $3849831.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $4728852.00        | $4828579.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $4269627.00        | $4231846.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $5068569.00        | $5020630.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3823112.00        | $4033170.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3387091.00        | $3577548.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3402604.00        | $3575319.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3531857.00        | $3720201.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4640804.00        | $4883845.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $4889481.00        | $4844814.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3357747.00        | $3541603.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3190315.00        | $3364870.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3304542.00        | $3483539.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.5000%  | 0.0000% | $4497793.00        | $4878555.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3234177.00        | $3510322.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4014954.00        | $4233128.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $4144260.00        | $4360891.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3500760.00        | $3709885.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $3604041.00        | $3712770.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $3932861.00        | $4053129.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $4395660.00        | $4371473.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4553370.00        | $4537238.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4737005.00        | $4918922.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $4260922.00        | $4258832.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $3711160.00        | $3427165.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $4623905.00        | $4311613.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $3240636.00        | $3351070.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4051849.00        | $4124058.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $4163236.00        | $4407736.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4822723.00        | $4814059.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3538819.00        | $3668916.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4111350.00        | $4249787.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $3762613.00        | $3850847.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 4.0000%  | 0.0000% | $22825623.00       | $4151523.26        | Agency Mortgage-Backed Securities |

### Security 8: CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6500 20260810 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: 1729958S4, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958S4
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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          | 2026-08-06      | 0.0000%  | 0.0000% | $600.00            | $592.32            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-13      | 0.0000%  | 0.0000% | $29200.00          | $28804.92          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-20      | 0.0000%  | 0.0000% | $1491600.00        | $1470359.62        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-10      | 0.0000%  | 0.0000% | $76242700.00       | $74999943.99       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $295.18            | U.S. Treasuries (including strips) |

### Security 9: CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6700 20260618 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: 1729958X3, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729958X3
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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          | 2026-08-06      | 0.0000%  | 0.0000% | $500.00            | $493.60            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-13      | 0.0000%  | 0.0000% | $27300.00          | $26930.63          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-20      | 0.0000%  | 0.0000% | $1392100.00        | $1372276.50        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-10      | 0.0000%  | 0.0000% | $71159900.00       | $69999993.63       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $295.18            | U.S. Treasuries (including strips) |

### Security 10: CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624

- **C.1 - Title:** CITIGROUP GLBL MKT INC TREASURY REPO 3.6900 20260624 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 1729959D6, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 1729959D6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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:** Fitch, Inc.: F-1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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          | 2026-08-06      | 0.0000%  | 0.0000% | $600.00            | $592.32            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-30      | 0.0000%  | 0.0000% | $100.00            | $98.79             | U.S. Treasuries (including strips) |
| USTR          | 2026-08-13      | 0.0000%  | 0.0000% | $29200.00          | $28804.92          | U.S. Treasuries (including strips) |
| USTR          | 2026-08-20      | 0.0000%  | 0.0000% | $1491600.00        | $1470359.62        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-10      | 0.0000%  | 0.0000% | $76242700.00       | $74999943.99       | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $295.18            | U.S. Treasuries (including strips) |

### Security 11: CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** CREDIT AGRICOLE MORTGAGE REPO 3.6700 20260401 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: 2258983B9, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 2258983B9
- **C.18 - Value (incl. sponsor support):** $149970000.00
- **C.18.a - Value (excl. sponsor support):** $149970000.00
- **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:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $5780000.00        | $3349443.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 2.0000%  | 0.0000% | $37000.00          | $26834.27          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.5000%  | 0.0000% | $1025000.00        | $805134.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $4000000.00        | $3461001.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $5128568.00        | $1666948.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $783.95            | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $50000.00          | $33782.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 3.5000%  | 0.0000% | $61999.00          | $46318.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 4.2170%  | 0.0000% | $1024.00           | $1023.43           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $3448224.00        | $1637969.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $2448904.00        | $1875674.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $4676888.00        | $2939838.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-11-01      | 2.5000%  | 0.0000% | $4998000.00        | $794376.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-25      | 6.5000%  | 0.0000% | $30537.00          | $28508.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $820197.00         | $820119.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 5.0000%  | 0.0000% | $1394480.00        | $1423218.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $3117348.00        | $2031388.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $2088040.00        | $2190008.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1322126.00        | $1341027.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $4896688.00        | $4507467.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-05-01      | 2.0200%  | 0.0000% | $15000000.00       | $13821049.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 5.1820%  | 0.0000% | $17504000.00       | $3760070.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 6.3220%  | 0.0000% | $1080000.00        | $293304.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 2.4300%  | 0.0000% | $4917000.00        | $4127063.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 4.2700%  | 0.0000% | $2297000.00        | $2138993.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5350%  | 0.0000% | $4525512.00        | $4055708.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 4.5700%  | 0.0000% | $5471000.00        | $5521800.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2029-05-01      | 4.9300%  | 0.0000% | $12489000.00       | $12791150.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-07-01      | 4.7200%  | 0.0000% | $20826000.00       | $21191711.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-04-01      | 4.7200%  | 0.0000% | $1981468.00        | $2020568.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 4.7400%  | 0.0000% | $1000.00           | $1009.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $1906168.00        | $1437702.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $155000.00         | $137021.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $2989260.00        | $3040006.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $2356704.00        | $2422522.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1090756.00        | $1083962.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $986754.00         | $996463.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $2161480.00        | $2254543.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $5567500.00        | $4857138.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $1330328.00        | $1301756.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 3.0000%  | 0.0000% | $7740064.00        | $7089000.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $4946744.00        | $2747357.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $125000.00         | $81028.01          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $66000.00          | $48248.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $7373560.00        | $4868760.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.5000%  | 0.0000% | $1000.00           | $45.79             | Agency Mortgage-Backed Securities |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $496049.00         | $33881.07          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $46997.00          | $34214.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 6.0000%  | 0.0000% | $49959.00          | $26595.78          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 4.0000%  | 0.0000% | $38000.00          | $33885.36          | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $55000.00          | $54331.41          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.5000%  | 0.0000% | $2114100.00        | $2206621.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $2510000.00        | $2480906.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $1868182.00        | $1589787.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $75000.00          | $76193.50          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.8080%  | 0.0000% | $5913096.00        | $4089630.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1048000.00        | $1083264.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1796190.00        | $1836616.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $2877884.00        | $2967174.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $1147330.00        | $1177285.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $1000.00           | $115.14            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.0000%  | 0.0000% | $1024.00           | $92.07             | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $1000.00           | $78.16             | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $434.45            | Agency Mortgage-Backed Securities |
| GNMA          | 2034-12-20      | 3.0000%  | 0.0000% | $1006.00           | $122.80            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.5000%  | 0.0000% | $1000.00           | $265.72            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 2.5000%  | 0.0000% | $1000.00           | $326.30            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $465.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1008.00           | $492.51            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $1024.00           | $600.24            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $595.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1024.00           | $731.70            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $685.81            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.0000%  | 0.0000% | $115537.00         | $59834.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $1024.00           | $682.71            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 2.5000%  | 0.0000% | $1000.00           | $698.02            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 4.0000%  | 0.0000% | $1000.00           | $703.53            | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $454.16            | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-20      | 4.5000%  | 0.0000% | $1001.00           | $508.69            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $903.43            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $581875.00         | $373032.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.5000%  | 0.0000% | $1008.00           | $1090.30           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $762.75            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $818.16            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1000.00           | $859.73            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $380.68            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1000.00           | $831.69            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $682.23            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $892.21            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1000.00           | $970.18            | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1047.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.74           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1075.08           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1028.88           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.31           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.04           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1064.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1024.00           | $1013.32           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1024.00           | $1067.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $1120.00           | $906.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $786.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $4730880.00        | $3736820.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 3.5000%  | 0.0000% | $1024.00           | $922.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $1012.02           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $981.04            | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1024.00           | $1015.49           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1008.00           | $1022.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1000.00           | $535.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 5.5000%  | 0.0000% | $25088.00          | $116.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-15      | 5.0000%  | 0.0000% | $1005.00           | $9.77              | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $15168.00          | $1297.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $452.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $741.55            | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 5.0000%  | 0.0000% | $1000.00           | $746.84            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-15      | 3.5000%  | 0.0000% | $1000.00           | $876.45            | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1000.00           | $984.55            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-01-15      | 5.5000%  | 0.0000% | $1000.00           | $11.49             | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-15      | 5.0000%  | 0.0000% | $1000.00           | $39.96             | Agency Mortgage-Backed Securities |
| GNMA          | 2038-09-15      | 5.5000%  | 0.0000% | $1008.00           | $73.48             | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $106.16            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-15      | 6.5000%  | 0.0000% | $1000.00           | $7.85              | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 4.5000%  | 0.0000% | $1000.00           | $66.83             | Agency Mortgage-Backed Securities |

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AVBC5, C.4 - ISIN: US3130AVBC52, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19131648.81
- **C.18.a - Value (excl. sponsor support):** $19131648.81
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52000874.74
- **C.18.a - Value (excl. sponsor support):** $52000874.74
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20002562.73
- **C.18.a - Value (excl. sponsor support):** $20002562.73
- **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):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35014479.17
- **C.18.a - Value (excl. sponsor support):** $35014479.17
- **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):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50037695.73
- **C.18.a - Value (excl. sponsor support):** $50037695.73
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7WA8, C.4 - ISIN: US3130B7WA83, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75056793.14
- **C.18.a - Value (excl. sponsor support):** $75056793.14
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YG3, C.4 - ISIN: US3130B7YG36, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30025862.12
- **C.18.a - Value (excl. sponsor support):** $30025862.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-05
- **C.13 - Final Legal Maturity Date:** 2027-10-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZX5, C.4 - ISIN: US3130B7ZX59, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30022467.98
- **C.18.a - Value (excl. sponsor support):** $30022467.98
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-07
- **C.13 - Final Legal Maturity Date:** 2027-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30024559.95
- **C.18.a - Value (excl. sponsor support):** $30024559.95
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CQ3, C.4 - ISIN: US3130B8CQ39, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30021269.97
- **C.18.a - Value (excl. sponsor support):** $30021269.97
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EE8, C.4 - ISIN: US3130B8EE80, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75058827.59
- **C.18.a - Value (excl. sponsor support):** $75058827.59
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WK4, C.4 - ISIN: US3130B8WK49, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74803136.87
- **C.18.a - Value (excl. sponsor support):** $74803136.87
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19756385.96
- **C.18.a - Value (excl. sponsor support):** $19756385.96
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $148350596.28
- **C.18.a - Value (excl. sponsor support):** $148350596.28
- **C.19 - Percentage of Net Assets:** 1.0800%
- **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:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPFT7, C.4 - ISIN: US3133EPFT76, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $8749475.68
- **C.18.a - Value (excl. sponsor support):** $8749475.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30012688.08
- **C.18.a - Value (excl. sponsor support):** $30012688.08
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15002957.28
- **C.18.a - Value (excl. sponsor support):** $15002957.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: 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: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $13006307.27
- **C.18.a - Value (excl. sponsor support):** $13006307.27
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25012528.60
- **C.18.a - Value (excl. sponsor support):** $25012528.60
- **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):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74995447.05
- **C.18.a - Value (excl. sponsor support):** $74995447.05
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15006681.60
- **C.18.a - Value (excl. sponsor support):** $15006681.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49010414.43
- **C.18.a - Value (excl. sponsor support):** $49010414.43
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPQ8, C.4 - ISIN: US3133ERPQ83, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $18609497.45
- **C.18.a - Value (excl. sponsor support):** $18609497.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20007140.04
- **C.18.a - Value (excl. sponsor support):** $20007140.04
- **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):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20008489.09
- **C.18.a - Value (excl. sponsor support):** $20008489.09
- **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):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35007078.81
- **C.18.a - Value (excl. sponsor support):** $35007078.81
- **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):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20008967.96
- **C.18.a - Value (excl. sponsor support):** $20008967.96
- **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):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30011435.24
- **C.18.a - Value (excl. sponsor support):** $30011435.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75048931.50
- **C.18.a - Value (excl. sponsor support):** $75048931.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90010360.39
- **C.18.a - Value (excl. sponsor support):** $90010360.39
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30025456.59
- **C.18.a - Value (excl. sponsor support):** $30025456.59
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.853431%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR58, C.4 - ISIN: US3133ETR585, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30136654.10
- **C.18.a - Value (excl. sponsor support):** $30136654.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.818431%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSA6, C.4 - ISIN: US3133ETSA60, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50162405.04
- **C.18.a - Value (excl. sponsor support):** $50162405.04
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14001917.01
- **C.18.a - Value (excl. sponsor support):** $14001917.01
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35011370.45
- **C.18.a - Value (excl. sponsor support):** $35011370.45
- **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):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74988202.66
- **C.18.a - Value (excl. sponsor support):** $74988202.66
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCTQ2, C.4 - ISIN: US3134HCTQ25, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149594846.03
- **C.18.a - Value (excl. sponsor support):** $149594846.03
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2027-03-08
- **C.13 - Final Legal Maturity Date:** 2027-03-08
- **C.10 - Ratings:** Fitch, Inc.: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCWL9, C.4 - ISIN: US3134HCWL90, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $101713472.86
- **C.18.a - Value (excl. sponsor support):** $101713472.86
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCXP9, C.4 - ISIN: US3134HCXP95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $74753722.25
- **C.18.a - Value (excl. sponsor support):** $74753722.25
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $22008028.84
- **C.18.a - Value (excl. sponsor support):** $22008028.84
- **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):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $47023434.53
- **C.18.a - Value (excl. sponsor support):** $47023434.53
- **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):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $10005512.21
- **C.18.a - Value (excl. sponsor support):** $10005512.21
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCZQ1, C.4 - ISIN: US3136GCZQ18, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** FIXED INCOME CLEARING BNYM MORTGAGE REPO 3.6700 20260401 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: 3379857F6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379857F6
- **C.18 - Value (incl. sponsor support):** $4100000000.00
- **C.18.a - Value (excl. sponsor support):** $4100000000.00
- **C.19 - Percentage of Net Assets:** 29.8300%
- **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:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2070.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1004.00           | $299.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $710.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-09-01      | 5.5000%  | 0.0000% | $422568.00         | $569.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $83901.00          | $3269.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-07-01      | 5.5000%  | 0.0000% | $1284.00           | $39.82             | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-03-01      | 6.0000%  | 0.0000% | $19390.00          | $84.08             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $18952.00          | $612.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $81687.00          | $1027.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 6.0000%  | 0.0000% | $35452.00          | $840.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $22396.00          | $59.72             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 6.0000%  | 0.0000% | $14968408.00       | $392258.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $1049.00           | $5.31              | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-07-01      | 6.0000%  | 0.0000% | $9008.00           | $70.66             | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-03-01      | 5.0000%  | 0.0000% | $27420835.00       | $2172951.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $1017.00           | $8.03              | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-04-01      | 6.0000%  | 0.0000% | $6643.00           | $73.14             | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 4.0000%  | 0.0000% | $17381.00          | $752.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $10151.00          | $1517.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 4.5000%  | 0.0000% | $1001.00           | $89.11             | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $13084.00          | $942.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-01-01      | 6.0000%  | 0.0000% | $1023.00           | $3.80              | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-06-01      | 5.0000%  | 0.0000% | $1024.00           | $5.23              | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 6.5000%  | 0.0000% | $2048.00           | $9.94              | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-09-01      | 7.0000%  | 0.0000% | $8929168.00        | $183863.27         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 6.5000%  | 0.0000% | $11518.00          | $35.10             | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-04-01      | 2.0000%  | 0.0000% | $1998000.00        | $73335.28          | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-04-01      | 4.0000%  | 0.0000% | $1001.00           | $39.14             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $207612.00         | $19907.87          | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-06-01      | 4.0000%  | 0.0000% | $34307990.00       | $4569668.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $268.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $208.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $286.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $198.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $318.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $21257632.00       | $4141977.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $262.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $259.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $211.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $1416222.00        | $320375.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-02-01      | 3.0000%  | 0.0000% | $7499238.00        | $204416.38         | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-04-01      | 3.0000%  | 0.0000% | $2387.00           | $51.91             | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-05-01      | 3.0000%  | 0.0000% | $1000.00           | $114.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $133648727.00      | $11659828.93       | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $18483392.00       | $2352514.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $79.94             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $246.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $1420600.00        | $182417.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 3.5000%  | 0.0000% | $1023788.00        | $583618.58         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $203.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.0000%  | 0.0000% | $23302157.00       | $5642232.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $296.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $14105876.00       | $2604575.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $223.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $385923.00         | $145158.76         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $3397456.00        | $979205.84         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $9636824.00        | $2085338.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1556300.00        | $496929.28         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $64.84             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $243.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2470379.00        | $453516.27         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $160.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $44777886.00       | $4153979.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $241.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-01-02      | 4.5000%  | 0.0000% | $1349.00           | $252.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $8548640.00        | $625227.34         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-11-01      | 2.5000%  | 0.0000% | $3540508.00        | $855221.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-06-01      | 2.5000%  | 0.0000% | $2000.00           | $208.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $711974.86         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $6643000.00        | $1457946.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-04-01      | 3.5000%  | 0.0000% | $148000.00         | $25180.63          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $24919522.00       | $5507028.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-02-01      | 3.5000%  | 0.0000% | $2118993.00        | $313638.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-06-01      | 3.5000%  | 0.0000% | $4176816.00        | $2946330.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 3.0000%  | 0.0000% | $589000.00         | $143606.78         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $11116472.00       | $5349160.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $1191.00           | $437.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $431.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.0000%  | 0.0000% | $403997.00         | $279294.72         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $1970778.00        | $1469928.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $750.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $673.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $716.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $6802616.00        | $5182212.36        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $2851786.00        | $2461936.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 3.5000%  | 0.0000% | $50000.00          | $41330.42          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1831.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1368432.00        | $1172809.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2979329.00        | $1701027.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $163807.00         | $100785.85         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1639.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $10222.00          | $8453.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $5099000.00        | $3808350.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1152126.00        | $1074171.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $12315.00          | $10891.76          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $7791696.00        | $6630384.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-04-01      | 4.0000%  | 0.0000% | $14000.00          | $2307.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $40501.00          | $38172.38          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $74088576.00       | $64959556.30       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $41000.00          | $37245.76          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.0000%  | 0.0000% | $175127.00         | $88408.82          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $750.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $12416499.00       | $11304013.78       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $76620309.00       | $70198551.21       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 3.0000%  | 0.0000% | $12000.00          | $8765.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $3622008.00        | $2669366.38        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $17000.00          | $10991.31          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $147000.00         | $107703.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $876481.00         | $527459.38         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $68692781.00       | $44962018.13       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $734.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $4369386.00        | $3360564.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1349640.00        | $1120229.95        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $127402.00         | $94917.23          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $2935004.00        | $2110792.15        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $740.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-10-01      | 3.5000%  | 0.0000% | $11821100.00       | $3423782.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $234.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-05-01      | 4.5000%  | 0.0000% | $4974000.00        | $166314.76         | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $1008.00           | $93.76             | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-08-01      | 4.0000%  | 0.0000% | $3000.00           | $287.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $2000.00           | $159.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $103.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-12-01      | 4.0000%  | 0.0000% | $1000.00           | $94.23             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $15878483.00       | $1895599.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $101.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $4004.00           | $752.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $120.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $213.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-10-01      | 4.0000%  | 0.0000% | $4000.00           | $464.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-11-01      | 4.0000%  | 0.0000% | $1000.00           | $182.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $2025.00           | $437.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-03-01      | 4.0000%  | 0.0000% | $2000.00           | $94.82             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $138.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $247.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $499.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 4.0000%  | 0.0000% | $3000.00           | $329.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-05-01      | 4.0000%  | 0.0000% | $3000.00           | $563.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $81.53             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $164.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $133.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $473.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-09-01      | 4.0000%  | 0.0000% | $3000.00           | $782.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $11461648.00       | $2662836.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-15      | 3.5000%  | 0.0000% | $11018017.00       | $8556872.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $1016.00           | $128.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 4.0000%  | 0.0000% | $1904515.00        | $242086.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-10-01      | 4.0000%  | 0.0000% | $4672707.00        | $503282.76         | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1008.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $115.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $160.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $474.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $1031.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $661.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $207.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 5.0000%  | 0.0000% | $1012206.00        | $209113.79         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $457855.66         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.0000%  | 0.0000% | $3001.00           | $470.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 4.5000%  | 0.0000% | $27542400.00       | $5589669.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $291.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $143.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $316.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $561.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $236.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $418.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $4001.00           | $375.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $188.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $9008.00           | $2315.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1752310.00        | $604861.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $308.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $632187.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $359.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $731.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $15167053.00       | $5135709.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $381.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $26533000.00       | $3488900.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $250.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-03-01      | 4.0000%  | 0.0000% | $1008.00           | $257.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $244.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $192.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $272.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $524.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $248.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $312.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $306.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $254.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $444.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $1001.00           | $186.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $391.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $372.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $366.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $1034.00           | $212.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $306.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $266.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $218.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $264.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-10-01      | 4.0000%  | 0.0000% | $1087.00           | $190.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $233.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $200.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $332.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-12-01      | 4.0000%  | 0.0000% | $6002.00           | $1888.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $430192.50         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $2065299.00        | $306960.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $278.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $2000.00           | $773.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $2000.00           | $311.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $274.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $311.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $98.90             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $323.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $257.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $73.39             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $123.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $241.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2000.00           | $581.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $2184396.00        | $548187.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $623.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $3000.00           | $991.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $385.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $191.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $279.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 5.0000%  | 0.0000% | $1499450.00        | $661054.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $255.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $198.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $231.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $141.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $282.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $93.44             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $5402186.00        | $2304350.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $290.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $225.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $273.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $332.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 4.5000%  | 0.0000% | $21961040.00       | $7557160.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $702.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $850057.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $181.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $251.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $265.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $288.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.5000%  | 0.0000% | $1005.00           | $355.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $326.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $6861497.00        | $1773065.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $2005.00           | $698.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $310.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $291.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $376.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $136.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $536.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $745.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $91.66             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $407.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $132.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $5005.00           | $2231.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $393.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $318250.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $428.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $355.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1577866.00        | $708179.29         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 3.0000%  | 0.0000% | $5058087.00        | $2485726.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-07-01      | 2.5000%  | 0.0000% | $140712.00         | $98972.56          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $2075.00           | $1038.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $579.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $647.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1002.00           | $609.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $1261643.00        | $741587.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $592.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $577.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $12516.34          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1029916.00        | $832536.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4671.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $2780288.00        | $2114622.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $789.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1831.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $755.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1001.00           | $601.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $941.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1068923.00        | $874062.79         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $712.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $3574.00           | $2205.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1026488.13        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $532897.00         | $445990.19         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $863.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $264944.00         | $163099.78         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $602.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1405500.00        | $1025426.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $20486.00          | $13861.19          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $11528360.00       | $7936391.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1283.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $666.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1434636.00        | $850608.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1006.00           | $722.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $8022.00           | $4605.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $573.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1157478.00        | $1093655.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3664.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1541283.00        | $1466832.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1304665.00        | $961961.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1507.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2478.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1609.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $816.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1123.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5337.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1002.00           | $717.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1733992.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $638.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $813.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $8163957.00        | $5571662.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1353.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $737.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.5000%  | 0.0000% | $3015.00           | $2077.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $689.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $9000.00           | $6188.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $1131616.00        | $846079.12         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $754.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $6984175.00        | $5280458.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $4001.00           | $2490.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $16860420.00       | $11704890.63       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $5454017.00        | $2903855.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6070.00           | $3203.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1002.00           | $734.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1297309.00        | $1025852.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1215.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $585.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $2035.00           | $1371.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $6025118.00        | $4416871.72        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $639.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $804.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $709.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $4407600.00        | $3331119.47        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $537.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $6960296.00        | $5481650.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $3001.00           | $2128.91           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $325.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $736.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1158119.00        | $786168.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $4008.00           | $1584.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1684316.00        | $1584188.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $4032.00           | $3137.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $913990.00         | $777899.24         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $4426749.00        | $2270512.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $750.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $679.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $1001.00           | $417.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1036.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $3847928.00        | $2911217.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $1218273.00        | $1018414.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1001.00           | $669.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $2488194.00        | $1595366.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $2004.00           | $1151.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $99000.00          | $52267.90          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $15127560.00       | $11689488.59       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1935.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 4.5000%  | 0.0000% | $5000.00           | $4590.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $3131434.00        | $2289553.53        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $3049.00           | $2737.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $618.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1021.00           | $710.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $808.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $557.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $3001.00           | $1969.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $544.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $804.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $9000.00           | $8587.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $841.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $864.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1234.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $992.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1353170.00        | $1326261.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $765.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $1941.95           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $409410.00         | $245444.49         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $7007.00           | $5054.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $289.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $780.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $280000.00         | $200862.33         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $5892768.00        | $4569825.86        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $81560.00          | $63929.18          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1294342.00        | $969649.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $837.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $15010.00          | $11319.45          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $2083077.00        | $2054676.18        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1029.00           | $738.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1271.43           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $9000.00           | $7383.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1404.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1492.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1022.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $989.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2389190.00        | $2226683.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3563.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $810.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1060302.00        | $801313.11         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $731.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $5368300.00        | $5191387.52        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $649.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $4067.00           | $3937.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $1864.76           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1111112.00        | $690484.82         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $124231.00         | $103280.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $686.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $2001.00           | $1259.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2040.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $742.50            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $7016450.00        | $5111744.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $569.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $1011.00           | $892.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $1003.00           | $913.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1271710.00        | $552318.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $601059.00         | $497393.09         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $519.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $895205.00         | $819125.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $828.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $883.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $20668499.00       | $16257248.47       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1041958.00        | $946328.64         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1387.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3625.51           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1755598.00        | $1649814.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $902.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $998000.00         | $474750.29         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 3.5000%  | 0.0000% | $1220.00           | $451.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $142205.00         | $81411.08          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $591.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 4.0000%  | 0.0000% | $1000.00           | $337.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.0000%  | 0.0000% | $248000.00         | $145374.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $548.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $563.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $6155005.00        | $4225109.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $38000.00          | $26451.53          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $712.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $7367823.00        | $4627965.25        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $688.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $44199208.00       | $32572051.88       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $21000.00          | $16013.96          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $691.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $25158944.00       | $19850672.33       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $30000.00          | $25083.58          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $828.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $2109.00           | $1607.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1533.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $7973030.00        | $6138414.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $85512801.00       | $61688784.07       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3039.00           | $2432.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $597.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $157113.00         | $112837.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $4096.00           | $3728.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1628.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $892.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $13077416.00       | $10980402.28       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $2638004.00        | $2373479.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $745547.00         | $579911.85         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $2407733.00        | $1867079.20        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $755.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-02-01      | 6.0000%  | 0.0000% | $12000.00          | $6366.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 4.5000%  | 0.0000% | $5963184.00        | $5742225.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-05-01      | 3.0000%  | 0.0000% | $199000.00         | $133383.62         | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-11-01      | 5.0000%  | 0.0000% | $101000.00         | $64983.13          | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-10-01      | 2.0000%  | 0.0000% | $8543900.00        | $4586371.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-05-01      | 2.0000%  | 0.0000% | $365000.00         | $118500.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-04-01      | 3.0000%  | 0.0000% | $246000.00         | $29358.75          | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $1002.00           | $196.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $867.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $1291448.00        | $1141806.57        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $6755430.00        | $6141955.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $873.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1116246.00        | $848489.72         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2072.00           | $1904.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $4003.00           | $3325.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $920.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1033.00           | $935.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1473392.00        | $1293823.13        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $10017.00          | $8739.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1545.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $1021.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $5565288.00        | $4520868.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $48305.00          | $36749.25          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $3005.00           | $1744.00           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.5000%  | 0.0000% | $861683.00         | $207658.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 4.0000%  | 0.0000% | $3001.00           | $745.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1434.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 5.5000%  | 0.0000% | $12156757.00       | $77887.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 6.5000%  | 0.0000% | $2047.00           | $12.45             | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 7.0000%  | 0.0000% | $23780022.00       | $48488.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $1027.00           | $1.45              | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $1825350.00        | $190968.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $4003.00           | $597.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-10-01      | 8.0000%  | 0.0000% | $5249972.00        | $2035.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 6.5000%  | 0.0000% | $147655.00         | $156.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 7.0000%  | 0.0000% | $1439.00           | $0.79              | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-12-01      | 4.0000%  | 0.0000% | $1236284.00        | $48882.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $6000.00           | $342.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $317211.00         | $19609.19          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $4628170.00        | $265408.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $1298000.00        | $105997.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 5.0000%  | 0.0000% | $788001.00         | $46834.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $30.80             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $1795000.00        | $57383.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $41551281.00       | $472395.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $968558.00         | $124709.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-07-01      | 4.5000%  | 0.0000% | $1992.00           | $70.98             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $290.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-11-01      | 2.8750%  | 0.0000% | $322689.00         | $148003.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 4.0000%  | 0.0000% | $16387.00          | $1376.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $3215054.00        | $72754.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $39405.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $29999500.00       | $2292090.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $110.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $2048.00           | $140.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $16262664.00       | $1159491.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $63382483.00       | $4693425.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $2000.00           | $145.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1155.00           | $155.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-07-01      | 6.0000%  | 0.0000% | $1000.00           | $65.59             | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-08-01      | 4.5000%  | 0.0000% | $13298.00          | $615.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $5200.00           | $798.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-06-01      | 3.5000%  | 0.0000% | $8042070.00        | $66288.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $1000.00           | $109.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $2028.00           | $340.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1880.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-07-01      | 2.0000%  | 0.0000% | $3500000.00        | $149235.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-02-01      | 3.0000%  | 0.0000% | $3085713.00        | $60983.19          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $12065260.00       | $1895339.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 5.0000%  | 0.0000% | $2007.00           | $110.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $400000.00         | $46140.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1021.00           | $178.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 4.0000%  | 0.0000% | $540059.00         | $26401.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 5.0000%  | 0.0000% | $12000.00          | $887.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $1024.00           | $191.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $2621.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 4.0000%  | 0.0000% | $1198160.00        | $158805.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $181.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $1120.00           | $198.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $333.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 3.5000%  | 0.0000% | $5000.00           | $953.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $3072.00           | $507.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $230.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 4.0000%  | 0.0000% | $4000.00           | $703.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $20491000.00       | $1470568.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-05-01      | 4.0000%  | 0.0000% | $12288.00          | $1856.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.0000%  | 0.0000% | $2000.00           | $192.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $102.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 3.0000%  | 0.0000% | $1000.00           | $75.91             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1390.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2016.00           | $229.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $3037.00           | $353.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $2077.00           | $268.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $8399.00           | $593.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $156.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $2000.00           | $246.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $201.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $5145.00           | $451.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-07-01      | 4.0000%  | 0.0000% | $3001.00           | $390.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $94.23             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $1008.00           | $146.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $3000.00           | $296.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2176.00           | $302.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $252.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $3003.00           | $320.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 4.0000%  | 0.0000% | $2006.00           | $181.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $4000.00           | $198.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $19899030.00       | $2221647.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $5326888.00        | $337503.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $2070.00           | $255.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $12456464.00       | $1310376.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $66166656.00       | $8714283.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $2096699.00        | $366213.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $583.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $3004.00           | $695.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $214000.00         | $37350.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $1120.00           | $127.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 4.0000%  | 0.0000% | $2001.00           | $229.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $9961616.00        | $1592351.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $97183.00          | $80966.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2439.00           | $579.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $198000.00         | $65097.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $9001.00           | $1524.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $3001.00           | $496.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $1213748.00        | $159518.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $479913.00         | $76636.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $4032.00           | $370.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $2016.00           | $180.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $5117023.00        | $1140715.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $660000.00         | $124825.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1223.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $5123.00           | $995.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $161.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $480055.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 4.0000%  | 0.0000% | $7147.00           | $865.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 4.0000%  | 0.0000% | $4145.00           | $545.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $532537.00         | $60302.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $2140000.00        | $135315.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $599998.00         | $109387.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1080.00           | $87.75             | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 3.5000%  | 0.0000% | $17071660.00       | $2902420.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $10005.00          | $668.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $24544.00          | $2388.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $75911424.00       | $15732319.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $93214336.00       | $10483649.08       | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $5120.00           | $993.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $28883110.00       | $2040973.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $7169.00           | $659.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1026.00           | $128.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $63580166.00       | $8722499.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $57827149.00       | $7560678.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $20379393.00       | $1699824.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $3077.00           | $534.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $235.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $4123.00           | $726.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $13609171.00       | $2918145.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $338.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $219.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $19965440.00       | $3607033.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $1280.00           | $75.58             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $35919.00          | $3235.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $2141.00           | $167.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $5120.00           | $557.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $29122048.00       | $4235223.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $9769365.00        | $2070931.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $21605984.00       | $4135799.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $222.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $3072.00           | $212.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 4.0000%  | 0.0000% | $73057000.00       | $4887970.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $122.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 3.0000%  | 0.0000% | $7606260.00        | $1030702.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $2832.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $128.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $9140.00           | $1975.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-06-01      | 3.5000%  | 0.0000% | $2049.00           | $554.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $142.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $15000000.00       | $3982964.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $3072.00           | $328.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $2750000.00        | $567357.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $1065.00           | $143.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $448.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $51477200.00       | $6994051.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $9980666.00        | $1448482.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $619029.00         | $120243.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.5000%  | 0.0000% | $670000.00         | $95107.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $7745622.00        | $1963574.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $167.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $3072.00           | $898.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-11-01      | 3.0000%  | 0.0000% | $395572.00         | $41142.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $410.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $273.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $11680688.00       | $2268602.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $2806604.00        | $558178.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $7016807.00        | $1561202.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $202069.00         | $40378.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $290.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 3.5000%  | 0.0000% | $617716.00         | $127107.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $230.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $548000.00         | $45819.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 3.5000%  | 0.0000% | $240000.00         | $31051.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $9192576.00        | $2078274.33        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $414.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $132.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $18682856.00       | $3142957.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.5000%  | 0.0000% | $975000.00         | $107108.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $231.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $1001.00           | $171.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $4024.00           | $852.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $10374.00          | $1830.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $12396032.00       | $2200556.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $339.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $325000.00         | $37612.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $350.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 4.0000%  | 0.0000% | $3001.00           | $327.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $42172670.00       | $4950529.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $189.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $29545155.00       | $4775127.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $1285976.00        | $165423.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2973664.00        | $464362.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $19063942.00       | $2711921.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $244.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $1002.00           | $145.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $4007.00           | $459.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $293066.00         | $51913.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $1292590.00        | $128379.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $7805288.00        | $1762985.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $2003.00           | $176.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $109.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $209000.00         | $34259.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1008.00           | $156.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 4.0000%  | 0.0000% | $3678289.00        | $380660.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $253.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $1002.00           | $45.08             | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 4.5000%  | 0.0000% | $296667.00         | $42985.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-02-01      | 4.5000%  | 0.0000% | $24449440.00       | $2119630.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-07-01      | 2.5000%  | 0.0000% | $1734733.00        | $149417.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-12-01      | 4.0000%  | 0.0000% | $3002.00           | $698.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $4003.00           | $455.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-01-01      | 4.0000%  | 0.0000% | $7618605.00        | $841526.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $1250795.00        | $111499.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-06-01      | 3.5000%  | 0.0000% | $1278000.00        | $60609.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 4.5000%  | 0.0000% | $3000.00           | $330.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $396.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-01-01      | 3.0000%  | 0.0000% | $21567532.00       | $204990.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 4.0000%  | 0.0000% | $8073.00           | $1077.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-08-01      | 3.5000%  | 0.0000% | $1552144.00        | $69014.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1159402.00        | $23775.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 3.5000%  | 0.0000% | $1000.00           | $221.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1197684.00        | $79934.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $103.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 3.5000%  | 0.0000% | $6285.00           | $577.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $3175172.00        | $322212.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-01-01      | 4.0000%  | 0.0000% | $1000.00           | $176.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 4.0000%  | 0.0000% | $1444005.00        | $103202.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $51979055.00       | $4686753.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2000.00           | $113.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $315.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $189.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 3.5000%  | 0.0000% | $1046858.00        | $102659.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $215.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.0000%  | 0.0000% | $5129008.00        | $675614.39         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $92.32             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $10959760.00       | $2259654.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $3003.00           | $793.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $38355440.00       | $7125098.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $208.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $2007.00           | $299.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $214.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.0000%  | 0.0000% | $1245000.00        | $39231.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $2446000.00        | $598852.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 5.5000%  | 0.0000% | $10000000.00       | $133974.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $43930.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 5.0000%  | 0.0000% | $10996931.00       | $97431.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-12-01      | 8.5000%  | 0.0000% | $3417829.00        | $26692.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $9523218.00        | $96007.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $1688.00           | $10.48             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 5.0000%  | 0.0000% | $2396921.00        | $31224.82          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 6.5000%  | 0.0000% | $3107.00           | $16.69             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.0000%  | 0.0000% | $2077.00           | $4.00              | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $1021.00           | $28.37             | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 5.5000%  | 0.0000% | $3375.00           | $35.57             | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 6.0000%  | 0.0000% | $12753216.00       | $542819.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2057.00           | $12.94             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $42158.00          | $490.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $12166.00          | $125.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3289.00           | $20.93             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1106.00           | $1.51              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $7226.00           | $19.87             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 5.5000%  | 0.0000% | $8331.00           | $32.56             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $48578627.00       | $91551.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $103774539.00      | $233772.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $10645.00          | $91.12             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $1024.00           | $6.85              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 6.0000%  | 0.0000% | $4107.00           | $23.29             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 6.0000%  | 0.0000% | $3000.00           | $11.72             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $73057.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $5498.00           | $50.12             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 6.5000%  | 0.0000% | $3000.00           | $26.97             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $2062.00           | $27.38             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1027.00           | $9.85              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2046.00           | $3.74              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3276.00           | $10.29             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $2049.00           | $22.22             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $2155.00           | $5.07              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 5.5000%  | 0.0000% | $58276439.00       | $64974.74          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $1000.00           | $4.32              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3082.00           | $21.70             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $3848.00           | $23.44             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 6.0000%  | 0.0000% | $6173.00           | $70.41             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.5000%  | 0.0000% | $33222.00          | $170.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $1075.00           | $6.48              | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1372881.00        | $795743.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $388949.00         | $306752.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3001.00           | $1438.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $3767.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 4.0000%  | 0.0000% | $2047942.00        | $1596608.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $1400000.00        | $682778.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $5286840.00        | $1629284.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $785440.00         | $643312.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $3009.00           | $2760.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $4549320.00        | $2967333.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $2325920.00        | $368902.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $6000.00           | $3487.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $10000.00          | $5933.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $623.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $410615.00         | $433165.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 5.5000%  | 0.0000% | $99389.00          | $82561.30          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $388779.00         | $240155.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $110334.00         | $106987.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $64777.00          | $52225.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2001.00           | $1402.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $3060261.00        | $3223273.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1122272.00        | $798030.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1213908.00        | $431204.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $872.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $1899150.00        | $293758.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.5000%  | 0.0000% | $1062410.00        | $798707.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $300612.00         | $230990.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $2304200.00        | $1468589.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1025.00           | $735.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1276493.00        | $1150822.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $2224038.00        | $2274009.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $2842807.00        | $3011553.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $3093.00           | $2970.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1170412.00        | $815283.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $472192.00         | $487831.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2106.00           | $1970.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 8.0000%  | 0.0000% | $379062.00         | $400030.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $6000.00           | $6274.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $89799.00          | $80834.76          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $1474912.00        | $1309649.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 4.5000%  | 0.0000% | $2123099.00        | $1801715.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $5552900.00        | $4528715.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $60000.00          | $55461.99          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1675842.00        | $1291107.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $974.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $688214.00         | $739397.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2698511.00        | $2586393.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $891.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.0000%  | 0.0000% | $2049853.00        | $990173.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $427423.00         | $291777.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $1281269.00        | $1052497.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $927785.00         | $815781.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $1052750.00        | $1103456.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $2157696.00        | $2005390.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $520932.00         | $438898.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $174054.00         | $146015.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2321160.00        | $1967903.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1052314.00        | $540207.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2890303.00        | $2907154.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1382603.00        | $1057848.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $821025.00         | $462321.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $910899.00         | $667478.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2002486.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2003093.00        | $2086319.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.5000%  | 0.0000% | $1369068.00        | $559610.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $3081.00           | $2443.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2071.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1019.00           | $878.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1054.00           | $814.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2371.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $855.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1238893.00        | $1090861.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $412652.00         | $404544.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1441982.00        | $838562.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $909799.00         | $674675.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $3153500.00        | $3021427.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1016.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $901.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2005.00           | $1722.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1210426.00        | $758296.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1707.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $1097000.00        | $1062336.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2001472.00        | $1008362.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $537229.00         | $545612.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-07-01      | 6.5000%  | 0.0000% | $711976.00         | $254739.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1052494.00        | $1050975.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1785757.00        | $1831720.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $7000.00           | $7351.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $9876634.00        | $5123791.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1023.00           | $782.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1003.00           | $879.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1042.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2471953.00        | $2106336.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1071397.00        | $818833.56         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $6000.00           | $6120.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1703489.00        | $1453448.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1254198.00        | $1080381.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1308133.00        | $1316841.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.5000%  | 0.0000% | $1415355.00        | $1508472.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-10-01      | 4.5000%  | 0.0000% | $1246986.00        | $738576.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $820.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $753.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $809.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $309000.00         | $248529.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $949.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.5000%  | 0.0000% | $1566160.00        | $1036001.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2358814.00        | $2356966.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1628633.00        | $1461132.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2033972.00        | $1843116.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $21264.00          | $20234.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $7052.00           | $5508.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $2828762.00        | $1639099.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $2004.00           | $1763.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $5000.00           | $5185.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1291800.00        | $1048333.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4004.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $7006.00           | $6521.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $931.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $15692833.00       | $14360443.98       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $828.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1200616.00        | $1139462.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1046286.00        | $938377.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1949.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $3182104.00        | $2999852.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $831.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $8482682.00        | $7764394.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1011781.00        | $1020491.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $355529.00         | $239000.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $24428761.00       | $20542512.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $3028.00           | $2703.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $526501.00         | $547123.82         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $747.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $7477055.00        | $5334199.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $2094022.00        | $2057064.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1808.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $27163.00          | $26448.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3039.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $2313276.00        | $2305558.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $6014.00           | $5804.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2379521.00        | $2441640.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1065774.00        | $849272.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1799290.00        | $990297.15         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $7262770.00        | $3298660.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $40142.00          | $39933.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2783602.00        | $2845888.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2993.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4889.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $836.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $8000.00           | $7901.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1687.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2018.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1323390.00        | $1300911.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1396732.00        | $1264398.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1004114.00        | $1064182.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1037029.00        | $1020918.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $9118047.00        | $4702021.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $977.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $950.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2206748.00        | $1951961.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1759200.00        | $640472.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1087402.00        | $1132046.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1404008.00        | $1441111.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $171176.00         | $171755.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1005586.00        | $1068044.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1074250.00        | $1081447.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $7339568.00        | $7301194.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $853.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1104411.00        | $1120151.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $5000.00           | $4114.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $601.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 4.5000%  | 0.0000% | $1867838.00        | $1779747.65        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $12874528.00       | $11809421.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3002.00           | $1751.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2004.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $2001.00           | $2158.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2135685.00        | $1806567.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $4120.00           | $3926.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1817.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $24598.00          | $24761.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1620577.00        | $1537265.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2213857.00        | $2294945.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $2029.00           | $1992.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2669.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $8366368.00        | $7101345.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $3235.00           | $3147.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $841.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1506.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $988.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1777858.00        | $1512400.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1230556.00        | $872384.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $9000.00           | $8853.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1060778.00        | $1127359.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $2790732.00        | $2282151.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2324870.00        | $1410188.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $986.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $983807.00         | $966671.97         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $16495.00          | $15358.37          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1571139.00        | $1604777.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $923.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1093.00           | $1088.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $8000.00           | $7869.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $4334056.00        | $4136941.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $2286607.00        | $2268802.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2691820.00        | $2709757.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1278136.00        | $1221569.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $2400427.00        | $2510088.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1705770.00        | $1591750.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $986.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $24066.00          | $24811.77          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $2103265.00        | $2205368.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1569958.00        | $1633578.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $986.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2018.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $3983128.00        | $4044240.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $3149404.00        | $3070101.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $109351.00         | $113158.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $86951.00          | $87792.60          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4574.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1135100.00        | $1190279.21        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1001.00           | $839.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1348017.00        | $1122671.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1040800.00        | $1097628.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2068.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1156278.00        | $1170688.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1239836.00        | $1122694.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3880464.00        | $3607475.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $3946618.00        | $3921235.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1116443.00        | $1139258.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-09-01      | 4.5000%  | 0.0000% | $1001.00           | $953.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $947.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $4660592.00        | $4261374.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $5107720.00        | $4841178.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1911.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1357694.00        | $1383387.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $3019307.00        | $3076518.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $991.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $961.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $961.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $6971.00           | $7071.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1392932.00        | $1371477.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1077481.00        | $1149397.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1409000.00        | $1400293.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1071050.00        | $1087743.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $6000.00           | $6268.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1212828.00        | $1198265.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $806532.00         | $822394.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1350222.00        | $1407141.82        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $2001.00           | $2020.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $3085216.00        | $3067843.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $983.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $959.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1250202.00        | $1203316.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $625023.00         | $648965.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $996.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1264000.00        | $1245748.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $11000.00          | $11142.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $995.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1538501.00        | $1531275.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $1217119.00        | $1276615.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1005.00           | $771.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.5000%  | 0.0000% | $738583.00         | $768896.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1771514.00        | $1839516.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $2109099.00        | $2177785.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $953.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $3651428.00        | $3523067.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $3912524.00        | $3768125.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1156328.00        | $1174001.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1003.00           | $1005.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1712584.00        | $1681430.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $2150364.00        | $2132296.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1839.00           | $1868.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $2467568.00        | $2534454.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $6567920.00        | $6645036.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1016904.00        | $1035407.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $10991.00          | $11104.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $6176546.00        | $6154512.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1005.00           | $994.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $3492472.00        | $564524.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $288.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $998000.00         | $49211.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $3025.00           | $284.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $491644.00         | $69180.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 4.0000%  | 0.0000% | $2135338.00        | $109188.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $425.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.0000%  | 0.0000% | $291867.00         | $69786.02          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $122.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 3.5000%  | 0.0000% | $3328.00           | $454.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1104.00           | $192.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 4.0000%  | 0.0000% | $45000.00          | $9018.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $128588800.00      | $20217117.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $239.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1906000.00        | $367007.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 3.5000%  | 0.0000% | $669030.00         | $69945.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $107.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 4.0000%  | 0.0000% | $2518784.00        | $897013.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $277.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $1096000.00        | $258227.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 4.5000%  | 0.0000% | $6000.00           | $463.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 3.5000%  | 0.0000% | $1102726.00        | $132981.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $1007.00           | $232.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $350.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.5000%  | 0.0000% | $12644880.00       | $1767213.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1214550.00        | $125506.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $294.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $11505.00          | $2322.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $197.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $351796.00         | $95499.48          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $3000153.00        | $1630233.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1147.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $3824.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1899.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $221.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 3.0000%  | 0.0000% | $2048332.00        | $63717.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $3135190.00        | $777098.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $488.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1905.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2368.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $846000.00         | $81250.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $1023.00           | $207.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $210.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $231.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 2.0000%  | 0.0000% | $302330.00         | $81344.16          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $2000.00           | $302.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $2259241.00        | $690013.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $7006.00           | $1237.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.0000%  | 0.0000% | $15970432.00       | $5817850.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $174000.00         | $26813.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $1016.00           | $245.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.0000%  | 0.0000% | $505905.00         | $97541.24          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 4.0000%  | 0.0000% | $59176.00          | $17244.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $462.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $456.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 3.5000%  | 0.0000% | $665000.00         | $157798.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $224.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $1777.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $784.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 3.0000%  | 0.0000% | $293891.00         | $72346.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 4.0000%  | 0.0000% | $120000.00         | $45588.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $2000.00           | $713.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 3.5000%  | 0.0000% | $1024.00           | $406.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-07-01      | 3.0000%  | 0.0000% | $16135223.00       | $7522846.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1080.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $806.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-03-01      | 2.5000%  | 0.0000% | $9626592.00        | $6280902.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-09-01      | 2.5000%  | 0.0000% | $40249920.00       | $24671657.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2063-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1443.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $6008.00           | $1128.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $234.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2000.00           | $430.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2051.00           | $300.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $252.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.5000%  | 0.0000% | $1477440.00        | $486504.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $2058.00           | $585.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $278.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $1615.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $197.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.5000%  | 0.0000% | $2092668.00        | $707880.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $692.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $4396.00           | $610.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1001.00           | $439.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $285.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $776.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $499.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $1998.00           | $418.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $24462825.00       | $7051605.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $6073.00           | $5021.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $583326720.00      | $66229785.46       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $4668475.00        | $1054352.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $165000.00         | $41910.72          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $961001.00         | $131696.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $1003.00           | $317.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1768804.00        | $276995.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $8448.00           | $1326.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $474.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $502582.00         | $93188.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-01-01      | 3.0000%  | 0.0000% | $202000.00         | $79894.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $496000.00         | $42234.24          | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 4.0000%  | 0.0000% | $166255.00         | $30720.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $11787200.00       | $4556272.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $397450.00         | $47906.39          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $24563328.00       | $5137315.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 4.5000%  | 0.0000% | $1862000.00        | $389429.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $12727426.00       | $2259641.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-05-01      | 3.0000%  | 0.0000% | $512457.00         | $75507.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $26777240.00       | $5359437.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.0000%  | 0.0000% | $121724.00         | $42735.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $210.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $789.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $911.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1944.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $522.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2002.00           | $689.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $2153.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $379.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $925161.00         | $226656.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $391.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $241.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 4.0000%  | 0.0000% | $156999.00         | $35706.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $2001.00           | $652.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $208.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $35450640.00       | $6185604.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $603.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $633148.00         | $236430.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $17297120.00       | $3180389.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $4001.00           | $1428.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 3.0000%  | 0.0000% | $774000.00         | $122011.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 2.5000%  | 0.0000% | $2495000.00        | $144163.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-04-01      | 6.0000%  | 0.0000% | $665000.00         | $119408.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $561000.00         | $119700.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $384071.00         | $69110.24          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.5000%  | 0.0000% | $1096000.00        | $92371.34          | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $286.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $242.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.0000%  | 0.0000% | $845000.00         | $244672.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $700000.00         | $155665.07         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1024.00           | $190.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 2.0000%  | 0.0000% | $1000.00           | $106.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $1001.00           | $237.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $2048.00           | $591.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $255.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 3.5000%  | 0.0000% | $201000.00         | $25026.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $6239.00           | $1774.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $812.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $21223.00          | $4966.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $170.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $5661530.00        | $1519484.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $283000.00         | $55449.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $6311191.00        | $1766888.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-06-01      | 4.0000%  | 0.0000% | $1600000.00        | $440834.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $30051071.00       | $5581252.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 3.5000%  | 0.0000% | $472000.00         | $86581.46          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 4.0000%  | 0.0000% | $5455014.00        | $1241973.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $69000.00          | $14557.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-02-01      | 4.0000%  | 0.0000% | $665003.00         | $41494.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $1007.00           | $673.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 2.5000%  | 0.0000% | $1000.00           | $211.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2080.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $3246268.00        | $2886111.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $418.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $630351.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2842992.00        | $817013.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $623057.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $507000.00         | $41806.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $4115303.00        | $536353.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $92.76             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $3001.00           | $748.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $258.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $3178.00           | $826.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $437.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $261.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $2330.00           | $546.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $3025.00           | $1231.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $297.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1992276.00        | $382349.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $406.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4002.00           | $896.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $149.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1480811.00        | $223866.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $10674563.00       | $219917.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $3975767.00        | $92770.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $357.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $1843474.00        | $486288.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $7048.00           | $1743.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $301.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $992498.00         | $178537.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.5000%  | 0.0000% | $12897383.00       | $214884.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 5.0000%  | 0.0000% | $580000.00         | $47914.42          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $6000.00           | $712.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $309.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $290.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $99.74             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $465.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $8797818.00        | $1952641.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 5.5000%  | 0.0000% | $1001.00           | $96.54             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $4000.00           | $929.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $323.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $900000.00         | $107025.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $4010.00           | $780.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $404.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $2001.00           | $466.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $1001.00           | $44.33             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $436.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 3.5000%  | 0.0000% | $3240000.00        | $358429.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $6050.00           | $915.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $400.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $5000.00           | $1577.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $433.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.5000%  | 0.0000% | $2048.00           | $686.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $316.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $4012.00           | $943.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $5417.00           | $1647.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $277.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3003.00           | $1080.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $182.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1449.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $417.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $13195935.00       | $3915957.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $2048.00           | $701.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $329.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $130000.00         | $34562.74          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1238.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $325.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 4.0000%  | 0.0000% | $5001.00           | $1951.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1117.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $364.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $1004.00           | $172.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $450.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 5.0000%  | 0.0000% | $1043.00           | $123.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $254.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1274272.00        | $493813.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4001.00           | $1507.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $3225532.00        | $1016875.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1733.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $700.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $423.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $2559.00           | $1142.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1712.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $356.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  | 0.0000% | $1459176.00        | $238080.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $6329470.00        | $1435172.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $412.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $1282791.00        | $597307.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $760.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.0000%  | 0.0000% | $5120.00           | $2163.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.0000%  | 0.0000% | $623741.00         | $132989.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $6120.00           | $2203.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $440.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1350.00           | $490.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $105708127.00      | $46991639.03       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $497.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $229000.00         | $77066.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $438.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $445.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $415000.00         | $89608.77          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1040.00           | $536.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $5096.00           | $2494.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $233766774.00      | $117269238.97      | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1118.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 3.0000%  | 0.0000% | $8000.00           | $2746.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $320000.00         | $180103.40         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4023425.00        | $2149462.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1116.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1936.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $7680.00           | $4187.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1150.00           | $662.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $578.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $2542836.00        | $1488632.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2048.00           | $1161.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1135.00           | $686.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1750000.00        | $1076448.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $1061325.00        | $441910.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.5000%  | 0.0000% | $2016.00           | $828.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $699000.00         | $340870.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2395970.00        | $1250335.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $2048.00           | $1158.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $555.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $4866712.00        | $1862689.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $998997.00         | $461968.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1248.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $87000.00          | $57715.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $51333.00          | $36506.09          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $10000000.00       | $5290290.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1128554.00        | $513271.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $558.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1061.00           | $508.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $466950.00         | $220077.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1004.00           | $749.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1747.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $44997.00          | $36021.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $2888692.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $619.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $507646.00         | $345620.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1229.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $6558126.00        | $4644657.09        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $50033459.00       | $44003956.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1509.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $14129.00          | $12202.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $713.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2566018.00        | $2156416.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $10000.00          | $5496.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $2003.00           | $2027.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $90000.00          | $84194.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $825.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $2724079.00        | $1918523.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1868.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $1606758.00        | $1459140.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1698.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $3145282.00        | $1873437.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $501.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $697.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $736.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 6.0000%  | 0.0000% | $2378400.00        | $2241154.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $371174.00         | $227125.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1517775.00        | $976006.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $735.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $6360.00           | $5048.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $54938.31          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $6067449.00        | $3886155.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $949.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1945442.00        | $1529857.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $2029220.00        | $1915202.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1007.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $58884.00          | $47579.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.5000%  | 0.0000% | $843041.00         | $531102.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $781977.00         | $562746.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $902.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $125000.00         | $84426.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $713760.00         | $504612.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $645.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2215159.00        | $1461417.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10335.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $131000.00         | $74327.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $1958.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $13000.00          | $9181.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $6004.00           | $4082.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $6144.00           | $4370.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $3019.00           | $1764.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $216538.00         | $167897.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1010.00           | $678.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1165.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1330.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $3711760.00        | $2342211.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $771.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $5000.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1572.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $688000.00         | $514022.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1564.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1347.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1078.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $450000.00         | $325360.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $722.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1532240.00        | $1528235.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1689493.00        | $1112242.11        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2662.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $836.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1431.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1316.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1001.00           | $709.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $471.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3079.00           | $1951.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $642.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $3839088.00        | $2738278.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $6001.00           | $3615.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $23050.00          | $19760.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000800.00        | $715263.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2998402.00        | $1981050.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $200858.00         | $161702.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1497192.00        | $1046868.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $881.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $625.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4338.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3272.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4596432.00        | $3385865.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3468.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $2011.00           | $1445.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $4104952.00        | $3192256.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $804.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $5238.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1520.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1282.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $767.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $927.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $700.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $467.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $588.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $700.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $518.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3003.00           | $800.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1635.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $5654.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $637.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1555.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1516.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1915.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2316.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1172062.00        | $787925.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $1860.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $536.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1595.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $818.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3437.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $948.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $739.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1479.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $6048.00           | $5086.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2007.00           | $1161.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $13000.00          | $9670.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $13006.00          | $9940.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $346619.00         | $238823.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1684.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1325.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $17001.00          | $12036.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1026656.00        | $584513.80         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $3072.00           | $1906.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $943.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $567.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $943.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2687313.00        | $1834686.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $3032.00           | $2186.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5910.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1857.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4514.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1234.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2321.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $2800192.00        | $2174908.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $886.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1006.00           | $673.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $899445.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $5705.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $4086.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 3.0000%  | 0.0000% | $99378.00          | $73566.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $103819.00         | $67607.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1725810.00        | $1014074.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $434.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $711.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2140.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $4930.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $92000.00          | $57887.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $742.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $318720.00         | $211375.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $446.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $617.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $748.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3462340.00        | $2229670.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $606.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $777389.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1326.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3475944.00        | $2747024.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $3002.00           | $1984.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $5001.00           | $2997.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $913.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $4564.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1757.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1311.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2190.00           | $880.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5652.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $764.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2001.00           | $1526.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1525.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $758.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1836.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1217.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1030804.00        | $505536.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $713.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $593.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1943.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1371242.00        | $1259161.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1928.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2946.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $1530524.00        | $909291.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $12359.00          | $8890.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $594.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1130624.00        | $539158.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $966.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $98999.00          | $76949.02          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1057.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $5001.00           | $2267.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $16301136.00       | $12732050.35       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $593.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $121000.00         | $90871.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1428.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1600.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $4096.00           | $2028.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $2055.00           | $1077.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1039.00           | $550.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1576720.00        | $776776.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $788.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3025.00           | $2276.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $5902834.00        | $4550307.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $10000.00          | $8345.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3017.00           | $2145.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $19000.00          | $13613.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1333745.00        | $942817.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $2270.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $560.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1050.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $748.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $827248.00         | $560098.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3724.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $4000.00           | $3292.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1015.00           | $687.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1427416.00        | $761125.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $4172.00           | $2659.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $17500000.00       | $14190859.09       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $633.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $6001.00           | $4514.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1651946.00        | $1123079.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $816550.00         | $616030.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $4001.00           | $1767.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $969.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1557.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $6001.00           | $4353.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1018.00           | $790.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $709.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $3547.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $301186.00         | $218126.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $3791.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $2164028.00        | $1270655.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $7687540.00        | $3728614.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $441.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1450850.00        | $739196.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $5001.00           | $2392.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1652114.00        | $913964.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $2871615.00        | $1713331.44        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1092.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $6026.00           | $4391.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $8521510.00        | $5672656.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3680.00           | $3015.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1072082.00        | $806044.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1160.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $625.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $945.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $765.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $696.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1554.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $31039.00          | $19138.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1733499.00        | $1212497.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2984.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $890.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1011.00           | $859.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1344484.00        | $1376811.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $930.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1585.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $11013.00          | $6638.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4012.00           | $2997.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $549900.00         | $458946.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2065.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1376376.00        | $800554.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $4000.00           | $3211.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2671.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1124640.00        | $943981.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2060.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1853.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $714.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1556.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1546.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2002.00           | $1466.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1616898.00        | $1622521.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1787807.00        | $1675527.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $951.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $3971.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $8000.00           | $7223.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $921.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $485.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1207657.00        | $959606.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2344.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $790.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $878.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $7655168.00        | $6584356.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3004.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $664.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.0000%  | 0.0000% | $213445.00         | $147347.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $5368400.00        | $4077108.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $5910021.00        | $4684240.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $301.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $4000.00           | $3144.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $5000.00           | $2010.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3334.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1228272.00        | $911146.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1714.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $465205.00         | $394492.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $500.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $672.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $907.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $705.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $534318.00         | $498070.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1503.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3018.00           | $2126.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1449.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $640.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1001.00           | $808.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1286.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1600.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $700.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $38702.00          | $37182.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $4003.00           | $3092.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $388276.00         | $350022.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2926.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $999.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $6959659.00        | $5526443.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $100091.00         | $94753.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $687130.00         | $455717.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2268.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $3421804.00        | $3331717.26        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2950.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $3035.00           | $2460.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $664.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $249560.00         | $184486.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1323.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1123553.00        | $683039.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $3410.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4001.00           | $3414.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $865.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2776.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1199940.00        | $1055086.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2277.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $697.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $350000.00         | $192920.62         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $101766.00         | $92563.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $335762.00         | $241589.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $672.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1721538.00        | $932447.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2051.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3086.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1509.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $718.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $744.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1367.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1004.00           | $342.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $5001.00           | $1156.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3487.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $9000.00           | $6772.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $2580.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4112.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $14520666.00       | $2082743.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $7122.00           | $1286.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $203.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.0000%  | 0.0000% | $1035.00           | $276.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $4801984.00        | $872298.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $2048.00           | $204.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $10000.00          | $2678.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $2003.00           | $604.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2049.00           | $378.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $2699000.00        | $284284.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $3380842.00        | $623314.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $12281.00          | $1305.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $3840.00           | $540.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $2048.00           | $379.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $802108.00         | $172169.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.0000%  | 0.0000% | $20422.00          | $1684.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $228.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $170.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $10108.00          | $2793.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $5121.00           | $602.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $300000.00         | $109994.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.0000%  | 0.0000% | $2828.00           | $732.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $3024.00           | $505.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-04-01      | 4.0000%  | 0.0000% | $10951045.00       | $2253563.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $51343914.00       | $11356521.76       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $5312.00           | $495.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $13617648.00       | $3369731.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $10667372.00       | $2414166.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-06-01      | 4.5000%  | 0.0000% | $5951376.00        | $1430311.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $3072.00           | $220.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $79462541.00       | $20301929.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $351.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 4.0000%  | 0.0000% | $14274125.00       | $2741182.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $3122.00           | $886.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $241000.00         | $91998.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $140.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $286.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $3003.00           | $384.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1150.00           | $247.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $197.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $1280.00           | $221.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $352.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-12-01      | 3.0000%  | 0.0000% | $329994.00         | $51628.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $460000.00         | $97320.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $138.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $507.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 4.5000%  | 0.0000% | $1027.00           | $73.86             | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $5000.00           | $976.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.5000%  | 0.0000% | $288000.00         | $56413.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.5000%  | 0.0000% | $12359.00          | $2841.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $10887477.00       | $3049129.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $3006.00           | $422.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $3000.00           | $1973.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $3072.00           | $981.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $7104.00           | $1930.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $50000.00          | $6884.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $129.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $467.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1008.00           | $111.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 4.5000%  | 0.0000% | $123000.00         | $32947.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 5.0000%  | 0.0000% | $713000.00         | $103903.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 3.0000%  | 0.0000% | $1001.00           | $246.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $13672.00          | $3358.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 3.0000%  | 0.0000% | $97868.00          | $9877.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $146889.00         | $33998.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $2077.00           | $742.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $360960.00         | $67758.85          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1280.00           | $257.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-03-01      | 5.0000%  | 0.0000% | $1002.00           | $314.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $281.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $2382000.00        | $518837.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $14205440.00       | $2784912.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $203.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $207.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 2.5000%  | 0.0000% | $1274.00           | $484.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-03-01      | 3.0000%  | 0.0000% | $3000.00           | $866.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 4.0000%  | 0.0000% | $2048.00           | $663.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $382.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $38239362.00       | $16686146.58       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $4145.00           | $1878.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $361.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1025.00           | $373.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $7003.00           | $2735.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $2048.00           | $842.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $7804868.00        | $3051534.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $405.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1344.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $523.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3063.00           | $1487.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $73680226.00       | $31005792.15       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1277.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $160739059.00      | $55995462.88       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1150.00           | $419.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 4.5000%  | 0.0000% | $2046.00           | $487.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.0000%  | 0.0000% | $2048.00           | $912.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $4480.00           | $1629.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $5753088.00        | $2181545.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $32442821.00       | $11661792.27       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $4073.00           | $1601.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $117678208.00      | $44706585.70       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $109654.00         | $48433.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4037.00           | $1912.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  | 0.0000% | $1059.00           | $540.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $377.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $4394198.00        | $2057593.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $2112.00           | $845.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $647000.00         | $246624.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $372.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-09-01      | 2.0000%  | 0.0000% | $177483.00         | $65210.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4714739.00        | $2386540.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2024.00           | $960.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $4131.00           | $1979.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $61478616.00       | $29296506.75       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $5203.00           | $2551.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $10875257.00       | $5121450.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $436.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $152662784.00      | $61751019.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $74279296.00       | $34162142.96       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $415.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $21000.00          | $10583.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $385067.00         | $187228.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $2138624.00        | $1060366.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $25592027.00       | $12417483.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $143549633.00      | $68894454.14       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1398803.00        | $697624.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $3840.00           | $1999.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $9920150.00        | $3942027.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $778925.00         | $404973.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2109.00           | $1113.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $4089.00           | $2151.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $67048105.00       | $32927795.39       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $577.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $17504.00          | $8647.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3107.00           | $1601.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $4032942.00        | $2113303.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $33717912.00       | $18415479.64       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $3072.00           | $1707.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $2312047.00        | $1407507.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $14778658.00       | $8084768.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $7086.00           | $3473.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $11392.00          | $4614.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $11796274.00       | $5725107.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $18444623.00       | $9079499.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $10007.00          | $5012.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $486.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $3072.00           | $1615.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1390.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $5049039.00        | $2518395.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $57755998.00       | $29064615.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $8429170.00        | $4281496.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $38435264.00       | $20049086.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $12733273.00       | $6756717.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $372280.00         | $182626.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4455473.00        | $2415509.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $502.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $530.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $79000.00          | $37067.91          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $5036.00           | $2170.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $941.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 2.5000%  | 0.0000% | $350000.00         | $153933.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $19455.00          | $10591.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $2002.00           | $1118.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 3.0000%  | 0.0000% | $4000.00           | $708.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1030.00           | $577.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $12338505.00       | $7767381.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $547.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $119624192.00      | $67737496.36       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1158.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $576.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $126000.00         | $75267.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $7268.00           | $3540.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $2482408.00        | $1509355.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $666.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-01-01      | 2.0000%  | 0.0000% | $1000000.00        | $612381.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $91727.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $138930.00         | $83129.04          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.5000%  | 0.0000% | $2601430.00        | $1307292.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $1997.00           | $1077.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 4.0000%  | 0.0000% | $405673.00         | $213621.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $345811.00         | $216991.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $161680.00         | $103336.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 3.5000%  | 0.0000% | $41000.00          | $22087.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $807.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $60699.00          | $41800.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $12607616.00       | $9961741.70        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $48993.00          | $34914.71          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $18000.00          | $10638.56          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $662.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $725.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $150293.00         | $120781.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1056.00           | $816.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $9613040.00        | $6505445.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $610.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $733.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $765.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 5.0000%  | 0.0000% | $307000.00         | $156340.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1184082.00        | $996268.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $94782.00          | $74202.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $7604072.00        | $5604122.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $751.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $770.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $812743.00         | $603768.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $6246650.00        | $4697580.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $799.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $745.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $996000.00         | $706881.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $6324.00           | $4344.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $788.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $3625410.00        | $1935188.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $777.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $768.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1069042.00        | $738602.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $19254700.00       | $12295189.99       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1261972.00        | $977334.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $26421040.00       | $20874825.94       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $832.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $3094.00           | $2573.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $737.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $3557200.00        | $2824429.93        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4005336.00        | $3203769.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3304210.00        | $2711802.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2837.00           | $2125.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2048.00           | $1663.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $7040.00           | $5928.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $307992.00         | $247013.56         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $754.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $7112.00           | $5388.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1031.00           | $726.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $13465960.00       | $9990912.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $854.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $4000.00           | $3471.61           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $2163329.00        | $1859694.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1585.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3770.00           | $2878.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3382.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $1008.00           | $862.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $413360.00         | $338607.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2829056.00        | $2300175.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $1216390.00        | $1034283.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $760.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $817.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $752.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $776.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $4894595.00        | $3790855.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1009.00           | $795.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $144716.00         | $121243.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $746.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1388.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $832.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $835.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $875.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1056.00           | $644.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1049.00           | $718.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1128.00           | $763.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $757.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2032.00           | $1630.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $350272.00         | $279233.48         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $4564529.00        | $3908087.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1008.00           | $759.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1994178.00        | $1493723.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $52798784.00       | $41424930.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $2037659.00        | $1675255.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $667.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $8946898.00        | $4342818.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $921.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $767.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $898.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $956.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $138000.00         | $124336.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $109776.00         | $89364.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1092000.00        | $759533.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $476000.00         | $408337.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $782.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1605.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $9932640.00        | $8857881.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $236000.00         | $158921.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $8152064.00        | $5526672.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $103456.00         | $76885.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 7.0000%  | 0.0000% | $14336.00          | $8479.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $8286.00           | $7026.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $615957.00         | $504489.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.0000%  | 0.0000% | $57126016.00       | $51623652.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $4428840.00        | $3524382.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $767.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1080409.00        | $1075589.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.0000%  | 0.0000% | $222744.00         | $201151.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1263.00           | $1123.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $353994.00         | $294607.06         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $102191.00         | $88979.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $820.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $7204112.00        | $6484611.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $3008.00           | $2790.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $188928.00         | $174120.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $934.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1088.00           | $986.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $936.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $12541370.00       | $11676136.20       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1778288.00        | $1546000.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $876.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $842.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $839.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1123.00           | $946.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1028.00           | $781.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $70000.00          | $65523.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $28000.00          | $25694.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $193000.00         | $170613.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1037.00           | $939.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $948.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1663.31           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1521.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $822.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $880.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $9426285.00        | $6634526.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1025.00           | $960.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $6144.00           | $5696.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1201.00           | $1094.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $921.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $32282496.00       | $28807693.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $918.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $13424288.00       | $12480516.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3302.00           | $3096.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $946.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $6001.00           | $5800.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1983.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $7000000.00        | $6913021.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4272240.00        | $4316374.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $8979375.00        | $9140033.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $7845022.00        | $7771393.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1039.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $4813068.00        | $5040017.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $20760992.00       | $20750417.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $6483872.00        | $6543447.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1435750.00        | $1422275.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $3158277.00        | $3211772.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $6909888.00        | $6868011.78        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $2311188.00        | $2307424.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1355862.00        | $1348781.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $197386.00         | $195606.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1411920.00        | $1450069.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $2006.00           | $1989.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $4464.00           | $4121.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $5749.00           | $5410.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1029.00           | $847.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $2984010.00        | $2887328.91        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $5987.00           | $5672.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $939.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $782.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 2.0000%  | 0.0000% | $50696.00          | $38490.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1696000.00        | $1415930.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $902278.00         | $871475.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $439824.00         | $408993.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $4802000.00        | $4464808.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $937.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $4599672.00        | $3707363.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1039.00           | $968.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1091.00           | $962.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $946322.00         | $911176.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $5788424.00        | $5921493.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $21461728.00       | $21395195.79       | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $906.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $32217.00          | $31326.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $1040.00           | $1006.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $46708693.00       | $47003574.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $12207920.00       | $10284994.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $6163.00           | $5938.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $276000.00         | $271001.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $35627567.00       | $34813824.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 3.0000%  | 0.0000% | $8079000.00        | $7068789.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1040.00           | $1024.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1039.00           | $959.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.5000%  | 0.0000% | $5140509.00        | $4965768.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $6978301.00        | $6420931.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 3.0000%  | 0.0000% | $31469.00          | $28053.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-08-01      | 2.5000%  | 0.0000% | $701162.00         | $655170.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $895.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $883.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $23670100.00       | $21063643.27       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1950093.00        | $2015051.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $11522238.00       | $10689383.75       | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $149.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $3032000.00        | $1076788.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.5000%  | 0.0000% | $389000.00         | $72096.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $244.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $351117.00         | $145403.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-03-01      | 2.5000%  | 0.0000% | $597982.00         | $140626.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 2.5000%  | 0.0000% | $1000.00           | $321.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $139.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $400.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $7854.00           | $4022.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $97686.00          | $37833.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $357000.00         | $114447.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $484.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 2.5000%  | 0.0000% | $497000.00         | $248091.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 4.0000%  | 0.0000% | $1997000.00        | $702128.32         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $11000.00          | $5162.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $318.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $517.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $2000.00           | $695.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 3.0000%  | 0.0000% | $1000.00           | $374.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $535.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $2000.00           | $827.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $144951.00         | $70892.31          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $405.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $444.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $1008.00           | $491.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1278940.00        | $642027.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-07-01      | 4.5000%  | 0.0000% | $1000.00           | $482.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $479.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $458.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1024.00           | $573.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $577.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $643.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 4.5000%  | 0.0000% | $1000.00           | $386.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $819000.00         | $506360.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $620.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $587.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $5836784.00        | $3664613.99        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $400.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $627.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $637.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 2.5000%  | 0.0000% | $2000.00           | $928.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 4.0000%  | 0.0000% | $164000.00         | $103692.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $706.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $65000.00          | $45473.37          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $637.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $130000.00         | $91887.77          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $846.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $153000.00         | $113709.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $699.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $679.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $723.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $3048.00           | $1684.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 3.0000%  | 0.0000% | $1955000.00        | $1436601.76        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $708.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $818.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $684.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $731.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $5318456.00        | $4000479.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $702.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $692.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $2016.00           | $1282.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $119000.00         | $88102.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $674.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $788000.00         | $623809.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $3260580.00        | $2537406.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $43000.00          | $35953.33          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $734.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $730.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $582228.00         | $452568.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $775.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $116912973.00      | $97125341.88       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $783.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $865.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $4806568.00        | $3579011.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 2.0000%  | 0.0000% | $1000.00           | $606.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $911.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $821.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2669080.00        | $2052326.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $26756560.00       | $22800894.03       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $110764.00         | $94515.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $910.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $150000.00         | $125584.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1028.00           | $542.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $850.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $836.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $986.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $946.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $746.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $722.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $898.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $3418000.00        | $3191611.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-25      | 6.5000%  | 0.0000% | $1000.00           | $754.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $990.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $998.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $23487360.00       | $22805105.87       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $989.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1042.00           | $996.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $19702528.00       | $18818062.34       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1007.00           | $1000.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $941.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $977.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1114.00           | $1070.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1011.00           | $921.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $48319488.00       | $47207451.47       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $334194.00         | $314110.88         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $1040.00           | $1019.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $23528582.00       | $22319388.42       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $11664016.00       | $10236923.70       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1042.00           | $1030.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $48406376.00       | $47492471.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $1007.00           | $990.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $13487312.00       | $13684888.91       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $29831558.00       | $30077591.51       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 4.5000%  | 0.0000% | $1024.00           | $987.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1157.00           | $1091.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $20690279.00       | $20777358.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $989.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $5941.00           | $5903.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $92193417.00       | $89343045.52       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $991.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $60674949.00       | $61800747.60       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1100.00           | $1090.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 5.5000%  | 0.0000% | $13366384.00       | $203572.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $1025.00           | $4.56              | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 6.0000%  | 0.0000% | $42197759.00       | $145566.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-02-01      | 6.5000%  | 0.0000% | $60815360.00       | $601211.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1.73              | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.0000%  | 0.0000% | $1024.00           | $5.15              | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 5.5000%  | 0.0000% | $54890431.00       | $333904.20         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-01-01      | 5.5000%  | 0.0000% | $225551104.00      | $981216.61         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-06-01      | 5.5000%  | 0.0000% | $1086.00           | $21.09             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-03-01      | 4.5000%  | 0.0000% | $8562200.00        | $447716.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $5047960.00        | $525160.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-08-01      | 4.0000%  | 0.0000% | $922967.00         | $85665.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-10-01      | 1.5000%  | 0.0000% | $44491107.00       | $22124549.54       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $576.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1112.00           | $858.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $15668480.00       | $11589240.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $21428352.00       | $16341342.67       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $151827712.00      | $113306996.38      | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $749.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $125776340.00      | $98735237.62       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $34238784.00       | $22270322.64       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $25118720.00       | $20983451.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $7060214.00        | $6256400.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $2024.00           | $1903.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $851.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 5.5000%  | 0.0000% | $8073716.00        | $7590269.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 5.5000%  | 0.0000% | $8632340.00        | $8422415.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $34956714.00       | $33707623.30       | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-03-01      | 4.5000%  | 0.0000% | $1024.00           | $26.04             | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $11312921.00       | $11281131.79       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $3420052.00        | $3230186.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $22407960.00       | $21621018.82       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $15005560.00       | $7493729.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $8002680.00        | $7829504.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $160851.00         | $138445.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1030754.00        | $1035367.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $1292255.00        | $1010773.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $9332480.00        | $8270076.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $942.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $10374240.00       | $10563598.83       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $730176.00         | $669515.38         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $28869440.00       | $27278366.00       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1063358.00        | $1050201.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $12476560.00       | $10584883.92       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $29960032.00       | $28477971.38       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $427839.00         | $406182.63         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1133000.00        | $1027374.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $14896896.00       | $13670304.37       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $9263000.00        | $9391101.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $28142000.00       | $25130299.44       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $25577411.00       | $19229353.77       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $7961.00           | $8104.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 3.5000%  | 0.0000% | $7669898.00        | $7390542.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 4.5000%  | 0.0000% | $7710986.00        | $7670958.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $6604221.00        | $6648533.63        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $6060931.00        | $5980934.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $6546219.00        | $6582545.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $8127592.00        | $8017697.94        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $5200.00           | $5279.65           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $6980445.00        | $6905905.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $6446526.00        | $6368159.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $6203159.00        | $6146844.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $7935421.00        | $7839566.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $5976064.00        | $5913994.61        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $9229950.00        | $9152553.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $6088078.00        | $6042744.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $9283088.00        | $9198246.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $8581842.00        | $8731606.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $7691190.00        | $7687664.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $6198536.00        | $6127684.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $6935003.00        | $6869485.72        | Agency Mortgage-Backed Securities  |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $4002900.00        | $4044189.82        | U.S. Treasuries (including strips) |

### Security 58: FIXED INCOME CLEARING SSBT TREASURY REPO 3.6600 20260401

- **C.1 - Title:** FIXED INCOME CLEARING SSBT TREASURY REPO 3.6600 20260401 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: 3379893Y1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3379893Y1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **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:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $174546900.00      | $178500111.50      | U.S. Treasuries (including strips) |

### Security 59: GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260401

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6400 20260401 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: 3819873L8, C.4 - ISIN: N/A, C.3 - LEI: 784F5XWPLTWKTBV3E584, C.5 - Other ID: 3819873L8
- **C.18 - Value (incl. sponsor support):** $266000000.00
- **C.18.a - Value (excl. sponsor support):** $266000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **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:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2044-12-09      | 5.4700%  | 0.0000% | $10000.00          | $9998.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-09-01      | 6.0000%  | 0.0000% | $932674.00         | $5248.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-10-01      | 6.0000%  | 0.0000% | $8748336.00        | $68888.77          | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-11-01      | 5.5000%  | 0.0000% | $22159900.00       | $109110.83         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $1490782.00        | $89496.87          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-04-01      | 5.0000%  | 0.0000% | $1789000.00        | $164587.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $65000.00          | $5536.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-05-01      | 4.5000%  | 0.0000% | $3648000.00        | $85478.95          | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-01-01      | 3.5000%  | 0.0000% | $11400000.00       | $303511.03         | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-07-01      | 4.5000%  | 0.0000% | $282758.00         | $21006.53          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-12-01      | 6.5000%  | 0.0000% | $145000.00         | $26713.31          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $88000.00          | $62212.93          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.5000%  | 0.0000% | $11600000.00       | $9109349.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $528000.00         | $399120.74         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $185000.00         | $94486.07          | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-06-01      | 3.5000%  | 0.0000% | $2000000.00        | $102070.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 2.0000%  | 0.0000% | $950000.00         | $478261.68         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $700000.00         | $154068.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 4.0000%  | 0.0000% | $541015.00         | $59835.25          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $850000.00         | $144806.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $3859100.00        | $1071610.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $16778.67          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $106377.00         | $13623.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-08-01      | 6.0000%  | 0.0000% | $64008400.00       | $410705.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $81654.00          | $80818.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1999568.00        | $2003642.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $13317184.00       | $10473377.11       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $64969216.00       | $45238719.60       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  | 0.0000% | $519821.00         | $363073.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $300000.00         | $167661.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $10892000.00       | $8955598.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $24450720.00       | $23684936.68       | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-01-01      | 5.0000%  | 0.0000% | $225000.00         | $7061.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-10-01      | 3.5000%  | 0.0000% | $106196.00         | $11024.01          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-08-01      | 4.0000%  | 0.0000% | $90000.00          | $10840.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.5000%  | 0.0000% | $162337.00         | $14025.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $4289520.00        | $4376702.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $543398.00         | $375934.50         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $23000000.00       | $22720404.34       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $4217992.00        | $4357957.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 5.0000%  | 0.0000% | $165000.00         | $77883.68          | Agency Mortgage-Backed Securities  |
| GNMA          | 2057-02-15      | 2.9400%  | 0.0000% | $895523.00         | $766351.75         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-09-20      | 4.5000%  | 0.0000% | $264653.00         | $251784.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $7257808.00        | $7398561.59        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $10130544.00       | $10423832.85       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1255630.00        | $1280365.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1022600.00        | $1105825.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2870436.00        | $2926978.80        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $4039528.00        | $4022346.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1165474.00        | $1179898.30        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1443046.00        | $1484419.22        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1806674.00        | $1841987.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $5775448.00        | $5892212.15        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4024240.00        | $4133353.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $15098000.00       | $13698206.66       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $3425136.00        | $3421295.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-08-15      | 4.0000%  | 0.0000% | $5816472.00        | $388946.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $835817.00         | $85458.71          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-01-15      | 4.0000%  | 0.0000% | $355900.00         | $47498.08          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-03-15      | 3.5000%  | 0.0000% | $1000000.00        | $307372.41         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $151363.77         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $802583.00         | $32092.59          | Agency Mortgage-Backed Securities  |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $75421100.00       | $74553681.93       | U.S. Treasuries (including strips) |

### Security 60: GOLDMAN SACHS & CO MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** GOLDMAN SACHS & CO MORTGAGE REPO 3.6700 20260401 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: 3819873S3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819873S3
- **C.18 - Value (incl. sponsor support):** $361000000.00
- **C.18.a - Value (excl. sponsor support):** $361000000.00
- **C.19 - Percentage of Net Assets:** 2.6300%
- **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:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-09-01      | 3.5000%  | 0.0000% | $1588694.00        | $151724.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-08-01      | 5.0000%  | 0.0000% | $499996.00         | $22371.07          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $17641.00          | $10854.02          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $66078.00          | $24374.62          | Agency Mortgage-Backed Securities |
| FNMA          | 2028-10-01      | 7.0000%  | 0.0000% | $1134890.00        | $27258.11          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-02-01      | 2.5000%  | 0.0000% | $10000000.00       | $2883192.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $31601696.00       | $31543579.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 2.0000%  | 0.0000% | $5000000.00        | $2011105.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $32835072.00       | $29599898.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-15      | 4.0000%  | 0.0000% | $680000.00         | $123249.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $100000000.00      | $71179138.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-15      | 4.0000%  | 0.0000% | $5000944.00        | $2970084.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-20      | 4.0000%  | 0.0000% | $14546112.00       | $211875.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 4.5000%  | 0.0000% | $210194.00         | $199951.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $934301.00         | $814404.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $2083940.00        | $1727553.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $4667960.00        | $3782338.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $46265600.00       | $44247791.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1453276.00        | $1525962.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $838238.00         | $871382.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1431516.00        | $1499166.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2257290.00        | $2337187.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $3173256.00        | $3270575.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2052524.00        | $2110990.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1657854.00        | $1777785.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $2558944.00        | $2702392.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $18581408.00       | $18947430.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $57414912.00       | $58483608.35       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1228788.00        | $1303589.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1131550.00        | $1199766.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $3795260.00        | $3991391.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1157208.00        | $1221002.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $67430144.00       | $67143476.01       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.5000%  | 0.0000% | $1301088.00        | $1218755.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $2849556.00        | $2543807.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1406418.00        | $1287375.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1527630.00        | $1593198.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $51131.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-15      | 4.0000%  | 0.0000% | $1828979.00        | $50379.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-04-15      | 5.5000%  | 0.0000% | $10960000.00       | $271798.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-03-15      | 5.0000%  | 0.0000% | $49711513.00       | $1287100.58        | Agency Mortgage-Backed Securities |

### Security 61: Goldman Sachs Group Inc/The REPO 2.7500 20260401

- **C.1 - Title:** Goldman Sachs Group Inc/The REPO 2.7500 20260401 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 3819919X8, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 3819919X8
- **C.18 - Value (incl. sponsor support):** $107950000.00
- **C.18.a - Value (excl. sponsor support):** $107950000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 2.7500%
- **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:** Fitch, Inc.: F-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-04-28      | 0.0000%  | 0.0000% | $4959900.00        | $4945863.48        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $25339900.00       | $37399322.60       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 2.8750%  | 0.0000% | $11701700.00       | $9098131.49        | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $4884000.00        | $4804486.97        | U.S. Treasuries (including strips) |
| USTR          | 2056-02-15      | 4.7500%  | 0.0000% | $24016400.00       | $23569778.55       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $30071600.00       | $30291423.40       | U.S. Treasuries (including strips) |

### Security 62: HSBC SEC USA INC MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** HSBC SEC USA INC MORTGAGE REPO 3.6700 20260401 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: 4049899K3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 4049899K3
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **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:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $4375128.00        | $1489077.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $249000.00         | $191580.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $1843896.00        | $1527332.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1300342.00        | $1149795.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $4254248.00        | $2720521.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $12565680.00       | $10402992.54       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $6107192.00        | $6101560.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1667610.00        | $1373601.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $7117752.00        | $5979991.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $2976900.00        | $3126149.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $16955552.00       | $2388759.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1145376.00        | $964180.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $565000.00         | $411849.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2460942.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $5281392.00        | $3551736.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2932552.00        | $2437590.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1160930.00        | $1196135.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1042448.00        | $1074837.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $5518650.00        | $5097193.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $5323360.00        | $4465199.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1171130.00        | $1212439.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1134992.00        | $878506.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $2791488.00        | $2818357.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-09-01      | 5.5000%  | 0.0000% | $2400000.00        | $672566.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5000%  | 0.0000% | $6226220.00        | $5694854.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5900%  | 0.0000% | $15647840.00       | $14689545.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 1.3700%  | 0.0000% | $36249000.00       | $31911033.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-10-01      | 1.6800%  | 0.0000% | $25000000.00       | $21908650.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-01-01      | 2.1200%  | 0.0000% | $6800000.00        | $5581262.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-03-01      | 4.8150%  | 0.0000% | $2590000.00        | $2638180.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $2531450.00        | $1238949.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1632608.00        | $1423280.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-08-01      | 4.9500%  | 0.0000% | $6932000.00        | $7080913.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-05-01      | 4.7100%  | 0.0000% | $9876000.00        | $10001593.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2029-01-01      | 4.3750%  | 0.0000% | $3000000.00        | $3029570.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $5725472.00        | $5590219.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $5888112.00        | $6139995.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $10581680.00       | $10202103.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $606997.00         | $211846.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 5.0000%  | 0.0000% | $99000.00          | $62980.93          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $297000.00         | $216384.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1350000.00        | $877915.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-07-01      | 2.5000%  | 0.0000% | $319999.00         | $92069.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $246467.00         | $81763.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $6090216.00        | $4533689.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.0000%  | 0.0000% | $10000.00          | $7976.32           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $23588544.00       | $19841992.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $2028864.00        | $1925511.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $4992384.00        | $4675384.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $1125130.00        | $1175881.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $9001.00           | $8176.84           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $5819570.00        | $5537710.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $6176.00           | $5584.09           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $10152.00          | $10125.52          | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $54704192.00       | $56025644.68       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $7168.00           | $5070.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $3081528.00        | $3044299.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1588760.00        | $1617385.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $2068100.00        | $2077976.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.0000%  | 0.0000% | $2072263.00        | $1921581.78        | Agency Mortgage-Backed Securities |

### Security 63: JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** JP MORGAN SEC LLC MORTGAGE REPO 3.6700 20260401 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: 6169973H3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 6169973H3
- **C.18 - Value (incl. sponsor support):** $114000000.00
- **C.18.a - Value (excl. sponsor support):** $114000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **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:** Fitch, Inc.: F-1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $6277640.00        | $5278926.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $8313840.00        | $7065248.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $2079504.00        | $2121158.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $1026181.00        | $1071837.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 1.8000%  | 0.0000% | $6832020.00        | $5597963.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 4.0000%  | 0.0000% | $500485.00         | $106587.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 7.0000%  | 0.0000% | $3570036.00        | $3776309.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 5.5000%  | 0.0000% | $768997.00         | $396307.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 4.5000%  | 0.0000% | $93970176.00       | $90865660.00       | Agency Mortgage-Backed Securities |

### Security 64: RBC DS MORTGAGE REPO 3.6700 20260401

- **C.1 - Title:** RBC DS MORTGAGE REPO 3.6700 20260401 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: 7809791Y6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 7809791Y6
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 8.0000%
- **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.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $3339.00           | $41.98             | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $3019.00           | $217.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2026-11-01      | 3.5000%  | 0.0000% | $1000.00           | $4.72              | Agency Mortgage-Backed Securities  |
| FMAC          | 2027-09-01      | 2.5000%  | 0.0000% | $61514.00          | $989.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 3.0000%  | 0.0000% | $117216.00         | $15123.15          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $16523770.00       | $2866055.23        | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-03-01      | 3.5000%  | 0.0000% | $131431839.00      | $27070864.15       | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-08-01      | 3.5000%  | 0.0000% | $159810.00         | $28013.40          | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 3.5000%  | 0.0000% | $2120.00           | $549.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $5735432.00        | $3021033.05        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $1876374.00        | $1370692.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $341272388.00      | $22805140.55       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $88.60             | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $316182083.00      | $53087864.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $3308896.00        | $1513482.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $130633.00         | $76554.77          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $31306784.00       | $24561893.10       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $21625792.00       | $15330637.24       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1600.00           | $1174.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $22833.00          | $20668.68          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $531949.00         | $524211.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 5.0000%  | 0.0000% | $2396483.00        | $2149703.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1126764.00        | $986509.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $9598339.00        | $7736319.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $87228.00          | $86955.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $20409585.00       | $20584136.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 7.0000%  | 0.0000% | $91337010.00       | $87676293.04       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 3.0000%  | 0.0000% | $5376942.00        | $4651226.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $105006.00         | $23724.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $5493000.00        | $2793863.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $8885952.00        | $4336080.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 3.0000%  | 0.0000% | $170089.00         | $67064.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $5891712.00        | $3683625.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $314466.00         | $217430.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $362836.00         | $272929.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $17574900.00       | $11321342.80       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 7.0000%  | 0.0000% | $8887376.00        | $6536252.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 2.0000%  | 0.0000% | $520859.00         | $315902.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $592801.00         | $511185.22         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $16295136.00       | $16398216.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-05-01      | 4.5000%  | 0.0000% | $1000.00           | $57.60             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 6.0000%  | 0.0000% | $1000.00           | $57.93             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $470329.00         | $88227.53          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-02-01      | 4.0000%  | 0.0000% | $1000.00           | $54.39             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 4.0000%  | 0.0000% | $6808000.00        | $542645.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1918.00           | $255.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $24717824.00       | $13435870.40       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 5.5000%  | 0.0000% | $5344478.00        | $4017172.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2427606.00        | $1811689.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $22520033.00       | $22067483.37       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $961.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $10389576.00       | $7552273.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3029096.00        | $2440363.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $4799753.00        | $4777341.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $11371600.00       | $10556027.41       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $2509820.00        | $2255933.77        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $6224784.00        | $6150072.07        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1674960.00        | $1476477.37        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $31218412.00       | $30915897.99       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $5946728.00        | $4334950.39        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $24847671.00       | $20739219.96       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $4361000.00        | $3200814.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $9973000.00        | $8613191.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $94634900.00       | $74604728.52       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $3561312.00        | $3315872.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1770300.00        | $1767417.36        | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $2000.00           | $158.70            | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-10-20      | 3.0000%  | 0.0000% | $379730.00         | $46579.96          | Agency Mortgage-Backed Securities  |
| GNMA          | 2046-02-20      | 3.5000%  | 0.0000% | $1093500.00        | $103528.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $86755.00          | $11638.68          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-03-20      | 3.0000%  | 0.0000% | $499000.00         | $64254.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-06-20      | 4.0000%  | 0.0000% | $2000.00           | $170.59            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 5.5000%  | 0.0000% | $778349.00         | $59831.77          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $998000.00         | $78427.13          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $17607840.00       | $2793152.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $399.01            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $20644122.00       | $13932593.71       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 4.0000%  | 0.0000% | $11994238.00       | $8318731.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $5096324.00        | $2051235.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 3.5000%  | 0.0000% | $89952.00          | $51701.95          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 3.5000%  | 0.0000% | $2963508.00        | $1859204.98        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $4376649.00        | $2918021.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $116024.00         | $82747.26          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $40000.00          | $28515.52          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $134810612.00      | $97448957.95       | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $61939.00          | $44773.12          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $365300.00         | $260017.39         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $1000.00           | $456.35            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 7.0000%  | 0.0000% | $191382.00         | $147428.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $16000.00          | $8714.82           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $2000.00           | $790.75            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 6.0000%  | 0.0000% | $24000.00          | $11966.36          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-05-20      | 5.5000%  | 0.0000% | $993000.00         | $688550.27         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1562.24           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $4432044.00        | $2658203.81        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $95001.00          | $31294.47          | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $84000.00          | $27141.54          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-06-20      | 3.0000%  | 0.0000% | $1000000.00        | $645955.56         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-04-20      | 5.5000%  | 0.0000% | $2706528.00        | $1096359.96        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-15      | 5.6700%  | 0.0000% | $6048344.00        | $5813732.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $3000.00           | $2901.08           | Agency Mortgage-Backed Securities  |
| GNMA          | 2059-03-15      | 5.9600%  | 0.0000% | $28702.00          | $30046.92          | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-07-15      | 5.9800%  | 0.0000% | $5013.00           | $5272.49           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $209334.00         | $68165.86          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1580015.00        | $1259777.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1606961.00        | $1085727.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $2988.00           | $3039.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $636561.00         | $657839.90         | Agency Mortgage-Backed Securities  |
| GNMA          | 2061-03-15      | 5.7100%  | 0.0000% | $2000.00           | $2081.38           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.72           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2178.00           | $2253.11           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $3291890.00        | $3469589.49        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1373126.00        | $1397700.26        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $3152144.00        | $3202638.25        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1005.00           | $1027.95           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2364971.00        | $2446551.06        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1628338.00        | $1623789.51        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1042.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $2280204.00        | $2272259.01        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1869278.00        | $1557299.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $35517726.00       | $27736418.07       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $34973560.00       | $21991646.02       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $14968735.00       | $13948483.60       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $9977530.00        | $8183599.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $29016062.00       | $28947008.95       | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $42169.00          | $43266.16          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-11-20      | 4.5000%  | 0.0000% | $95212.00          | $91433.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $7751.00           | $6581.49           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1198386.00        | $1259168.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $8066.00           | $8511.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-12-20      | 6.5000%  | 0.0000% | $1174074.00        | $1229920.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2061-03-15      | 5.2000%  | 0.0000% | $994000.00         | $1002437.40        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 7.0000%  | 0.0000% | $2000.00           | $2093.25           | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $1712419.00        | $1706911.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-08-15      | 5.0000%  | 0.0000% | $4500000.00        | $40110.51          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $42055.52          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $2101.00           | $75.85             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-04-20      | 5.0000%  | 0.0000% | $4380004.00        | $134853.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $2242576.00        | $76412.77          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $1260000.00        | $40003.00          | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-12-15      | 6.3750%  | 0.0000% | $369672.00         | $33098.09          | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-01-15      | 2.5000%  | 0.0000% | $34722.00          | $529.18            | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $356496384.00      | $27620763.48       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.0000%  | 0.0000% | $599000.00         | $173846.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $367760.00         | $166011.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $133000.00         | $60214.85          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 2.0000%  | 0.0000% | $17250496.00       | $11507378.66       | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $47400.00          | $46667.73          | Agency Mortgage-Backed Securities  |
| USTR          | 2026-05-05      | 0.0000%  | 0.0000% | $16096800.00       | $16039978.30       | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  | 0.0000% | $125600.00         | $66275.47          | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.17             | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $19900.00          | $12079.64          | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $297400.00         | $217200.66         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.2500%  | 0.0000% | $92741200.00       | $77472747.42       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $1171800.00        | $1033810.96        | U.S. Treasuries (including strips) |
| USTR          | 2054-02-15      | 2.1250%  | 0.0000% | $422400.00         | $396029.15         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $705700.00         | $677746.95         | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $8188100.00        | $8074577.65        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $49562100.00       | $45147693.57       | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $26697300.00       | $26262659.69       | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $93883100.00       | $92048951.00       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $726100.00         | $762635.51         | U.S. Treasuries (including strips) |

### Security 65: TD SECURITIES USA LLC MORTGAGE REPO 3.6500 20260402

- **C.1 - Title:** TD SECURITIES USA LLC MORTGAGE REPO 3.6500 20260402 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: 8919942V6, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 8919942V6
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2052-12-20      | 6.0000%  | 0.0000% | $179835670.00      | $86714727.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $12618489.00       | $12225272.43       | Agency Mortgage-Backed Securities |

### Security 66: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $73841230.31
- **C.18.a - Value (excl. sponsor support):** $73841230.31
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $266446570.85
- **C.18.a - Value (excl. sponsor support):** $266446570.85
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.00000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $223867362.58
- **C.18.a - Value (excl. sponsor support):** $223867362.58
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $33950000.00
- **C.18.a - Value (excl. sponsor support):** $33950000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99492187.50
- **C.18.a - Value (excl. sponsor support):** $99492187.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39715625.00
- **C.18.a - Value (excl. sponsor support):** $39715625.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $135973437.50
- **C.18.a - Value (excl. sponsor support):** $135973437.50
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $220678906.25
- **C.18.a - Value (excl. sponsor support):** $220678906.25
- **C.19 - Percentage of Net Assets:** 1.6100%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65492578.13
- **C.18.a - Value (excl. sponsor support):** $65492578.13
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.803431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $225017613.18
- **C.18.a - Value (excl. sponsor support):** $225017613.18
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $208446875.00
- **C.18.a - Value (excl. sponsor support):** $208446875.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.835431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $170083236.98
- **C.18.a - Value (excl. sponsor support):** $170083236.98
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60126562.50
- **C.18.a - Value (excl. sponsor support):** $60126562.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $224973632.81
- **C.18.a - Value (excl. sponsor support):** $224973632.81
- **C.19 - Percentage of Net Assets:** 1.6400%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $148024316.41
- **C.18.a - Value (excl. sponsor support):** $148024316.41
- **C.19 - Percentage of Net Assets:** 1.0800%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $250761718.75
- **C.18.a - Value (excl. sponsor support):** $250761718.75
- **C.19 - Percentage of Net Assets:** 1.8200%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $275365234.38
- **C.18.a - Value (excl. sponsor support):** $275365234.38
- **C.19 - Percentage of Net Assets:** 2.0000%
- **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:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY 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.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150129305.61
- **C.18.a - Value (excl. sponsor support):** $150129305.61
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.843431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150202775.34
- **C.18.a - Value (excl. sponsor support):** $150202775.34
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: WELLS FARGO SECURITIES MORTGAGE REPO 3.6500 20260402

- **C.1 - Title:** WELLS FARGO SECURITIES MORTGAGE REPO 3.6500 20260402 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: 9499842V9, C.4 - ISIN: N/A, C.3 - LEI: PBLD0EJDB5FWOLXP3B76, C.5 - Other ID: 9499842V9
- **C.18 - Value (incl. sponsor support):** $324000000.00
- **C.18.a - Value (excl. sponsor support):** $324000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **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:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2028-03-01      | 6.0000%  | 0.0000% | $1030000.00        | $4613.80           | Agency Mortgage-Backed Securities |
| FNMA          | 2029-03-01      | 5.0000%  | 0.0000% | $334671.00         | $959.19            | Agency Mortgage-Backed Securities |
| FNMA          | 2028-06-01      | 5.0000%  | 0.0000% | $203607.00         | $2506.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-09-01      | 4.0000%  | 0.0000% | $1100000.00        | $87367.61          | Agency Mortgage-Backed Securities |
| FNMA          | 2046-07-01      | 3.0000%  | 0.0000% | $12000.00          | $1329.14           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-04-01      | 3.5000%  | 0.0000% | $20000000.00       | $1632613.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $317241.00         | $24358.82          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1451460.00        | $10063.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2231921.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $273399.00         | $193548.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $93909.98          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 6.0000%  | 0.0000% | $2002992.00        | $1208654.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-03-01      | 6.5000%  | 0.0000% | $1136724.00        | $578208.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1083213.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2084551.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11030789.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5239.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2398986.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 5.5000%  | 0.0000% | $1160606.00        | $762450.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $23751174.00       | $18825011.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1675009.00        | $1142506.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3870000.00        | $2823556.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $77916051.00       | $54025754.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1641894.00        | $1667866.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $32968.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $59166367.00       | $58544425.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $218887.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $15611000.00       | $9863581.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $122811.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $12299482.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $1962200.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $70702255.00       | $66916327.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 6.0000%  | 0.0000% | $1355942.00        | $847112.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $55359872.00       | $55670204.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 6.0000%  | 0.0000% | $712000.00         | $5369.97           | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 6.0000%  | 0.0000% | $170086.00         | $740.32            | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $18884.95          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $56255.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $481144.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 5.0000%  | 0.0000% | $6000.00           | $4357.85           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $192610.00         | $181004.39         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $20927348.00       | $17939995.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $3316500.00        | $3394265.29        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2026-04-07

**By:** Alan S. Dupski

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

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